103 resultados para Filipe Furtado

em Instituto Politécnico do Porto, Portugal


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In the last years there has been a huge growth and consolidation of the Data Mining field. Some efforts are being done that seek the establishment of standards in the area. Included on these efforts there can be enumerated SEMMA and CRISP-DM. Both grow as industrial standards and define a set of sequential steps that pretends to guide the implementation of data mining applications. The question of the existence of substantial differences between them and the traditional KDD process arose. In this paper, is pretended to establish a parallel between these and the KDD process as well as an understanding of the similarities between them.

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Dissertação para a obtenção do Grau de Mestre em Contabilidade e Finanças

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Dissertação apresentada ao Instituto Politécnico do Porto, Instituto Superior de Contabilidade e Administração do Porto, para a obtenção do Grau de Mestre em Gestão das Organizações, Ramo de Gestão de Empresas Orientador: Doutor Eduardo Manuel Lopes de Sá e Silva

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Dissertação apresentada ao Instituto Politécnico do Porto para obtenção de Grau de Mestre em Gestão das Organizações, Ramo Gestão de Empresas Orientada por: Professora Doutora Paula Peres

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Dissertação para a obtenção do Grau de Mestre em Contabilidade e Finanças Orientador: Dr. Paulo Filipe Teixeira Aguiar

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Long-term contractual decisions are the basis of an efficient risk management. However those types of decisions have to be supported with a robust price forecast methodology. This paper reports a different approach for long-term price forecast which tries to give answers to that need. Making use of regression models, the proposed methodology has as main objective to find the maximum and a minimum Market Clearing Price (MCP) for a specific programming period, and with a desired confidence level α. Due to the problem complexity, the meta-heuristic Particle Swarm Optimization (PSO) was used to find the best regression parameters and the results compared with the obtained by using a Genetic Algorithm (GA). To validate these models, results from realistic data are presented and discussed in detail.

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In recent years, power systems have experienced many changes in their paradigm. The introduction of new players in the management of distributed generation leads to the decentralization of control and decision-making, so that each player is able to play in the market environment. In the new context, it will be very relevant that aggregator players allow midsize, small and micro players to act in a competitive environment. In order to achieve their objectives, virtual power players and single players are required to optimize their energy resource management process. To achieve this, it is essential to have financial resources capable of providing access to appropriate decision support tools. As small players have difficulties in having access to such tools, it is necessary that these players can benefit from alternative methodologies to support their decisions. This paper presents a methodology, based on Artificial Neural Networks (ANN), and intended to support smaller players. In this case the present methodology uses a training set that is created using energy resource scheduling solutions obtained using a mixed-integer linear programming (MIP) approach as the reference optimization methodology. The trained network is used to obtain locational marginal prices in a distribution network. The main goal of the paper is to verify the accuracy of the ANN based approach. Moreover, the use of a single ANN is compared with the use of two or more ANN to forecast the locational marginal price.

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The large penetration of intermittent resources, such as solar and wind generation, involves the use of storage systems in order to improve power system operation. Electric Vehicles (EVs) with gridable capability (V2G) can operate as a means for storing energy. This paper proposes an algorithm to be included in a SCADA (Supervisory Control and Data Acquisition) system, which performs an intelligent management of three types of consumers: domestic, commercial and industrial, that includes the joint management of loads and the charge/discharge of EVs batteries. The proposed methodology has been implemented in a SCADA system developed by the authors of this paper – the SCADA House Intelligent Management (SHIM). Any event in the system, such as a Demand Response (DR) event, triggers the use of an optimization algorithm that performs the optimal energy resources scheduling (including loads and EVs), taking into account the priorities of each load defined by the installation users. A case study considering a specific consumer with several loads and EVs is presented in this paper.

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In this abstract is presented an energy management system included in a SCADA system existent in a intelligent home. The system control the home energy resources according to the players definitions (electricity consumption and comfort levels), the electricity prices variation in real time mode and the DR events proposed by the aggregators.

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The operation of power systems in a Smart Grid (SG) context brings new opportunities to consumers as active players, in order to fully reach the SG advantages. In this context, concepts as smart homes or smart buildings are promising approaches to perform the optimization of the consumption, while reducing the electricity costs. This paper proposes an intelligent methodology to support the consumption optimization of an industrial consumer, which has a Combined Heat and Power (CHP) facility. A SCADA (Supervisory Control and Data Acquisition) system developed by the authors is used to support the implementation of the proposed methodology. An optimization algorithm implemented in the system in order to perform the determination of the optimal consumption and CHP levels in each instant, according to the Demand Response (DR) opportunities. The paper includes a case study with several scenarios of consumption and heat demand in the context of a DR event which specifies a maximum demand level for the consumer.

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This paper presents the development of a solar photovoltaic (PV) model based on PSCAD/EMTDC - Power System Computer Aided Design – including a mathematical model study. An additional algorithm has been implemented in MATLAB software in order to calculate several parameters required by the PSCAD developed model. All the simulation study has been performed in PSCAD/MATLAB software simulation tool. A real data base concerning irradiance, cell temperature and PV power generation was used in order to support the evaluation of the implemented PV model.

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This paper proposes a particle swarm optimization (PSO) approach to support electricity producers for multiperiod optimal contract allocation. The producer risk preference is stated by a utility function (U) expressing the tradeoff between the expectation and variance of the return. Variance estimation and expected return are based on a forecasted scenario interval determined by a price range forecasting model developed by the authors. A certain confidence level is associated to each forecasted scenario interval. The proposed model makes use of contracts with physical (spot and forward) and financial (options) settlement. PSO performance was evaluated by comparing it with a genetic algorithm-based approach. This model can be used by producers in deregulated electricity markets but can easily be adapted to load serving entities and retailers. Moreover, it can easily be adapted to the use of other type of contracts.

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Short-term risk management is highly dependent on long-term contractual decisions previously established; risk aversion factor of the agent and short-term price forecast accuracy. Trying to give answers to that problem, this paper provides a different approach for short-term risk management on electricity markets. Based on long-term contractual decisions and making use of a price range forecast method developed by the authors, the short-term risk management tool presented here has as main concern to find the optimal spot market strategies that a producer should have for a specific day in function of his risk aversion factor, with the objective to maximize the profits and simultaneously to practice the hedge against price market volatility. Due to the complexity of the optimization problem, the authors make use of Particle Swarm Optimization (PSO) to find the optimal solution. Results from realistic data, namely from OMEL electricity market, are presented and discussed in detail.

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In recent years the use of several new resources in power systems, such as distributed generation, demand response and more recently electric vehicles, has significantly increased. Power systems aim at lowering operational costs, requiring an adequate energy resources management. In this context, load consumption management plays an important role, being necessary to use optimization strategies to adjust the consumption to the supply profile. These optimization strategies can be integrated in demand response programs. The control of the energy consumption of an intelligent house has the objective of optimizing the load consumption. This paper presents a genetic algorithm approach to manage the consumption of a residential house making use of a SCADA system developed by the authors. Consumption management is done reducing or curtailing loads to keep the power consumption in, or below, a specified energy consumption limit. This limit is determined according to the consumer strategy and taking into account the renewable based micro generation, energy price, supplier solicitations, and consumers’ preferences. The proposed approach is compared with a mixed integer non-linear approach.