Electricity markets modeling considering complex contracts and aggregators

All over the world, the liberalization of electricity markets, which follows different paradigms, has created new challenges for those involved in this sector. In order to respond to these challenges, electric power systems suffered a significant restructuring in its mode of operation and planning. This restructuring resulted in a considerable increase of the electric sector competitiveness. Particularly, the Ancillary Services (AS) market has been target of constant renovations in its operation mode as it is a targeted market for the trading of services, which have as main objective to ensure the operation of electric power systems with appropriate levels of stability, safety, quality, equity and competitiveness. In this way, with the increasing penetration of distributed energy resources including distributed generation, demand response, storage units and electric vehicles, it is essential to develop new smarter and hierarchical methods of operation of electric power systems. As these resources are mostly connected to the distribution network, it is important to consider the introduction of this kind of resources in AS delivery in order to achieve greater reliability and cost efficiency of electrical power systems operation. The main contribution of this work is the design and development of mechanisms and methodologies of AS market and for energy and AS joint market, considering different management entities of transmission and distribution networks. Several models developed in this work consider the most common AS in the liberalized market environment: Regulation Down; Regulation Up; Spinning Reserve and Non-Spinning Reserve. The presented models consider different rules and ways of operation, such as the division of market by network areas, which allows the congestion management of interconnections between areas; or the ancillary service cascading process, which allows the replacement of AS of superior quality by lower quality of AS, ensuring a better economic performance of the market. A major contribution of this work is the development an innovative methodology of market clearing process to be used in the energy and AS joint market, able to ensure viable and feasible solutions in markets, where there are technical constraints in the transmission network involving its division into areas or regions. The proposed method is based on the determination of Bialek topological factors and considers the contribution of the dispatch for all services of increase of generation (energy, Regulation Up, Spinning and Non-Spinning reserves) in network congestion. The use of Bialek factors in each iteration of the proposed methodology allows limiting the bids in the market while ensuring that the solution is feasible in any context of system operation. Another important contribution of this work is the model of the contribution of distributed energy resources in the ancillary services. In this way, a Virtual Power Player (VPP) is considered in order to aggregate, manage and interact with distributed energy resources. The VPP manages all the agents aggregated, being able to supply AS to the system operator, with the main purpose of participation in electricity market. In order to ensure their participation in the AS, the VPP should have a set of contracts with the agents that include a set of diversified and adapted rules to each kind of distributed resource. All methodologies developed and implemented in this work have been integrated into the MASCEM simulator, which is a simulator based on a multi-agent system that allows to study complex operation of electricity markets. In this way, the developed methodologies allow the simulator to cover more operation contexts of the present and future of the electricity market. In this way, this dissertation offers a huge contribution to the AS market simulation, based on models and mechanisms currently used in several real markets, as well as the introduction of innovative methodologies of market clearing process on the energy and AS joint market. This dissertation presents five case studies; each one consists of multiple scenarios. The first case study illustrates the application of AS market simulation considering several bids of market players. The energy and ancillary services joint market simulation is exposed in the second case study. In the third case study it is developed a comparison between the simulation of the joint market methodology, in which the player bids to the ancillary services is considered by network areas and a reference methodology. The fourth case study presents the simulation of joint market methodology based on Bialek topological distribution factors applied to transmission network with 7 buses managed by a TSO. The last case study presents a joint market model simulation which considers the aggregation of small players to a VPP, as well as complex contracts related to these entities. The case study comprises a distribution network with 33 buses managed by VPP, which comprises several kinds of distributed resources, such as photovoltaic, CHP, fuel cells, wind turbines, biomass, small hydro, municipal solid waste, demand response, and storage units.

Adaptive modeling and high quality spectral estimation for speech enhancement

In this work an adaptive modeling and spectral estimation scheme based on a dual Discrete Kalman Filtering (DKF) is proposed for speech enhancement. Both speech and noise signals are modeled by an autoregressive structure which provides an underlying time frame dependency and improves time-frequency resolution. The model parameters are arranged to obtain a combined state-space model and are also used to calculate instantaneous power spectral density estimates. The speech enhancement is performed by a dual discrete Kalman filter that simultaneously gives estimates for the models and the signals. This approach is particularly useful as a pre-processing module for parametric based speech recognition systems that rely on spectral time dependent models. The system performance has been evaluated by a set of human listeners and by spectral distances. In both cases the use of this pre-processing module has led to improved results.

Modeling Vegetable Fractals by means of Fractional-order Equations

This paper characterizes four ‘fractal vegetables’: (i) cauliflower (brassica oleracea var. Botrytis); (ii) broccoli (brassica oleracea var. italica); (iii) round cabbage (brassica oleracea var. capitata) and (iv) Brussels sprout (brassica oleracea var. gemmifera), by means of electrical impedance spectroscopy and fractional calculus tools. Experimental data is approximated using fractional-order models and the corresponding parameters are determined with a genetic algorithm. The Havriliak-Negami five-parameter model fits well into the data, demonstrating that classical formulae can constitute simple and reliable models to characterize biological structures.

Multi-agent simulation of competitive electricity markets: Autonomous systems cooperation for European market modeling

The electricity market restructuring, and its worldwide evolution into regional and even continental scales, along with the increasing necessity for an adequate integration of renewable energy sources, is resulting in a rising complexity in power systems operation. Several power system simulators have been developed in recent years with the purpose of helping operators, regulators, and involved players to understand and deal with this complex and constantly changing environment. The main contribution of this paper is given by the integration of several electricity market and power system models, respecting to the reality of different countries. This integration is done through the development of an upper ontology which integrates the essential concepts necessary to interpret all the available information. The continuous development of Multi-Agent System for Competitive Electricity Markets platform provides the means for the exemplification of the usefulness of this ontology. A case study using the proposed multi-agent platform is presented, considering a scenario based on real data that simulates the European Electricity Market environment, and comparing its performance using different market mechanisms. The main goal is to demonstrate the advantages that the integration of various market models and simulation platforms have for the study of the electricity markets’ evolution.

Performance of state space and ARIMA models for consumer retail sales forecasting

Forecasting future sales is one of the most important issues that is beyond all strategic and planning decisions in effective operations of retail businesses. For profitable retail businesses, accurate demand forecasting is crucial in organizing and planning production, purchasing, transportation and labor force. Retail sales series belong to a special type of time series that typically contain trend and seasonal patterns, presenting challenges in developing effective forecasting models. This work compares the forecasting performance of state space models and ARIMA models. The forecasting performance is demonstrated through a case study of retail sales of five different categories of women footwear: Boots, Booties, Flats, Sandals and Shoes. On both methodologies the model with the minimum value of Akaike's Information Criteria for the in-sample period was selected from all admissible models for further evaluation in the out-of-sample. Both one-step and multiple-step forecasts were produced. The results show that when an automatic algorithm the overall out-of-sample forecasting performance of state space and ARIMA models evaluated via RMSE, MAE and MAPE is quite similar on both one-step and multi-step forecasts. We also conclude that state space and ARIMA produce coverage probabilities that are close to the nominal rates for both one-step and multi-step forecasts.

Multi-agent systems and birtual producers in electronic marketplaces

This paper presents an agent-based simulator designed for analyzing agent market strategies based on a complete understanding of buyer and seller behaviours, preference models and pricing algorithms, considering user risk preferences. The system includes agents that are capable of improving their performance with their own experience, by adapting to the market conditions. In the simulated market agents interact in several different ways and may joint together to form coalitions. In this paper we address multi-agent coalitions to analyse Distributed Generation in Electricity Markets

Estudo comparativo entre criança com e sem joelhos valgos praticantes de hóquei em patins utilizando diferentes sistemas de análise

O presente estudo tem como objetivo comparar experimentalmente duas crianças praticantes de Hóquei em Patins, uma normal e uma com a patologia dos joelhos valgos, avaliando qualitativamente as diferenças posturais, estáticas e dinâmicas, decorrentes da utilização dos patins específicos desta modalidade, através do sistema de análise da Força de Reação do Solo (FRS), de Eletromiografia (EMG), de captura de movimento, e de modelação e simulação. Para atingir o objetivo definiu-se um protocolo de ensaios com as seguintes tarefas: repouso com e sem patins, marcha, corrida, deslizar com os dois pés apoiados e deslizar com o pé esquerdo levantado. No repouso avaliou-se a variação do ponto de aplicação da FRS da criança normal e patológica, com e sem patins. Ainda na tarefa de repouso avaliou-se também as componentes médio-lateral, antero-posterior individualmente e a componente vertical da FRS, juntamente com a atividade muscular dos músculos Gastrocnémio Medial (GM), Recto Femoral (RF), Vasto Medial (VM), Vasto Lateral (VL), Bicípete Femoral (BF), Semitendinoso (ST), Tensor da Fascia Lata (TFL), Gastrocnémio Lateral (GL), de forma a comparar os valores de intensidade de FRS e da atividade muscular dos diferentes instantes de tempo desta tarefa. Para as restantes tarefas apenas se avaliou individualmente as componentes médio-lateral e antero-posterior da FRS e a componente vertical da FRS juntamente com a atividade muscular dos referidos músculos, salientando as diferenças evidentes entre as curvas da criança normal e as curvas da criança patológica durante os diferentes instantes do movimento. Todas as tarefas referidas, exceto a tarefa de repouso com patins, foram ainda simuladas recorrendo a modelos músculo-esqueléticos. A partir destas simulações do movimento obtiveram-se os ângulos articulares e efetuou-se a respetiva análise. No final dos resultados obtidos apresentou-se uma tabela de resumo com o cálculo dos coeficientes de variação de cada grandeza, exceto nos gráficos da posição no espaço da FRS, onde se constatou que existe uma grande variabilidade inter-individuo em cada tarefa. A análise dos resultados de cada tarefa permite concluir que a utilização de patins pode trazer uma maior ativação muscular para a criança patológica, embora se verifique instabilidade articular. Apesar dessa instabilidade pode-se inferir que, uma maior ativação muscular decorrente da utilização de patins, tal como acontece na prática do hóquei em patins, pode trazer uma melhoria, a longo prazo, na estabilidade da articulação do joelho e na sustentação corporal, proporcionada pelo fortalecimento muscular.

New insights on integer-programming models for the kidney exchange problem

In recent years several countries have set up policies that allow exchange of kidneys between two or more incompatible patient–donor pairs. These policies lead to what is commonly known as kidney exchange programs. The underlying optimization problems can be formulated as integer programming models. Previously proposed models for kidney exchange programs have exponential numbers of constraints or variables, which makes them fairly difficult to solve when the problem size is large. In this work we propose two compact formulations for the problem, explain how these formulations can be adapted to address some problem variants, and provide results on the dominance of some models over others. Finally we present a systematic comparison between our models and two previously proposed ones via thorough computational analysis. Results show that compact formulations have advantages over non-compact ones when the problem size is large.

Geostatistical Prediction of Ocean Outfall Plume Characteristics Based on an Autonomous Underwater Vehicle

Geostatistics has been successfully used to analyze and characterize the spatial variability of environmental properties. Besides giving estimated values at unsampled locations, it provides a measure of the accuracy of the estimate, which is a significant advantage over traditional methods used to assess pollution. In this work universal block kriging is novelty used to model and map the spatial distribution of salinity measurements gathered by an Autonomous Underwater Vehicle in a sea outfall monitoring campaign, with the aim of distinguishing the effluent plume from the receiving waters, characterizing its spatial variability in the vicinity of the discharge and estimating dilution. The results demonstrate that geostatistical methodology can provide good estimates of the dispersion of effluents that are very valuable in assessing the environmental impact and managing sea outfalls. Moreover, since accurate measurements of the plume’s dilution are rare, these studies might be very helpful in the future to validate dispersion models.

Ligand-Induced structural changes in TEM‑1 probed by molecular dynamics and relative binding free energy calculations

The TEM family of enzymes has had a crucial impact on the pharmaceutical industry due to their important role in antibiotic resistance. Even with the latest technologies in structural biology and genomics, no 3D structure of a TEM- 1/antibiotic complex is known previous to acylation. Therefore, the comprehension of their capability in acylate antibiotics is based on the protein macromolecular structure uncomplexed. In this work, molecular docking, molecular dynamic simulations, and relative free energy calculations were applied in order to get a comprehensive and thorough analysis of TEM-1/ampicillin and TEM-1/amoxicillin complexes. We described the complexes and analyzed the effect of ligand binding on the overall structure. We clearly demonstrate that the key residues involved in the stability of the ligand (hot-spots) vary with the nature of the ligand. Structural effects such as (i) the distances between interfacial residues (Ser70−Oγ and Lys73−Nζ, Lys73−Nζ and Ser130−Oγ, and Ser70−Oγ−Ser130−Oγ), (ii) side chain rotamer variation (Tyr105 and Glu240), and (iii) the presence of conserved waters can be also influenced by ligand binding. This study supports the hypothesis that TEM-1 suffers structural modifications upon ligand binding.

Soil sampling design and sampling techniques for soil properties monitoring – common difficulties related to forest soils

Mathematical models and statistical analysis are key instruments in soil science scientific research as they can describe and/or predict the current state of a soil system. These tools allow us to explore the behavior of soil related processes and properties as well as to generate new hypotheses for future experimentation. A good model and analysis of soil properties variations, that permit us to extract suitable conclusions and estimating spatially correlated variables at unsampled locations, is clearly dependent on the amount and quality of data and of the robustness techniques and estimators. On the other hand, the quality of data is obviously dependent from a competent data collection procedure and from a capable laboratory analytical work. Following the standard soil sampling protocols available, soil samples should be collected according to key points such as a convenient spatial scale, landscape homogeneity (or non-homogeneity), land color, soil texture, land slope, land solar exposition. Obtaining good quality data from forest soils is predictably expensive as it is labor intensive and demands many manpower and equipment both in field work and in laboratory analysis. Also, the sampling collection scheme that should be used on a data collection procedure in forest field is not simple to design as the sampling strategies chosen are strongly dependent on soil taxonomy. In fact, a sampling grid will not be able to be followed if rocks at the predicted collecting depth are found, or no soil at all is found, or large trees bar the soil collection. Considering this, a proficient design of a soil data sampling campaign in forest field is not always a simple process and sometimes represents a truly huge challenge. In this work, we present some difficulties that have occurred during two experiments on forest soil that were conducted in order to study the spatial variation of some soil physical-chemical properties. Two different sampling protocols were considered for monitoring two types of forest soils located in NW Portugal: umbric regosol and lithosol. Two different equipments for sampling collection were also used: a manual auger and a shovel. Both scenarios were analyzed and the results achieved have allowed us to consider that monitoring forest soil in order to do some mathematical and statistical investigations needs a sampling procedure to data collection compatible to established protocols but a pre-defined grid assumption often fail when the variability of the soil property is not uniform in space. In this case, sampling grid should be conveniently adapted from one part of the landscape to another and this fact should be taken into consideration of a mathematical procedure.

Distributed, Agent-Based Intelligent System for Demand Response Program Simulation in Smart Grids

A distributed, agent-based intelligent system models and simulates a smart grid using physical players and computationally simulated agents. The proposed system can assess the impact of demand response programs.

Decision Support Concerning Demand Response Programs Design and Use – A Conceptual Framework and Simulation Tool

Demand response can play a very relevant role in the context of power systems with an intensive use of distributed energy resources, from which renewable intermittent sources are a significant part. More active consumers participation can help improving the system reliability and decrease or defer the required investments. Demand response adequate use and management is even more important in competitive electricity markets. However, experience shows difficulties to make demand response be adequately used in this context, showing the need of research work in this area. The most important difficulties seem to be caused by inadequate business models and by inadequate demand response programs management. This paper contributes to developing methodologies and a computational infrastructure able to provide the involved players with adequate decision support on demand response programs and contracts design and use. The presented work uses DemSi, a demand response simulator that has been developed by the authors to simulate demand response actions and programs, which includes realistic power system simulation. It includes an optimization module for the application of demand response programs and contracts using deterministic and metaheuristic approaches. The proposed methodology is an important improvement in the simulator while providing adequate tools for demand response programs adoption by the involved players. A machine learning method based on clustering and classification techniques, resulting in a rule base concerning DR programs and contracts use, is also used. A case study concerning the use of demand response in an incident situation is presented.

Optimization of Generation and Aggregated Consumption Shifting for Demand Response Programs Definition

The concept of demand response has drawing attention to the active participation in the economic operation of power systems, namely in the context of recent electricity markets and smart grid models and implementations. In these competitive contexts, aggregators are necessary in order to make possible the participation of small size consumers and generation units. The methodology proposed in the present paper aims to address the demand shifting between periods, considering multi-period demand response events. The focus is given to the impact in the subsequent periods. A Virtual Power Player operates the network, aggregating the available resources, and minimizing the operation costs. The illustrative case study included is based on a scenario of 218 consumers including generation sources.

Quantum-based Particle Swarm Optimization Application to Studies of Aggregated Consumption Shifting and Generation Scheduling in Smart Grids

Demand response programs and models have been developed and implemented for an improved performance of electricity markets, taking full advantage of smart grids. Studying and addressing the consumers’ flexibility and network operation scenarios makes possible to design improved demand response models and programs. The methodology proposed in the present paper aims to address the definition of demand response programs that consider the demand shifting between periods, regarding the occurrence of multi-period demand response events. The optimization model focuses on minimizing the network and resources operation costs for a Virtual Power Player. Quantum Particle Swarm Optimization has been used in order to obtain the solutions for the optimization model that is applied to a large set of operation scenarios. The implemented case study illustrates the use of the proposed methodology to support the decisions of the Virtual Power Player in what concerns the duration of each demand response event.