A decision-support system based on particle swarm optimization for multiperiod hedging in electricity markets

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.

A long-term risk management tool for electricity markets using swarm intelligence

This paper addresses the optimal involvement in derivatives electricity markets of a power producer to hedge against the pool price volatility. To achieve this aim, a swarm intelligence meta-heuristic optimization technique for long-term risk management tool is proposed. This tool investigates the long-term opportunities for risk hedging available for electric power producers through the use of contracts with physical (spot and forward contracts) and financial (options contracts) settlement. The producer risk preference is formulated as a utility function (U) expressing the trade-off between the expectation and the variance of the return. Variance of return and the expectation are based on a forecasted scenario interval determined by a long-term price range forecasting model. This model also makes use of particle swarm optimization (PSO) to find the best parameters allow to achieve better forecasting results. On the other hand, the price estimation depends on load forecasting. This work also presents a regressive long-term load forecast model that make use of PSO to find the best parameters as well as in price estimation. The PSO technique performance has been evaluated by comparison with a Genetic Algorithm (GA) based approach. A case study is presented and the results are discussed taking into account the real price and load historical data from mainland Spanish electricity market demonstrating the effectiveness of the methodology handling this type of problems. Finally, conclusions are dully drawn.

Insignificant impact of prescribed fire on surface soil in a Pinus pinaster plantation, northern Portugal

Following a prescribed fire in a Pinus pinaster forest site located in the north-west Portugal, monitoring of any changes in selected soil characteristics and soil hydrology was undertaken to assess the effects of burning on the following: pH, electrical conductivity, water content, organic carbon and porosity. Thirty plots were established on a regular grid. At each sample plot before and after the fire, samples were collected (disturbed samples from depths of 0-1cm and 1-5cm; undisturbed core samples from 0-5cm). The results indicate that there was no measurable impact on the properties of the soil following this carefully conducted prescribed fire. The fire only affected the litter layer, as intended. Confirmation of this minimal impact on the soil was provided by regrowth of grasses and herbs already occurring two months after the fire. The implication is, therefore, that provided this wildfire-risk reduction strategy is carried out under existing strict guidelines, any impact on soil quality will be minimal.

Efeito hipotensivo de uma sessão de exercício aeróbio em idosos hipertensos

Introdução: As doenças cardiovasculares, entre elas, a hipertensão arterial constituem um dos problemas de saúde de maior prevalência, principalmente na população idosa. Alguns estudos têm apontado o exercício físico aeróbio como uma medida não farmacológica, eficaz, para a prevenção/controlo da hipertensão arterial. Objetivo: Este estudo avaliou o efeito agudo hipotensivo de uma sessão isolada de exercício físico aeróbio num grupo de idosos hipertensos. Metodologia: A amostra foi composta por 20 idosos, de ambos os géneros, hipertensos, pertencentes a três centros de convívio distintos. Os indivíduos foram divididos aleatoriamente em dois grupos, o grupo que fez a sessão de exercício (n=10, idade 81,2 ± 4,71 anos) e o grupo de controlo (n=10, idade 81,2 ± 3,12 anos). O grupo de exercício participou numa sessão de exercício físico aeróbio que teve 35 minutos de duração, sendo constituída por 5 minutos de aquecimento seguidos por duas frações de marcha a uma intensidade de 40-60% da frequência cardíaca (FC) de reserva, cada uma delas com a duração de 10 minutos, separadas por um intervalo de recuperação de 5 minutos, terminando com 5 minutos de retorno à calma. O grupo controlo permaneceu 35 minutos em repouso sentado. Todos indivíduos foram sujeitos à avaliação da pressão arterial (PA) e FC, antes, no intervalo, no término, 20 e 40 minutos após a sessão de exercício/35 minutos de repouso. Resultados: Observou-se que no grupo que fez o exercício físico a PA sistólica medida aos 40 minutos (123,04 ± 23,07 mmHg) após a sessão de exercício foi significativamente inferior aos restantes momentos de avaliação, incluindo o valor observado em repouso (135,57 ± 19,43 mmHg). A PA diastólica medida também aos 40 minutos (61,94 ± 7,49 mmHg) após a sessão foi inferior à obtida ao intervalo da sessão (72,40 ± 8,51 mmHg). A FC foi significativamente superior ao intervalo e no término da sessão comparativamente a todos os outros momentos de avaliação. Quanto ao grupo controlo não se verificaram diferenças significativas em nenhum dos parâmetros avaliados. Conclusão: Uma sessão isolada de exercício aeróbio de curta promove a ocorrência do fenómeno hipotensão pós-exercício em idosos hipertensos.

Study on the changes of soil chemical characteristics as result of prescribed fire

Every year, particularly during the summer period, the Portuguese forests are devastated by forest fire that destroys their ecosystems. So in order to prevent these forest fires, public and private authorities frequently use methods for the reduction of combustible mass as the prescribed fire and the mechanical vegetation pruning. All of these methods of prevention of forest fires alter the vegetation layer and/or soil [1-2]. This work aimed the study of the variation of some chemical characteristics of soil that suffered prescribed fire. The studied an area was located in the Serra of Cabreira (Figure 1) with 54.6 ha. Twenty sampling points were randomly selected and samples were collected with a shovel before, just after the prescribed fire, and 125 and 196 days after that event. The parameters that were studied were: pH, soil moisture, organic matter and iron, magnesium and potassium total concentration. All the analysis followed International Standard Methodologies. This work allowed to conclude that: a) after the prescribed fire; i) the pH remained practically equal to the the initial value; ii) occurred a slight increase of the average of the organic matter contents and iron total contents; b) at the end of the sampling period compared to the initial values; i) the pH didn´t change significantly; ii) the average of the contents of organic matter decreased; and iii) the average of the total contents of Fe, Mg and K increased.

A qualitative description of soil parameters variation due to a prescribed fire in Portuguese northwestern forests using Fuzzy Boolean Nets — The case study of Cabreira mountain

In this paper we study the modifications that occurred in some forest soil properties after a prescribed fire. The research focused on the alterations of soil pH, soil moisture and soil organic matter content during a two-year span, from 2008 to 2009. The study site is located in Anjos, Vieira do Minho municipality, a forest site that has suffered from recurrent wildfires for several decades. Furze (Ulex, sp.), broom (Cytisus, sp.), gorse (Chamaespartum tridentatum) and a very few disperse adult pine (Pinus sylvestris) are the predominant vegetation type in the study area. The average height of this shrub vegetation is around 1.5 m. The prescribed fire was conducted by the National Forestry Authority (AFN) in November 2008. Fuzzy Boolean Nets (FBN) were used to evaluate the alteration in soil parameters when compared with adjacent spots where: i) no fire occurrence was registered since 1998; ii) fire occurrence was registered in 2008; and iii) vegetation pruning by mechanical cut was done in Spring six months prior to the prescribed fire event. Results suggest that in the particular case of the studied site, Anjos, the observed soil properties alterations cannot be related with the prescribed fire.

Characterization of soils in an area of prescribed fire

The prescribed fire is a technique that is often used, it has several advantages. Pedological and hydropedological techniques were tested to assess the prescribed fire changes may cause in soils. This work was performed in Tresminas area (Vila Pouca de Aguiar, Northern Portugal), during February and March 2011. In the present study we applied several techniques. For the field sampling was followed the ISO 10381-1[1], ISO 10381-2[2], and FAO rules [3], as well as were used a grid with 17 points for measuring the soil parameters. During the fire, we have tried to check, with the assistance of the Portuguese Forestry Authority, some important parameters such as, the propagation speed, the size of the flame front and the intensity of energy emitted per unit area. Before the fire, was collected carefully soil disturbed and undisturbed samples for laboratory analysis, and measured soil water content; we also have placed four sets of thermocouples for measuring soil temperature. After the fire, were collected the thermocouples and new soil samples; the water content were measured in the soil and collected ashes. In the laboratory, after preparing and sieving the samples, were determined the soil particle size. The soil pH and electrical conductivity in water was also determined. The total carbon (TC) and inorganic carbon (IC)[4] was measured by a Shimadzu TOC-Vcsn. The water content in soil has not varied significantly before and after the fire, as well as soil pH and soil electrical conductivity. The TC and IC did not change, which was expected, since the fire not overcome the 200° C. Through the various parameters, we determined that the prescribed fire didn’t affect the soil. The low temperature of the fire and its rapid implementation that lead to the possible adverse effects caused by the wild fire didn’t occurred.

Effects of prescribed fire on surface soil in a Pinus pinaster plantation, northern Portugal

In order to decrease the risk of severe wildfire, prescribed fire has recently been adopted in Portugal and elsewhere in the Mediterranean as a major tool for reducing the fuel load instead of manual or mechanical removal of vegetation. There has been some research into its impact on soils in shrublands and grasslands, but to date little research has been conducted in forested areas in the region. As a result, the impact of prescribed fire on the physico-chemical soil characteristics of forest soils has been assumed to be minimal, but this has not been demonstrated. In this study, we present the results of a monitoring campaign of a detailed pre- and post-prescribed fire assessment of soil properties in a long-unburnt P. pinaster plantation, NW Portugal. The soil characteristics examined were pH, total porosity, bulk density, moisture content, organic matter content and litter/ash quantity. The results show that there was no significant impact on the measured soil properties, the only effect being confined to minor changes in the upper 1 cm of soil. We conclude that provided the fire is carried out according to strict guidelines in P. pinaster forest, a minimal impact on soil properties can be expected.

Fuzzy Boolean nets investigation of the alteration of some physical forest soil properties due to a prescribed fire action

Portuguese northern forests are often and severely affected by wildfires during the summer season. Some preventive actions, such as prescribed (or controlled) burnings and clear-cut logging, are often used as a measure to reduce the occurrences of wildfires. In the particular case of Serra da Cabreira forest, due to extremely difficulties in operational field work, the prescribed (or controlled) burning technique is the the most common preventive action used to reduce the existing fuel load amount. This paper focuses on a Fuzzy Boolean Nets analysis of the changes in some forest soil properties, namely pH, moisture and organic matter content, after a controlled fire, and on the difficulties found during the sampling process and how they were overcome. The monitoring process was conducted during a three-month period in Anjos, Vieira do Minho, Portugal, an area located in a contact zone between a two-mica coarse-grained porphyritic granite and a biotite with plagioclase granite. The sampling sites were located in a spot dominated by quartzphyllite with quartz veins whose bedrock is partially altered and covered by slightly thick humus, which maintains low undergrowth vegetation.

Acquisition and data analysis related to changes in some forest soils properties after prescribed fire action

Controlled fires in forest areas are frequently used in most Mediterranean countries as a preventive technique to avoid severe wildfires in summer season. In Portugal, this forest management method of fuel mass availability is also used and has shown to be beneficial as annual statistical reports confirm that the decrease of wildfires occurrence have a direct relationship with the controlled fire practice. However prescribed fire can have serious side effects in some forest soil properties. This work shows the changes that occurred in some forest soils properties after a prescribed fire action. The experiments were carried out in soil cover over a natural site of Andaluzitic schist, in Gramelas, Caminha, Portugal, that had not been burn for four years. The composed soil samples were collected from five plots at three different layers (0-3cm, 3-6cm and 6-18cm) during a three-year monitoring period after the prescribed burning. Principal Component Analysis was used to reach the presented conclusions.

Impact of prescribed fire on the chemical properties of soil

Prescribed fire is a common forest management tool used in Portugal to reduce the fuel load availability and minimize the occurrence of wildfires. In addition, the use of this technique also causes an impact to ecosystems. In this presentation we propose to illustrate some results of our project in two forest sites, both located in Northwest Portugal, where the effect of prescribed fire on soil properties were recorded during a period of 6 months. Changes in soil moisture, organic matter, soil pH and iron, were examined by Principal Component Analysis multivariate statistics technique in order to determine impact of prescribed fire on these soil properties in these two different types of soils and determine the period of time that these forest soils need to recover to their pre-fire conditions, if they can indeed recover. Although the time allocated to this study does not allow for a widespread conclusion, the data analysis clearly indicates that the pH values are positively correlated with iron values at both sites. In addition, geomorphologic differences between both sampling sites, Gramelas and Anjos, are relevant as the soils’ properties considered have shown different performances in time. The use of prescribed fire produced a lower impact in soils originated from more amended bedrock and therefore with a ticker humus covering (Gramelas) than in more rocky soils with less litter covering (Anjos) after six months after the prescribed fire occurrence.

Forest soil short term response to prescribed fire: an approach by Principal Components Analysis

In the current context of serious climate changes, where the increase of the frequency of some extreme events occurrence can enhance the rate of periods prone to high intensity forest fires, the National Forest Authority often implements, in several Portuguese forest areas, a regular set of measures in order to control the amount of fuel mass availability (PNDFCI, 2008). In the present work we’ll present a preliminary analysis concerning the assessment of the consequences given by the implementation of prescribed fire measures to control the amount of fuel mass in soil recovery, in particular in terms of its water retention capacity, its organic matter content, pH and content of iron. This work is included in a larger study (Meira-Castro, 2009(a); Meira-Castro, 2009(b)). According to the established praxis on the data collection, embodied in multidimensional matrices of n columns (variables in analysis) by p lines (sampled areas at different depths), and also considering the quantitative data nature present in this study, we’ve chosen a methodological approach that considers the multivariate statistical analysis, in particular, the Principal Component Analysis (PCA ) (Góis, 2004). The experiments were carried out in a soil cover over a natural site of Andaluzitic schist, in Gramelas, Caminha, NW Portugal, who was able to maintain itself intact from prescribed burnings from four years and was submit to prescribed fire in March 2008. The soils samples were collected from five different plots at six different time periods. The methodological option that was adopted have allowed us to identify the most relevant relational structures inside the n variables, the p samples and in two sets at the same time (Garcia-Pereira, 1990). Consequently, and in addition to the traditional outputs produced from the PCA, we have analyzed the influence of both sampling depths and geomorphological environments in the behavior of all variables involved.

Sequencing cutting patterns with colored interval graphs

The problem addressed here originates in the industry of flat glass cutting and wood panel sawing, where smaller items are cut from larger items accordingly to predefined cutting patterns. In this type of industry the smaller pieces that are cut from the patterns are piled around the machine in stacks according to the size of the pieces, which are moved to the warehouse only when all items of the same size have been cut. If the cutting machine can process only one pattern at a time, and the workspace is limited, it is desirable to set the sequence in which the cutting patterns are processed in a way to minimize the maximum number of open stacks around the machine. This problem is known in literature as the minimization of open stacks (MOSP). To find the best sequence of the cutting patterns, we propose an integer programming model, based on interval graphs, that searches for an appropriate edge completion of the given graph of the problem, while defining a suitable coloring of its vertices.

Effects of prescribed fire on surface soil in a Pinus pinaster plantation, northern Portugal

In order to decrease the risk of severe wildfire, prescribed fire has recently been adopted in Portugal and elsewhere in the Mediterranean as a major tool for reducing the fuel load instead of manual or mechanical removal of vegetation. There has been some research into its impact on soils in shrublands and grasslands, but to date little research has been conducted in forested areas in the region. As a result, the impact of prescribed fire on the physico-chemical soil characteristics of forest soils has been assumed to be minimal, but this has not been demonstrated. In this study, we present the results of a monitoring campaign of a detailed pre- and post-prescribed fire assessment of soil properties in a long-unburnt P. pinaster plantation, NW Portugal. The soil characteristics examined were pH, total porosity, bulk density, moisture content, organic matter content and litter/ash quantity. The results show that there was no significant impact on the measured soil properties, the only effect being confined to minor changes in the upper 1 cm of soil. We conclude that provided the fire is carried out according to strict guidelines in P. pinaster forest, a minimal impact on soil properties can be expected.

Fire effects on soil after an experimental burnt

5th International Conference of Fire Effects on Soil Properties