Conditional probability applied to the definition of limestone geochemical facies: A new Methodological Approach

A new method, based on linear correlation and phase diagrams was successfully developed for processes like the sedimentary process, where the deposition phase can have different time duration - represented by repeated values in a series - and where the erosion can play an important rule deleting values of a series. The sampling process itself can be the cause of repeated values - large strata twice sampled - or deleted values: tiny strata fitted between two consecutive samples. What we developed was a mathematical procedure which, based upon the depth chemical composition evolution, allows the establishment of frontiers as well as the periodicity of different sedimentary environments. The basic tool isn't more than a linear correlation analysis which allow us to detect the existence of eventual evolution rules, connected with cyclical phenomena within time series (considering the space assimilated to time), with the final objective of prevision. A very interesting discovery was the phenomenon of repeated sliding windows that represent quasi-cycles of a series of quasi-periods. An accurate forecast can be obtained if we are inside a quasi-cycle (it is possible to predict the other elements of the cycle with the probability related with the number of repeated and deleted points). We deal with an innovator methodology, reason why it's efficiency is being tested in some case studies, with remarkable results that shows it's efficacy. Keywords: sedimentary environments, sequence stratigraphy, data analysis, time-series, conditional probability.

O alisamento dos resultados numa empresa: o caso do Grupo SONANGOL

Dissertação de Mestrado apresentada ao Instituto de Contabilidade e Administração do Porto para a obtenção do grau de Mestre em Contabilidade e Finanças sob orientação de Professor Doutor Adalmiro Alvaro Malheiro de Castro Andrade Pereira

Remuneration Structure Definition for Distributed Generation Units and Demand Response Participants Aggregation

The implementation of competitive electricity markets has changed the consumers’ and distributed generation position power systems operation. The use of distributed generation and the participation in demand response programs, namely in smart grids, bring several advantages for consumers, aggregators, and system operators. The present paper proposes a remuneration structure for aggregated distributed generation and demand response resources. A virtual power player aggregates all the resources. The resources are aggregated in a certain number of clusters, each one corresponding to a distinct tariff group, according to the economic impact of the resulting remuneration tariff. The determined tariffs are intended to be used for several months. The aggregator can define the periodicity of the tariffs definition. The case study in this paper includes 218 consumers, and 66 distributed generation units.

Contextual and Environmental Awareness Laboratory for Energy Consumption Management

The recent changes on power systems paradigm requires the active participation of small and medium players in energy management. With an electricity price fluctuation these players must manage the consumption. Lowering costs and ensuring adequate user comfort levels. Demand response can improve the power system management and bring benefits for the small and medium players. The work presented in this paper, which is developed aiming the smart grid context, can also be used in the current power system paradigm. The proposed system is the combination of several fields of research, namely multi-agent systems and artificial neural networks. This system is physically implemented in our laboratories and it is used daily by researchers. The physical implementation gives the system an improvement in the proof of concept, distancing itself from the conventional systems. This paper presents a case study illustrating the simulation of real-time pricing in a laboratory.

Stackelberg duopoly with demand uncertainty

We consider a symmetric Stackelberg model in which there is asymmetric demand information owned by first and second movers. We analyse the advantages of leadership and flexibility, and prove that when the leading firm faces demand uncertainty, but the follower does not, the first mover does not necessarily have advantage over the second mover. Moreover, we show that the advantage of one firm over the other depends upon the demand fluctuation and also upon the degree of substitutability of the products.