Relativistic time effects in financial dynamics

Financial time series have a complex dynamic nature. Many techniques were adopted having in mind standard paradigms of time flow. This paper explores an alternative route involving relativistic effects. It is observed that the measuring perspective influences the results and that we can have different time textures.

Contextual Intelligent Load Management Considering Real-Time Pricing in a Smart Grid Environment

The use of demand response programs enables the adequate use of resources of small and medium players, bringing high benefits to the smart grid, and increasing its efficiency. One of the difficulties to proceed with this paradigm is the lack of intelligence in the management of small and medium size players. In order to make demand response programs a feasible solution, it is essential that small and medium players have an efficient energy management and a fair optimization mechanism to decrease the consumption without heavy loss of comfort, making it acceptable for the users. This paper addresses the application of real-time pricing in a house that uses an intelligent optimization module involving artificial neural networks.

Cross-Layer Admission Control to Enhance the Support of Real-Time Applications in WSN

Real-time monitoring applications may be used in a wireless sensor network (WSN) and may generate packet flows with strict quality of service requirements in terms of delay, jitter, or packet loss. When strict delays are imposed from source to destination, the packets must be delivered at the destination within an end-to-end delay (EED) hard limit in order to be considered useful. Since the WSN nodes are scarce both in processing and energy resources, it is desirable that they only transport useful data, as this contributes to enhance the overall network performance and to improve energy efficiency. In this paper, we propose a novel cross-layer admission control (CLAC) mechanism to enhance the network performance and increase energy efficiency of a WSN, by avoiding the transmission of potentially useless packets. The CLAC mechanism uses an estimation technique to preview packets EED, and decides to forward a packet only if it is expected to meet the EED deadline defined by the application, dropping it otherwise. The results obtained show that CLAC enhances the network performance by increasing the useful packet delivery ratio in high network loads and improves the energy efficiency in every network load.

Bandwidth allocation in hexagonal wireless sensor networks for real-time communications

We present an algorithm for bandwidth allocation for delay-sensitive traffic in multi-hop wireless sensor networks. Our solution considers both periodic as well as aperiodic real-time traffic in an unified manner. We also present a distributed MAC protocol that conforms to the bandwidth allocation and thus satisfies the latency requirements of realtime traffic. Additionally, the protocol provides best-effort service to non real-time traffic. We derive the utilization bounds of our MAC protocol.

Real-Time Tariffs for Electric Vehicles in Wind Power based Power Systems

The use of Electric Vehicles (EVs) will change significantly the planning and management of power systems in a near future. This paper proposes a real-time tariff strategy for the charge process of the EVs. The main objective is to evaluate the influence of real-time tariffs in the EVs owners’ behaviour and also the impact in load diagram. The paper proposes the energy price variation according to the relation between wind generation and power consumption. The proposed strategy was tested in two different days in the Danish power system. January 31st and August 13th 2013 were selected because of the high quantities of wind generation. The main goal is to evaluate the changes in the EVs charging diagram with the energy price preventing wind curtailment.

Real-time energy resources scheduling considering short-term and very short-term wind forecast

This paper proposes an energy resources management methodology based on three distinct time horizons: day-ahead scheduling, hour-ahead scheduling, and real-time scheduling. In each scheduling process it is necessary the update of generation and consumption operation and of the storage and electric vehicles storage status. Besides the new operation condition, it is important more accurate forecast values of wind generation and of consumption using results of in short-term and very short-term methods. A case study considering a distribution network with intensive use of distributed generation and electric vehicles is presented.

SPARTS: simulator for power aware and real-time systems

Real-time systems demand guaranteed and predictable run-time behaviour in order to ensure that no task has missed its deadline. Over the years we are witnessing an ever increasing demand for functionality enhancements in the embedded real-time systems. Along with the functionalities, the design itself grows more complex. Posed constraints, such as energy consumption, time, and space bounds, also require attention and proper handling. Additionally, efficient scheduling algorithms, as proven through analyses and simulations, often impose requirements that have significant run-time cost, specially in the context of multi-core systems. In order to further investigate the behaviour of such systems to quantify and compare these overheads involved, we have developed the SPARTS, a simulator of a generic embedded real- time device. The tasks in the simulator are described by externally visible parameters (e.g. minimum inter-arrival, sporadicity, WCET, BCET, etc.), rather than the code of the tasks. While our current implementation is primarily focused on our immediate needs in the area of power-aware scheduling, it is designed to be extensible to accommodate different task properties, scheduling algorithms and/or hardware models for the application in wide variety of simulations. The source code of the SPARTS is available for download at [1].

Real-time communications over wired/wireless PROFIBUS networks supporting inter-cell mobility

PROFIBUS is an international standard (IEC 61158, EN 50170) for factory-floor communications, with several thousands of installations worldwide. Taking into account the increasing need for mobile devices in industrial environments, one obvious solution is to extend traditional wired PROFIBUS networks with wireless capabilities. In this paper, we outline the major aspects of a hybrid wired/wireless PROFIBUS-based architecture, where most of the design options were made in order to guarantee the real-time behaviour of the overall network. We also introduce the timing unpredictability problems resulting from the co-existence of heterogeneous physical media in the same network. However, the major focus of this paper is on how to guarantee real-time communications in such a hybrid network, where nodes (and whole segments) can move between different radio cells (inter-cell mobility). Assuming a simple mobility management mechanism based on mobile nodes performing periodic radio channel assessment and switching, we propose a methodology to compute values for specific parameters that enable an optimal (minimum) and bounded duration of the handoff procedure.

Dynamic load management in a smart home to participate in demand response events

In future power systems, in the smart grid and microgrids operation paradigms, consumers can be seen as an energy resource with decentralized and autonomous decisions in the energy management. It is expected that each consumer will manage not only the loads, but also small generation units, heating systems, storage systems, and electric vehicles. Each consumer can participate in different demand response events promoted by system operators or aggregation entities. This paper proposes an innovative method to manage the appliances on a house during a demand response event. The main contribution of this work is to include time constraints in resources management, and the context evaluation in order to ensure the required comfort levels. The dynamic resources management methodology allows a better resources’ management in a demand response event, mainly the ones of long duration, by changing the priorities of loads during the event. A case study with two scenarios is presented considering a demand response with 30 min duration, and another with 240 min (4 h). In both simulations, the demand response event proposes the power consumption reduction during the event. A total of 18 loads are used, including real and virtual ones, controlled by the presented house management system.

Dynamical Analysis and Visualization of Tornadoes Time Series

In this paper we analyze the behavior of tornado time-series in the U.S. from the perspective of dynamical systems. A tornado is a violently rotating column of air extending from a cumulonimbus cloud down to the ground. Such phenomena reveal features that are well described by power law functions and unveil characteristics found in systems with long range memory effects. Tornado time series are viewed as the output of a complex system and are interpreted as a manifestation of its dynamics. Tornadoes are modeled as sequences of Dirac impulses with amplitude proportional to the events size. First, a collection of time series involving 64 years is analyzed in the frequency domain by means of the Fourier transform. The amplitude spectra are approximated by power law functions and their parameters are read as an underlying signature of the system dynamics. Second, it is adopted the concept of circular time and the collective behavior of tornadoes analyzed. Clustering techniques are then adopted to identify and visualize the emerging patterns.