914 resultados para Combination of short term inflation forecast models
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In this paper a method for solving the Short Term Transmission Network Expansion Planning (STTNEP) problem is presented. The STTNEP is a very complex mixed integer nonlinear programming problem that presents a combinatorial explosion in the search space. In this work we present a constructive heuristic algorithm to find a solution of the STTNEP of excellent quality. In each step of the algorithm a sensitivity index is used to add a circuit (transmission line or transformer) to the system. This sensitivity index is obtained solving the STTNEP problem considering as a continuous variable the number of circuits to be added (relaxed problem). The relaxed problem is a large and complex nonlinear programming and was solved through an interior points method that uses a combination of the multiple predictor corrector and multiple centrality corrections methods, both belonging to the family of higher order interior points method (HOIPM). Tests were carried out using a modified Carver system and the results presented show the good performance of both the constructive heuristic algorithm to solve the STTNEP problem and the HOIPM used in each step.
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This paper presents a mixed integer nonlinear programming multiobjective model for short-term planning of distribution networks that considers in an integrated manner the following planning activities: allocation of capacitor banks; voltage regulators; the cable replacement of branches and feeders. The objective functions considered in the proposed model are: to minimize operational and investment costs and minimize the voltage deviations in the the network buses, subject to a set of technical and operational constraints. A multiobjective genetic algorithm based on a Non-Dominated Sorting Genetic Algorithm (NSGA-II) is proposed to solve this model. The proposed mathematical model and solution methodology is validated testing a medium voltage distribution system with 135 buses. © 2013 Brazilian Society for Automatics - SBA.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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OBJECTIVE: To compare four different implantation modalities for the repair of superficial osteochondral defects in a caprine model using autologous, scaffold-free, engineered cartilage constructs, and to describe the short-term outcome of successfully implanted constructs. METHODS: Scaffold-free, autologous cartilage constructs were implanted within superficial osteochondral defects created in the stifle joints of nine adult goats. The implants were distributed between four 6-mm-diameter superficial osteochondral defects created in the trochlea femoris and secured in the defect using a covering periosteal flap (PF) alone or in combination with adhesives (platelet-rich plasma (PRP) or fibrin), or using PRP alone. Eight weeks after implantation surgery, the animals were killed. The defect sites were excised and subjected to macroscopic and histopathologic analyses. RESULTS: At 8 weeks, implants that had been held in place exclusively with a PF were well integrated both laterally and basally. The repair tissue manifested an architecture similar to that of hyaline articular cartilage. However, most of the implants that had been glued in place in the absence of a PF were lost during the initial 4-week phase of restricted joint movement. The use of human fibrin glue (FG) led to massive cell infiltration of the subchondral bone. CONCLUSIONS: The implantation of autologous, scaffold-free, engineered cartilage constructs might best be performed beneath a PF without the use of tissue adhesives. Successfully implanted constructs showed hyaline-like characteristics in adult goats within 2 months. Long-term animal studies and pilot clinical trials are now needed to evaluate the efficacy of this treatment strategy.
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In process industries, make-and-pack production is used to produce food and beverages, chemicals, and metal products, among others. This type of production process allows the fabrication of a wide range of products in relatively small amounts using the same equipment. In this article, we consider a real-world production process (cf. Honkomp et al. 2000. The curse of reality – why process scheduling optimization problems are diffcult in practice. Computers & Chemical Engineering, 24, 323–328.) comprising sequence-dependent changeover times, multipurpose storage units with limited capacities, quarantine times, batch splitting, partial equipment connectivity, and transfer times. The planning problem consists of computing a production schedule such that a given demand of packed products is fulfilled, all technological constraints are satisfied, and the production makespan is minimised. None of the models in the literature covers all of the technological constraints that occur in such make-and-pack production processes. To close this gap, we develop an efficient mixed-integer linear programming model that is based on a continuous time domain and general-precedence variables. We propose novel types of symmetry-breaking constraints and a preprocessing procedure to improve the model performance. In an experimental analysis, we show that small- and moderate-sized instances can be solved to optimality within short CPU times.
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Wind power time series usually show complex dynamics mainly due to non-linearities related to the wind physics and the power transformation process in wind farms. This article provides an approach to the incorporation of observed local variables (wind speed and direction) to model some of these effects by means of statistical models. To this end, a benchmarking between two different families of varying-coefficient models (regime-switching and conditional parametric models) is carried out. The case of the offshore wind farm of Horns Rev in Denmark has been considered. The analysis is focused on one-step ahead forecasting and a time series resolution of 10 min. It has been found that the local wind direction contributes to model some features of the prevailing winds, such as the impact of the wind direction on the wind variability, whereas the non-linearities related to the power transformation process can be introduced by considering the local wind speed. In both cases, conditional parametric models showed a better performance than the one achieved by the regime-switching strategy. The results attained reinforce the idea that each explanatory variable allows the modelling of different underlying effects in the dynamics of wind power time series.
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La predicción de energía eólica ha desempeñado en la última década un papel fundamental en el aprovechamiento de este recurso renovable, ya que permite reducir el impacto que tiene la naturaleza fluctuante del viento en la actividad de diversos agentes implicados en su integración, tales como el operador del sistema o los agentes del mercado eléctrico. Los altos niveles de penetración eólica alcanzados recientemente por algunos países han puesto de manifiesto la necesidad de mejorar las predicciones durante eventos en los que se experimenta una variación importante de la potencia generada por un parque o un conjunto de ellos en un tiempo relativamente corto (del orden de unas pocas horas). Estos eventos, conocidos como rampas, no tienen una única causa, ya que pueden estar motivados por procesos meteorológicos que se dan en muy diferentes escalas espacio-temporales, desde el paso de grandes frentes en la macroescala a procesos convectivos locales como tormentas. Además, el propio proceso de conversión del viento en energía eléctrica juega un papel relevante en la ocurrencia de rampas debido, entre otros factores, a la relación no lineal que impone la curva de potencia del aerogenerador, la desalineación de la máquina con respecto al viento y la interacción aerodinámica entre aerogeneradores. En este trabajo se aborda la aplicación de modelos estadísticos a la predicción de rampas a muy corto plazo. Además, se investiga la relación de este tipo de eventos con procesos atmosféricos en la macroescala. Los modelos se emplean para generar predicciones de punto a partir del modelado estocástico de una serie temporal de potencia generada por un parque eólico. Los horizontes de predicción considerados van de una a seis horas. Como primer paso, se ha elaborado una metodología para caracterizar rampas en series temporales. La denominada función-rampa está basada en la transformada wavelet y proporciona un índice en cada paso temporal. Este índice caracteriza la intensidad de rampa en base a los gradientes de potencia experimentados en un rango determinado de escalas temporales. Se han implementado tres tipos de modelos predictivos de cara a evaluar el papel que juega la complejidad de un modelo en su desempeño: modelos lineales autorregresivos (AR), modelos de coeficientes variables (VCMs) y modelos basado en redes neuronales (ANNs). Los modelos se han entrenado en base a la minimización del error cuadrático medio y la configuración de cada uno de ellos se ha determinado mediante validación cruzada. De cara a analizar la contribución del estado macroescalar de la atmósfera en la predicción de rampas, se ha propuesto una metodología que permite extraer, a partir de las salidas de modelos meteorológicos, información relevante para explicar la ocurrencia de estos eventos. La metodología se basa en el análisis de componentes principales (PCA) para la síntesis de la datos de la atmósfera y en el uso de la información mutua (MI) para estimar la dependencia no lineal entre dos señales. Esta metodología se ha aplicado a datos de reanálisis generados con un modelo de circulación general (GCM) de cara a generar variables exógenas que posteriormente se han introducido en los modelos predictivos. Los casos de estudio considerados corresponden a dos parques eólicos ubicados en España. Los resultados muestran que el modelado de la serie de potencias permitió una mejora notable con respecto al modelo predictivo de referencia (la persistencia) y que al añadir información de la macroescala se obtuvieron mejoras adicionales del mismo orden. Estas mejoras resultaron mayores para el caso de rampas de bajada. Los resultados también indican distintos grados de conexión entre la macroescala y la ocurrencia de rampas en los dos parques considerados. Abstract One of the main drawbacks of wind energy is that it exhibits intermittent generation greatly depending on environmental conditions. Wind power forecasting has proven to be an effective tool for facilitating wind power integration from both the technical and the economical perspective. Indeed, system operators and energy traders benefit from the use of forecasting techniques, because the reduction of the inherent uncertainty of wind power allows them the adoption of optimal decisions. Wind power integration imposes new challenges as higher wind penetration levels are attained. Wind power ramp forecasting is an example of such a recent topic of interest. The term ramp makes reference to a large and rapid variation (1-4 hours) observed in the wind power output of a wind farm or portfolio. Ramp events can be motivated by a broad number of meteorological processes that occur at different time/spatial scales, from the passage of large-scale frontal systems to local processes such as thunderstorms and thermally-driven flows. Ramp events may also be conditioned by features related to the wind-to-power conversion process, such as yaw misalignment, the wind turbine shut-down and the aerodynamic interaction between wind turbines of a wind farm (wake effect). This work is devoted to wind power ramp forecasting, with special focus on the connection between the global scale and ramp events observed at the wind farm level. The framework of this study is the point-forecasting approach. Time series based models were implemented for very short-term prediction, this being characterised by prediction horizons up to six hours ahead. As a first step, a methodology to characterise ramps within a wind power time series was proposed. The so-called ramp function is based on the wavelet transform and it provides a continuous index related to the ramp intensity at each time step. The underlying idea is that ramps are characterised by high power output gradients evaluated under different time scales. A number of state-of-the-art time series based models were considered, namely linear autoregressive (AR) models, varying-coefficient models (VCMs) and artificial neural networks (ANNs). This allowed us to gain insights into how the complexity of the model contributes to the accuracy of the wind power time series modelling. The models were trained in base of a mean squared error criterion and the final set-up of each model was determined through cross-validation techniques. In order to investigate the contribution of the global scale into wind power ramp forecasting, a methodological proposal to identify features in atmospheric raw data that are relevant for explaining wind power ramp events was presented. The proposed methodology is based on two techniques: principal component analysis (PCA) for atmospheric data compression and mutual information (MI) for assessing non-linear dependence between variables. The methodology was applied to reanalysis data generated with a general circulation model (GCM). This allowed for the elaboration of explanatory variables meaningful for ramp forecasting that were utilized as exogenous variables by the forecasting models. The study covered two wind farms located in Spain. All the models outperformed the reference model (the persistence) during both ramp and non-ramp situations. Adding atmospheric information had a noticeable impact on the forecasting performance, specially during ramp-down events. Results also suggested different levels of connection between the ramp occurrence at the wind farm level and the global scale.
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Extreme events of maximum and minimum temperatures are a main hazard for agricultural production in Iberian Peninsula. For this purpose, in this study we analyze projections of their evolution that could be valid for the next decade, represented in this study by the 30-year period 2004-2034 (target period). For this purpose two kinds of data were used in this study: 1) observations from the station network of AEMET (Spanish National Meteorological Agency) for five Spanish locations, and 2) simulated data at a resolution of 50 50 km horizontal grid derived from the outputs of twelve Regional Climate Models (RCMs) taken from project ENSEMBLES (van der Linden and Mitchell, 2009), with a bias correction (Dosio and Paruolo, 2011; Dosio et al., 2012) regarding the observational dataset Spain02 (Herrera et al., 2012). To validate the simulated climate, the available period of observations was compared to a baseline period (1964-1994) of simulated climate for all locations. Then, to analyze the changes for the present/very next future, probability of extreme temperature events for 2004-2034 were compared to that of the baseline period. Although only minor changes are expected, small variations in variability may have a significant impact in crop performance.
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The last decade, scientific studies have indicated an association between air pollution to which people are exposed and wide range of adverse health outcomes. We have developed a tool which is based on a model (MM5-CMAQ) running over Europe with 50 km spatial resolution, based on EMEP annual emissions, to produce a short-term forecast of the impact on health. In order to estimate the mortality change (forecasted for the next 24 hours) we have chosen a log-linear (Poisson) regression form to estimate the concentration-response function. The parameters involved in the C-R function have been estimated based on epidemiological studies, which have been published. Finally, we have derived the relationship between concentration change and mortality change from the C-R function which is the final health impact function.
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Objective: To examine the short-term health effects of air pollution on daily mortality in four Australian cities (Brisbane, Melbourne, Perth and Sydney), where more than 50% of Australians reside. Methods: The study used a similar protocol to APHEA2 (Air Pollution and Health: A European Approach) study and derived single-city and pooled estimates. Results: The results derived from the different approaches for the 1996-99 period showed consistent results for different statistical models used. There were significant effects on total mortality, (RR=1.0284 per 1 unit increase in nelphelometry [10(-4).m(-1)], RR=1.0011 per 1ppb increase in NO2), and on respiratory mortality (RR=1.0022 per 1ppb increase in O-2). No significant differences between cities were found, but the NO2 and particle effects may refer to the same impacts. Meta-analyses carried out for three cities yielded estimates for the increase in the daily total number of deaths of 0.2% (-0.8% to 1.2%) for a 10 mu g/m(3) increase in PM, concentration, and 0.9% (-0.7% to 2.5%) for a 10 mu g/m(3) increase in PM2.5 concentration. Conclusions: Air pollutants in Australian cities have significant effects on mortality.
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Background. This paper examines the short-term health effects of air pollution on daily hospital admissions in Australian cities (those considered comprise more than 50% of the Australian population) for the period 1996-99. Methods: The study used a similar protocol to overseas studies and derived single city and pooled estimates using different statistical approaches to assess the accuracy of the results. Results: There was little difference between the results derived from the different statistical approaches for cardiovascular admissions, while in those for respiratory admissions there were differences. For three of the four cities (for the other the results were positive but not significant), fine particles (measured by nephelometry - bsp) and nitrogen dioxide (NO2) have a significant impact on cardiovascular admissions (for total cardiac admissions, RR=1.0856 for a one-unit increase in bsp (10(-4). m(-1)), RR=1.0023 for a 1 ppb increase in NO2). For three of the four cities (for the other, the results were negative and significant), fine particles, NO2 and ozone have a significant impact on respiratory admissions (for total elderly respiratory admissions, RR=1.0552 per 1 unit (10(-4).m(-1)) increase in bsp, RR=1.0027 per 1ppb increase in NO2, RR=10014 per 1 ppb increase in ozone for elderly asthma and COPD admissions). In all analyses the particle and NO2 impacts appear to be related. Conclusions: Similar to overseas studies, air pollution has an impact on hospital admissions in Australian cities, but there can be significant differences between cities.
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Subsequent to the influential paper of [Chan, K.C., Karolyi, G.A., Longstaff, F.A., Sanders, A.B., 1992. An empirical comparison of alternative models of the short-term interest rate. Journal of Finance 47, 1209-1227], the generalised method of moments (GMM) has been a popular technique for estimation and inference relating to continuous-time models of the short-term interest rate. GMM has been widely employed to estimate model parameters and to assess the goodness-of-fit of competing short-rate specifications. The current paper conducts a series of simulation experiments to document the bias and precision of GMM estimates of short-rate parameters, as well as the size and power of [Hansen, L.P., 1982. Large sample properties of generalised method of moments estimators. Econometrica 50, 1029-1054], J-test of over-identifying restrictions. While the J-test appears to have appropriate size and good power in sample sizes commonly encountered in the short-rate literature, GMM estimates of the speed of mean reversion are shown to be severely biased. Consequently, it is dangerous to draw strong conclusions about the strength of mean reversion using GMM. In contrast, the parameter capturing the levels effect, which is important in differentiating between competing short-rate specifications, is estimated with little bias. (c) 2006 Elsevier B.V. All rights reserved.
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Since wind has an intrinsically complex and stochastic nature, accurate wind power forecasts are necessary for the safety and economics of wind energy utilization. In this paper, we investigate a combination of numeric and probabilistic models: one-day-ahead wind power forecasts were made with Gaussian Processes (GPs) applied to the outputs of a Numerical Weather Prediction (NWP) model. Firstly the wind speed data from NWP was corrected by a GP. Then, as there is always a defined limit on power generated in a wind turbine due the turbine controlling strategy, a Censored GP was used to model the relationship between the corrected wind speed and power output. To validate the proposed approach, two real world datasets were used for model construction and testing. The simulation results were compared with the persistence method and Artificial Neural Networks (ANNs); the proposed model achieves about 11% improvement in forecasting accuracy (Mean Absolute Error) compared to the ANN model on one dataset, and nearly 5% improvement on another.
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Understanding how biodiversity spatially distribute over both the short term and long term, and what factors are affecting the distribution, are critical for modeling the spatial pattern of biodiversity as well as for promoting effective conservation planning and practices. This dissertation aims to examine factors that influence short-term and long-term avian distribution from the geographical sciences perspective. The research develops landscape level habitat metrics to characterize forest height heterogeneity and examines their efficacies in modelling avian richness at the continental scale. Two types of novel vegetation-height-structured habitat metrics are created based on second order texture algorithms and the concepts of patch-based habitat metrics. I correlate the height-structured metrics with the richness of different forest guilds, and also examine their efficacies in multivariate richness models. The results suggest that height heterogeneity, beyond canopy height alone, supplements habitat characterization and richness models of two forest bird guilds. The metrics and models derived in this study demonstrate practical examples of utilizing three-dimensional vegetation data for improved characterization of spatial patterns in species richness. The second and the third projects focus on analyzing centroids of avian distributions, and testing hypotheses regarding the direction and speed of these shifts. I first showcase the usefulness of centroids analysis for characterizing the distribution changes of a few case study species. Applying the centroid method on 57 permanent resident bird species, I show that multi-directional distribution shifts occurred in large number of studied species. I also demonstrate, plain birds are not shifting their distribution faster than mountain birds, contrary to the prediction based on climate change velocity hypothesis. By modelling the abundance change rate at regional level, I show that extreme climate events and precipitation measures associate closely with some of the long-term distribution shifts. This dissertation improves our understanding on bird habitat characterization for species richness modelling, and expands our knowledge on how avian populations shifted their ranges in North America responding to changing environments in the past four decades. The results provide an important scientific foundation for more accurate predictive species distribution modeling in future.
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Short-term hooking mortality was evaluated for three sparid species [Diplodus vulgaris (Geoffroy Saint-Hilaire), Spar-us aurata L. and Spondyliosoma cantharus (L.)] in the Algarve, south Portugal. Fishes were caught from the shore during October 2009 at a fish farm reservoir (Ria Formosa), using three different hook sizes. The relationships between hooking mortality and seven independent variables were analyzed using logistic regression models. In all,384 fishes representing the three target species were caught during the angling sessions. The most caught species was S. cantharus (n = 181; 100% undersized), followed by S. aurata (n = 137; 89% undersized) and D. vulgaris (n = 66; 97% undersized). Mortalities ranged between 0% for D. vulgaris and 12% for S. aurata (S. cantharus, 3%). For S. aurora, anatomical hooking location was the main predictor of mortality, with 63% of the fishes that died being deeply hooked. Our results support the current mandatory practices of releasing undersized fish for the studied species, given the low post-release mortality rates observed. (C) 2010 Elsevier B.V. All rights reserved.