Comparison between deterministic and meta-heuristic methods applied to ancillary services dispatch

This paper proposes two meta-heuristics (Genetic Algorithm and Evolutionary Particle Swarm Optimization) for solving a 15 bid-based case of Ancillary Services Dispatch in an Electricity Market. A Linear Programming approach is also included for comparison purposes. A test case based on the dispatch of Regulation Down, Regulation Up, Spinning Reserve and Non-Spinning Reserve services is used to demonstrate that the use of meta-heuristics is suitable for solving this kind of optimization problem. Faster execution times and lower computational resources requirements are the most relevant advantages of the used meta-heuristics when compared with the Linear Programming approach.

Ancillary services market clearing simulation: a comparison between deterministic and heuristic methods

Electricity market players operating in a liberalized environment requires access to an adequate decision support tool, allowing them to consider all the business opportunities and take strategic decisions. Ancillary services represent a good negotiation opportunity that must be considered by market players. For this, decision support tool must include ancillary market simulation. This paper proposes two different methods (Linear Programming and Genetic Algorithm approaches) for ancillary services dispatch. The methodologies are implemented in MASCEM, a multi-agent based electricity market simulator. A test case based on California Independent System Operator (CAISO) data concerning the dispatch of Regulation Down, Regulation Up, Spinning Reserve and Non-Spinning Reserve services is included in this paper.

Ancillary services dispatch using linear programming and genetic algorithm approaches

Electricity market players operating in a liberalized environment requires access to an adequate decision support tool, allowing them to consider all the business opportunities and take strategic decisions. Ancillary services represent a good negotiation opportunity that must be considered by market players. For this, decision support tools must include ancillary market simulation. This paper proposes two different methods (Linear Programming and Genetic Algorithm approaches) for ancillary services dispatch. The methodologies are implemented in MASCEM, a multi-agent based electricity market simulator. A test case concerning the dispatch of Regulation Down, Regulation Up, Spinning Reserve and Non-Spinning Reserve services is included in this paper.

Lead, hemoglobin, zinc protoporphyrin and ferritin concentrations in children

OBJECTIVE: To assess the relationship of blood lead and hemoglobin, zinc protoporphyrin, and ferritin concentrations in children. METHODS: A cross-sectional study was carried out in 136 anemic and non-anemic children from two rural villages near a lead smelter in Adrianópolis, Southern Brazil, from July to September 2001. Hemoglobin electrophoresis was performed to exclude children with hemoglobin variants and thalassemia syndromes associated with anemia. Lead was determined by atomic absorption spectrophotometry; hemoglobin by automated cell counting; zinc protoporphyrin by hematofluorometry; ferritin by chemiluminescence. Student's t-test, Mann-Whitney test, and the c² test were used to assess the significance of the differences between the variables investigated in anemic and non-anemic children. Stepwise multivariate linear regression analysis was performed using two models for anemic and non-anemic children respectively. RESULTS: Lead was negatively associated to hemoglobin (p<0.017) in the first model, and in the second model lead was positively associated to zinc protoporphyrin (p<0.004) after controlling for ferritin, age, sex, and per capita income. There was an inverse association between hemoglobin and blood lead in anemic children. It was not possible to confirm if anemic children had iron deficiency anemia or subclinical infection, considering that the majority (90.4%) had normal ferritin. CONCLUSIONS: The study detected a relationship between anemia and elevated blood lead concentrations. Further epidemiological studies are necessary to investigate the impact of iron nutritional interventions as an attempt to decrease blood lead in children.

Lack of association between iron status at birth and growth of preterm infants

OBJECTIVE: To assess the association between iron status at birth and growth of preterm infants. METHODS: Ninety-five premature babies (26 to 36 weeks of gestational age) born from July 2000 to May 2001 in a public hospital in Rio de Janeiro, Southeastern Brazil, were followed up for six months, corrected by gestational age. Iron measurements at birth were available for 82 mothers and 78 children: hemoglobin, hematocrit, mean corpuscular volume and plasma iron. All children received free doses of iron supplement (2 mg/kg/day) during the follow-up period and up to two years of age. Multivariate linear regression analyses with repeated measurements were performed to assess factors associated to linear growth. RESULTS: Growth was more pronounced up to 40 weeks of gestational age, increasing about 1.0 cm/week and then slowing down to 0.75 cm/week. The multivariate analysis showed growth was positively associated with birth weight (0.4 cm/100 g; p<0.001) and negatively associated with gestational age at birth (-0.5 cm/week; p<0.001). There was no association between cord iron and mother iron measurements and growth (p>0.60 for all measures). Only two children had anemia at birth, whereas 43.9% of mothers were anemic (hemoglobin <11 g/dl). Also, there was no correlation between anemia indicators of mothers and children at birth (r<0.15; p>0.20). CONCLUSIONS: Maternal anemia was not associated with anemia in preterm infants and iron status of mothers and children at birth was not associated with short-term growth of preterm infants.

Nutritional status and overhydration: can bioimpedance spectroscopy be useful in haemodialysis patients?

Background: Protein-energy wasting (PEW), associated with inflammation and overhydration, is common in haemodialysis (HD) patients and is associated with high morbidity and mortality. Objective: Assess the relationship between nutritional status, markers of inflammation and body composition through bioimpedance spectroscopy (BIS) in HD patients. Methods: This observational, cross-sectional, single centre study, carried out in an HD centre in Forte da Casa (Portugal), involved 75 patients on an HD programme. In all participating patients, the following laboratory tests were conducted: haemoglobin, albumin, C-reactive protein (CRP) and 25-hydroxyvitamin D3 [25(OH)D3]. The body mass index of all patients was calculated and a modified version of subjective global assessment (SGA) was produced for patients on dialysis. Intracellular water (ICW) and extracellular water (ECW) were measured by BIS (Body Composition Monitor®, Fresenius Medical Care®) after the HD session. In statistical analysis, Spearman’s correlation was used for the univariate analysis and linear regression for the multivariate analysis (SPSS 14.0). A P value of <.05 was considered statistically significant. Results: PEW, inversely assessed through the ICW/body weight (BW) ratio, was positively related to age (P<.001), presence of diabetes (P=.004), BMI (P=.01) and CRP (P=.008) and negatively related to albumin (p=.006) and 25(OH)D3 (P=.007). Overhydration, assessed directly through the ECW/BW ratio, was positively related with CRP (P=.009) and SGA (P=.03), and negatively with 25(OH)D3 (P=.006) and BMI (P=.01). In multivariate analysis, PEW was associated with older age (P<.001), the presence of diabetes (P=.003), lower 25(OH)D3 (P=.008), higher CRP (P=.001) and lower albumin levels (P=.004). Over-hydration was associated with higher CRP (P=.001) and lower levels of 25(OH)D3 (P=.003). Conclusions: Taking these results into account, the ICW/BW and ECW/BW ratios, assessed with BIS, have proven to be good markers of the nutritional and inflammatory status of HD patients. BIS may be a useful tool for regularly assessing the nutritional and hydration status in these patients and may allow nutritional advice to be improved and adjusted.

Does the intake of LC-PUFAS during pregnancy affect the body composition of term neonates? Preliminary results

Background: The effect of the intake of polynsaturated long chain fatty acids (LCPUFAs) during pregnancy on fetal body composition has been assessed by studies using mostly neonatal anthropometry. Their results have been inconsistent, probably because neonatal anthropometry has several validity limitations. Air displacement plethismography (ADP) is a recently validated non-invasive method for assessing body composition in neonates. Objective: To determine the effect of the intake of LCPUFAs during pregnancy on the body composition of term neonates, measured by ADP. Methods: Cross-sectional study of a convenience sample of healthy full-term neonates and their mothers. The diet during pregnancy was assessed using a validated semi-quantitative food frequency questionnaire; Food Processor Plus® was used to convert food intake into nutritional values. Body composition was estimated by anthropometry and measured by ADP using Pea Pod™ Life Measurements Inc (fat mass - FM, fat-free mass and %FM) within the first 72h after birth. Univariate and multivariate analysis (linear regression model) were performed. Results: 54 mother-neonate pairs were included. Multivariate analysis adjusted to the maternal body mass index shows positive association between LCPUFAs intake and neonatal mid-arm circumference (= 0,610, p = 0,019) and negative association between n-6:n-3 ratio intake and neonatal %FM (= -2,744, p=0,066). Conclusion: To the best of our knowledge, this is the first study on this subject using ADP and showing a negative association between LCPUFAs n-6:n-3 ratio intake in pregnancy and neonatal %FM. This preliminary finding requires confirmation increasing the study power with a greater sample and performing interventional studies.

Principal components and generalized linear modeling in the correlation between hospital admissions and air pollution

OBJECTIVE To analyze the association between concentrations of air pollutants and admissions for respiratory causes in children. METHODS Ecological time series study. Daily figures for hospital admissions of children aged < 6, and daily concentrations of air pollutants (PM10, SO2, NO2, O3 and CO) were analyzed in the Região da Grande Vitória, ES, Southeastern Brazil, from January 2005 to December 2010. For statistical analysis, two techniques were combined: Poisson regression with generalized additive models and principal model component analysis. Those analysis techniques complemented each other and provided more significant estimates in the estimation of relative risk. The models were adjusted for temporal trend, seasonality, day of the week, meteorological factors and autocorrelation. In the final adjustment of the model, it was necessary to include models of the Autoregressive Moving Average Models (p, q) type in the residuals in order to eliminate the autocorrelation structures present in the components. RESULTS For every 10:49 μg/m3 increase (interquartile range) in levels of the pollutant PM10 there was a 3.0% increase in the relative risk estimated using the generalized additive model analysis of main components-seasonal autoregressive – while in the usual generalized additive model, the estimate was 2.0%. CONCLUSIONS Compared to the usual generalized additive model, in general, the proposed aspect of generalized additive model − principal component analysis, showed better results in estimating relative risk and quality of fit.

Métodos de penalidade exacta para resolução de problemas de optimização não linear

In this work we present a classification of some of the existing Penalty Methods (denominated the Exact Penalty Methods) and describe some of its limitations and estimated. With these methods we can solve problems of optimization with continuous, discrete and mixing constrains, without requiring continuity, differentiability or convexity. The boarding consists of transforming the original problem, in a sequence of problems without constrains, derivate of the initial, making possible its resolution for the methods known for this type of problems. Thus, the Penalty Methods can be used as the first step for the resolution of constrained problems for methods typically used in by unconstrained problems. The work finishes discussing a new class of Penalty Methods, for nonlinear optimization, that adjust the penalty parameter dynamically.

Social capital, social participation and life satisfaction among Chilean older adults

OBJECTIVE To examine factors associated with social participation and their relationship with self-perceived well-being in older adults. METHODS This study was based on data obtained from the National Socioeconomic Characterization (CASEN) Survey conducted in Chile, in 2011, on a probability sample of households. We examined information of 31,428 older adults living in these households. Descriptive and explanatory analyses were performed using linear and multivariate logistic regression models. We assessed the respondents’ participation in different types of associations: egotropic, sociotropic, and religious. RESULTS Social participation increased with advancing age and then declined after the age of 80. The main finding of this study was that family social capital is a major determinant of social participation of older adults. Their involvement was associated with high levels of self-perceived subjective well-being. We identified four settings as sources of social participation: home-based; rural community-based; social policy programs; and religious. Older adults were significantly more likely to participate when other members of the household were also involved in social activities evidencing an intergenerational transmission of social participation. Rural communities, especially territorial associations, were the most favorable setting for participation. There has been a steady increase in the rates of involvement of older adults in social groups in Chile, especially after retirement. Religiosity remains a major determinant of associativism. The proportion of participation was higher among older women than men but these proportions equaled after the age of 80. CONCLUSIONS Self-perceived subjective well-being is not only dependent upon objective factors such as health and income, but is also dependent upon active participation in social life, measured as participation in associations, though its effects are moderate.

Lifestyle factors, direct and indirect costs for a Brazilian airline company

OBJECTIVE To analyze lifestyle risk factors related to direct healthcare costs and the indirect costs due to sick leave among workers of an airline company in Brazil. METHODS In this longitudinal 12-month study of 2,201 employees of a Brazilian airline company, the costs of sick leave and healthcare were the primary outcomes of interest. Information on the independent variables, such as gender, age, educational level, type of work, stress, and lifestyle-related factors (body mass index, physical activity, and smoking), was collected using a questionnaire on enrolment in the study. Data on sick leave days were available from the company register, and data on healthcare costs were obtained from insurance records. Multivariate linear regression analysis was used to investigate the association between direct and indirect healthcare costs with sociodemographic, work, and lifestyle-related factors. RESULTS Over the 12-month study period, the average direct healthcare expenditure per worker was US$505.00 and the average indirect cost because of sick leave was US$249.00 per worker. Direct costs were more than twice the indirect costs and both were higher in women. Body mass index was a determinant of direct costs and smoking was a determinant of indirect costs. CONCLUSIONS Obesity and smoking among workers in a Brazilian airline company were associated with increased health costs. Therefore, promoting a healthy diet, physical activity, and anti-tobacco campaigns are important targets for health promotion in this study population.

Root locus of fractional linear systems

In this paper an algorithm for the calculation of the root locus of fractional linear systems is presented. The proposed algorithm takes advantage of present day computational resources and processes directly the characteristic equation, avoiding the limitations revealed by standard methods. The results demonstrate the good performance for different types of expressions.

Cervical cancer screening coverage in a high-incidence region

OBJECTIVE To analyze the coverage of a cervical cancer screening program in a city with a high incidence of the disease in addition to the factors associated with non-adherence to the current preventive program.METHODS A cross-sectional study based on household surveys was conducted. The sample was composed of women between 25 and 59 years of age of the city of Boa Vista, RR, Northern Brazil who were covered by the cervical cancer screening program. The cluster sampling method was used. The dependent variable was participation in a women’s health program, defined as undergoing at least one Pap smear in the 36 months prior to the interview; the explanatory variables were extracted from individual data. A generalized linear model was used.RESULTS 603 women were analyzed, with an mean age of 38.2 years (SD = 10.2). Five hundred and seventeen women underwent the screening test, and the prevalence of adherence in the last three years was up to 85.7% (95%CI 82.5;88.5). A high per capita household income and recent medical consultation were associated with the lower rate of not being tested in multivariate analysis. Disease ignorance, causes, and prevention methods were correlated with chances of non-adherence to the screening system; 20.0% of the women were reported to have undergone opportunistic and non-routine screening.CONCLUSIONS The informed level of coverage is high, exceeding the level recommended for the control of cervical cancer. The preventive program appears to be opportunistic in nature, particularly for the most vulnerable women (with low income and little information on the disease). Studies on the diagnostic quality of cervicovaginal cytology and therapeutic schedules for positive cases are necessary for understanding the barriers to the control of cervical cancer.

Dietary patterns in pregnancy and birth weight

OBJECTIVE To analyze if dietary patterns during the third gestational trimester are associated with birth weight.METHODS Longitudinal study conducted in the cities of Petropolis and Queimados, Rio de Janeiro (RJ), Southeastern Brazil, between 2007 and 2008. We analyzed data from the first and second follow-up wave of a prospective cohort. Food consumption of 1,298 pregnant women was assessed using a semi-quantitative questionnaire about food frequency. Dietary patterns were obtained by exploratory factor analysis, using the Varimax rotation method. We also applied the multivariate linear regression model to estimate the association between food consumption patterns and birth weight.RESULTS Four patterns of consumption – which explain 36.4% of the variability – were identified and divided as follows: (1) prudent pattern (milk, yogurt, cheese, fruit and fresh-fruit juice, cracker, and chicken/beef/fish/liver), which explained 14.9% of the consumption; (2) traditional pattern, consisting of beans, rice, vegetables, breads, butter/margarine and sugar, which explained 8.8% of the variation in consumption; (3) Western pattern (potato/cassava/yams, macaroni, flour/farofa/grits, pizza/hamburger/deep fried pastries, soft drinks/cool drinks and pork/sausages/egg), which accounts for 6.9% of the variance; and (4) snack pattern (sandwich cookie, salty snacks, chocolate, and chocolate drink mix), which explains 5.7% of the consumption variability. The snack dietary pattern was positively associated with birth weight (β = 56.64; p = 0.04) in pregnant adolescents.CONCLUSIONS For pregnant adolescents, the greater the adherence to snack pattern during pregnancy, the greater the baby’s birth weight.

Extremum estimators and stochastic optimization methods

Submitted in partial fulfillment for the Requirements for the Degree of PhD in Mathematics, in the Speciality of Statistics in the Faculdade de Ciências e Tecnologia