Particle Swarm Optimization of Electricity Market Negotiating Players Portfolio

Energy systems worldwide are complex and challenging environments. Multi-agent based simulation platforms are increasing at a high rate, as they show to be a good option to study many issues related to these systems, as well as the involved players at act in this domain. In this scope the authors’ research group has developed a multi-agent system: MASCEM (Multi- Agent System for Competitive Electricity Markets), which performs realistic simulations of the electricity markets. MASCEM is integrated with ALBidS (Adaptive Learning Strategic Bidding System) that works as a decision support system for market players. The ALBidS system allows MASCEM market negotiating players to take the best possible advantages from each market context. However, it is still necessary to adequately optimize the players’ portfolio investment. For this purpose, this paper proposes a market portfolio optimization method, based on particle swarm optimization, which provides the best investment profile for a market player, considering different market opportunities (bilateral negotiation, market sessions, and operation in different markets) and the negotiation context such as the peak and off-peak periods of the day, the type of day (business day, weekend, holiday, etc.) and most important, the renewable based distributed generation forecast. The proposed approach is tested and validated using real electricity markets data from the Iberian operator – MIBEL.

Incentive-based demand response programs designed by asset-light retailers for day-ahead market

Following the deregulation experience of retail electricity markets in most countries, the majority of the new entrants of the liberalized retail market were pure REP (retail electricity providers). These entities were subject to financial risks because of the unexpected price variations, price spikes, volatile loads and the potential for market power exertion by GENCO (generation companies). A REP can manage the market risks by employing the DR (demand response) programs and using its' generation and storage assets at the distribution network to serve the customers. The proposed model suggests how a REP with light physical assets, such as DG (distributed generation) units and ESS (energy storage systems), can survive in a competitive retail market. The paper discusses the effective risk management strategies for the REPs to deal with the uncertainties of the DAM (day-ahead market) and how to hedge the financial losses in the market. A two-stage stochastic programming problem is formulated. It aims to establish the financial incentive-based DR programs and the optimal dispatch of the DG units and ESSs. The uncertainty of the forecasted day-ahead load demand and electricity price is also taken into account with a scenario-based approach. The principal advantage of this model for REPs is reducing the risk of financial losses in DAMs, and the main benefit for the whole system is market power mitigation by virtually increasing the price elasticity of demand and reducing the peak demand.

Towards a unified European electricity market: The contribution of data-mining to support realistic simulation studies

Worldwide electricity markets have been evolving into regional and even continental scales. The aim at an efficient use of renewable based generation in places where it exceeds the local needs is one of the main reasons. A reference case of this evolution is the European Electricity Market, where countries are connected, and several regional markets were created, each one grouping several countries, and supporting transactions of huge amounts of electrical energy. The continuous transformations electricity markets have been experiencing over the years create the need to use simulation platforms to support operators, regulators, and involved players for understanding and dealing with this complex environment. This paper focuses on demonstrating the advantage that real electricity markets data has for the creation of realistic simulation scenarios, which allow the study of the impacts and implications that electricity markets transformations will bring to the participant countries. A case study using MASCEM (Multi-Agent System for Competitive Electricity Markets) is presented, with a scenario based on real data, simulating the European Electricity Market environment, and comparing its performance when using several different market mechanisms.

Technology market transfer plan launch of DELIVES to E.U. Market©

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Biotecnologia

A go-to-market strategy for vertebral metrics

Dissertação para obtenção do Grau de Mestre em Engenharia Biomédica

TEA: Timing and Energy Aware compression architecture for Efficient Configuration in CGRAs

Coarse Grained Reconfigurable Architectures (CGRAs) are emerging as enabling platforms to meet the high performance demanded by modern applications (e.g. 4G, CDMA, etc.). Recently proposed CGRAs offer time-multiplexing and dynamic applications parallelism to enhance device utilization and reduce energy consumption at the cost of additional memory (up to 50% area of the overall platform). To reduce the memory overheads, novel CGRAs employ either statistical compression, intermediate compact representation, or multicasting. Each compaction technique has different properties (i.e. compression ratio, decompression time and decompression energy) and is best suited for a particular class of applications. However, existing research only deals with these methods separately. Moreover, they only analyze the compaction ratio and do not evaluate the associated energy overheads. To tackle these issues, we propose a polymorphic compression architecture that interleaves these techniques in a unique platform. The proposed architecture allows each application to take advantage of a separate compression/decompression hierarchy (consisting of various types and implementations of hardware/software decoders) tailored to its needs. Simulation results, using different applications (FFT, Matrix multiplication, and WLAN), reveal that the choice of compression hierarchy has a significant impact on compression ratio (up to 52%), decompression energy (up to 4 orders of magnitude), and configuration time (from 33 n to 1.5 s) for the tested applications. Synthesis results reveal that introducing adaptivity incurs negligible additional overheads (1%) compared to the overall platform area.

SIR performance evaluation of MB-OFDM UWB system with residual timing offset

Signal-to-interference ratio (SIR) performance of a multiband orthogonal frequency division multiplexing ultra-wideband system with residual timing offset is investigated. To do so, an exact mathematical derivation of the SIR of this system is derived. It becomes obvious that, unlike a cyclic prefixing based system, a zero padding based system is sensitive to residual timing offset.

Timing Analysis of Fixed Priority SelfSuspending Sporadic Tasks

27th Euromicro Conference on Real-Time Systems (ECRTS 2015), Lund, Sweden.

Planeamento de um Data Market Place

Relatório de Estágio apresentado para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Novos Media e Práticas Web

P-SOCRATES: A parallel software framework for time-critical many-core systems

Article in Press, Corrected Proof

Analysis of Electricity Market Prices Using Multidimensional Scaling

This paper studies the impact of the energy upon electricity markets using Multidimensional Scaling (MDS). Data from major energy and electricity markets is considered. Several maps produced by MDS are presented and discussed revealing that this method is useful for understanding the correlation between them. Furthermore, the results help electricity markets agents hedging against Market Clearing Price (MCP) volatility.

Multidimensional Scaling Analysis of Stock Market Indexes

This paper applies multidimensional scaling techniques and Fourier transform for visualizing possible time-varying correlations between 25 stock market values. The method is useful for observing clusters of stock markets with similar behavior.

Angioplastia Coronária no Enfarte Agudo do Miocárdio: Impacto do Timing da Revascularização na Alternância da Onda Ta

Encontra-se bem estabelecido que, na abordagem terapêutica do enfarte agudo do miocárdio (EAM), a trombólise e a angioplastia coronária percutânea (ACTP) permitem diminuir a mortalidade e melhorar o prognóstico, sendo esse benefício tanto maior quanto menor o tempo decorrido entre o evento isquémico e o procedimento terapêutico. No entanto, não está ainda estabelecido qual o impacto que o atraso da implementação dessas terapêuticas tem no desenvolvimento de taquidisritmias ventriculares e por consequência no resultado da alternância da onda T(TWA), que representa um método reconhecido para avaliação da vulnerabilidade ventricular às referidas arritmias. Objectivo: Analisar os resultados da TWA por microvoltagem numa população submetida a ACTP na sequência de EAM e avaliar a influência do timing de revascularização miocárdica nos resultados da TWA. Métodos: Estudámos 79 doentes (67 do sexo masculino; 57 ± 11 anos) consecutivos, admitidos por EAM e sujeitos a revascularização miocárdica por ACTP durante o internamento. A TWA foi avaliada utilizando um aparelho da HeartTwave System (Cambridge Heart, Inc., Bedford, Massachusetts) nos 30 dias pós-EAM. Durante a realização de uma prova de esforço em tapete rolante com protocolo manual, com o objectivo de elevar a frequência cardíaca até aos 110 batimentos por minuto, realizou-se o registo electrocardiográfico através da aplicação de sete eléctrodos standard e outros sete eléctrodos sensores de alta-resolução, especialmente concebidos para redução do «ruído», dispostos segundo as derivações ortogonais de Frank(X,Y, Z). A TWA foi considerada positiva quando se verificou a presença de alternância da onda T de magnitude ³ 1,9 μV de forma consistente e mantida (> 1 minuto), com início para frequências cardíacas < 110 batimentos/minuto ou quando esta alternância se verificou em doentes em repouso. Foi considerada negativa quando se conseguiu obter dados sem artefactos durante pelo menos um minuto, com frequências > 105 batimentos/minuto, sem atingir critério de positividade e indeterminada se não podia ser classificada como positiva ou negativa. Foram excluídos doentes com EAM ou revascularização miocárdica (cirúrgica ou percutânea) prévios, os que apresentavam insuficiência cardíaca congestiva, com fibrilhação auricular, > 10 extrassístoles por minuto, pacemaker definitivo, bradicárdia < 40 bpm, complexos QRS com duração > 130 ms ou sob terapêutica anti-arrítmica. Considerámos como marcador de risco para a ocorrência de eventos arrítmicos ventriculares malignos a presença de TWA positiva ou indeterminada. (TWA «nãonegativa»). Os resultados da TWA foram comparados entre o grupo de doentes submetidos a ACTP nas primeiras 24 horas pós-EAM (Grupo A; n = 45) e o grupo de doentes submetidos a ACTP > 24 horas pós-EAM. (Grupo B; n = 34) Resultados: A TWA foi positiva em 16 doentes (20,2%) e negativa em 56 (70,9%). Em 7 casos (8,9%), o resultado do teste foi considerado indeterminado. A TWA foi «não-negativa» em 29,1% da população. No grupo A a TWA foi “não-negativa” em 9 doentes (20 %) (6 com TWA positiva e três com TWA indeterminada) e negativa em 36 doentes (80 %) e no grupo B foi «não-negativa» em 14 doentes (41%) (10 com TWA positiva e quatro com TWA indeterminada) e negativa em 20 (59 %) (p < 0,05). Não se encontraram diferenças entre os dois grupos no que respeita à fracção de ejecção ventricular esquerda. No seguimento até aos 60 dias após a alta hospitalar não foram documentados eventos arrítmicos ventriculares, síncopes ou óbito. Foram reinternados cinco doentes (7 %) por recorrênciade angor. Conclusões: Numa população de sobreviventes de EAM encontrámos uma prevalência de TWA não negativa de 29 %, apesar da revascularização miocárdica com ACTP. A ACTP, quando efectuada nas primeiras 24 horas após o início do EAM, reduz de forma significativa o número de doentes com TWA não negativa,sugerindo que esta intervenção precoce poderá baixar o risco arrítmico destes doentes e influenciar favoravelmente o prognóstico pós-EAM. O impacto da morte súbita na mortalidade pós-EAM justifica estudos prospectivos de maiores dimensões

Study of the Reliability of Statistical Timing Analysis for Real-Time Systems

Presented at 23rd International Conference on Real-Time Networks and Systems (RTNS 2015). 4 to 6, Nov, 2015, Main Track. Lille, France.

Parallel Software framework for time-critical many-core systems

The recent technological advancements and market trends are causing an interesting phenomenon towards the convergence of High-Performance Computing (HPC) and Embedded Computing (EC) domains. On one side, new kinds of HPC applications are being required by markets needing huge amounts of information to be processed within a bounded amount of time. On the other side, EC systems are increasingly concerned with providing higher performance in real-time, challenging the performance capabilities of current architectures. The advent of next-generation many-core embedded platforms has the chance of intercepting this converging need for predictable high-performance, allowing HPC and EC applications to be executed on efficient and powerful heterogeneous architectures integrating general-purpose processors with many-core computing fabrics. To this end, it is of paramount importance to develop new techniques for exploiting the massively parallel computation capabilities of such platforms in a predictable way. P-SOCRATES will tackle this important challenge by merging leading research groups from the HPC and EC communities. The time-criticality and parallelisation challenges common to both areas will be addressed by proposing an integrated framework for executing workload-intensive applications with real-time requirements on top of next-generation commercial-off-the-shelf (COTS) platforms based on many-core accelerated architectures. The project will investigate new HPC techniques that fulfil real-time requirements. The main sources of indeterminism will be identified, proposing efficient mapping and scheduling algorithms, along with the associated timing and schedulability analysis, to guarantee the real-time and performance requirements of the applications.