Power law analysis of financial index dynamics

Power law PL and fractional calculus are two faces of phenomena with long memory behavior. This paper applies PL description to analyze different periods of the business cycle. With such purpose the evolution of ten important stock market indices DAX, Dow Jones, NASDAQ, Nikkei, NYSE, S&P500, SSEC, HSI, TWII, and BSE over time is studied. An evolutionary algorithm is used for the fitting of the PL parameters. It is observed that the PL curve fitting constitutes a good tool for revealing the signal main characteristics leading to the emergence of the global financial dynamic evolution.

Introducing the fractional-order Darwinian PSO

One of the most well-known bio-inspired algorithms used in optimization problems is the particle swarm optimization (PSO), which basically consists on a machinelearning technique loosely inspired by birds flocking in search of food. More specifically, it consists of a number of particles that collectively move on the search space in search of the global optimum. The Darwinian particle swarm optimization (DPSO) is an evolutionary algorithm that extends the PSO using natural selection, or survival of the fittest, to enhance the ability to escape from local optima. This paper firstly presents a survey on PSO algorithms mainly focusing on the DPSO. Afterward, a method for controlling the convergence rate of the DPSO using fractional calculus (FC) concepts is proposed. The fractional-order optimization algorithm, denoted as FO-DPSO, is tested using several well-known functions, and the relationship between the fractional-order velocity and the convergence of the algorithm is observed. Moreover, experimental results show that the FO-DPSO significantly outperforms the previously presented FO-PSO.

Evaluation of the Electric Vehicle Impact in the Power Demand Curve in a Smart Grid Environment

Smart grids with an intensive penetration of distributed energy resources will play an important role in future power system scenarios. The intermittent nature of renewable energy sources brings new challenges, requiring an efficient management of those sources. Additional storage resources can be beneficially used to address this problem; the massive use of electric vehicles, particularly of vehicle-to-grid (usually referred as gridable vehicles or V2G), becomes a very relevant issue. This paper addresses the impact of Electric Vehicles (EVs) in system operation costs and in power demand curve for a distribution network with large penetration of Distributed Generation (DG) units. An efficient management methodology for EVs charging and discharging is proposed, considering a multi-objective optimization problem. The main goals of the proposed methodology are: to minimize the system operation costs and to minimize the difference between the minimum and maximum system demand (leveling the power demand curve). The proposed methodology perform the day-ahead scheduling of distributed energy resources in a distribution network with high penetration of DG and a large number of electric vehicles. It is used a 32-bus distribution network in the case study section considering different scenarios of EVs penetration to analyze their impact in the network and in the other energy resources management.

Toroid inductor development for a SIC DC-DC converter up to 150kW, based on finite element method

Dissertação para a obtenção do grau de Mestre em Engenharia Electrotécnica Ramo de Energia

Increase of the Delivered Power Probability in Distribution Networks using Pareto DC Programming

A methodology to increase the probability of delivering power to any load point through the identification of new investments in distribution network components is proposed in this paper. The method minimizes the investment cost as well as the cost of energy not supplied in the network. A DC optimization model based on mixed integer non-linear programming is developed considering the Pareto front technique in order to identify the adequate investments in distribution networks components which allow increasing the probability of delivering power for any customer in the distribution system at the minimum possible cost for the system operator, while minimizing the energy not supplied cost. Thus, a multi-objective problem is formulated. To illustrate the application of the proposed methodology, the paper includes a case study which considers a 180 bus distribution network

Gestão de Recursos Energéticos nas SmartGrids

A sustentabilidade do sistema energético é crucial para o desenvolvimento económico e social das sociedades presentes e futuras. Para garantir o bom funcionamento dos sistemas de energia actua-se, tipicamente, sobre a produção e sobre as redes de transporte e de distribuição. No entanto, a integração crescente de produção distribuída, principalmente nas redes de distribuição de média e de baixa tensão, a liberalização dos mercados energéticos, o desenvolvimento de mecanismos de armazenamento de energia, o desenvolvimento de sistemas automatizados de controlo de cargas e os avanços tecnológicos das infra-estruturas de comunicação impõem o desenvolvimento de novos métodos de gestão e controlo dos sistemas de energia. O contributo deste trabalho é o desenvolvimento de uma metodologia de gestão de recursos energéticos num contexto de SmartGrids, considerando uma entidade designada por VPP que gere um conjunto de instalações (unidades produtoras, consumidores e unidades de armazenamento) e, em alguns casos, tem ao seu cuidado a gestão de uma parte da rede eléctrica. Os métodos desenvolvidos contemplam a penetração intensiva de produção distribuída, o aparecimento de programas de Demand Response e o desenvolvimento de novos sistemas de armazenamento. São ainda propostos níveis de controlo e de tomada de decisão hierarquizados e geridos por entidades que actuem num ambiente de cooperação mas também de concorrência entre si. A metodologia proposta foi desenvolvida recorrendo a técnicas determinísticas, nomeadamente, à programação não linear inteira mista, tendo sido consideradas três funções objectivo distintas (custos mínimos, emissões mínimas e cortes de carga mínimos), originando, posteriormente, uma função objectivo global, o que permitiu determinar os óptimos de Pareto. São ainda determinados os valores dos custos marginais locais em cada barramento e consideradas as incertezas dos dados de entrada, nomeadamente, produção e consumo. Assim, o VPP tem ao seu dispor um conjunto de soluções que lhe permitirão tomar decisões mais fundamentadas e de acordo com o seu perfil de actuação. São apresentados dois casos de estudo. O primeiro utiliza uma rede de distribuição de 32 barramentos publicada por Baran & Wu. O segundo caso de estudo utiliza uma rede de distribuição de 114 barramentos adaptada da rede de 123 barramentos do IEEE.

Probabilistic maintenance and optimization strategies for deteriorating civil infrastructures

In developed countries, civil infrastructures are one of the most significant investments of governments, corporations, and individuals. Among these, transportation infrastructures, including highways, bridges, airports, and ports, are of huge importance, both economical and social. Most developed countries have built a fairly complete network of highways to fit their needs. As a result, the required investment in building new highways has diminished during the last decade, and should be further reduced in the following years. On the other hand, significant structural deteriorations have been detected in transportation networks, and a huge investment is necessary to keep these infrastructures safe and serviceable. Due to the significant importance of bridges in the serviceability of highway networks, maintenance of these structures plays a major role. In this paper, recent progress in probabilistic maintenance and optimization strategies for deteriorating civil infrastructures with emphasis on bridges is summarized. A novel model including interaction between structural safety analysis,through the safety index, and visual inspections and non destructive tests, through the condition index, is presented. Single objective optimization techniques leading to maintenance strategies associated with minimum expected cumulative cost and acceptable levels of condition and safety are presented. Furthermore, multi-objective optimization is used to simultaneously consider several performance indicators such as safety, condition, and cumulative cost. Realistic examples of the application of some of these techniques and strategies are also presented.

Intrusion tolerant routing with data consensus in wireless sensor networks

Dissertação para obtenção do Grau de Mestre em Engenharia Informática

Improvement of in silico strain engineering methods in Saccharomyces cerevisiae

PhD thesis in Bioengineering

Strategies for an integrated distribution problem

The problems arising in the logistics of commercial distribution are complexand involve several players and decision levels. One important decision isrelated with the design of the routes to distribute the products, in anefficient and inexpensive way.This article explores three different distribution strategies: the firststrategy corresponds to the classical vehicle routing problem; the second isa master route strategy with daily adaptations and the third is a strategythat takes into account the cross-functional planning through amulti-objective model with two objectives. All strategies are analyzed ina multi-period scenario. A metaheuristic based on the Iteratetd Local Search,is used to solve the models related with each strategy. A computationalexperiment is performed to evaluate the three strategies with respect to thetwo objectives. The cross functional planning strategy leads to solutions thatput in practice the coordination between functional areas and better meetbusiness objectives.

Modelo de evaluación integrada del stock norte-centro de la anchoveta peruana Engraulis ringens Jenyns

Se presenta un nuevo modelo integrado de evaluación para el stock norte-centro de la anchoveta peruana que permite reconstruir y hacer un seguimiento de la estructura de longitudes del stock desde un modelo basado en edades. El modelo fue calibrado usando estimados acústicos de biomasa y estructuras de tallas provenientes de cruceros científicos y de desembarques de la pesquería. Para la calibración se utilizó un algoritmo evolutivo con diferentes funciones de aptitud para cada variable calibrada (biomasas y capturas). Se presentan los estimados mensuales de biomasa total, biomasa desovante, reclutamiento y mortalidad por pesca obtenidos por el modelo de evaluación integrada para el periodo 1964-2008. Se encontraron tres periodos cualitativamente distintos en la dinámica de anchoveta, entre 1961-1971, 1971-1991 y 1991 al presente, que se distinguen tanto por las biomasas medias anuales como por los niveles de reclutamiento observado.

Evolving team compositions by agent swapping

Optimizing collective behavior in multiagent systems requires algorithms to find not only appropriate individual behaviors but also a suitable composition of agents within a team. Over the last two decades, evolutionary methods have emerged as a promising approach for the design of agents and their compositions into teams. The choice of a crossover operator that facilitates the evolution of optimal team composition is recognized to be crucial, but so far, it has never been thoroughly quantified. Here, we highlight the limitations of two different crossover operators that exchange entire agents between teams: restricted agent swapping (RAS) that exchanges only corresponding agents between teams and free agent swapping (FAS) that allows an arbitrary exchange of agents. Our results show that RAS suffers from premature convergence, whereas FAS entails insufficient convergence. Consequently, in both cases, the exploration and exploitation aspects of the evolutionary algorithm are not well balanced resulting in the evolution of suboptimal team compositions. To overcome this problem, we propose combining the two methods. Our approach first applies FAS to explore the search space and then RAS to exploit it. This mixed approach is a much more efficient strategy for the evolution of team compositions compared to either strategy on its own. Our results suggest that such a mixed agent-swapping algorithm should always be preferred whenever the optimal composition of individuals in a multiagent system is unknown.

Identifying the preferred subset of enzymatic profiles in nonlinear kinetic metabolic models via multiobjective global optimization and pareto filters

Optimization models in metabolic engineering and systems biology focus typically on optimizing a unique criterion, usually the synthesis rate of a metabolite of interest or the rate of growth. Connectivity and non-linear regulatory effects, however, make it necessary to consider multiple objectives in order to identify useful strategies that balance out different metabolic issues. This is a fundamental aspect, as optimization of maximum yield in a given condition may involve unrealistic values in other key processes. Due to the difficulties associated with detailed non-linear models, analysis using stoichiometric descriptions and linear optimization methods have become rather popular in systems biology. However, despite being useful, these approaches fail in capturing the intrinsic nonlinear nature of the underlying metabolic systems and the regulatory signals involved. Targeting more complex biological systems requires the application of global optimization methods to non-linear representations. In this work we address the multi-objective global optimization of metabolic networks that are described by a special class of models based on the power-law formalism: the generalized mass action (GMA) representation. Our goal is to develop global optimization methods capable of efficiently dealing with several biological criteria simultaneously. In order to overcome the numerical difficulties of dealing with multiple criteria in the optimization, we propose a heuristic approach based on the epsilon constraint method that reduces the computational burden of generating a set of Pareto optimal alternatives, each achieving a unique combination of objectives values. To facilitate the post-optimal analysis of these solutions and narrow down their number prior to being tested in the laboratory, we explore the use of Pareto filters that identify the preferred subset of enzymatic profiles. We demonstrate the usefulness of our approach by means of a case study that optimizes the ethanol production in the fermentation of Saccharomyces cerevisiae.

Kaksiakselisen välijäähdytyksellä, välipoltolla ja rekuperaattorilla varustetun mikrokaasuturbiinin osakuormahyötysuhteen säilyvyyden optimointi

Työssä pyrittiin etsimään differentiaalievoluutioalgoritmilla kaksiakseliselle, välijäähdytyksellä, välipoltolla ja rekuperaattorilla varustetulle mikrokaasuturbiinille sellaiset kompressorien painesuhteet ja rekuperaattorin rekuperaatioaste, että saavutettaisiin mandollisimman hyvä osakuormahyötysuhteen säilyvyys. Osakuormatehon säätömenetelmäksi oli valittu pyörimisnopeussäädön ja turbiinien sisääntulolämpötilan alentamisen yhdistelmä, jossa generaattorilla varustetun akselin pyörimisnopeus sekä molempien turbiinien sisääntulolämpötilat olivat toisistaan riippumatta vapaasti säädettävissä. Työssä löydettiin optimaalinen säätömenetelmien yhdistelmä, jolla saavutetaan parempi osakuormahyötysuhteen säilyvyys, kuin millään käytetyistä menetelmistä yksinään. Lisäksi havaittiin, ettei optimaalinen säätömenetelmä merkittävästi riipu koneikolle valituista suunnittelupisteen parametreista. Osakuormahyötysuhteen säilyvyyden kannalta optimaalinen koneikko ei merkittävästi poikennut suunnittelupisteen hyötysuhteen kannalta optimaalisesta.

Design and Comparison оf Mixed Hinf/H2 Controller fоr АMB System

This master’s thesis is focused on the active magnetic bearings control, specifically the robust control. As carrying out of such kind of control used mixed H2/Hinf controller. So the goal of this work is to design it using Robust Control Toolbox™ in MATLAB and compare it performance and robustness with Hinf robust controller characteristics. But only one degree-of-freedom controller considered.