Electricity Markets Portfolio Optimization using a Particle Swarm Approach

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 simulates 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 the market context. However, it is still necessary to adequately optimize the player’s 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 the different markets the player is acting on in each moment, and depending on different contexts of negotiation, such as the peak and offpeak periods of the day, and the type of day (business day, weekend, holiday, etc.). The proposed approach is tested and validated using real electricity markets data from the Iberian operator – OMIE.

Domestic Consumption Simulation and Management Using a Continuous Consumption Management and Optimization Algorithm

The recent changes concerning the consumers’ active participation in the efficient management of load devices for one’s own interest and for the interest of the network operator, namely in the context of demand response, leads to the need for improved algorithms and tools. A continuous consumption optimization algorithm has been improved in order to better manage the shifted demand. It has been done in a simulation and user-interaction tool capable of being integrated in a multi-agent smart grid simulator already developed, and also capable of integrating several optimization algorithms to manage real and simulated loads. The case study of this paper enhances the advantages of the proposed algorithm and the benefits of using the developed simulation and user interaction tool.

Optimization of Generation and Aggregated Consumption Shifting for Demand Response Programs Definition

The concept of demand response has drawing attention to the active participation in the economic operation of power systems, namely in the context of recent electricity markets and smart grid models and implementations. In these competitive contexts, aggregators are necessary in order to make possible the participation of small size consumers and generation units. The methodology proposed in the present paper aims to address the demand shifting between periods, considering multi-period demand response events. The focus is given to the impact in the subsequent periods. A Virtual Power Player operates the network, aggregating the available resources, and minimizing the operation costs. The illustrative case study included is based on a scenario of 218 consumers including generation sources.

Quantum-based Particle Swarm Optimization Application to Studies of Aggregated Consumption Shifting and Generation Scheduling in Smart Grids

Demand response programs and models have been developed and implemented for an improved performance of electricity markets, taking full advantage of smart grids. Studying and addressing the consumers’ flexibility and network operation scenarios makes possible to design improved demand response models and programs. The methodology proposed in the present paper aims to address the definition of demand response programs that consider the demand shifting between periods, regarding the occurrence of multi-period demand response events. The optimization model focuses on minimizing the network and resources operation costs for a Virtual Power Player. Quantum Particle Swarm Optimization has been used in order to obtain the solutions for the optimization model that is applied to a large set of operation scenarios. The implemented case study illustrates the use of the proposed methodology to support the decisions of the Virtual Power Player in what concerns the duration of each demand response event.

Random amplified polymorphic DNA (RAPD) analysis of Lutzomyia longipalpis laboratory populations

The phlebotomine sand fly Lutzomyia longipalpis has been incriminated as a vector of American visceral leishmaniasis, caused by Leishmania chagasi. However, some evidence has been accumulated suggesting that it may exist in nature not as a single but as a species complex. Our goal was to compare four laboratory reference populations of L. longipalpis from distinct geographic regions at the molecular level by RAPD-PCR. We screened genomic DNA for polymorphic sites by PCR amplification with decamer single primers of arbitrary nucleotide sequences. One primer distinguished one population (Marajó Island, Pará State, Brazil) from the other three (Lapinha Cave, Minas Gerais State, Brazil; Melgar, Tolima Department, Colombia and Liberia, Guanacaste Province, Costa Rica). The population-specific and the conserved RAPD-PCR amplified fragments were cloned and shown to differ only in number of internal repeats.

PREVALENCE OF ANTI- Toxocara ANTIBODIES IN A RANDOM SAMPLE OF INPATIENTS AT A CHILDREN'S HOSPITAL IN VITÓRIA, ESPÍRITO SANTO, BRAZIL

In the streets of Vitória, in the State of Espírito Santo, Brazil, are large number of stray dogs, many of which are infected with Toxocara canis, suggesting a high risk for human infection. In order to investigate the prevalence of Toxocara infection in children in Espírito Santo we studied the prevalence of anti-Toxocara antibodies in 100 random inpatients over one year of age, at the Children's Hospital N.S. da Glória, the reference children's hospital for the State.All the sera were collected during the period between October 1996 and January 1997. The mean age was 6.6±4.1 yrs. (1 to 14 yrs., median 6yrs.) and there were patients from all of the different wards of the hospital. Sixty-eigth patients came from the metropolitan area of Vitória and the other 32 from 17 other municipalities. The anti-Toxocara antibodies were investigated by ELISA-IgG using a secretory-excretory antigen obtained from second stage larvae. All sera were adsorbed with Ascaris suum antigen before the test. Thirty-nine sera (39%) were positive, predominantly from boys, but the gender difference was not statistically significant (boys:25/56 or 44.6%; girls:14/44 or 31.8%; p=0.311). The prevalence of positive sera was higher, but not statistically significant, in children from the urban periphery of metropolitan Vitória (formed by the cities of Vitória, Cariacica, Vila Velha, Serra and Viana) than in children from 17 other municipalities (44.1% and 28.1% respectively, p=0.190). Although the samples studied do not represent all children living in the State of Espírito Santo, since the Children's Hospital N.S. da Glória admits only patients from the state health system, it is probable that these results indicate a high frequency of Toxocara infection in children living in Espírito Santo. Further studies of population samples are necessary to ascertain the prevalence of Toxocara infection in our country.

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

Invited review: Models for the optimization of regional wastewater treatment systems

European Journal of Operational Research, nº 73 (1994)

Genetic variation between susceptible and non-susceptible snails to Schistosoma infection using random amplified polymorphic DNA analysis (RAPDs)

Susceptibility of snails to infection by certain trematodes and their suitability as hosts for continued development has been a bewildering problem in host-parasite relationships. The present work emphasizes our interest in snail genetics to determine what genes or gene products are specifically responsible for susceptibility of snails to infection. High molecular weight DNA was extracted from both susceptible and non-susceptible snails within the same species Biomphalaria tenagophila. RAPD was undertaken to distinguish between the two types of snails. Random primers (10 mers) were used to amplify the extracted DNA by the polymerase chain reaction (PCR) followed by polyacrylamide gel electrophoresis (PAGE) and silver staining. The results suggest that RAPD represents an efficient means of genome comparison, since many molecular markers were detected as genetic variations between susceptible and non-susceptible snails.

Characterization and optimization of bovine Echinococcus granulosus cyst fluid to be used in immunodiagnosis of hydatid disease by ELISA

The aim of this work was to assess the influence in the diagnostic value for human hydatid disease of the composition of bovine hydatid cyst fluid (BHCF) obtained from fertile (FC) and non-fertile cysts (NFC). Eight batches from FC and 5 from NFC were prepared and analysed with respect to chemical composition: total protein, host-derived protein, carbohydrate and lipid contents. No differences were observed in the first two parameters but carbohydrate and lipid contents were shown to be higher in batches from FC than in those from NFC. Bands of 38 and 116 kD in SDS-PAGE profiles were observed to be present in BHCF from FC only. Two pools were prepared from BHCF batches obtained from FC (PFC) and NFC (PNFC), respectively. Antigen recognition patterns were analysed by immunoblot. Physicochemical conditions for adsorption of antigens to the polystyrene surface (ELISA plates) were optimized. The diagnostic value of both types of BHCF as well as the diagnostic relevance of oxidation of their carbohydrate moieties with periodate were assessed by ELISA using 42 serum samples from hydatid patients, 41 from patients with other disorders, and 15 from healthy donors. Reactivity of all sera against native antigen were tested with and without free phosphorylcholine. The best diagnostic efficiency was observed using BHCF from periodate-treated PFC using glycine buffer with strong ionic strength to coat ELISA plates.

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.

Conventional and molecular typing of Salmonella typhi strains from Brazil

Phenotypic and genotypic characteristics of Salmonella Typhi were studied in 30 strains, isolated in different years, from some areas in Brazil. Conventional typing methods were performed by biochemical tests, Vi phage-typing scheme, and antimicrobial susceptibility test. Molecular typing methods were performed by analysis of plasmid DNA and by random amplified polymorphic DNA (RAPD-PCR). For the latter, an optimization step was performed to ensure the reproducibility of the process in genetic characterization of S. Typhi. The predominance of 76.7% of biotype I (xylose +, arabinose -) was noticed in all studied areas. Three phage types were recognized, with prominence for the phage types A (73.3%) and I+IV (23.3%). All the strains were susceptible to the drugs used. However, 36.7% of the strains contained plasmids, with predominance of the 105 Kb plasmid. RAPD was capable of grouping the strains in 8 genotypic patterns using primer 784, in 6, using primer 787 and in 7, using primer 797. Conventional phenotypic typing methods, as well as the DNA plasmid analysis, presented nonsignificant discriminatory power; however, RAPD-PCR analysis showed discriminatory power, reproducibility, easy interpretation and performance, being considered as a promising alternative typing method for S. Typhi.

A Random Access Protocol incorporating Multi-Packet Reception, Retransmission Diversity and Successive Interference Cancellation

8th International Workshop on Multiple Access Communications (MACOM2015), Helsinki, Finland.

Strain differentiation of Trichophyton rubrum by random amplification of polymorphic DNA (RAPD)

Trichophyton rubrum is an important cause of dermatomycoses. Molecular strain typing methods have recently been developed to address questions about epidemiology and source of relapse following treatment. This report describes the application of RAPD for molecular strain differentiation of this fungus utilizing the primers 1- (5'-d[GGTGCGGGAA]-3') and 6- (5'-d[CCCGTCAGCA]-3'). A total of five RAPD patterns were observed among 10 strains of T. rubrum, with each of the primers used. We conclude that RAPD analysis using primers 1 and 6 can be used in epidemiological studies.

Analysis of the genetic polymorphism of Paracoccidioides brasiliensis and Paracoccidioides cerebriformis "Moore" by random amplified polymorphic DNA (RAPD) and 28S ribosomal DNA sequencing: Paracoccidioides cerebriformis revisited

Our purpose was to compare the genetic polymorphism of six samples of P. brasiliensis (113, 339, BAT, T1F1, T3B6, T5LN1), with four samples of P. cerebriformis (735, 741, 750, 361) from the Mycological Laboratory of the Instituto de Medicina Tropical de São Paulo, using Random Amplified Polymorphic DNA Analysis (RAPD). RAPD profiles clearly segregated P. brasiliensis and P. cerebriformis isolates. However, the variation on band patterns among P. cerebriformis isolates was high. Sequencing of the 28S rDNA gene showed nucleotide conservancy among P. cerebriformis isolates, providing basis for taxonomical grouping, and disclosing high divergence to P. brasiliensis supporting that they are in fact two distinct species. Moreover, DNA sequence suggests that P. cerebriformis belongs in fact to the Aspergillus genus.