A decision-support system based on particle swarm optimization for multiperiod hedging in electricity markets

This paper proposes a particle swarm optimization (PSO) approach to support electricity producers for multiperiod optimal contract allocation. The producer risk preference is stated by a utility function (U) expressing the tradeoff between the expectation and variance of the return. Variance estimation and expected return are based on a forecasted scenario interval determined by a price range forecasting model developed by the authors. A certain confidence level is associated to each forecasted scenario interval. The proposed model makes use of contracts with physical (spot and forward) and financial (options) settlement. PSO performance was evaluated by comparing it with a genetic algorithm-based approach. This model can be used by producers in deregulated electricity markets but can easily be adapted to load serving entities and retailers. Moreover, it can easily be adapted to the use of other type of contracts.

Distributed energy resource short-term scheduling using signaled particle swarm optimization

Distributed Energy Resources (DER) scheduling in smart grids presents a new challenge to system operators. The increase of new resources, such as storage systems and demand response programs, results in additional computational efforts for optimization problems. On the other hand, since natural resources, such as wind and sun, can only be precisely forecasted with small anticipation, short-term scheduling is especially relevant requiring a very good performance on large dimension problems. Traditional techniques such as Mixed-Integer Non-Linear Programming (MINLP) do not cope well with large scale problems. This type of problems can be appropriately addressed by metaheuristics approaches. This paper proposes a new methodology called Signaled Particle Swarm Optimization (SiPSO) to address the energy resources management problem in the scope of smart grids, with intensive use of DER. The proposed methodology’s performance is illustrated by a case study with 99 distributed generators, 208 loads, and 27 storage units. The results are compared with those obtained in other methodologies, namely MINLP, Genetic Algorithm, original Particle Swarm Optimization (PSO), Evolutionary PSO, and New PSO. SiPSO performance is superior to the other tested PSO variants, demonstrating its adequacy to solve large dimension problems which require a decision in a short period of time.

An integrated approach for distributed energy resource short term scheduling in smart grids considering realistic power system simulation

The large increase of distributed energy resources, including distributed generation, storage systems and demand response, especially in distribution networks, makes the management of the available resources a more complex and crucial process. With wind based generation gaining relevance, in terms of the generation mix, the fact that wind forecasting accuracy rapidly drops with the increase of the forecast anticipation time requires to undertake short-term and very short-term re-scheduling so the final implemented solution enables the lowest possible operation costs. This paper proposes a methodology for energy resource scheduling in smart grids, considering day ahead, hour ahead and five minutes ahead scheduling. The short-term scheduling, undertaken five minutes ahead, takes advantage of the high accuracy of the very-short term wind forecasting providing the user with more efficient scheduling solutions. The proposed method uses a Genetic Algorithm based approach for optimization that is able to cope with the hard execution time constraint of short-term scheduling. Realistic power system simulation, based on PSCAD , is used to validate the obtained solutions. The paper includes a case study with a 33 bus distribution network with high penetration of distributed energy resources implemented in PSCAD .

Contextual intelligent load management with ANN adaptive learning module

With the current increase of energy resources prices and environmental concerns intelligent load management systems are gaining more and more importance. This paper concerns a SCADA House Intelligent Management (SHIM) system that includes an optimization module using deterministic and genetic algorithm approaches. SHIM undertakes contextual load management based on the characterization of each situation. SHIM considers available generation resources, load demand, supplier/market electricity price, and consumers’ constraints and preferences. The paper focus on the recently developed learning module which is based on artificial neural networks (ANN). The learning module allows the adjustment of users’ profiles along SHIM lifetime. A case study considering a system with fourteen discrete and four variable loads managed by a SHIM system during five consecutive similar weekends is presented.

Ancillary service market simulation

Power systems operation in a liberalized environment requires that market players have access to 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 deals with ancillary services negotiation in electricity markets. The proposed concepts and methodologies are implemented in MASCEM, a multi-agent based electricity market simulator. A test case concerning the dispatch of ancillary services using two different methods (Linear Programming and Genetic Algorithm approaches) is included in the paper.

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.

Optimização dos parâmetros de um robô hexápode através de algoritmos genéticos

Mestrado em Engenharia Electrotécnica e de Computadores

Modelling the distribution of cetaceans using opportunistic presence-only data in S. Miguel Island (Azores)

25th Annual Conference of the European Cetacean Society, Cadiz, Spain 21-23 March 2011.

Algoritmo neurogenético com vistas para o planejamento de rotas de robôs móveis autônomos

Pós-graduação em Ciência da Computação - IBILCE

Localização ótima de apoios em estruturas do tipo viga utilizando o método dos algoritmos genéticos

Dissertação de Mestrado para obtenção do grau de Mestre em Engenharia Mecânica Ramo de Manutenção e Produção

Análise e síntese de música através de sistemas computacionais

Este trabalho, realizado no âmbito da unidade curricular de Tese/Dissertação, procura mostrar de que forma a Computação Evolucionária se pode aplicar no mundo da Música. Este é, de resto, um tema sobejamente aliciante dentro da área da Inteligência Artificial. Começa-se por apresentar o mundo da Música com uma perspetiva cronológica da sua história, dando especial relevo ao estilo musical do Fado de Coimbra. Abordam-se também os conceitos fundamentais da teoria musical. Relativamente à Computação Evolucionária, expõem-se os elementos associados aos Algoritmos Evolucionários e apresentam-se os principais modelos, nomeadamente os Algoritmos Genéticos. Ainda no âmbito da Computação Evolucionária, foi elaborado um pequeno estudo do “estado da arte” da aplicação da Computação Evolucionária na Música. A implementação prática deste trabalho baseia-se numa aplicação – AG Fado – que compõe melodias de Fado de Coimbra, utilizando Algoritmos Genéticos. O trabalho foi dividido em duas partes principais: a primeira parte consiste na recolha de informações e posterior levantamento de dados estatísticos sobre o género musical escolhido, nomeadamente fados em tonalidade maior e fados em tonalidade menor; a segunda parte consiste no desenvolvimento da aplicação, com a conceção do respetivo algoritmo genético para composição de melodias. As melodias obtidas através da aplicação desenvolvida são bastante audíveis e boas melodicamente. No entanto, destaca-se o facto de a avaliação ser efetuada por seres humanos o que implica sensibilidades musicais distintas levando a resultados igualmente distintos.

Detecção de sectores cruzados e optimização de cobertura em redes LTE

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia de Electrónica e Telecomunicações

Algoritmos evolutivos na determinação das máximas injeções nodais em redes de energia elétrica

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

Fractional order modelling of fractional-order holds

Discrete time control systems require sample- and-hold circuits to perform the conversion from digital to analog. Fractional-Order Holds (FROHs) are an interpolation between the classical zero and first order holds and can be tuned to produce better system performance. However, the model of the FROH is somewhat hermetic and the design of the system becomes unnecessarily complicated. This paper addresses the modelling of the FROHs using the concepts of Fractional Calculus (FC). For this purpose, two simple fractional-order approximations are proposed whose parameters are estimated by a genetic algorithm. The results are simple to interpret, demonstrating that FC is a useful tool for the analysis of these devices.