Risk Analysis and Behavior of Electricity Portfolio Aggregator

The scope of this paper is to adapt the standard mean-variance model of Henry Markowitz theory, creating a simulation tool to find the optimal configuration of the portfolio aggregator, calculate its profitability and risk. Currently, there is a deep discussion going on among the power system society about the structure and architecture of the future electric system. In this environment, policy makers and electric utilities find new approaches to access the electricity market; this configures new challenging positions in order to find innovative strategies and methodologies. Decentralized power generation is gaining relevance in liberalized markets, and small and medium size electricity consumers are also become producers (“prosumers”). In this scenario an electric aggregator is an entity that joins a group of electric clients, customers, producers, “prosumers” together as a single purchasing unit to negotiate the purchase and sale of electricity. The aggregator conducts research on electricity prices, contract terms and conditions in order to promote better energy prices for their clients and allows small and medium customers to benefit improved market prices.

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.

Moisture recycling in the Iberian Peninsula from a regional climate simulation: spatiotemporal analysis and impact on the precipitation regime

The contribution of the evapotranspiration from a certain region to the precipitation over the same area is referred to as water recycling. In this paper, we explore the spatiotemporal links between the recycling mechanism and the Iberian rainfall regime. We use a 9 km resolution Weather Research and Forecasting simulation of 18 years (1990-2007) to compute local and regional recycling ratios over Iberia, at the monthly scale, through both an analytical and a numerical recycling model. In contrast to coastal areas, the interior of Iberia experiences a relative maximum of precipitation in spring, suggesting a prominent role of land-atmosphere interactions on the inland precipitation regime during this period of the year. Local recycling ratios are the highest in spring and early summer, coinciding with those areas where this spring peak of rainfall represents the absolute maximum in the annual cycle. This confirms that recycling processes are crucial to explain the Iberian spring precipitation, particularly over the eastern and northeastern sectors. Average monthly recycling values range from 0.04 in December to 0.14 in June according to the numerical model and from 0.03 in December to 0.07 in May according to the analytical procedure. Our analysis shows that the highest values of recycling are limited by the coexistence of two necessary mechanisms: (1) the availability of sufficient soil moisture and (2) the occurrence of appropriate synoptic configurations favoring the development of convective regimes. The analyzed surplus of rainfall in spring has a critical impact on agriculture over large semiarid regions of the interior of Iberia.

Analyzing objects in images for estimating the delamination influence on load carrying capacity of composite laminates

The use of fiber reinforced plastics has increased in the last decades due to their unique properties. Advantages of their use are related with low weight, high strength and stiffness. Drilling of composite plates can be carried out in conventional machinery with some adaptations. However, the presence of typical defects like delamination can affect mechanical properties of produced parts. In this paper delamination influence in bearing stress of drilled hybrid carbon+glass/epoxy quasi-isotropic plates is studied by using image processing and analysis techniques. Results from bearing test show that damage minimization is an important mean to improve mechanical properties of the joint area of the plate. The appropriateness of the image processing and analysis techniques used in the measurement of the damaged area is demonstrated.

Sistema de Torre de Refrigeração

Mestrado em Engenharia Química - Ramo Optimização Energética na Indústria Química

Projeto e implementação de um pré-regulador de fator de potência com controlo digital

Hoje em dia as fontes de alimentação possuem correção do fator de potência, devido às diversas normas regulamentares existentes, que introduziram grandes restrições no que respeita à distorção harmónica (THD) e fator de potência (FP). Este trabalho trata da análise, desenvolvimento e implementação de um Pré-Regulador de fator de potência com controlo digital. O controlo digital de conversores com recurso a processamento digital de sinal tem vindo a ser ao longo dos últimos anos, objeto de investigação e desenvolvimento, estando constantemente a surgirem modificações nas topologias existentes. Esta dissertação tem como objetivo estudar e implementar um Pré-Regulador Retificador Boost e o respetivo controlo digital. O controlo do conversor é feito através da técnica dos valores médios instantâneos da corrente de entrada, desenvolvido através da linguagem de descrição de hardware VHDL (VHSIC HDL – Very High Speed Integrated Circuit Hardware Description Language) e implementado num dispositivo FPGA (Field Programmable Gate Array) Spartan-3E. Neste trabalho são apresentadas análises matemáticas, para a obtenção das funções de transferência pertinentes ao projeto dos controladores. Para efetuar este controlo é necessário adquirir os sinais da corrente de entrada, tensão de entrada e tensão de saída. O sinal resultante do módulo de controlo é um sinal de PWM com valor de fator de ciclo variável ao longo do tempo. O projeto é simulado e validado através da plataforma MatLab/Simulink e PSIM, onde são apresentados resultados para o regime permanente e para transitórios da carga e da tensão de alimentação. Finalmente, o Pré-Regulador Retificador Boost controlado de forma digital é implementado em laboratório. Os resultados experimentais são apresentados para validar a metodologia e o projeto desenvolvidos.

Mechanical behaviour analysis of polyester polymer mortars modified with recycled GFRP waste materials

In this study the effect of incorporation of recycled glass-fibre reinforced polymer (GFRP) waste materials, obtained by means of milling processes, on mechanical behaviour of polyester polymer mortars was assessed. For this purpose, different contents of recycled GFRP waste powder and fibres, with distinct size gradings, were incorporated into polyester based mortars as sand aggregates and filler replacements. Flexural and compressive loading capacities were evaluated and found better than unmodified polymer mortars. GFRP modified polyester based mortars also show a less brittle behaviour, with retention of some loading capacity after peak load. Obtained results highlight the high potential of recycled GFRP waste materials as efficient and sustainable reinforcement and admixture for polymer concrete and mortars composites, constituting an emergent waste management solution.

Experiments on new polymer based mortars filled with FRP waste recyclates - a quantitative analysis

Glass fibre-reinforced plastics (GFRP) have been considered inherently difficult to recycle due to both: cross-linked nature of thermoset resins, which cannot be remolded, and complex composition of the composite itself. Presently, most of the GFRP waste is landfilled leading to negative environmental impacts and supplementary added costs. With an increasing awareness of environmental matters and the subsequent desire to save resources, recycling would convert an expensive waste disposal into a profitable reusable material. In this study, efforts were made in order to recycle grinded GFRP waste, proceeding from pultrusion production scrap, into new and sustainable composite materials. For this purpose, GFRP waste recyclates, were incorporated into polyester based mortars as fine aggregate and filler replacements at different load contents and particle size distributions. Potential recycling solution was assessed by mechanical behaviour of resultant GFRP waste modified polymer mortars. Results revealed that GFRP waste filled polymer mortars present improved flexural and compressive behaviour over unmodified polyester based mortars, thus indicating the feasibility of the waste reuse in polymer mortars and concrete. © 2011, Advanced Engineering Solutions.

In-plane displacement and strain image analysis

Measurements in civil engineering load tests usually require considerable time and complex procedures. Therefore, measurements are usually constrained by the number of sensors resulting in a restricted monitored area. Image processing analysis is an alternative way that enables the measurement of the complete area of interest with a simple and effective setup. In this article photo sequences taken during load displacement tests were captured by a digital camera and processed with image correlation algorithms. Three different image processing algorithms were used with real images taken from tests using specimens of PVC and Plexiglas. The data obtained from the image processing algorithms were also compared with the data from physical sensors. A complete displacement and strain map were obtained. Results show that the accuracy of the measurements obtained by photogrammetry is equivalent to that from the physical sensors but with much less equipment and fewer setup requirements. © 2015Computer-Aided Civil and Infrastructure Engineering.

Layerwise mixed models for analysis of multilayered piezoelectric composite plates using least-squares formulation

This work provides an assessment of layerwise mixed models using least-squares formulation for the coupled electromechanical static analysis of multilayered plates. In agreement with three-dimensional (3D) exact solutions, due to compatibility and equilibrium conditions at the layers interfaces, certain mechanical and electrical variables must fulfill interlaminar C-0 continuity, namely: displacements, in-plane strains, transverse stresses, electric potential, in-plane electric field components and transverse electric displacement (if no potential is imposed between layers). Hence, two layerwise mixed least-squares models are here investigated, with two different sets of chosen independent variables: Model A, developed earlier, fulfills a priori the interiaminar C-0 continuity of all those aforementioned variables, taken as independent variables; Model B, here newly developed, rather reduces the number of independent variables, but also fulfills a priori the interlaminar C-0 continuity of displacements, transverse stresses, electric potential and transverse electric displacement, taken as independent variables. The predictive capabilities of both models are assessed by comparison with 3D exact solutions, considering multilayered piezoelectric composite plates of different aspect ratios, under an applied transverse load or surface potential. It is shown that both models are able to predict an accurate quasi-3D description of the static electromechanical analysis of multilayered plates for all aspect ratios.

Numerical and Experimental Analysis of Balanced and Unbalanced Adhesive Single-Lap Joints between Aluminium Adherends

The single-lap joint is the most commonly used, although it endures significant bending due to the non-collinear load path, which negatively affects its load bearing capabilities. The use of material or geometric changes is widely documented in the literature to reduce this handicap, acting by reduction of peel and shear peak stresses or alterations of the failure mechanism emerging from local modifications. In this work, the effect of using different thickness adherends on the tensile strength of single-lap joints, bonded with a ductile and brittle adhesive, was numerically and experimentally evaluated. The joints were tested under tension for different combinations of adherend thickness. The effect of the adherends thickness mismatch on the stress distributions was also investigated by Finite Elements (FE), which explained the experimental results and the strength prediction of the joints. The numerical study was made by FE and Cohesive Zone Modelling (CZM), which allowed characterizing the entire fracture process. For this purpose, a FE analysis was performed in ABAQUS® considering geometric non-linearities. In the end, a detailed comparative evaluation of unbalanced joints, commonly used in engineering applications, is presented to give an understanding on how modifications in the bonded structures thickness can influence the joint performance.

Analysis of Consumption Data to Detect Commercial Losses Using Performance Evaluation Methods in a Smart Grid

Electric power networks, namely distribution networks, have been suffering several changes during the last years due to changes in the power systems operation, towards the implementation of smart grids. Several approaches to the operation of the resources have been introduced, as the case of demand response, making use of the new capabilities of the smart grids. In the initial levels of the smart grids implementation reduced amounts of data are generated, namely consumption data. The methodology proposed in the present paper makes use of demand response consumers’ performance evaluation methods to determine the expected consumption for a given consumer. Then, potential commercial losses are identified using monthly historic consumption data. Real consumption data is used in the case study to demonstrate the application of the proposed method.

Hepatitis C viral load does not predict disease outcome: going beyond numbers

The analysis of 58 patients with chronic hepatitis C without cirrhosis and treated with interferon-alpha demonstrated that hepatitis C viral (HCV) load does not correlate with the histological evolution of the disease (p = 0.6559 for architectural alterations and p = 0.6271 for the histological activity index). Therefore, the use of viral RNA quantification as an evolutive predictor or determinant of the severity of hepatitis C is incorrect and of relative value. A review of the literature provided fundamental and interdependent HCV (genotype, heterogeneity and mutants, specific proteins), host (sex, age, weight, etc) and treatment variables (dosage, time of treatment, type of interferon) within the broader context of viral kinetics, interferon-mediated immunological response (in addition to natural immunity against HCV) and the role of interferon as a modulator of fibrogenesis. Therefore, viral load implies much more than numbers and the correct interpretation of these data should consider a broader context depending on multiple factors that are more complex than the simple value obtained upon quantification.

The influence of task design on upper limb muscles fatigue during low-load repetitive work: A systematic review

Ergonomic interventions such as increased scheduled breaks or job rotation have been proposed to reduce upper limb muscle fatigue in repetitive low-load work. This review was performed to summarize and analyze the studies investigating the effect of job rotation and work-rest schemes, as well as, work pace, cycle time and duty cycle, on upper limb muscle fatigue. The effects of these work organization factors on subjective fatigue or discomfort were also analyzed. This review was based on relevant articles published in PubMed, Scopus and Web of Science. The studies included in this review were performed in humans and assessed muscle fatigue in upper limbs. 14 articles were included in the systematic review. Few studies were performed in a real work environment and the most common methods used to assess muscle fatigue were surface electromyography (EMG). No consistent results were found related to the effects of job rotation on muscle activity and subjective measurements of fatigue. Rest breaks had some positive effects, particularly in perceived discomfort. The increase in work pace reveals a higher muscular load in specific muscles. The duration of experiments and characteristics of participants appear to be the factors that most have influenced the results. Future research should be focused on the improvement of the experimental protocols and instrumentation, in order to the outcomes represent adequately the actual working conditions. Relevance to industry: Introducing more physical workload variation in low-load repetitive work is considered an effective ergonomic intervention against muscle fatigue and musculoskeletal disorders in industry. Results will be useful to identify the need of future research, which will eventually lead to the adoption of best industrial work practices according to the workers capabilities.

Gait Analysis of Natural and Artificial Walking Systems

This paper studies periodic gaits of multi-legged locomotion systems based on dynamic models. The purpose is to determine the system performance during walking and the best set of locomotion variables. For that objective the prescribed motion of the robot is completely characterized in terms of several locomotion variables such as gait, duty factor, body height, step length, stroke pitch, foot clearance, legs link lengths, foot-hip offset, body and legs mass and cycle time. In this perspective, we formulate three performance measures of the walking robot namely, the mean absolute energy, the mean power dispersion and the mean power lost in the joint actuators per walking distance. A set of model-based experiments reveals the influence of the locomotion variables in the proposed indices.