A long-term swarm intelligence hedging tool applied to electricity markets

This paper proposes a swarm intelligence long-term hedging tool to support electricity producers in competitive electricity markets. This tool investigates the long-term hedging opportunities available to electric power producers through the use of contracts with physical (spot and forward) and financial (options) settlement. To find the optimal portfolio the producer risk preference is stated by a utility function (U) expressing the trade-off between the expectation and the variance of the return. Variance estimation and the expected return are based on a forecasted scenario interval determined by a long-term price range forecast model, developed by the authors, whose explanation is outside the scope of this paper. The proposed tool makes use of Particle Swarm Optimization (PSO) and its performance has been evaluated by comparing it with a Genetic Algorithm (GA) based approach. To validate the risk management tool a case study, using real price historical data for mainland Spanish market, is presented to demonstrate the effectiveness of the proposed methodology.

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.

A long-term risk management tool for electricity markets using swarm intelligence

This paper addresses the optimal involvement in derivatives electricity markets of a power producer to hedge against the pool price volatility. To achieve this aim, a swarm intelligence meta-heuristic optimization technique for long-term risk management tool is proposed. This tool investigates the long-term opportunities for risk hedging available for electric power producers through the use of contracts with physical (spot and forward contracts) and financial (options contracts) settlement. The producer risk preference is formulated as a utility function (U) expressing the trade-off between the expectation and the variance of the return. Variance of return and the expectation are based on a forecasted scenario interval determined by a long-term price range forecasting model. This model also makes use of particle swarm optimization (PSO) to find the best parameters allow to achieve better forecasting results. On the other hand, the price estimation depends on load forecasting. This work also presents a regressive long-term load forecast model that make use of PSO to find the best parameters as well as in price estimation. The PSO technique performance has been evaluated by comparison with a Genetic Algorithm (GA) based approach. A case study is presented and the results are discussed taking into account the real price and load historical data from mainland Spanish electricity market demonstrating the effectiveness of the methodology handling this type of problems. Finally, conclusions are dully drawn.

Optimização dos parâmetros de um robô hexápode através de algoritmos genéticos

Mestrado em Engenharia Electrotécnica e de Computadores

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.

A multi-objective approach for the motion planning of redundant manipulators

Kinematic redundancy occurs when a manipulator possesses more degrees of freedom than those required to execute a given task. Several kinematic techniques for redundant manipulators control the gripper through the pseudo-inverse of the Jacobian, but lead to a kind of chaotic inner motion with unpredictable arm configurations. Such algorithms are not easy to adapt to optimization schemes and, moreover, often there are multiple optimization objectives that can conflict between them. Unlike single optimization, where one attempts to find the best solution, in multi-objective optimization there is no single solution that is optimum with respect to all indices. Therefore, trajectory planning of redundant robots remains an important area of research and more efficient optimization algorithms are needed. This paper presents a new technique to solve the inverse kinematics of redundant manipulators, using a multi-objective genetic algorithm. This scheme combines the closed-loop pseudo-inverse method with a multi-objective genetic algorithm to control the joint positions. Simulations for manipulators with three or four rotational joints, considering the optimization of two objectives in a workspace without and with obstacles are developed. The results reveal that it is possible to choose several solutions from the Pareto optimal front according to the importance of each individual objective.

Logarithmically proportional objective function for planar surfaces recognition in 3D point cloud

3D laser scanning is becoming a standard technology to generate building models of a facility's as-is condition. Since most constructions are constructed upon planar surfaces, recognition of them paves the way for automation of generating building models. This paper introduces a new logarithmically proportional objective function that can be used in both heuristic and metaheuristic (MH) algorithms to discover planar surfaces in a point cloud without exploiting any prior knowledge about those surfaces. It can also adopt itself to the structural density of a scanned construction. In this paper, a metaheuristic method, genetic algorithm (GA), is used to test this introduced objective function on a synthetic point cloud. The results obtained show the proposed method is capable to find all plane configurations of planar surfaces (with a wide variety of sizes) in the point cloud with a minor distance to the actual configurations. © 2014 IEEE.

Fitness function evaluation through fractional algorithms

This paper proposes a Genetic Algorithm (GA) for the design of combinational logic circuits. The fitness function evaluation is calculated using Fractional Calculus. This approach extends the classical fitness function by including a fractional-order dynamical evaluation. The experiments reveal superior results when comparing with the classical method.

A fractional calculus perspective in the evolutionary design of combinational circuits

This paper analyses the performance of a genetic algorithm (GA) in the synthesis of digital circuits using two novel approaches. The first concept consists in improving the static fitness function by including a discontinuity evaluation. The measure of variability in the error of the Boolean table has similarities with the function continuity issue in classical calculus. The second concept extends the static fitness by introducing a fractional-order dynamical evaluation.