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.

Coordination between mid-term maintenance outage decisions and short-term security-constrained scheduling in smart distribution systems

Distribution systems are the first volunteers experiencing the benefits of smart grids. The smart grid concept impacts the internal legislation and standards in grid-connected and isolated distribution systems. Demand side management, the main feature of smart grids, acquires clear meaning in low voltage distribution systems. In these networks, various coordination procedures are required between domestic, commercial and industrial consumers, producers and the system operator. Obviously, the technical basis for bidirectional communication is the prerequisite of developing such a coordination procedure. The main coordination is required when the operator tries to dispatch the producers according to their own preferences without neglecting its inherent responsibility. Maintenance decisions are first determined by generating companies, and then the operator has to check and probably modify them for final approval. In this paper the generation scheduling from the viewpoint of a distribution system operator (DSO) is formulated. The traditional task of the DSO is securing network reliability and quality. The effectiveness of the proposed method is assessed by applying it to a 6-bus and 9-bus distribution system.

Cianobactérias e toxicidade: impacte na saúde pública em Portugal e no Brasil

Um aumento da concentração de nutrientes na água poderá desencadear fluorescências de cianobactérias (densidades >200 cel/mL). Sob determinadas condições as cianobactérias produzem toxinas responsáveis pelo envenenamento de animais e humanos. O objetivo deste estudo é relacionar a ocorrência de fluorescências toxicas em Portugal e no Brasil. Para tal, em 2005 e 2006 foi estudado o fitoplâncton em três reservatórios em Portugal (região sul) e dois no Brasil (Minas Gerais e Pará). Comparativamente foi verificado maior diversidade nos reservatórios portugueses, com dominância de cianobactérias em período de primavera/verão/outono, pertencentes a géneros produtores de hépato e neurotoxinas (Microcystis sp, Aphanizomenon sp, Oscillatoria sp e Planktothrix sp.). No Brasil observou-se dominância de cianobactérias ao longo de todo o ano, com presença de Microcystis aeruginosa, produtora de hepatotoxina. Conclui-se que os reservatórios estudados apresentam géneros produtores de toxinas, com risco para a saúde pública, sendo fundamental implementar medidas que contribuam para mitigar esta situação. - ABSTRACT - An increasing of nutrients in water can conduct to the development of cyanobacteria blooms (density>2000 cels/mL). Under specific conditions cyanobacteria produce toxins responsible for acute poisoning of animals and humans. The aim of this study is to describe toxic blooms in Portugal and Brazil. Therefore, phytoplankton from three Portuguese reservoirs (South region) and two from Brazil (Minas Gerais and Pará) were studied in 2005 and 2006. Portuguese reservoirs showed more diversity with dominance of hepatic and neurotoxin genera producers (Microcystis sp, Aphanizomenon sp, Oscillatoria sp e Planktothrix sp.) along spring/summer/autumn seasons. In Brazil dominance of cyanobacteria was observed all along the year with the presence of Microcystis aeruginosa hepatotoxic producer. The studied reservoirs present toxins producers’ genera, with risk for public health, being fundamental the implementation of mitigation measures to reverse this situation.

Toxicidade a cianobactérias: impacte potencial na saúde pública em populações de Portugal e Brasil

Como recurso natural fundamental à vida, a água e os ecossistemas aquáticos devem ser alvo de avaliação contínua, no que se reporta à sua qualidade física, química e biológica. Segundo a Organização Mundial de Saúde cerca de 1,1 biliões de pessoas estão impossibilitadas em aceder a qualquer tipo de água potável e, as populações residentes nas proximidades de rios, lagoas, e reservatórios utilizam estas águas para as suas necessidades de consumo, aumentando o risco de transmissão de doenças. Enquanto constituintes da comunidade fitoplanctónica, as cianobactérias são microrganismos procariotas, fotossintéticos, que obtêm os nutrientes diretamente da coluna de água e, um aumento da concentração de nutrientes (principalmente azoto e fósforo), associado a condições ambientais favoráveis, pode desencadear um crescimento rápido originando fluorescências. Sob determinadas condições as cianobactérias podem produzir toxinas existindo registos que evidenciam que fluorescências toxicas são responsáveis pelo envenenamento agudo e morte de animais e humanos pelo que, a água utilizada para consumo humano deverá ser regularmente monitorizada para este elemento biológico. O objetivo deste estudo é relacionar a ocorrência de fluorescências de cianobactérias (> 2000 cel/ml) e toxicidade associada, com o impacte potencial na Saúde Pública avaliado através do consumo direto ou indireto da água. Em Portugal foram selecionados oito reservatórios situados na região Sul, pertencentes às bacias hidrográficas do Sado e Guadiana e estudados entre 2000 e 2008. No Brasil foram selecionados os reservatórios de Três Marias (Estado de Minas Gerais) e de Tucuruí (Estado do Pará) e estudados em 2005 e 2006 respetivamente. Os reservatórios foram caracterizados em termos físicos e químicos, tendo-se igualmente procedido à caracterização da comunidade fitoplanctónica através da identificação e quantificação dos principais grupos presentes em diferentes épocas do ano. Em termos fitoplanctónicos os reservatórios portugueses apresentaram maior diversidade,verificando-se contudo dominância das cianobactérias na comunidade. Associados a fluorescências, foram registados nestes reservatórios géneros produtores de hepato e neurotoxinas como Aphanizomenon sp, Microcystis aeruginosa e Oscillatoria sp. No Brasil, em situação de fluorescências, os géneros produtores de neuro e hepatotoxinas foram Microcystis (> 350.000 cels/ml) e Cylindrospermopsis. A presença destes géneros, poderá constituir um risco potencial para a saúde pública, pelo que é importante a implementação de medidas de mitigação em todos os reservatórios objeto de estudo, devendo essa atuação passar pelo controle do estado trófico no sentido de evitar o desenvolvimento de fluorescências. Assim sugere-se a implementação de um tratamento adequado para a produção de água de consumo e a organização de ações de sensibilização e aviso e informação às populações que utilizam os reservatórios em Portugal e no Brasil para diversos usos. - ABSTRACT - As a life fundamental natural resource, water and aquatic ecosystems must be continuously evaluated in their physical, chemical and biological quality. According World Health Organization, 1.1 billion people has no chance to access any kind of potable water. Populations living near rivers, lagoons or reservoirs use those waters to content their needs, increasing risks disease transmission. As members of phytoplankton community, cyanobacteria are prokaryotic, photosynthetic microorganisms and get its nutrients directly from water column. The increase of this nutrients (especially nitrogen and phosphorus) associated with favorable environment conditions, can support a sudden grow and instigate blooms. Under specific conditions cyanobacteria can produce toxins and several records have shown that toxic blooms are responsible by acute poisoning and death in animals and humans so, water for human consumption must be regularly surveyed for this biologic element. The aim of this study is to correlate Cyanobacteria blooms (>2.000cels/ml) and connected toxicity with public health impact, evaluated through water consumption. In Portugal, eight reservoirs located in the South region were selected and study between 2000 and 2008. In Brazil, Três Marias reservoir (Minas Gerais Provence) and Tucuruí (Pará Provence) were selected and study in 2005 and 2006. Reservoirs were characterized in physical and chemical aspects, as well as phytoplankton community, through identification and counting of main present groups along study period. In bloom circumstances, liver toxins and neurotoxins producers like Aphanizomenon sp, Microcystis aeruginosa and Oscillatoria sp. were founded in Portuguese reservoirs. In Brazil, cyanobacteria genera involved in toxic bloom were Microcystis (> 350.000 cels/ml) and Cylindrospermopsis. This genera presence represents a potential risk for public health, and show the requirement to implement mitigation measures in all study reservoirs. These measures can be represented by water eutrophication control to avoid blooms, by appropriate treatments of water to human consumption, and public warnings or information to dose people in Portugal and Brazil that use these reservoirs to several activities.

A new approach for multi-agent coalition formation and management in the scope of electricity markets

This paper presents a new methodology for the creation and management of coalitions in Electricity Markets. This approach is tested using the multi-agent market simulator MASCEM, taking advantage of its ability to provide the means to model and simulate VPP (Virtual Power Producers). VPPs are represented as coalitions of agents, with the capability of negotiating both in the market, and internally, with their members, in order to combine and manage their individual specific characteristics and goals, with the strategy and objectives of the VPP itself. The new features include the development of particular individual facilitators to manage the communications amongst the members of each coalition independently from the rest of the simulation, and also the mechanisms for the classification of the agents that are candidates to join the coalition. In addition, a global study on the results of the Iberian Electricity Market is performed, to compare and analyze different approaches for defining consistent and adequate strategies to integrate into the agents of MASCEM. This, combined with the application of learning and prediction techniques provide the agents with the ability to learn and adapt themselves, by adjusting their actions to the continued evolving states of the world they are playing in.

Transmission cost allocation using cooperative game theory: a comparative study

In this paper is presented a Game Theory based methodology to allocate transmission costs, considering cooperation and competition between producers. As original contribution, it finds the degree of participation on the additional costs according to the demand behavior. A comparative study was carried out between the obtained results using Nucleolus balance and Shapley Value, with other techniques such as Averages Allocation method and the Generalized Generation Distribution Factors method (GGDF). As example, a six nodes network was used for the simulations. The results demonstrate the ability to find adequate solutions on open access environment to the networks.

Multi-agent based electricity market simulator with VPP: Conceptual and implementation issues

This paper presents a new architecture for the MASCEM, a multi-agent electricity market simulator. This is implemented in a Prolog which is integrated in the JAVA program by using the LPA Win-Prolog Intelligence Server (IS) provides a DLL interface between Win-Prolog and other applications. This paper mainly focus on the MASCEM ability to provide the means to model and simulate Virtual Power Producers (VPP). VPPs are represented as a coalition of agents, with specific characteristics and goals. VPPs can reinforce the importance of these generation technologies making them valuable in electricity markets.

MASCEM - an electricity market simulator providing coalition support for virtual power players

This paper presents MASCEM - a multi-agent based electricity market simulator. MASCEM uses game theory, machine learning techniques, scenario analysis and optimization techniques to model market agents and to provide them with decision-support. This paper mainly focus on the MASCEM ability to provide the means to model and simulate Virtual Power Players (VPP). VPPs are represented as a coalition of agents, with specific characteristics and goals. The paper details some of the most important aspects considered in VPP formation and in the aggregation of new producers and includes a case study based on real data.

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.

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.

Avaliação da rentabilidade económica dos sistemas de microgeração fotovoltaica em Portugal (1990-2010)

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

Primary screening of the bioactivity of brackishwater cyanobacteria: toxicity of crude extracts to artemia salina larvae and paracentrotus lividus embryos

Cyanobacteria are a diverse group of Gram-negative bacteria that produce an array of secondary compounds with selective bioactivity against vertebrates, invertebrates, plants, microalgae, fungi, bacteria, viruses and cell lines. The aim of this study was to assess the toxic effects of aqueous, methanolic and hexane crude extracts of benthic and picoplanktonic cyanobacteria isolated from estuarine environments, towards the nauplii of the brine shrimp Artemia salina and embryos of the sea urchin Paracentrotus lividus. The A. salina lethality test was used as a frontline screen and then complemented by the more specific sea urchin embryo-larval assay. Eighteen cyanobacterial isolates, belonging to the genera Cyanobium, Leptolyngbya, Microcoleus, Phormidium, Nodularia, Nostoc and Synechocystis, were tested. Aqueous extracts of cyanobacteria strains showed potent toxicity against A. salina, whereas in P. lividus, methanolic and aqueous extracts showed embryo toxicity, with clear effects on development during early stages. The results suggest that the brackishwater cyanobacteria are producers of bioactive compounds with toxicological effects that may interfere with the dynamics of invertebrate populations.

Reported missing - learners in SLA/EFL research

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Azorean Agriculture Efficiency by PAR

Copyright © 2013 Springer Netherlands.

Estratégias de oferta em leilões simétricos no âmbito dos mercados liberalizados de electricidade

Mestrado em Engenharia Electrotécnica – Sistemas Eléctricos de Energia