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.

Online versus postal questionnaires: a comparison between two data collection methods

Objectives : The purpose of this article is to find out differences between surveys using paper and online questionnaires. The author has deep knowledge in the case of questions concerning opinions in the development of survey based research, e.g. the limits of postal and online questionnaires. Methods : In the physician studies carried out in 1995 (doctors graduated in 1982-1991), 2000 (doctors graduated in 1982-1996), 2005 (doctors graduated in 1982-2001), 2011 (doctors graduated in 1977-2006) and 457 family doctors in 2000, were used paper and online questionnaires. The response rates were 64%, 68%, 64%, 49% and 73%, respectively. Results : The results of the physician studies showed that there were differences between methods. These differences were connected with using paper-based questionnaire and online questionnaire and response rate. The online-based survey gave a lower response rate than the postal survey. The major advantages of online survey were short response time; very low financial resource needs and data were directly loaded in the data analysis software, thus saved time and resources associated with the data entry process. Conclusions : The current article helps researchers with planning the study design and choosing of the right data collection method.

Climacteric symptoms and quality of life: validity of women's health questionnaire

OBJECTIVE: To evaluate the reliability and validity of the Portuguese version of the Women's Health Questionnaire. METHODS: In order to evaluate the Women's Health Questionnaire (WHQ), an analytical cross-sectional study was carried out at the women's menopause outpatient clinic of a university hospital in São Paulo, Brazil. There were studied 87 women in perimenopause or menopause, defined as experiencing at least one year's absence of menstrual flow. The following variables were collected: demographic data, clinical variables (Kupperman index and correlate numeric scale) and quality of life indexes (SF-36 and utility). RESULTS: The WHQ proved to be a questionnaire easily translated into Portuguese and well-adjusted to Brazilian women. The internal consistency of the overall WHQ was excellent (Cronbach alpha =0.83; 95% CI: 0.71-0.91). Test-retest reliability was also excellent (intraclass correlation coefficient [ICC]=0.92; 95% IC: 0.86-0.96) and had good absolute agreement (0.84; 95% CI: 0.71-0.92). A satisfactory clinical validity was observed. The construct validity was corroborated by clear associations with others scales. A good index of responsiveness after the intervention was reached. CONCLUSIONS: The Portuguese version of the WHQ is of easy and fast administration and understanding. Its measuring properties were related, allowing its use in the evaluation of Brazilian climacteric women's quality of life for various purposes.

Evolução dos sistema de telegestão da Empresa Portuguesa das Águas Livres, S.A.

O sistema de telegestão é uma ferramenta que permite a gestão, em tempo real, de todo o sistema de abastecimento da Empresa Portuguesa das Águas Livres, S.A. (EPAL). Esta gestão pode ser conseguida desde a captação da água até à sua entrega ao cliente final, através dos meios de monitorização necessários às operações de comando que permitem controlar e manobrar à distância os acessórios do sistema (estações elevatórias, reservatórios, válvulas,…). A presente dissertação visa a divulgação e compilação de elementos fundamentais para a otimização das potencialidades que a telegestão oferece, abordando assim, dada a sua especificidade, um tema pouco divulgado mas de extrema importância a quem trabalha ou pretende trabalhar numa entidade gestora similar. Assim, a dissertação é constituída por seis capítulos que compreendem a caracterização do sistema de adução, transporte e distribuição da EPAL, a abordagem genérica das ferramentas de suporte à exploração do sistema, uma resenha histórica do sistema de telegestão na EPAL, bem como informações referentes ao atual sistema de telegestão, nomeadamente a sua arquitetura, principais funcionalidades, tais como o controlo de órgãos de manobra à distância e análise de parâmetros de qualidade em tempo real. Finalmente, apresentam-se algumas conclusões e recomendações para trabalhos futuros. Pretende-se assim que o presente documento contribua para uma aglutinação de informações relativas aos sistemas de telegestão para abastecimento de água, respetivas vantagens aliadas às suas funcionalidades, bem como a identificação de fragilidades do sistema que poderão ser aperfeiçoadas ou mesmo eliminadas.

SmartClean: an incremental data cleaning tool

This paper presents the SmartClean tool. The purpose of this tool is to detect and correct the data quality problems (DQPs). Compared with existing tools, SmartClean has the following main advantage: the user does not need to specify the execution sequence of the data cleaning operations. For that, an execution sequence was developed. The problems are manipulated (i.e., detected and corrected) following that sequence. The sequence also supports the incremental execution of the operations. In this paper, the underlying architecture of the tool is presented and its components are described in detail. The tool's validity and, consequently, of the architecture is demonstrated through the presentation of a case study. Although SmartClean has cleaning capabilities in all other levels, in this paper are only described those related with the attribute value level.

Ontologies for reusing data cleaning knowledge

The emergence of new business models, namely, the establishment of partnerships between organizations, the chance that companies have of adding existing data on the web, especially in the semantic web, to their information, led to the emphasis on some problems existing in databases, particularly related to data quality. Poor data can result in loss of competitiveness of the organizations holding these data, and may even lead to their disappearance, since many of their decision-making processes are based on these data. For this reason, data cleaning is essential. Current approaches to solve these problems are closely linked to database schemas and specific domains. In order that data cleaning can be used in different repositories, it is necessary for computer systems to understand these data, i.e., an associated semantic is needed. The solution presented in this paper includes the use of ontologies: (i) for the specification of data cleaning operations and, (ii) as a way of solving the semantic heterogeneity problems of data stored in different sources. With data cleaning operations defined at a conceptual level and existing mappings between domain ontologies and an ontology that results from a database, they may be instantiated and proposed to the expert/specialist to be executed over that database, thus enabling their interoperability.

Osteometria radiográfica de fetos: contributo para a estimativa da idade à data da morte

A estimativa da idade gestacional em restos cadavéricos de fetos é importante em contextos forenses. Para esse efeito, os especialistas forenses recorrem à avaliação do padrão de calcificação dentária e/ou ao estudo do esqueleto. Neste último, o comprimento das diáfises de ossos longos é um dos métodos mais utilizados, sendo utilizadas tabelas e equações de regressão de obras pouco actuais ou baseadas em dados ecográficos, cujas medições diferem das efectuadas directamente no osso. Este trabalho tem como objectivo principal a construção de tabelas e equações de regressão para a população Portuguesa, com base na medição das diáfises de fémur, tíbia e úmero, utilizando radiografias post-mortem, que não diferem muito das medições em osso. Pretende-se também determinar qual dos três ossos é mais credível e se existem diferenças significativas entre fetos de género feminino e de género masculino.

Cluster Analysis of Business Data

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Superefficiency and Multiplier Adjustment in Data Envelopment Analysis

Copyright © 2013 Springer Netherlands.

Multiplier adjustment in data envelopment analysis

V Congreso de Eficiencia y Productividad EFIUCO, Córdoba, 19-20 Mayo 2011.

Development and characterization of microsattelite Loci for the harvested limpets Patella Candei (D'orbigny, 1839) and Patella Aspera (Röding, 1798) using 454 sequencing

World Congress of Malacology, Ponta Delgada, July 22-28, 2013.

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.

Analysis of residence patterns of Sperm whales (Physeter macrocephalus) in Azores Islands using opportunistic data

27th Annual Conference of the European Cetacean Society. Setúbal, Portugal, 8-10 April 2013.

Data analysis model selection for estimating local population size of the Risso’s dolphin (Grampus griseus) in the Azores

27th Annual Conference of the European Cetacean Society. Setúbal, Portugal, 8-10 April 2013.

Modelização de distribuição de cetáceos: comparando conjuntos de dados e criando mapas realistas de distribuição

Jornadas "Ciência nos Açores - que futuro?", Biblioteca Pública e Arquivo Regional de Ponta Delgada, Largo do Colégio, Ponta Delgada, 7-8 de junho.