993 resultados para Gaussian stochastic field


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This paper proposes a stochastic mixed-integer linear approach to deal with a short-term unit commitment problem with uncertainty on a deregulated electricity market that includes day-ahead bidding and bilateral contracts. The proposed approach considers the typically operation constraints on the thermal units and a spinning reserve. The uncertainty is due to the electricity prices, which are modeled by a scenario set, allowing an acceptable computation. Moreover, emission allowances are considered in a manner to allow for the consideration of environmental constraints. A case study to illustrate the usefulness of the proposed approach is presented and an assessment of the cost for the spinning reserve is obtained by a comparison between the situation with and without spinning reserve.

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Within the European project R-Fieldbus (http://www.hurray.isep.ipp.pt/activities/rfieldbus/), an industrial manufacturing field trial was developed. This field trial was conceived as a demonstration test bed for the technologies developed during the project. Because the R-Fieldbus field trial included prototype hardware devices, the purpose of this equipment changed and since the conclusion of the project, several new technologies also emerged, therefore an update of the field trial was required. This document describes an update of the manufacturing field trial. The purpose of this update, the changes and improvements introduced are described in the document. Additionally, this document also provides a reliable source of documentation for the equipment, configuration and software components of the manufacturing field trial.

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Environmental microbiology is an evolving science. This is in part driven by the development of new analytical techniques that are becoming more varied and powerful. Before they are applied, emerging techniques need to be critically evaluated by scientists, technical professionals, practitioners and students.

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Real-time scheduling usually considers worst-case values for the parameters of task (or message stream) sets, in order to provide safe schedulability tests for hard real-time systems. However, worst-case conditions introduce a level of pessimism that is often inadequate for a certain class of (soft) real-time systems. In this paper we provide an approach for computing the stochastic response time of tasks where tasks have inter-arrival times described by discrete probabilistic distribution functions, instead of minimum inter-arrival (MIT) values.

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This paper presents a layered Smart Grid architecture enhancing security and reliability, having the ability to act in order to maintain and correct infrastructure components without affecting the client service. The architecture presented is based in the core of well design software engineering, standing upon standards developed over the years. The layered Smart Grid offers a base tool to ease new standards and energy policies implementation. The ZigBee technology implementation test methodology for the Smart Grid is presented, and provides field tests using ZigBee technology to control the new Smart Grid architecture approach. (C) 2014 Elsevier Ltd. All rights reserved.

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This paper proposes a stochastic mixed-integer linear approach to deal with a short-term unit commitment problem with uncertainty on a deregulated electricity market that includes day-ahead bidding and bilateral contracts. The proposed approach considers the typically operation constraints on the thermal units and a spinning reserve. The uncertainty is due to the electricity prices, which are modeled by a scenario set, allowing an acceptable computation. Moreover, emission allowances are considered in a manner to allow for the consideration of environmental constraints. A case study to illustrate the usefulness of the proposed approach is presented and an assessment of the cost for the spinning reserve is obtained by a comparison between the situation with and without spinning reserve.

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One of the most common problems of rotating machinery is the rotor unbalance. The effects of rotor unbalance can vary from the malfunction of certain equipment to diseases related to the exposure to high vibration levels. However, the balancing procedure is known, it is mandatory to have qualified technicians to perform it. In this sense, the use of virtual balancing experiments is of great interest. The present demo is dedicated to present two different balancing simulators, which can be explored in conjunction, as they have complementary outputs. © 2014 IEEE.

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Applied Mathematical Modelling, Vol.33

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Rationale and Objectives Computer-aided detection and diagnosis (CAD) systems have been developed in the past two decades to assist radiologists in the detection and diagnosis of lesions seen on breast imaging exams, thus providing a second opinion. Mammographic databases play an important role in the development of algorithms aiming at the detection and diagnosis of mammary lesions. However, available databases often do not take into consideration all the requirements needed for research and study purposes. This article aims to present and detail a new mammographic database. Materials and Methods Images were acquired at a breast center located in a university hospital (Centro Hospitalar de S. João [CHSJ], Breast Centre, Porto) with the permission of the Portuguese National Committee of Data Protection and Hospital's Ethics Committee. MammoNovation Siemens full-field digital mammography, with a solid-state detector of amorphous selenium was used. Results The new database—INbreast—has a total of 115 cases (410 images) from which 90 cases are from women with both breasts affected (four images per case) and 25 cases are from mastectomy patients (two images per case). Several types of lesions (masses, calcifications, asymmetries, and distortions) were included. Accurate contours made by specialists are also provided in XML format. Conclusion The strengths of the actually presented database—INbreast—relies on the fact that it was built with full-field digital mammograms (in opposition to digitized mammograms), it presents a wide variability of cases, and is made publicly available together with precise annotations. We believe that this database can be a reference for future works centered or related to breast cancer imaging.

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In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.

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We directly visualize the response of nematic liquid crystal drops of toroidal topology threaded in cellulosic fibers, suspended in air, to an AC electric field and at different temperatures over the N-I transition. This new liquid crystal system can exhibit non-trivial point defects, which can be energetically unstable against expanding into ring defects depending on the fiber constraining geometries. The director anchoring tangentially near the fiber surface and homeotropically at the air interface makes a hybrid shell distribution that in turn causes a ring disclination line around the main axis of the fiber at the center of the droplet. Upon application of an electric field, E, the disclination ring first expands and moves along the fiber main axis, followed by the appearance of a stable "spherical particle" object orbiting around the fiber at the center of the liquid crystal drop. The rotation speed of this particle was found to vary linearly with the applied voltage. This constrained liquid crystal geometry seems to meet the essential requirements in which soliton-like deformations can develop and exhibit stable orbiting in three dimensions upon application of an external electric field. On changing the temperature the system remains stable and allows the study of the defect evolution near the nematic-isotropic transition, showing qualitatively different behaviour on cooling and heating processes. The necklaces of such liquid crystal drops constitute excellent systems for the study of topological defects and their evolution and open new perspectives for application in microelectronics and photonics.

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Electronics Letters Vol.38, nº 19

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Animal Cognition, V.6, pp. 213-223

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A stochastic programming approach is proposed in this paper for the development of offering strategies for a wind power producer. The optimization model is characterized by making the analysis of several scenarios and treating simultaneously two kinds of uncertainty: wind power and electricity market prices. The approach developed allows evaluating alternative production and offers strategies to submit to the electricity market with the ultimate goal of maximizing profits. An innovative comparative study is provided, where the imbalances are treated differently. Also, an application to two new realistic case studies is presented. Finally, conclusions are duly drawn.