Analytical and Monte Carlo approaches to evaluate probability distributions of interruption duration

Regulatory authorities in many countries, in order to maintain an acceptable balance between appropriate customer service qualities and costs, are introducing a performance-based regulation. These regulations impose penalties-and, in some cases, rewards-that introduce a component of financial risk to an electric power utility due to the uncertainty associated with preserving a specific level of system reliability. In Brazil, for instance, one of the reliability indices receiving special attention by the utilities is the maximum continuous interruption duration (MCID) per customer.This parameter is responsible for the majority of penalties in many electric distribution utilities. This paper describes analytical and Monte Carlo simulation approaches to evaluate probability distributions of interruption duration indices. More emphasis will be given to the development of an analytical method to assess the probability distribution associated with the parameter MCID and the correspond ng penalties. Case studies on a simple distribution network and on a real Brazilian distribution system are presented and discussed.

An efficient geometric parameterization technique for the continuation power flow

Continuation methods have been shown as efficient tools for solving ill-conditioned cases, with close to singular Jacobian matrices, such as the maximum loading point of power systems. Some parameterization techniques have been proposed to avoid matrix singularity and successfully solve those cases. This paper presents a new geometric parameterization scheme that allows the complete tracing of the P-V curves without ill-conditioning problems. The proposed technique associates robustness to simplicity and, it is of easy understanding. The Jacobian matrix singularity is avoided by the addition of a line equation, which passes through a point in the plane determined by the total real power losses and loading factor. These two parameters have clear physical meaning. The application of this new technique to the IEEE systems (14, 30, 57, 118 and 300 buses) shows that the best characteristics of the conventional Newton's method are not only preserved but also improved. (C) 2006 Elsevier B.V. All rights reserved.

Modelling frequency distributions of 5 minute-averaged solar radiation indexes using Beta probability functions

Five minute-averaged values of sky clearness, direct and diffuse indices, were used to model the frequency distributions of these variables in terms of optical air mass. From more than four years of solar radiation observations it was found that variations in the frequency distributions of the three indices of optical air mass for Botucatu, Brazil, are similar to those in other places, as published in the literature. The proposed models were obtained by linear combination of normalized Beta probability functions, using the observed distributions derived from three years of data. The versatility of these functions allows modelling of all three irradiance indexes to similar levels of accuracy. A comparison with the observed distributions obtained from one year of observations indicate that the models are able to reproduce the observed frequency distributions of all three indices at the 95% confidence level.

A new species and expanded distributions of freshwater Audouinella (Acrochaetiaceae, Rhodophyta) from Central Mexico and south-eastern Brazil

Eighteen collections of red-coloured Audouinella from Central Mexico and southeastern Brazil detected three species. The most common species, A. eugenea, is characterized by macroscopic thalli, the erect system consisting of filaments with cylindrical cells, undifferentiated into proximal and distal parts, and relatively large monosporangia (greater than or equal to 12.0 mum long). Spermatangia. and possible propagules were observed in some Mexican populations. This is the third Audouinella species observed to have gametangia and the first member of the Acrochaetiales with putative propagules. The second species, from Central Mexico, was characterized by the following features: macroscopic thalli, the erect system differentiated into proximal parts with cylindrical cells, unbranched or rarely branched, and distal parts with barrel-shaped cells, abundantly branched to form dense fascicles, with alternate or dichotomous branching, some at right-angles to the axis, and relatively large monosporangia (greater than or equal to 12.0 mum long). The morphologically distinct proximal and distal portions of the erect system, the latter forming dense fascicles, was a consistent character so far unknown in Audouinella; thus, we propose a new species, A. huastecana sp. nov. The third species is a microscopic epiphyte, A. meiospora, with a well-developed prostrate system composed of creeping and loosely aggregated filaments, and a short homogeneous erect system (less than or equal to 15 cells) of filaments with cylindrical or barrel-shaped cells and small monosporangia (less than or equal to 13.0 mum long). A. eugenea and A. meiospora are characterized for the first time from the Southern and Northern Hemispheres, respectively, both occurring mostly in areas of tropical or subtropical rainforests. A. meiospora is reported from new macroalgal hosts. A. eugenea and A. huastecana tended to occur in warm, alkaline waters with a high ion content that were moderate to fast flowing, whereas A. meiospora was not associated with particular habitats.

The gradually truncated Levy flight for systems with power-law distributions

Power-law distributions have been observed in various economical and physical systems. Levy flights have infinite variance which discourage a physical approach. We introduce a class of stochastic processes, the gradually truncated Levy flight in which large steps of a Levy flight are gradually eliminated. It has finite variance and the system can be analyzed in a closed form. We applied the present method to explain the distribution of a particular economical index. The present method can be applied to describe time series in a variety of fields, i.e. turbulent flow, anomalous diffusion, polymers, etc. (C) 1999 Elsevier B.V. B.V. All rights reserved.

Bayesian longitudinal data analysis with mixed models and thick-tailed distributions using MCMC

Linear mixed effects models are frequently used to analyse longitudinal data, due to their flexibility in modelling the covariance structure between and within observations. Further, it is easy to deal with unbalanced data, either with respect to the number of observations per subject or per time period, and with varying time intervals between observations. In most applications of mixed models to biological sciences, a normal distribution is assumed both for the random effects and for the residuals. This, however, makes inferences vulnerable to the presence of outliers. Here, linear mixed models employing thick-tailed distributions for robust inferences in longitudinal data analysis are described. Specific distributions discussed include the Student-t, the slash and the contaminated normal. A Bayesian framework is adopted, and the Gibbs sampler and the Metropolis-Hastings algorithms are used to carry out the posterior analyses. An example with data on orthodontic distance growth in children is discussed to illustrate the methodology. Analyses based on either the Student-t distribution or on the usual Gaussian assumption are contrasted. The thick-tailed distributions provide an appealing robust alternative to the Gaussian process for modelling distributions of the random effects and of residuals in linear mixed models, and the MCMC implementation allows the computations to be performed in a flexible manner.

Discrete coherent states and probability distributions in finite-dimensional spaces

Operator bases are discussed in connection with the construction of phase space representatives of operators in finite-dimensional spaces, and their properties are presented. It is also shown how these operator bases allow for the construction of a finite harmonic oscillator-like coherent state. Creation and annihilation operators for the Fock finite-dimensional space are discussed and their expressions in terms of the operator bases are explicitly written. The relevant finite-dimensional probability distributions are obtained and their limiting behavior for an infinite-dimensional space are calculated which agree with the well known results. (C) 1996 Academic Press, Inc.

SOME CONSEQUENCES OF A SYMMETRY IN STRONG DISTRIBUTIONS

Some polynomials and interpolatory quadrature rules associated with strong Stieltjes distributions are considered, especially when the distributions satisfy a Certain symmetric property. (C) 1995 Academic Press, Inc.

Multifractal characterization of saprolite particle-size distributions after topsoil removal

Multifractal analysis is now increasingly used to characterize soil properties as it may provide more information than a single fractal model. During the building of a large reservoir on the Parana River (Brazil), a highly weathered soil profile was excavated to a depth between 5 and 8 m. Excavation resulted in an abandoned area with saprolite materials and, in this area, an experimental field was established to assess the effectiveness of different soil rehabilitation treatments. The experimental design consisted of randomized blocks. The aim of this work was to characterize particle-size distributions of the saprolite material and use the information obtained to assess between-block variability. Particle-size distributions of the experimental plots were characterized by multifractal techniques. Ninety-six soil samples were analyzed routinely for particle-size distribution by laser diffractometry in a range of scales, varying from 0.390 to 2000 mu m. Six different textural classes (USDA) were identified with a clay content ranging from 16.9% to 58.4%. Multifractal models described reasonably well the scaling properties of particle-size distributions of the saprolite material. This material exhibits a high entropy dimension, D-1. Parameters derived from the left side (q > 0) of the f(alpha) spectra, D-1, the correlation dimension (D-2) and the range (alpha(0)-alpha(q+)), as well as the total width of the spectra (alpha(max) - alpha(min)) all showed dependence on the clay content. Sand, silt and clay contents were significantly different among treatments as a consequence of soil intrinsic variability. The D, and the Holder exponent of order zero, alpha(0), were not significantly different between treatments; in contrast, D-2 and several fractal attributes describing the width of the f(alpha) spectra were significantly different between treatments. The only parameter showing significant differences between sampling depths was (alpha(0) - alpha(q+)). Scale independent fractal attributes may be useful for characterizing intrinsic particle-size distribution variability. (c) 2006 Elsevier B.V. All rights reserved.

Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

The Geometric Birnbaum-Saunders regression model with cure rate

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Tensor3D: A computer graphics program to simulate 3D real-time deformation and visualization of geometric bodies

Tensor3D is a geometric modeling program with the capacity to simulate and visualize in real-time the deformation, specified through a tensor matrix and applied to triangulated models representing geological bodies. 3D visualization allows the study of deformational processes that are traditionally conducted in 2D, such as simple and pure shears. Besides geometric objects that are immediately available in the program window, the program can read other models from disk, thus being able to import objects created with different open-source or proprietary programs. A strain ellipsoid and a bounding box are simultaneously shown and instantly deformed with the main object. The principal axes of strain are visualized as well to provide graphical information about the orientation of the tensor's normal components. The deformed models can also be saved, retrieved later and deformed again, in order to study different steps of progressive strain, or to make this data available to other programs. The shape of stress ellipsoids and the corresponding Mohr circles defined by any stress tensor can also be represented. The application was written using the Visualization ToolKit, a powerful scientific visualization library in the public domain. This development choice, allied to the use of the Tcl/Tk programming language, which is independent on the host computational platform, makes the program a useful tool for the study of geometric deformations directly in three dimensions in teaching as well as research activities. (C) 2007 Elsevier Ltd. All rights reserved.

A Note on the Prior Distributions of Weibull Parameters for the Reliability Function

In Bayesian Inference it is often desirable to have a posterior density reflecting mainly the information from sample data. To achieve this purpose it is important to employ prior densities which add little information to the sample. We have in the literature many such prior densities, for example, Jeffreys (1967), Lindley (1956); (1961), Hartigan (1964), Bernardo (1979), Zellner (1984), Tibshirani (1989), etc. In the present article, we compare the posterior densities of the reliability function by using Jeffreys, the maximal data information (Zellner, 1984), Tibshirani's, and reference priors for the reliability function R(t) in a Weibull distribution.

The frog Dermatonotus muelleri (Boettger 1885) (Anura Microhylidae) shifts its search tactics in response to two different prey distributions

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)