956 resultados para stock order flow model
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Previous studies (1982,1987) have emphasized the superiority of sylvatic vector species over domestic species as xenodiagnostic agents in testing hosts with acute or chronic infections by T. cruzi "Y" stock. The present study, which is unique in that it contains data on both infectivity rates produced by the same stock in 11 different vector species and also the reaction of the same vector species to seven different parasite stocks, establishes the general validity of linking efficiency of xenodiagnosis to the biotope of its agent. For example, infectivity rates produced by "São Felipe" stock varied from 82.5% to 98.3% in sylvatic vectors but decreased to 42.5% to 71.3% in domestic species. "Colombiana" stock produced in the same sylvatic vectors infectivity rates ranging from 12.5% to 45%. These shrank to 5%-22.5% in domestic bugs. The functional role of the biotope in the vector-parasite interaction has not been eluddated. But since this phenomenon has been observed to be stable and easy to reproduce, it leads us to believe that the results obtained are valid. Data presented also provide increasing evidence that the infectivity rates exhibited by bugs from xenodiagnosis in chronic hosts, are parasite stock specific. For example, infectivity rates produced by "Berenice", "Y", "FL" and "CL" varied in R. neglectus from 26.3% to 75%; in P. megistus from 56.3% to 83.8%; in T. sordida from 28.8% to 58.8% in T. pseudomaculata from 41.3% to 66.3% and in T. rubrovaria from 48.8% to 85%. Data from xenodiagnosis in the same hosts, carrying acute infections by the same parasite stocks, gave the five sylvatic vectors a positive rating of approximately 100%, thus suggesting that the heavy loads of parasites circulating in the acute hosts obscured the characteristic interspecific differences for the parasite stock. Nonetheless these latter were revealed in the same hosts with chronic infections stimulated by very low numbers of the same parasite stocks. Certain observations here described lead us to speculate as to the possibility of further results from other parasite stocks, allowing the association of the infectivity rates produced in bugs by different parasite stocks with the isoenzymic patterns revealed by these stocks.
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The aim of this paper is to analyze the forecasting ability of the CARR model proposed by Chou (2005) using the S&P 500. We extend the data sample, allowing for the analysis of different stock market circumstances and propose the use of various range estimators in order to analyze their forecasting performance. Our results show that there are two range-based models that outperform the forecasting ability of the GARCH model. The Parkinson model is better for upward trends and volatilities which are higher and lower than the mean while the CARR model is better for downward trends and mean volatilities.
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This paper presents a methodology for distribution networks reconfiguration in outage presence in order to choose the reconfiguration that presents the lower power losses. The methodology is based on statistical failure and repair data of the distribution power system components and uses fuzzy-probabilistic modelling for system component outage parameters. Fuzzy membership functions of system component outage parameters are obtained by statistical records. A hybrid method of fuzzy set and Monte Carlo simulation based on the fuzzy-probabilistic models allows catching both randomness and fuzziness of component outage parameters. Once obtained the system states by Monte Carlo simulation, a logical programming algorithm is applied to get all possible reconfigurations for every system state. In order to evaluate the line flows and bus voltages and to identify if there is any overloading, and/or voltage violation a distribution power flow has been applied to select the feasible reconfiguration with lower power losses. To illustrate the application of the proposed methodology to a practical case, the paper includes a case study that considers a real distribution network.
Fuzzy Monte Carlo mathematical model for load curtailment minimization in transmission power systems
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This paper presents a methodology which is based on statistical failure and repair data of the transmission power system components and uses fuzzyprobabilistic modeling for system component outage parameters. Using statistical records allows developing the fuzzy membership functions of system component outage parameters. The proposed hybrid method of fuzzy set and Monte Carlo simulation based on the fuzzy-probabilistic models allows catching both randomness and fuzziness of component outage parameters. A network contingency analysis to identify any overloading or voltage violation in the network is performed once obtained the system states by Monte Carlo simulation. This is followed by a remedial action algorithm, based on optimal power flow, to reschedule generations and alleviate constraint violations and, at the same time, to avoid any load curtailment, if possible, or, otherwise, to minimize the total load curtailment, for the states identified by the contingency analysis. In order to illustrate the application of the proposed methodology to a practical case, the paper will include a case study for the Reliability Test System (RTS) 1996 IEEE 24 BUS.
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Dissertação para obtenção do grau de Mestre em Engenharia Electrotécnica Ramo de Energia
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This paper presents a comparison between proportional integral control approaches for variable speed wind turbines. Integer and fractional-order controllers are designed using linearized wind turbine model whilst fuzzy controller also takes into account system nonlinearities. These controllers operate in the full load region and the main objective is to extract maximum power from the wind turbine while ensuring the performance and reliability required to be integrated into an electric grid. The main contribution focuses on the use of fractional-order proportional integral (FOPI) controller which benefits from the introduction of one more tuning parameter, the integral fractional-order, taking advantage over integer order proportional integral (PI) controller. A comparison between proposed control approaches for the variable speed wind turbines is presented using a wind turbine benchmark model in the Matlab/Simulink environment. Results show that FOPI has improved system performance when compared with classical PI and fuzzy PI controller outperforms the integer and fractional-order control due to its capability to deal with system nonlinearities and uncertainties. © 2014 IEEE.
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This paper presents a comparison between proportional integral control approaches for variable speed wind turbines. Integer and fractional-order controllers are designed using linearized wind turbine model whilst fuzzy controller also takes into account system nonlinearities. These controllers operate in the full load region and the main objective is to extract maximum power from the wind turbine while ensuring the performance and reliability required to be integrated into an electric grid. The main contribution focuses on the use of fractional-order proportional integral (FOPI) controller which benefits from the introduction of one more tuning parameter, the integral fractional-order, taking advantage over integer order proportional integral (PI) controller. A comparison between proposed control approaches for the variable speed wind turbines is presented using a wind turbine benchmark model in the Matlab/Simulink environment. Results show that FOPI has improved system performance when compared with classical PI and fuzzy PI controller outperforms the integer and fractional-order control due to its capability to deal with system nonlinearities and uncertainties. © 2014 IEEE.
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This paper presents the design and compares the performance of linear, decoupled and direct power controllers (DPC) for three-phase matrix converters operating as unified power flow controllers (UPFC). A simplified steady-state model of the matrix converter-based UPFC fitted with a modified Venturini high-frequency pulse width modulator is first used to design the linear controllers for the transmission line active (P) and reactive (Q) powers. In order to minimize the resulting cross coupling between P and Q power controllers, decoupled linear controllers (DLC) are synthesized using inverse dynamics linearization. DPC are then developed using sliding-mode control techniques, in order to guarantee both robustness and decoupled control. The designed P and Q power controllers are compared using simulations and experimental results. Linear controllers show acceptable steady-state behaviour but still exhibit coupling between P and Q powers in transient operation. DLC are free from cross coupling but are parameter sensitive. Results obtained by DPC show decoupled power control with zero error tracking and faster responses with no overshoot and no steady-state error. All the designed controllers were implemented using the same digital signal processing hardware.
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This paper presents the design and implementation of direct power controllers for three-phase matrix converters (MC) operating as Unified Power Flow Controllers (UPFC). Theoretical principles of the decoupled linear power controllers of the MC-UPFC to minimize the cross-coupling between active and reactive power control are established. From the matrix converter based UPFC model with a modified Venturini high frequency PWM modulator, decoupled controllers for the transmission line active (P) and reactive (Q) power direct control are synthesized. Simulation results, obtained from Matlab/Simulink, are presented in order to confirm the proposed approach. Results obtained show decoupled power control, zero error tracking, and fast responses with no overshoot and no steady-state error.
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33rd IAHR Congress: Water Engineering for a Sustainable Environment
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Order picking consists in retrieving products from storage locations to satisfy independent orders from multiple customers. It is generally recognized as one of the most significant activities in a warehouse (Koster et al, 2007). In fact, order picking accounts up to 50% (Frazelle, 2001) or even 80% (Van den Berg, 1999) of the total warehouse operating costs. The critical issue in today’s business environment is to simultaneously reduce the cost and increase the speed of order picking. In this paper, we address the order picking process in one of the Portuguese largest companies in the grocery business. This problem was proposed at the 92nd European Study Group with Industry (ESGI92). In this setting, each operator steers a trolley on the shop floor in order to select items for multiple customers. The objective is to improve their grocery e-commerce and bring it up to the level of the best international practices. In particular, the company wants to improve the routing tasks in order to decrease distances. For this purpose, a mathematical model for a faster open shop picking was developed. In this paper, we describe the problem, our proposed solution as well as some preliminary results and conclusions.
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Proceedings IGLC-19, July 2011, Lima, Perú
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Dissertação para obtenção do Grau de Doutor em Engenharia Informática
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Field Lab Entrepreneurial Innovative Ventures
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The aim of this work project is to find a model that is able to accurately forecast the daily Value-at-Risk for PSI-20 Index, independently of the market conditions, in order to expand empirical literature for the Portuguese stock market. Hence, two subsamples, representing more and less volatile periods, were modeled through unconditional and conditional volatility models (because it is what drives returns). All models were evaluated through Kupiec’s and Christoffersen’s tests, by comparing forecasts with actual results. Using an out-of-sample of 204 observations, it was found that a GARCH(1,1) is an accurate model for our purposes.