Long-term price range forecast applied to risk management using regression models

Long-term contractual decisions are the basis of an efficient risk management. However those types of decisions have to be supported with a robust price forecast methodology. This paper reports a different approach for long-term price forecast which tries to give answers to that need. Making use of regression models, the proposed methodology has as main objective to find the maximum and a minimum Market Clearing Price (MCP) for a specific programming period, and with a desired confidence level α. Due to the problem complexity, the meta-heuristic Particle Swarm Optimization (PSO) was used to find the best regression parameters and the results compared with the obtained by using a Genetic Algorithm (GA). To validate these models, results from realistic data are presented and discussed in detail.

Distributed energy resource short-term scheduling using signaled particle swarm optimization

Distributed Energy Resources (DER) scheduling in smart grids presents a new challenge to system operators. The increase of new resources, such as storage systems and demand response programs, results in additional computational efforts for optimization problems. On the other hand, since natural resources, such as wind and sun, can only be precisely forecasted with small anticipation, short-term scheduling is especially relevant requiring a very good performance on large dimension problems. Traditional techniques such as Mixed-Integer Non-Linear Programming (MINLP) do not cope well with large scale problems. This type of problems can be appropriately addressed by metaheuristics approaches. This paper proposes a new methodology called Signaled Particle Swarm Optimization (SiPSO) to address the energy resources management problem in the scope of smart grids, with intensive use of DER. The proposed methodology’s performance is illustrated by a case study with 99 distributed generators, 208 loads, and 27 storage units. The results are compared with those obtained in other methodologies, namely MINLP, Genetic Algorithm, original Particle Swarm Optimization (PSO), Evolutionary PSO, and New PSO. SiPSO performance is superior to the other tested PSO variants, demonstrating its adequacy to solve large dimension problems which require a decision in a short period of time.

Addressing the facilities layout design problem through constraint logic programming

One of the most difficult problems that face researchers experimenting with complex systems in real world applications is the Facility Layout Design Problem. It relies with the design and location of production lines, machinery and equipment, inventory storage and shipping facilities. In this work it is intended to address this problem through the use of Constraint Logic Programming (CLP) technology. The use of Genetic Algorithms (GA) as optimisation technique in CLP environment is also an issue addressed. The approach aims the implementation of genetic algorithm operators following the CLP paradigm.

Can power laws help us understand gene and proteome information?

Proteins are biochemical entities consisting of one or more blocks typically folded in a 3D pattern. Each block (a polypeptide) is a single linear sequence of amino acids that are biochemically bonded together. The amino acid sequence in a protein is defined by the sequence of a gene or several genes encoded in the DNA-based genetic code. This genetic code typically uses twenty amino acids, but in certain organisms the genetic code can also include two other amino acids. After linking the amino acids during protein synthesis, each amino acid becomes a residue in a protein, which is then chemically modified, ultimately changing and defining the protein function. In this study, the authors analyze the amino acid sequence using alignment-free methods, aiming to identify structural patterns in sets of proteins and in the proteome, without any other previous assumptions. The paper starts by analyzing amino acid sequence data by means of histograms using fixed length amino acid words (tuples). After creating the initial relative frequency histograms, they are transformed and processed in order to generate quantitative results for information extraction and graphical visualization. Selected samples from two reference datasets are used, and results reveal that the proposed method is able to generate relevant outputs in accordance with current scientific knowledge in domains like protein sequence/proteome analysis.

Optimização dos parâmetros de um robô hexápode através de algoritmos genéticos

Mestrado em Engenharia Electrotécnica e de Computadores

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.

Localização ótima de apoios em estruturas do tipo viga utilizando o método dos algoritmos genéticos

Dissertação de Mestrado para obtenção do grau de Mestre em Engenharia Mecânica Ramo de Manutenção e Produção

Detecção de sectores cruzados e optimização de cobertura em redes LTE

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia de Electrónica e Telecomunicações

Algoritmos evolutivos na determinação das máximas injeções nodais em redes de energia elétrica

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

Fractional order modelling of fractional-order holds

Discrete time control systems require sample- and-hold circuits to perform the conversion from digital to analog. Fractional-Order Holds (FROHs) are an interpolation between the classical zero and first order holds and can be tuned to produce better system performance. However, the model of the FROH is somewhat hermetic and the design of the system becomes unnecessarily complicated. This paper addresses the modelling of the FROHs using the concepts of Fractional Calculus (FC). For this purpose, two simple fractional-order approximations are proposed whose parameters are estimated by a genetic algorithm. The results are simple to interpret, demonstrating that FC is a useful tool for the analysis of these devices.

A multi-objective approach for the motion planning of redundant manipulators

Kinematic redundancy occurs when a manipulator possesses more degrees of freedom than those required to execute a given task. Several kinematic techniques for redundant manipulators control the gripper through the pseudo-inverse of the Jacobian, but lead to a kind of chaotic inner motion with unpredictable arm configurations. Such algorithms are not easy to adapt to optimization schemes and, moreover, often there are multiple optimization objectives that can conflict between them. Unlike single optimization, where one attempts to find the best solution, in multi-objective optimization there is no single solution that is optimum with respect to all indices. Therefore, trajectory planning of redundant robots remains an important area of research and more efficient optimization algorithms are needed. This paper presents a new technique to solve the inverse kinematics of redundant manipulators, using a multi-objective genetic algorithm. This scheme combines the closed-loop pseudo-inverse method with a multi-objective genetic algorithm to control the joint positions. Simulations for manipulators with three or four rotational joints, considering the optimization of two objectives in a workspace without and with obstacles are developed. The results reveal that it is possible to choose several solutions from the Pareto optimal front according to the importance of each individual objective.

Multi-criteria optimization manipulator trajectory planning

In the last twenty years genetic algorithms (GAs) were applied in a plethora of fields such as: control, system identification, robotics, planning and scheduling, image processing, and pattern and speech recognition (Bäck et al., 1997). In robotics the problems of trajectory planning, collision avoidance and manipulator structure design considering a single criteria has been solved using several techniques (Alander, 2003). Most engineering applications require the optimization of several criteria simultaneously. Often the problems are complex, include discrete and continuous variables and there is no prior knowledge about the search space. These kind of problems are very more complex, since they consider multiple design criteria simultaneously within the optimization procedure. This is known as a multi-criteria (or multiobjective) optimization, that has been addressed successfully through GAs (Deb, 2001). The overall aim of multi-criteria evolutionary algorithms is to achieve a set of non-dominated optimal solutions known as Pareto front. At the end of the optimization procedure, instead of a single optimal (or near optimal) solution, the decision maker can select a solution from the Pareto front. Some of the key issues in multi-criteria GAs are: i) the number of objectives, ii) to obtain a Pareto front as wide as possible and iii) to achieve a Pareto front uniformly spread. Indeed, multi-objective techniques using GAs have been increasing in relevance as a research area. In 1989, Goldberg suggested the use of a GA to solve multi-objective problems and since then other researchers have been developing new methods, such as the multi-objective genetic algorithm (MOGA) (Fonseca & Fleming, 1995), the non-dominated sorted genetic algorithm (NSGA) (Deb, 2001), and the niched Pareto genetic algorithm (NPGA) (Horn et al., 1994), among several other variants (Coello, 1998). In this work the trajectory planning problem considers: i) robots with 2 and 3 degrees of freedom (dof ), ii) the inclusion of obstacles in the workspace and iii) up to five criteria that are used to qualify the evolving trajectory, namely the: joint traveling distance, joint velocity, end effector / Cartesian distance, end effector / Cartesian velocity and energy involved. These criteria are used to minimize the joint and end effector traveled distance, trajectory ripple and energy required by the manipulator to reach at destination point. Bearing this ideas in mind, the paper addresses the planning of robot trajectories, meaning the development of an algorithm to find a continuous motion that takes the manipulator from a given starting configuration up to a desired end position without colliding with any obstacle in the workspace. The chapter is organized as follows. Section 2 describes the trajectory planning and several approaches proposed in the literature. Section 3 formulates the problem, namely the representation adopted to solve the trajectory planning and the objectives considered in the optimization. Section 4 studies the algorithm convergence. Section 5 studies a 2R manipulator (i.e., a robot with two rotational joints/links) when the optimization trajectory considers two and five objectives. Sections 6 and 7 show the results for the 3R redundant manipulator with five goals and for other complementary experiments are described, respectively. Finally, section 8 draws the main conclusions.

Logarithmically proportional objective function for planar surfaces recognition in 3D point cloud

3D laser scanning is becoming a standard technology to generate building models of a facility's as-is condition. Since most constructions are constructed upon planar surfaces, recognition of them paves the way for automation of generating building models. This paper introduces a new logarithmically proportional objective function that can be used in both heuristic and metaheuristic (MH) algorithms to discover planar surfaces in a point cloud without exploiting any prior knowledge about those surfaces. It can also adopt itself to the structural density of a scanned construction. In this paper, a metaheuristic method, genetic algorithm (GA), is used to test this introduced objective function on a synthetic point cloud. The results obtained show the proposed method is capable to find all plane configurations of planar surfaces (with a wide variety of sizes) in the point cloud with a minor distance to the actual configurations. © 2014 IEEE.

Fitness function evaluation through fractional algorithms

This paper proposes a Genetic Algorithm (GA) for the design of combinational logic circuits. The fitness function evaluation is calculated using Fractional Calculus. This approach extends the classical fitness function by including a fractional-order dynamical evaluation. The experiments reveal superior results when comparing with the classical method.

Automated design of microwave discrete tuning differential capacitance circuits in Si-integrated technologies

A genetic algorithm used to design radio-frequency binary-weighted differential switched capacitor arrays (RFDSCAs) is presented in this article. The algorithm provides a set of circuits all having the same maximum performance. This article also describes the design, implementation, and measurements results of a 0.25 lm BiCMOS 3-bit RFDSCA. The experimental results show that the circuit presents the expected performance up to 40 GHz. The similarity between the evolutionary solutions, circuit simulations, and measured results indicates that the genetic synthesis method is a very useful tool for designing optimum performance RFDSCAs.