Mixed integer non linear programming and artificial neural network based approach to ancillary services dispatch in competitive electricity markets

Ancillary services represent a good business opportunity that must be considered by market players. This paper presents a new methodology for ancillary services market dispatch. The method considers the bids submitted to the market and includes a market clearing mechanism based on deterministic optimization. An Artificial Neural Network is used for day-ahead prediction of Regulation Down, regulation-up, Spin Reserve and Non-Spin Reserve requirements. Two test cases based on California Independent System Operator data concerning dispatch of Regulation Down, Regulation Up, Spin Reserve and Non-Spin Reserve services are included in this paper to illustrate the application of the proposed method: (1) dispatch considering simple bids; (2) dispatch considering complex bids.

Dynamic QoS-Aware coalition formation

Users of wireless devices increasingly demand access to multimedia content with speci c quality of service requirements. Users might tolerate di erent levels of service, or could be satis ed with di erent quality combinations choices. However, multimedia processing introduces heavy resource requirements on the client side. Our work tries to address the growing demand on resources and performance requirements, by allowing wireless nodes to cooperate with each other to meet resource allocation requests and handle stringent constraints, opportunistically taking advantage of the local ad-hoc network that is created spontaneously, as nodes move in range of each other, forming a temporary coalition for service execution. Coalition formation is necessary when a single node cannot execute a speci c service, but it may also be bene cial when groups perform more e ciently when compared to a single s node performance.

QoS of IP services in a fieldbus network: on the limitations and possible improvements

This paper focuses on the problem of providing efficient scheduling mechanisms for IP packets encapsulated in the frames of a real-time fieldbus network - the PROFIBUS. The approach described consists on a dual-stack approach encompassing both the controlrelated traffic ("native" fieldbus traffic) and the IPrelated traffic. The overall goal is to maintain the hard real-time guarantees of the control-related traffic, while at the same time providing the desired quality of service (QoS) to the coexistent IP applications. We start to describe the work which have been up to now carried out in the framework of the European project RFieldbus (High Performance Wireless Fieldbus in Industrial Multimedia-Related Environments - IST-1999-11316). Then we identify its limitations and point out solutions that are now being addressed out of the framework of the above-mentioned European project.

Cycle time properties of the PROFIBUS timed-token protocol

A recent trend in distributed computer-controlled systems (DCCS) is to interconnect the distributed computing elements by means of multi-point broadcast networks. Since the network medium is shared between a number of network nodes, access contention exists and must be solved by a medium access control (MAC) protocol. Usually, DCCS impose real-time constraints. In essence, by real-time constraints we mean that traffic must be sent and received within a bounded interval, otherwise a timing fault is said to occur. This motivates the use of communication networks with a MAC protocol that guarantees bounded access and response times to message requests. PROFIBUS is a communication network in which the MAC protocol is based on a simplified version of the timed-token protocol. In this paper we address the cycle time properties of the PROFIBUS MAC protocol, since the knowledge of these properties is of paramount importance for guaranteeing the real-time behaviour of a distributed computer-controlled system which is supported by this type of network.

From task scheduling in single processor environments to message scheduling in a PROFIBUS fieldbus network

In this paper we survey the most relevant results for the prioritybased schedulability analysis of real-time tasks, both for the fixed and dynamic priority assignment schemes. We give emphasis to the worst-case response time analysis in non-preemptive contexts, which is fundamental for the communication schedulability analysis. We define an architecture to support priority-based scheduling of messages at the application process level of a specific fieldbus communication network, the PROFIBUS. The proposed architecture improves the worst-case messages’ response time, overcoming the limitation of the first-come-first-served (FCFS) PROFIBUS queue implementations.

Timing analysis of an inter-cell mobility procedure for a wired/wireless PROFIBUS network

Recently, there have been a few research efforts towards extending the capabilities of fieldbus networks to encompass wireless support. In previous works we have proposed a hybrid wired/wireless PROFIBUS network solution where the interconnection between the heterogeneous communication media was accomplished through bridge-like interconnecting devices. The resulting networking architecture embraced a Multiple Logical Ring (MLR) approach, thus with multiple independent tokens, where the communication between different domains was supported by the Inter-Domain Protocol (IDP). The proposed architecture also supports mobility of stations between different wireless cells. To that hybrid wired/wireless networking architecture we have proposed a worst-case response timing analysis of the IDP, without considering inter-cell mobility (or handoff) of stations. In this paper, we advance that previous work by proposing a worst-case timing analysis of the mobility procedure.

Timing analysis of a multiple logical ring wired/wireless PROFIBUS network

Recently, there have been a few research efforts towards extending the capabilities of fieldbus networks to encompass wireless support. In previous works we have proposed a hybrid wired/wireless PROFIBUS network solution where the interconnection between the heterogeneous communication media was accomplished through bridge-like interconnecting devices. The resulting networking architecture embraced a multiple logical ring (MLR) approach, thus with multiple independent tokens, to which a specific bridging protocol extension, the inter-domain protocol (IDP), was proposed. The IDP offers compatibility with standard PROFIBUS, and includes mechanisms to support inter-cell mobility of wireless nodes. We advance that work by proposing a worst-case response timing analysis of the IDP.

Estudo e desenvolvimento de modelo de dispositivo controlado por temperatura no contexto de eficiência energética: potencial de aplicação para DSR-SF

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

Critérios de projecto de um data centre

Dissertação de Natureza Científica para obtenção do grau de Mestre em Engenharia Civil na Área de Especialização de Edificações

Application mapping in NoC-Based many-cores

Many-core platforms based on Network-on-Chip (NoC [Benini and De Micheli 2002]) present an emerging technology in the real-time embedded domain. Although the idea to group the applications previously executed on separated single-core devices, and accommodate them on an individual many-core chip offers various options for power savings, cost reductions and contributes to the overall system flexibility, its implementation is a non-trivial task. In this paper we address the issue of application mapping onto a NoCbased many-core platform when considering fundamentals and trends of current many-core operating systems, specifically, we elaborate on a limited migrative application model encompassing a message-passing paradigm as a communication primitive. As the main contribution, we formulate the problem of real-time application mapping, and propose a three-stage process to efficiently solve it. Through analysis it is assured that derived solutions guarantee the fulfilment of posed time constraints regarding worst-case communication latencies, and at the same time provide an environment to perform load balancing for e.g. thermal, energy, fault tolerance or performance reasons.We also propose several constraints regarding the topological structure of the application mapping, as well as the inter- and intra-application communication patterns, which efficiently solve the issues of pessimism and/or intractability when performing the analysis.

LNT: a logical neighbor tree secure group communication scheme for wireless sensor networks

Secure group communication is a paradigm that primarily designates one-to-many communication security. The proposed works relevant to secure group communication have predominantly considered the whole network as being a single group managed by a central powerful node capable of supporting heavy communication, computation and storage cost. However, a typical Wireless Sensor Network (WSN) may contain several groups, and each one is maintained by a sensor node (the group controller) with constrained resources. Moreover, the previously proposed schemes require a multicast routing support to deliver the rekeying messages. Nevertheless, multicast routing can incur heavy storage and communication overheads in the case of a wireless sensor network. Due to these two major limitations, we have reckoned it necessary to propose a new secure group communication with a lightweight rekeying process. Our proposal overcomes the two limitations mentioned above, and can be applied to a homogeneous WSN with resource-constrained nodes with no need for a multicast routing support. Actually, the analysis and simulation results have clearly demonstrated that our scheme outperforms the previous well-known solutions.

Towards network-on-chip agreement protocols

Demands for functionality enhancements, cost reductions and power savings clearly suggest the introduction of multiand many-core platforms in real-time embedded systems. However, when compared to uni-core platforms, the manycores experience additional problems, namely the lack of scalable coherence mechanisms and the necessity to perform migrations. These problems have to be addressed before such systems can be considered for integration into the realtime embedded domain. We have devised several agreement protocols which solve some of the aforementioned issues. The protocols allow the applications to plan and organise their future executions both temporally and spatially (i.e. when and where the next job will be executed). Decisions can be driven by several factors, e.g. load balancing, energy savings and thermal issues. All presented protocols are analytically described, with the particular emphasis on their respective real-time behaviours and worst-case performance. The underlying assumptions are based on the multi-kernel model and the message-passing paradigm, which constitutes the communication between the interacting instances.

Nano-CF: a Coordination Framework for macro-programming in wireless sensor networks

Wireless Sensor Networks (WSN) are being used for a number of applications involving infrastructure monitoring, building energy monitoring and industrial sensing. The difficulty of programming individual sensor nodes and the associated overhead have encouraged researchers to design macro-programming systems which can help program the network as a whole or as a combination of subnets. Most of the current macro-programming schemes do not support multiple users seamlessly deploying diverse applications on the same shared sensor network. As WSNs are becoming more common, it is important to provide such support, since it enables higher-level optimizations such as code reuse, energy savings, and traffic reduction. In this paper, we propose a macro-programming framework called Nano-CF, which, in addition to supporting in-network programming, allows multiple applications written by different programmers to be executed simultaneously on a sensor networking infrastructure. This framework enables the use of a common sensing infrastructure for a number of applications without the users having to worrying about the applications already deployed on the network. The framework also supports timing constraints and resource reservations using the Nano-RK operating system. Nano- CF is efficient at improving WSN performance by (a) combining multiple user programs, (b) aggregating packets for data delivery, and (c) satisfying timing and energy specifications using Rate- Harmonized Scheduling. Using representative applications, we demonstrate that Nano-CF achieves 90% reduction in Source Lines-of-Code (SLoC) and 50% energy savings from aggregated data delivery.

SPARTS: simulator for power aware and real-time systems

Real-time systems demand guaranteed and predictable run-time behaviour in order to ensure that no task has missed its deadline. Over the years we are witnessing an ever increasing demand for functionality enhancements in the embedded real-time systems. Along with the functionalities, the design itself grows more complex. Posed constraints, such as energy consumption, time, and space bounds, also require attention and proper handling. Additionally, efficient scheduling algorithms, as proven through analyses and simulations, often impose requirements that have significant run-time cost, specially in the context of multi-core systems. In order to further investigate the behaviour of such systems to quantify and compare these overheads involved, we have developed the SPARTS, a simulator of a generic embedded real- time device. The tasks in the simulator are described by externally visible parameters (e.g. minimum inter-arrival, sporadicity, WCET, BCET, etc.), rather than the code of the tasks. While our current implementation is primarily focused on our immediate needs in the area of power-aware scheduling, it is designed to be extensible to accommodate different task properties, scheduling algorithms and/or hardware models for the application in wide variety of simulations. The source code of the SPARTS is available for download at [1].

Memória de longo prazo nos retornos acionistas dos índices de referência da euronext, implicações para a hipótese de mercados eficientes e contributo fractal para aperfeiçoamento do capital asset pricing model

Não existe uma definição única de processo de memória de longo prazo. Esse processo é geralmente definido como uma série que possui um correlograma decaindo lentamente ou um espectro infinito de frequência zero. Também se refere que uma série com tal propriedade é caracterizada pela dependência a longo prazo e por não periódicos ciclos longos, ou que essa característica descreve a estrutura de correlação de uma série de longos desfasamentos ou que é convencionalmente expressa em termos do declínio da lei-potência da função auto-covariância. O interesse crescente da investigação internacional no aprofundamento do tema é justificado pela procura de um melhor entendimento da natureza dinâmica das séries temporais dos preços dos ativos financeiros. Em primeiro lugar, a falta de consistência entre os resultados reclama novos estudos e a utilização de várias metodologias complementares. Em segundo lugar, a confirmação de processos de memória longa tem implicações relevantes ao nível da (1) modelação teórica e econométrica (i.e., dos modelos martingale de preços e das regras técnicas de negociação), (2) dos testes estatísticos aos modelos de equilíbrio e avaliação, (3) das decisões ótimas de consumo / poupança e de portefólio e (4) da medição de eficiência e racionalidade. Em terceiro lugar, ainda permanecem questões científicas empíricas sobre a identificação do modelo geral teórico de mercado mais adequado para modelar a difusão das séries. Em quarto lugar, aos reguladores e gestores de risco importa saber se existem mercados persistentes e, por isso, ineficientes, que, portanto, possam produzir retornos anormais. O objetivo do trabalho de investigação da dissertação é duplo. Por um lado, pretende proporcionar conhecimento adicional para o debate da memória de longo prazo, debruçando-se sobre o comportamento das séries diárias de retornos dos principais índices acionistas da EURONEXT. Por outro lado, pretende contribuir para o aperfeiçoamento do capital asset pricing model CAPM, considerando uma medida de risco alternativa capaz de ultrapassar os constrangimentos da hipótese de mercado eficiente EMH na presença de séries financeiras com processos sem incrementos independentes e identicamente distribuídos (i.i.d.). O estudo empírico indica a possibilidade de utilização alternativa das obrigações do tesouro (OT’s) com maturidade de longo prazo no cálculo dos retornos do mercado, dado que o seu comportamento nos mercados de dívida soberana reflete a confiança dos investidores nas condições financeiras dos Estados e mede a forma como avaliam as respetiva economias com base no desempenho da generalidade dos seus ativos. Embora o modelo de difusão de preços definido pelo movimento Browniano geométrico gBm alegue proporcionar um bom ajustamento das séries temporais financeiras, os seus pressupostos de normalidade, estacionariedade e independência das inovações residuais são adulterados pelos dados empíricos analisados. Por isso, na procura de evidências sobre a propriedade de memória longa nos mercados recorre-se à rescaled-range analysis R/S e à detrended fluctuation analysis DFA, sob abordagem do movimento Browniano fracionário fBm, para estimar o expoente Hurst H em relação às séries de dados completas e para calcular o expoente Hurst “local” H t em janelas móveis. Complementarmente, são realizados testes estatísticos de hipóteses através do rescaled-range tests R/S , do modified rescaled-range test M - R/S e do fractional differencing test GPH. Em termos de uma conclusão única a partir de todos os métodos sobre a natureza da dependência para o mercado acionista em geral, os resultados empíricos são inconclusivos. Isso quer dizer que o grau de memória de longo prazo e, assim, qualquer classificação, depende de cada mercado particular. No entanto, os resultados gerais maioritariamente positivos suportam a presença de memória longa, sob a forma de persistência, nos retornos acionistas da Bélgica, Holanda e Portugal. Isto sugere que estes mercados estão mais sujeitos a maior previsibilidade (“efeito José”), mas também a tendências que podem ser inesperadamente interrompidas por descontinuidades (“efeito Noé”), e, por isso, tendem a ser mais arriscados para negociar. Apesar da evidência de dinâmica fractal ter suporte estatístico fraco, em sintonia com a maior parte dos estudos internacionais, refuta a hipótese de passeio aleatório com incrementos i.i.d., que é a base da EMH na sua forma fraca. Atendendo a isso, propõem-se contributos para aperfeiçoamento do CAPM, através da proposta de uma nova fractal capital market line FCML e de uma nova fractal security market line FSML. A nova proposta sugere que o elemento de risco (para o mercado e para um ativo) seja dado pelo expoente H de Hurst para desfasamentos de longo prazo dos retornos acionistas. O expoente H mede o grau de memória de longo prazo nos índices acionistas, quer quando as séries de retornos seguem um processo i.i.d. não correlacionado, descrito pelo gBm(em que H = 0,5 , confirmando- se a EMH e adequando-se o CAPM), quer quando seguem um processo com dependência estatística, descrito pelo fBm(em que H é diferente de 0,5, rejeitando-se a EMH e desadequando-se o CAPM). A vantagem da FCML e da FSML é que a medida de memória de longo prazo, definida por H, é a referência adequada para traduzir o risco em modelos que possam ser aplicados a séries de dados que sigam processos i.i.d. e processos com dependência não linear. Então, estas formulações contemplam a EMH como um caso particular possível.