Stochastic short-term maintenance scheduling of GENCOs in an oligopolistic electricity market

In the proposed model, the independent system operator (ISO) provides the opportunity for maintenance outage rescheduling of generating units before each short-term (ST) time interval. Long-term (LT) scheduling for 1 or 2 years in advance is essential for the ISO and the generation companies (GENCOs) to decide their LT strategies; however, it is not possible to be exactly followed and requires slight adjustments. The Cournot-Nash equilibrium is used to characterize the decision-making procedure of an individual GENCO for ST intervals considering the effective coordination with LT plans. Random inputs, such as parameters of the demand function of loads, hourly demand during the following ST time interval and the expected generation pattern of the rivals, are included as scenarios in the stochastic mixed integer program defined to model the payoff-maximizing objective of a GENCO. Scenario reduction algorithms are used to deal with the computational burden. Two reliability test systems were chosen to illustrate the effectiveness of the proposed model for the ST decision-making process for future planned outages from the point of view of a GENCO.

Desempenho energético no âmbito do aquecimento solar térmico para as condições de utilização recomendadas pelo RSECE/RCCTE

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Mecânica

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.

Estratégias de investimento em mercados liberalizados de energia elétrica

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

Projecto de verificação do comportamento térmico de um edifício de habitação: análise e comparação de resultados obtidos com recurso a duas ferramentas de cálculo

O trabalho de projecto desenvolvido tem por objectivo a análise dos resultados obtidos na verificação térmica de edifícios aquando da utilização de programas de cálculo automático. Para o efeito, foram escolhidos dois edifícios unifamiliares com características distintas, tentando que fossem abrangidas o máximo de situações diferentes. Neste projecto foram avaliados sobretudo dois aspectos: quantificação das áreas e desenvolvimentos dos elementos da envolvente dos edifícios em estudo e cálculo dos coeficientes de transmissão térmica superficial e linear dos elementos construtivos. Com base neste trabalho, pode-se promover uma melhoria dos programas de cálculo automático no mercado, de modo a assegurar uma maior qualidade dos projectos de edifícios e consequente reflexo na qualidade da construção civil futura. Por último, apresentam-se as conclusões e possibilidades de desenvolvimento de trabalhos futuros.

Makespan computation for GPU threads running on a single streaming multiprocessor

Graphics processors were originally developed for rendering graphics but have recently evolved towards being an architecture for general-purpose computations. They are also expected to become important parts of embedded systems hardware -- not just for graphics. However, this necessitates the development of appropriate timing analysis techniques which would be required because techniques developed for CPU scheduling are not applicable. The reason is that we are not interested in how long it takes for any given GPU thread to complete, but rather how long it takes for all of them to complete. We therefore develop a simple method for finding an upper bound on the makespan of a group of GPU threads executing the same program and competing for the resources of a single streaming multiprocessor (whose architecture is based on NVIDIA Fermi, with some simplifying assunptions). We then build upon this method to formulate the derivation of the exact worst-case makespan (and corresponding schedule) as an optimization problem. Addressing the issue of tractability, we also present a technique for efficiently computing a safe estimate of the worstcase makespan with minimal pessimism, which may be used when finding an exact value would take too long.

Micro-generation Evaluation of the Zero Emissions Technologies in the Portuguese Market

Micro-generation is the small scale production of heat and/or electricity from a low carbon source and can be a powerful driver for carbon reduction, behavior change, security of supply and economic value. The energy conversion technologies can include photovoltaic panels, micro combined heat and power, micro wind, heat pumps, solar thermal systems, fuel cells and micro hydro schemes. In this paper, a small research of the availability of the conversion apparatus and the prices for the micro wind turbines and photovoltaic systems is made and a comparison between these two technologies is performed in terms of the availability of the resource and costs. An analysis of the new legal framework published in Portugal is done to realize if the incentives to individualspsila investment in sustainable and local energy production is worth for their point of view. An economic evaluation for these alternatives, accounting with the governmentpsilas incentives should lead, in most cases, into attractive return rates for the investment. Apart from the attractiveness of the investment there are though other aspects that should be taken into account and those are the benefits that these choices have to us all. The idea is that micro-generation will not only make a significant direct contribution to carbon reduction targets, it will also trigger a multiplier effect in behavior change by engaging hearts and minds, and providing more efficient use of energy by householders. The diversified profile of power generation by micro-generators, both in terms of location and timing, should reduce the impact of intermittency or plant failures with significant gains for security of supply.

Risk Analysis and Behavior of Electricity Portfolio Aggregator

The scope of this paper is to adapt the standard mean-variance model of Henry Markowitz theory, creating a simulation tool to find the optimal configuration of the portfolio aggregator, calculate its profitability and risk. Currently, there is a deep discussion going on among the power system society about the structure and architecture of the future electric system. In this environment, policy makers and electric utilities find new approaches to access the electricity market; this configures new challenging positions in order to find innovative strategies and methodologies. Decentralized power generation is gaining relevance in liberalized markets, and small and medium size electricity consumers are also become producers (“prosumers”). In this scenario an electric aggregator is an entity that joins a group of electric clients, customers, producers, “prosumers” together as a single purchasing unit to negotiate the purchase and sale of electricity. The aggregator conducts research on electricity prices, contract terms and conditions in order to promote better energy prices for their clients and allows small and medium customers to benefit improved market prices.

Analysis of stock market indices with multidimensional scaling and wavelets

Stock market indices SMIs are important measures of financial and economical performance. Considerable research efforts during the last years demonstrated that these signals have a chaotic nature and require sophisticated mathematical tools for analyzing their characteristics. Classical methods, such as the Fourier transform, reveal considerable limitations in discriminating different periods of time. This paper studies the dynamics of SMI by combining the wavelet transform and the multidimensional scaling MDS . Six continuous wavelets are tested for analyzing the information content of the stock signals. In a first phase, the real Shannon wavelet is adopted for performing the evaluation of the SMI dynamics, while their comparison is visualized by means of the MDS. In a second phase, the other wavelets are also tested, and the corresponding MDS plots are analyzed.

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.

Improving the reliability of WiDom in a single broadcast domain

WiDom is a previously proposed prioritized medium access control protocol for wireless channels. We present a modification to this protocol in order to improve its reliability. This modification has similarities with cooperative relaying schemes, but, in our protocol, all nodes can relay a carrier wave. The preliminary evaluation shows that, under transmission errors, a significant reduction on the number of failed tournaments can be achieved.

Efficient Implementation Of A Single-Precision Floating-Point Arithmetic Unit on FPGA

This paper presents a single precision floating point arithmetic unit with support for multiplication, addition, fused multiply-add, reciprocal, square-root and inverse squareroot with high-performance and low resource usage. The design uses a piecewise 2nd order polynomial approximation to implement reciprocal, square-root and inverse square-root. The unit can be configured with any number of operations and is capable to calculate any function with a throughput of one operation per cycle. The floatingpoint multiplier of the unit is also used to implement the polynomial approximation and the fused multiply-add operation. We have compared our implementation with other state-of-the-art proposals, including the Xilinx Core-Gen operators, and conclude that the approach has a high relative performance/area efficiency. © 2014 Technical University of Munich (TUM).

Optimization study of hybrid spot-welded/bonded single-lap joints

Joining of components with structural adhesives is currently one of the most widespread techniques for advanced structures (e.g., aerospace or aeronautical). Adhesive bonding does not involve drilling operations and it distributes the load over a larger area than mechanical joints. However, peak stresses tend to develop near the overlap edges because of differential straining of the adherends and load asymmetry. As a result, premature failures can be expected, especially for brittle adhesives. Moreover, bonded joints are very sensitive to the surface treatment of the material, service temperature, humidity and ageing. To surpass these limitations, the combination of adhesive bonding with spot-welding is a choice to be considered, adding a few advantages like superior static strength and stiffness, higher peeling and fatigue strength and easier fabrication, as fixtures during the adhesive curing are not needed. The experimental and numerical study presented here evaluates hybrid spot-welded/bonded single-lap joints in comparison with the purely spot-welded and bonded equivalents. A parametric study on the overlap length (LO) allowed achieving different strength advantages, up to 58% compared to spot-welded joints and 24% over bonded joints. The Finite Element Method (FEM) and Cohesive Zone Models (CZM) for damage growth were also tested in Abaqus® to evaluate this technique for strength prediction, showing accurate estimations for all kinds of joints.

Characterization of aluminium single-lap joints for high temperature applications

In this study, an experimental investigation into the shear strength behaviour of aluminium alloy single-lap adhesive joints was carried out in order to understand the effect of temperature on the strength of adhesively bonding joints. Single lap joints (SLJs) were fabricated and tested at RT and high temperatures (100ºC, 125ºC, 150ºC, 175ºC and 200ºC). Results showed that the failure loads of the single-lap joint test specimens vary with temperature and this needs to be considered in any design procedure. It is shown that, although the tensile stress decreased with temperature, the lap-shear strength of the adhesive increased with increasing of temperature up to the glass transition of the adhesive (Tg) and decreased for tests above the Tg.

Analysis of stock market indices through multidimensional scaling

We propose a graphical method to visualize possible time-varying correlations between fifteen stock market values. The method is useful for observing stable or emerging clusters of stock markets with similar behaviour. The graphs, originated from applying multidimensional scaling techniques (MDS), may also guide the construction of multivariate econometric models.