Previsão multi-passos a frente do preço de energia elétrica de curto prazo no mercado brasileiro

A predição do preço da energia elétrica é uma questão importante para todos os participantes do mercado, para que decidam as estratégias mais adequadas e estabeleçam os contratos bilaterais que maximizem seus lucros e minimizem os seus riscos. O preço da energia tipicamente exibe sazonalidade, alta volatilidade e picos. Além disso, o preço da energia é influenciado por muitos fatores, tais como: demanda de energia, clima e preço de combustíveis. Este trabalho propõe uma nova abordagem híbrida para a predição de preços de energia no mercado de curto prazo. Tal abordagem combina os filtros autorregressivos integrados de médias móveis (ARIMA) e modelos de Redes Neurais (RNA) numa estrutura em cascata e utiliza variáveis explanatórias. Um processo em dois passos é aplicado. Na primeira etapa, as variáveis explanatórias são preditas. Na segunda etapa, os preços de energia são preditos usando os valores futuros das variáveis exploratórias. O modelo proposto considera uma predição de 12 passos (semanas) a frente e é aplicada ao mercado brasileiro, que possui características únicas de comportamento e adota o despacho centralizado baseado em custo. Os resultados mostram uma boa capacidade de predição de picos de preço e uma exatidão satisfatória de acordo com as medidas de erro e testes de perda de cauda quando comparado com técnicas tradicionais. Em caráter complementar, é proposto um modelo classificador composto de árvores de decisão e RNA, com objetivo de explicitar as regras de formação de preços e, em conjunto com o modelo preditor, atuar como uma ferramenta atrativa para mitigar os riscos da comercialização de energia.

Redes neurais artificiais artmap-fuzzy aplicadas ao estudo de agitação marítima e ondas de lagos

Pós-graduação em Engenharia Elétrica - FEIS

Previsão da velocidade dos ventos por redes neurais artificiais e arima de box & jenkins

Pós-graduação em Engenharia Elétrica - FEIS

Previsão de demanda de cargas elétricas por seleção de variáveis stepwise e redes neurais artificiais

Pós-graduação em Engenharia Elétrica - FEIS

Late-onset obsessive-compulsive disorder: Risk factors and correlates

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Diagnóstico de distúrbios de tensão em sistemas de distribuição de energia elétrica usando um algoritmo imuno-neural

Pós-graduação em Engenharia Elétrica - FEIS

Competing orders, competing anisotropies, and multicriticality: The case of Co-doped YbRh2Si2

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

Algoritmo híbrido neural-imuno aplicado ao diagnóstico de distúrbios de tensão em sistemas de distribuição de energia elétrica

Pós-graduação em Engenharia Elétrica - FEIS

Use of uniform designs in combination with neural networks for viral infection process development

This work aimed to compare the predictive capacity of empirical models, based on the uniform design utilization combined to artificial neural networks with respect to classical factorial designs in bioprocess, using as example the rabies virus replication in BHK-21 cells. The viral infection process parameters under study were temperature (34°C, 37°C), multiplicity of infection (0.04, 0.07, 0.1), times of infection, and harvest (24, 48, 72 hours) and the monitored output parameter was viral production. A multilevel factorial experimental design was performed for the study of this system. Fractions of this experimental approach (18, 24, 30, 36 and 42 runs), defined according uniform designs, were used as alternative for modelling through artificial neural network and thereafter an output variable optimization was carried out by means of genetic algorithm methodology. Model prediction capacities for all uniform design approaches under study were better than that found for classical factorial design approach. It was demonstrated that uniform design in combination with artificial neural network could be an efficient experimental approach for modelling complex bioprocess like viral production. For the present study case, 67% of experimental resources were saved when compared to a classical factorial design approach. In the near future, this strategy could replace the established factorial designs used in the bioprocess development activities performed within biopharmaceutical organizations because of the improvements gained in the economics of experimentation that do not sacrifice the quality of decisions.

Tool condition monitoring of aluminum oxide grinding wheel in dressing operation using acoustic emission and neural networks

The grinding operation gives workpieces their final finish, minimizing surface roughness through the interaction between the abrasive grains of a tool (grinding wheel) and the workpiece. However, excessive grinding wheel wear due to friction renders the tool unsuitable for further use, thus requiring the dressing operation to remove and/or sharpen the cutting edges of the worn grains to render them reusable. The purpose of this study was to monitor the dressing operation using the acoustic emission (AE) signal and statistics derived from this signal, classifying the grinding wheel as sharp or dull by means of artificial neural networks. An aluminum oxide wheel installed on a surface grinding machine, a signal acquisition system, and a single-point dresser were used in the experiments. Tests were performed varying overlap ratios and dressing depths. The root mean square values and two additional statistics were calculated based on the raw AE data. A multilayer perceptron neural network was used with the Levenberg-Marquardt learning algorithm, whose inputs were the aforementioned statistics. The results indicate that this method was successful in classifying the conditions of the grinding wheel in the dressing process, identifying the tool as "sharp''(with cutting capacity) or "dull''(with loss of cutting capacity), thus reducing the time and cost of the operation and minimizing excessive removal of abrasive material from the grinding wheel.

Modelagem da irradiação direta na incidência normal em Botucatu: aprendizado de máquina, estatístico e linke

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

The role of clouds in improving the regression model for hourly values of diffuse solar radiation

The study introduces a new regression model developed to estimate the hourly values of diffuse solar radiation at the surface. The model is based on the clearness index and diffuse fraction relationship, and includes the effects of cloud (cloudiness and cloud type), traditional meteorological variables (air temperature, relative humidity and atmospheric pressure observed at the surface) and air pollution (concentration of particulate matter observed at the surface). The new model is capable of predicting hourly values of diffuse solar radiation better than the previously developed ones (R-2 = 0.93 and RMSE = 0.085). A simple version with a large applicability is proposed that takes into consideration cloud effects only (cloudiness and cloud height) and shows a R-2 = 0.92. (C) 2011 Elsevier Ltd. All rights reserved.

Detecting an abnormality in a recovery boiler using dynamic multivariate data analysis with parallel coordinate plots

Data visualization techniques are powerful in the handling and analysis of multivariate systems. One such technique known as parallel coordinates was used to support the diagnosis of an event, detected by a neural network-based monitoring system, in a boiler at a Brazilian Kraft pulp mill. Its attractiveness is the possibility of the visualization of several variables simultaneously. The diagnostic procedure was carried out step-by-step going through exploratory, explanatory, confirmatory, and communicative goals. This tool allowed the visualization of the boiler dynamics in an easier way, compared to commonly used univariate trend plots. In addition it facilitated analysis of other aspects, namely relationships among process variables, distinct modes of operation and discrepant data. The whole analysis revealed firstly that the period involving the detected event was associated with a transition between two distinct normal modes of operation, and secondly the presence of unusual changes in process variables at this time.

A new long-term lifetime distribution induced by a latent complementary risk framework

In this paper, we proposed a new three-parameter long-term lifetime distribution induced by a latent complementary risk framework with decreasing, increasing and unimodal hazard function, the long-term complementary exponential geometric distribution. The new distribution arises from latent competing risk scenarios, where the lifetime associated scenario, with a particular risk, is not observable, rather we observe only the maximum lifetime value among all risks, and the presence of long-term survival. The properties of the proposed distribution are discussed, including its probability density function and explicit algebraic formulas for its reliability, hazard and quantile functions and order statistics. The parameter estimation is based on the usual maximum-likelihood approach. A simulation study assesses the performance of the estimation procedure. We compare the new distribution with its particular cases, as well as with the long-term Weibull distribution on three real data sets, observing its potential and competitiveness in comparison with some usual long-term lifetime distributions.

Stochastic competitive learning in complex networks

Competitive learning is an important machine learning approach which is widely employed in artificial neural networks. In this paper, we present a rigorous definition of a new type of competitive learning scheme realized on large-scale networks. The model consists of several particles walking within the network and competing with each other to occupy as many nodes as possible, while attempting to reject intruder particles. The particle's walking rule is composed of a stochastic combination of random and preferential movements. The model has been applied to solve community detection and data clustering problems. Computer simulations reveal that the proposed technique presents high precision of community and cluster detections, as well as low computational complexity. Moreover, we have developed an efficient method for estimating the most likely number of clusters by using an evaluator index that monitors the information generated by the competition process itself. We hope this paper will provide an alternative way to the study of competitive learning.