Short-Term Trading for a Wind-PV Power Producer in an Electricity Market

This paper deals with the problem of coordinated trading of wind and photovoltaic systems in order to find the optimal bid to submit in a pool-based electricity market. The coordination of wind and photovoltaic systems presents uncertainties not only due to electricity market prices, but also with wind and photovoltaic power forecast. Electricity markets are characterized by financial penalties in case of deficit or excess of generation. So, the aim o this work is to reduce these financial penalties and maximize the expected profit of the power producer. The problem is formulated as a stochastic linear programming problem. The proposed approach is validated with real data of pool-based electricity market of Iberian Peninsula.

GA-ANN Short-Term Electricity Load Forecasting

This paper presents a methodology for short-term load forecasting based on genetic algorithm feature selection and artificial neural network modeling. A feed forward artificial neural network is used to model the 24-h ahead load based on past consumption, weather and stock index data. A genetic algorithm is used in order to find the best subset of variables for modeling. Three data sets of different geographical locations, encompassing areas of different dimensions with distinct load profiles are used in order to evaluate the methodology. The developed approach was found to generate models achieving a minimum mean average percentage error under 2 %. The feature selection algorithm was able to significantly reduce the number of used features and increase the accuracy of the models.

Development of lifetime warranty policies and models for estimating costs

In today's fiercely competitive products market, product warranty has started playing an important role. The warranty period offered by the manufacturer/dealer has been progressively increasing since the beginning of the 20th Century. Currently, a large number of products are being sold with long-term warranty policies in the form of extended warranty, warranty for used products, service contracts and lifetime warranty policies. Lifetime warranties are relatively a new concept. The modelling of failures during the warranty period and the costs for such policies are complex since the lifespan in these policies are not defined well and it is often difficult to tell about life measures for the longer period of coverage due to usage pattern/maintenance activities undertaken and uncertainties of costs over the period. This paper focuses on defining lifetime, developing lifetime warranty policies and models for predicting failures and estimating costs for lifetime warranty policies.

Design Led Innovation : exploring the synthesis of needs, technologies and business models

The term Design is used to describe a wide range of activities. Like the term innovation, it is often used to describe both an activity and an outcome. Many products and services are often described as being designed, as they describe a conscious process of linking form and function. Alternatively, the many and varied processes of design are often used to describe a cost centre of an organisation to demonstrate a particular competency. However design is often not used to describe the ‘value’ it provides to an organisation and more importantly the ‘value’ it provides to both existing and future customers. Design Led Innovation bridges this gap. Design Led Innovation is a process of creating a sustainable competitive advantage, by radically changing the customer value proposition. A conceptual model has been developed to assist organisations apply and embed design in a company’s vision, strategy, culture, leadership and development processes.

Using Bayesian methods for the estimation of uncertainty in complex statistical models

The research objectives of this thesis were to contribute to Bayesian statistical methodology by contributing to risk assessment statistical methodology, and to spatial and spatio-temporal methodology, by modelling error structures using complex hierarchical models. Specifically, I hoped to consider two applied areas, and use these applications as a springboard for developing new statistical methods as well as undertaking analyses which might give answers to particular applied questions. Thus, this thesis considers a series of models, firstly in the context of risk assessments for recycled water, and secondly in the context of water usage by crops. The research objective was to model error structures using hierarchical models in two problems, namely risk assessment analyses for wastewater, and secondly, in a four dimensional dataset, assessing differences between cropping systems over time and over three spatial dimensions. The aim was to use the simplicity and insight afforded by Bayesian networks to develop appropriate models for risk scenarios, and again to use Bayesian hierarchical models to explore the necessarily complex modelling of four dimensional agricultural data. The specific objectives of the research were to develop a method for the calculation of credible intervals for the point estimates of Bayesian networks; to develop a model structure to incorporate all the experimental uncertainty associated with various constants thereby allowing the calculation of more credible credible intervals for a risk assessment; to model a single day’s data from the agricultural dataset which satisfactorily captured the complexities of the data; to build a model for several days’ data, in order to consider how the full data might be modelled; and finally to build a model for the full four dimensional dataset and to consider the timevarying nature of the contrast of interest, having satisfactorily accounted for possible spatial and temporal autocorrelations. This work forms five papers, two of which have been published, with two submitted, and the final paper still in draft. The first two objectives were met by recasting the risk assessments as directed, acyclic graphs (DAGs). In the first case, we elicited uncertainty for the conditional probabilities needed by the Bayesian net, incorporated these into a corresponding DAG, and used Markov chain Monte Carlo (MCMC) to find credible intervals, for all the scenarios and outcomes of interest. In the second case, we incorporated the experimental data underlying the risk assessment constants into the DAG, and also treated some of that data as needing to be modelled as an ‘errors-invariables’ problem [Fuller, 1987]. This illustrated a simple method for the incorporation of experimental error into risk assessments. In considering one day of the three-dimensional agricultural data, it became clear that geostatistical models or conditional autoregressive (CAR) models over the three dimensions were not the best way to approach the data. Instead CAR models are used with neighbours only in the same depth layer. This gave flexibility to the model, allowing both the spatially structured and non-structured variances to differ at all depths. We call this model the CAR layered model. Given the experimental design, the fixed part of the model could have been modelled as a set of means by treatment and by depth, but doing so allows little insight into how the treatment effects vary with depth. Hence, a number of essentially non-parametric approaches were taken to see the effects of depth on treatment, with the model of choice incorporating an errors-in-variables approach for depth in addition to a non-parametric smooth. The statistical contribution here was the introduction of the CAR layered model, the applied contribution the analysis of moisture over depth and estimation of the contrast of interest together with its credible intervals. These models were fitted using WinBUGS [Lunn et al., 2000]. The work in the fifth paper deals with the fact that with large datasets, the use of WinBUGS becomes more problematic because of its highly correlated term by term updating. In this work, we introduce a Gibbs sampler with block updating for the CAR layered model. The Gibbs sampler was implemented by Chris Strickland using pyMCMC [Strickland, 2010]. This framework is then used to consider five days data, and we show that moisture in the soil for all the various treatments reaches levels particular to each treatment at a depth of 200 cm and thereafter stays constant, albeit with increasing variances with depth. In an analysis across three spatial dimensions and across time, there are many interactions of time and the spatial dimensions to be considered. Hence, we chose to use a daily model and to repeat the analysis at all time points, effectively creating an interaction model of time by the daily model. Such an approach allows great flexibility. However, this approach does not allow insight into the way in which the parameter of interest varies over time. Hence, a two-stage approach was also used, with estimates from the first-stage being analysed as a set of time series. We see this spatio-temporal interaction model as being a useful approach to data measured across three spatial dimensions and time, since it does not assume additivity of the random spatial or temporal effects.

Commentary on Spence et al. : "Problem solving programme implemented by teachers may prevent depression in the short term, but longer term benefits are unclear"

This is a methodologically exemplary trial of a population based (universal) approach to preventing depression in young people. The programme used teachers in a classroom setting to deliver cognitive behavioural problem solving skills to a cohort of students. We have little knowledge about “best practice” to prevent depression in adolescence. Classroom-based universal approaches appear to offer advantages in recruitment rates and lack of stigmatisation over approaches that target specific groups of at risk students. Earlier research on a universal school-based approach to preventing depression in adolescents showed promise, but employed mental health professionals to teach cognitive behavioural coping skills in small groups.1 Using such an approach routinely would be economically unsustainable. Spence’s trial, with teachers as facilitators, therefore represents a “real world” intervention that could be routinely disseminated.

Ocular surface changes with short-term contact lens wear

Contact lenses are a common method for the correction of refractive errors of the eye. While there have been significant advancements in contact lens designs and materials over the past few decades, the lenses still represent a foreign object in the ocular environment and may lead to physiological as well as mechanical effects on the eye. When contact lenses are placed in the eye, the ocular anatomical structures behind and in front of the lenses are directly affected. This thesis presents a series of experiments that investigate the mechanical and physiological effects of the short-term use of contact lenses on anterior and posterior corneal topography, corneal thickness, the eyelids, tarsal conjunctiva and tear film surface quality. The experimental paradigm used in these studies was a repeated measures, cross-over study design where subjects wore various types of contact lenses on different days and the lenses were varied in one or more key parameters (e.g. material or design). Both, old and newer lens materials were investigated, soft and rigid lenses were used, high and low oxygen permeability materials were tested, toric and spherical lens designs were examined, high and low powers and small and large diameter lenses were used in the studies. To establish the natural variability in the ocular measurements used in the studies, each experiment also contained at least one “baseline” day where an identical measurement protocol was followed, with no contact lenses worn. In this way, changes associated with contact lens wear were considered in relation to those changes that occurred naturally during the 8 hour period of the experiment. In the first study, the regional distribution and magnitude of change in corneal thickness and topography was investigated in the anterior and posterior cornea after short-term use of soft contact lenses in 12 young adults using the Pentacam. Four different types of contact lenses (Silicone hydrogel/ Spherical/–3D, Silicone Hydrogel/Spherical/–7D, Silicone Hydrogel/Toric/–3D and HEMA/Toric/–3D) of different materials, designs and powers were worn for 8 hours each, on 4 different days. The natural diurnal changes in corneal thickness and curvature were measured on two separate days before any contact lens wear. Significant diurnal changes in corneal thickness and curvature within the duration of the study were observed and these were taken into consideration for calculating the contact lens induced corneal changes. Corneal thickness changed significantly with lens wear and the greatest corneal swelling was seen with the hydrogel (HEMA) toric lens with a noticeable regional swelling of the cornea beneath the stabilization zones, the thickest regions of the lenses. The anterior corneal surface generally showed a slight flattening with lens wear. All contact lenses resulted in central posterior corneal steepening, which correlated with the relative degree of corneal swelling. The corneal swelling induced by the silicone hydrogel contact lenses was typically less than the natural diurnal thinning of the cornea over this same period (i.e. net thinning). This highlights why it is important to consider the natural diurnal variations in corneal thickness observed from morning to afternoon to accurately interpret contact lens induced corneal swelling. In the second experiment, the relative influence of lenses of different rigidity (polymethyl methacrylate – PMMA, rigid gas permeable – RGP and silicone hydrogel – SiHy) and diameters (9.5, 10.5 and 14.0) on corneal thickness, topography, refractive power and wavefront error were investigated. Four different types of contact lenses (PMMA/9.5, RGP/9.5, RGP/10.5, SiHy/14.0), were worn by 14 young healthy adults for a period of 8 hours on 4 different days. There was a clear association between fluorescein fitting pattern characteristics (i.e. regions of minimum clearance in the fluorescein pattern) and the resulting corneal shape changes. PMMA lenses resulted in significant corneal swelling (more in the centre than periphery) along with anterior corneal steepening and posterior flattening. RGP lenses, on the other hand, caused less corneal swelling (more in the periphery than centre) along with opposite effects on corneal curvature, anterior corneal flattening and posterior steepening. RGP lenses also resulted in a clinically and statistically significant decrease in corneal refractive power (ranging from 0.99 to 0.01 D), large enough to affect vision and require adjustment in the lens power. Wavefront analysis also showed a significant increase in higher order aberrations after PMMA lens wear, which may partly explain previous reports of "spectacle blur" following PMMA lens wear. We further explored corneal curvature, thickness and refractive changes with back surface toric and spherical RGP lenses in a group of 6 subjects with toric corneas. The lenses were worn for 8 hours and measurements were taken before and after lens wear, as in previous experiments. Both lens types caused anterior corneal flattening and a decrease in corneal refractive power but the changes were greater with the spherical lens. The spherical lens also caused a significant decrease in WTR astigmatism (WRT astigmatism defined as major axis within 30 degrees of horizontal). Both the lenses caused slight posterior corneal steepening and corneal swelling, with a greater effect in the periphery compared to the central cornea. Eyelid position, lid-wiper and tarsal conjunctival staining were also measured in Experiment 2 after short-term use of the rigid and SiHy contact lenses. Digital photos of the external eyes were captured for lid position analysis. The lid-wiper region of the marginal conjunctiva was stained using fluorescein and lissamine green dyes and digital photos were graded by an independent masked observer. A grading scale was developed in order to describe the tarsal conjunctival staining. A significant decrease in the palpebral aperture height (blepharoptosis) was found after wearing of PMMA/9.5 and RGP/10.5 lenses. All three rigid contact lenses caused a significant increase in lid-wiper and tarsal staining after 8 hours of lens wear. There was also a significant diurnal increase in tarsal staining, even without contact lens wear. These findings highlight the need for better contact lens edge design to minimise the interactions between the lid and contact lens edge during blinking and more lubricious contact lens surfaces to reduce ocular surface micro-trauma due to friction and for. Tear film surface quality (TFSQ) was measured using a high-speed videokeratoscopy technique in Experiment 2. TFSQ was worse with all the lenses compared to baseline (PMMA/9.5, RGP/9.5, RGP/10.5, and SiHy/14) in the afternoon (after 8 hours) during normal and suppressed blinking conditions. The reduction in TFSQ was similar with all the contact lenses used, irrespective of their material and diameter. An unusual pattern of change in TFSQ in suppressed blinking conditions was also found. The TFSQ with contact lens was found to decrease until a certain time after which it improved to a value even better than the bare eye. This is likely to be due to the tear film drying completely over the surface of the contact lenses. The findings of this study also show that there is still a scope for improvement in contact lens materials in terms of better wettability and hydrophilicity in order to improve TFSQ and patient comfort. These experiments showed that a variety of changes can occur in the anterior eye as a result of the short-term use of a range of commonly used contact lens types. The greatest corneal changes occurred with lenses manufactured from older HEMA and PMMA lens materials, whereas modern SiHy and rigid gas permeable materials caused more subtle changes in corneal shape and thickness. All lenses caused signs of micro-trauma to the eyelid wiper and palpebral conjunctiva, although rigid lenses appeared to cause more significant changes. Tear film surface quality was also significantly reduced with all types of contact lenses. These short-term changes in the anterior eye are potential markers for further long term changes and the relative differences between lens types that we have identified provide an indication of areas of contact lens design and manufacture that warrant further development.

Corneal changes following short-term rigid contact lens wear

Purpose: The aim of this cross-over study was to investigate the changes in corneal thickness, anterior and posterior corneal topography, corneal refractive power and ocular wavefront aberrations, following the short term use of rigid contact lenses. Method: Fourteen participants wore 4 different types of contact lenses (RGP lenses of 9.5 mm and 10.5 mm diameter, and for comparison a PMMA lens of 9.5 mm diameter and a soft silicone hydrogel lens) on 4 different days for a period of 8 h on each day. Measures were collected before and after contact lens wear and additionally on a baseline day. Results: Anterior corneal curvature generally showed a flattening with both of the RGP lenses and a steepening with the PMMA lens. A significant negative correlation was found between the change in corneal swelling and central and peripheral posterior corneal curvature (all p ≤ 0.001). RGP contact lenses caused a significant decrease in corneal refractive power (hyperopic shift) of approximately 0.5 D. The PMMA contact lenses caused the greatest corneal swelling in both the central (27.92 ± 15.49 μm, p < 0.001) and peripheral (17.78 ± 12.11 μm, p = 0.001) corneal regions, a significant flattening of the posterior cornea and an increase in ocular aberrations (all p ≤ 0.05). Conclusion: The corneal swelling associated with RGP lenses was relatively minor, but there was slight central corneal flattening and a clinically significant hyperopic change in corneal refractive power after the first day of lens wear. The PMMA contact lenses resulted in significant corneal swelling and reduced optical performance of the cornea.

Short-term traffic volume forecasting : a k-nearest neighbor approach enhanced by constrained linearly sewing principle component algorithm

To enhance the performance of the k-nearest neighbors approach in forecasting short-term traffic volume, this paper proposed and tested a two-step approach with the ability of forecasting multiple steps. In selecting k-nearest neighbors, a time constraint window is introduced, and then local minima of the distances between the state vectors are ranked to avoid overlappings among candidates. Moreover, to control extreme values’ undesirable impact, a novel algorithm with attractive analytical features is developed based on the principle component. The enhanced KNN method has been evaluated using the field data, and our comparison analysis shows that it outperformed the competing algorithms in most cases.