A basis function approach to Bayesian inference in diffusion processes

In this paper, we present a framework for Bayesian inference in continuous-time diffusion processes. The new method is directly related to the recently proposed variational Gaussian Process approximation (VGPA) approach to Bayesian smoothing of partially observed diffusions. By adopting a basis function expansion (BF-VGPA), both the time-dependent control parameters of the approximate GP process and its moment equations are projected onto a lower-dimensional subspace. This allows us both to reduce the computational complexity and to eliminate the time discretisation used in the previous algorithm. The new algorithm is tested on an Ornstein-Uhlenbeck process. Our preliminary results show that BF-VGPA algorithm provides a reasonably accurate state estimation using a small number of basis functions.

An advanced real-time predictive maintenance framework for large scale machine systems

This thesis introduces and develops a novel real-time predictive maintenance system to estimate the machine system parameters using the motion current signature. Recently, motion current signature analysis has been addressed as an alternative to the use of sensors for monitoring internal faults of a motor. A maintenance system based upon the analysis of motion current signature avoids the need for the implementation and maintenance of expensive motion sensing technology. By developing nonlinear dynamical analysis for motion current signature, the research described in this thesis implements a novel real-time predictive maintenance system for current and future manufacturing machine systems. A crucial concept underpinning this project is that the motion current signature contains infor­mation relating to the machine system parameters and that this information can be extracted using nonlinear mapping techniques, such as neural networks. Towards this end, a proof of con­cept procedure is performed, which substantiates this concept. A simulation model, TuneLearn, is developed to simulate the large amount of training data required by the neural network ap­proach. Statistical validation and verification of the model is performed to ascertain confidence in the simulated motion current signature. Validation experiment concludes that, although, the simulation model generates a good macro-dynamical mapping of the motion current signature, it fails to accurately map the micro-dynamical structure due to the lack of knowledge regarding performance of higher order and nonlinear factors, such as backlash and compliance. Failure of the simulation model to determine the micro-dynamical structure suggests the pres­ence of nonlinearity in the motion current signature. This motivated us to perform surrogate data testing for nonlinearity in the motion current signature. Results confirm the presence of nonlinearity in the motion current signature, thereby, motivating the use of nonlinear tech­niques for further analysis. Outcomes of the experiment show that nonlinear noise reduction combined with the linear reverse algorithm offers precise machine system parameter estimation using the motion current signature for the implementation of the real-time predictive maintenance system. Finally, a linear reverse algorithm, BJEST, is developed and applied to the motion current signature to estimate the machine system parameters.

Dynamic QoS management and optimisation in service-based systems

Service-based systems that are dynamically composed at run time to provide complex, adaptive functionality are currently one of the main development paradigms in software engineering. However, the Quality of Service (QoS) delivered by these systems remains an important concern, and needs to be managed in an equally adaptive and predictable way. To address this need, we introduce a novel, tool-supported framework for the development of adaptive service-based systems called QoSMOS (QoS Management and Optimisation of Service-based systems). QoSMOS can be used to develop service-based systems that achieve their QoS requirements through dynamically adapting to changes in the system state, environment and workload. QoSMOS service-based systems translate high-level QoS requirements specified by their administrators into probabilistic temporal logic formulae, which are then formally and automatically analysed to identify and enforce optimal system configurations. The QoSMOS self-adaptation mechanism can handle reliability- and performance-related QoS requirements, and can be integrated into newly developed solutions or legacy systems. The effectiveness and scalability of the approach are validated using simulations and a set of experiments based on an implementation of an adaptive service-based system for remote medical assistance.

Modelling and simulation strategies for the electric systems of large passenger aircraft

The simulation of a power system such as the More Electric Aircraft is a complex problem. There are conflicting requirements of the simulation, for example in order to reduce simulation run-times, power ratings that need to be established over long periods of the flight can be calculated using a fairly coarse model, whereas power quality is established over relatively short periods with a detailed model. An important issue is to establish the requirements of the simulation work at an early stage. This paper describes the modelling and simulation strategy adopted for the UK TIMES project, which is looking into the optimisation of the More Electric Aircraft from a system level. Essentially four main requirements of the simulation work have been identified, resulting in four different types of simulation. Each of the simulations is described along with preliminary models and results.

Dimensioning of Telecommunication Network Based on Quality of Services Demand and Detailed Behaviour of Users

The aim of this paper is to be determined the network capacity (number of necessary internal switching lines) based on detailed users’ behaviour and demanded quality of service parameters in an overall telecommunication system. We consider detailed conceptual and its corresponded analytical traffic model of telecommunication system with (virtual) circuit switching, in stationary state with generalized input flow, repeated calls, limited number of homogeneous terminals and losses due to abandoned and interrupted dialing, blocked and interrupted switching, not available intent terminal, blocked and abandoned ringing (absent called user) and abandoned conversation. We propose an analytical - numerical solution for finding the number of internal switching lines and values of the some basic traffic parameters as a function of telecommunication system state. These parameters are requisite for maintenance demand level of network quality of service (QoS). Dependencies, based on the numericalanalytical results are shown graphically. For proposed conceptual and its corresponding analytical model a network dimensioning task (NDT) is formulated, solvability of the NDT and the necessary conditions for analytical solution are researched as well. It is proposed a rule (algorithm) and computer program for calculation of the corresponded number of the internal switching lines, as well as corresponded values of traffic parameters, making the management of QoS easily.

Study of Queuing Systems with a Generalized Departure Process

This work was supported by the Bulgarian National Science Fund under grant BY-TH-105/2005.

Credibility theory-based available transfer capability assessment

Since the development of large scale power grid interconnections and power markets, research on available transfer capability (ATC) has attracted great attention. The challenges for accurate assessment of ATC originate from the numerous uncertainties in electricity generation, transmission, distribution and utilization sectors. Power system uncertainties can be mainly described as two types: randomness and fuzziness. However, the traditional transmission reliability margin (TRM) approach only considers randomness. Based on credibility theory, this paper firstly built models of generators, transmission lines and loads according to their features of both randomness and fuzziness. Then a random fuzzy simulation is applied, along with a novel method proposed for ATC assessment, in which both randomness and fuzziness are considered. The bootstrap method and multi-core parallel computing technique are introduced to enhance the processing speed. By implementing simulation for the IEEE-30-bus system and a real-life system located in Northwest China, the viability of the models and the proposed method is verified.

PSD modifications of FHRV due to interpolation and CTG storage rate

Cardiotocographic data provide physicians information about foetal development and permit to assess conditions such as foetal distress. An incorrect evaluation of the foetal status can be of course very dangerous. To improve interpretation of cardiotocographic recordings, great interest has been dedicated to foetal heart rate variability spectral analysis. It is worth reminding, however, that foetal heart rate is intrinsically an uneven series, so in order to produce an evenly sampled series a zero-order, linear or cubic spline interpolation can be employed. This is not suitable for frequency analyses because interpolation introduces alterations in the foetal heart rate power spectrum. In particular, interpolation process can produce alterations of the power spectral density that, for example, affects the estimation of the sympatho-vagal balance (computed as low-frequency/high-frequency ratio), which represents an important clinical parameter. In order to estimate the frequency spectrum alterations of the foetal heart rate variability signal due to interpolation and cardiotocographic storage rates, in this work, we simulated uneven foetal heart rate series with set characteristics, their evenly spaced versions (with different orders of interpolation and storage rates) and computed the sympatho-vagal balance values by power spectral density. For power spectral density estimation, we chose the Lomb method, as suggested by other authors to study the uneven heart rate series in adults. Summarising, the obtained results show that the evaluation of SVB values on the evenly spaced FHR series provides its overestimation due to the interpolation process and to the storage rate. However, cubic spline interpolation produces more robust and accurate results. © 2010 Elsevier Ltd. All rights reserved.

Proteção em sistemas elétricos com geração distribuída utilizando a transformada wavelet

A typical electrical power system is characterized by centr alization of power gene- ration. However, with the restructuring of the electric sys tem, this topology is changing with the insertion of generators in parallel with the distri bution system (distributed gene- ration) that provides several benefits to be located near to e nergy consumers. Therefore, the integration of distributed generators, especially fro m renewable sources in the Brazi- lian system has been common every year. However, this new sys tem topology may result in new challenges in the field of the power system control, ope ration, and protection. One of the main problems related to the distributed generati on is the islanding formation, witch can result in safety risk to the people and to the power g rid. Among the several islanding protection techniques, passive techniques have low implementation cost and simplicity, requiring only voltage and current measuremen ts to detect system problems. This paper proposes a protection system based on the wavelet transform with overcur- rent and under/overvoltage functions as well as infomation of fault-induced transients in order to provide a fast detection and identification of fault s in the system. The propo- sed protection scheme was evaluated through simulation and experimental studies, with performance similar to the overcurrent and under/overvolt age conventional methods, but with the additional detection of the exact moment of the fault.

Metodologia de estimação de estados para tratamento de medições errôneas e registros não sincronizados em algoritmos de localização de faltas em linhas de transmissão

The performance of algorithms for fault location i n transmission lines is directly related to the accuracy of its input data. Thus, fa ctors such as errors in the line parameters, failures in synchronization of oscillographic recor ds and errors in measurements of voltage and current can significantly influence the accurac y of algorithms that use bad data to indicate the fault location. This work presents a new method ology for fault location in transmission lines based on the theory of state estimation in or der to determine the location of faults more accurately by considering realistic systematic erro rs that may be present in measurements of voltage and current. The methodology was implemente d in two stages: pre-fault and post- fault. In the first step, assuming non-synchronized data, the synchronization angle and positive sequence line parameters are estimated, an d in the second, the fault distance is estimated. Besides calculating the most likely faul t distance obtained from measurement errors, the variance associated with the distance f ound is also determined, using the errors theory. This is one of the main contributions of th is work, since, with the proposed algorithm, it is possible to determine a most likely zone of f ault incidence, with approximately 95,45% of confidence. Tests for evaluation and validation of the proposed algorithm were realized from actual records of faults and from simulations of fictitious transmission systems using ATP software. The obtained results are relevant to show that the proposed estimation approach works even adopting realistic variances, c ompatible with real equipments errors.

Topologia de gerador de distúrbios elétricos baseada em conversores de potência

Electrical disturbances such as voltage sags, interruptions and voltage unbalances might cause serious problems for the end-user and for the companies of generation and transmission of energy. Few years ago, those companies have been using methods and equipments of protection to avoid the disturbances’ presence or to mitigate their effects on the power system. Disturbances generators are used to analyse the behavior of electrical and electronic equipments affected by disturbances. The analysis of those failures allows the development of appropriated protection equipments. In this paper, the development of a disturbances generator based on power converters is presented. The disturbance generator developed is able to generate some symmetrical disturbances, such as: voltage sags, voltage swells and harmonic distortion. The control strategy used in the disturbance generator is based on discrete and repetitive control. The steps of the design of the control and of the filter used for reducing harmonic in the output, are detailed in the text. Are presented the obtained results on computational simulations and the obtained results on laboratory tests.

Perfil exportador e crescimento econômico: uma análise de painel para economias africanas

This study aims to evaluate the relationship between the export profile and the African GDP growth rate. Chapter 1 presents the literature on the subject and studies that analyze the specific case of Africa. There seems to be a consensus that exports contribute to economic growth. However, there is no consensus on the benefits that are incorporated from exported products. The divergence lies between the approach of the Natural Resources Curse, where concentration of exports in commodities does not contribute to economic growth. Another work line supports the idea there is no such relation. Chapter 2 presents, through descriptive analysis, macroeconomic and international trade data for African economies data. Based on data from 52 countries for the period 1990-2014, it can be observed that the African continent has improved in macroeconomic terms, with increased exports and economic growth rates, suggesting a positive relationship between the variables. Trade indicators show Africa's integration into the global economy, with European Union, USA, China and some emerging countries as main partners. In addition, the analysis showed that the export is concentrated in oil and agricultural commodities. Most African countries face a negative trade balance, depending of primary products exports with low added value and imports of manufactured goods. Finally, Chapter 3 presents an empirical research using panel data analysis. The results suggest, in general, evidences that exports are important for explaining the African economic growth rate of African economies can be stimulated by the expansion of the share of exports in GDP. The estimated coefficients are positive and statistically significant in both the fixed effect estimation, as the estimation by GMM System. The estimation of growth models for fixed or random effects indicates a direct and statistically significant relationship between export oil / minerals and the growth rate of African countries. Thus, the export profile turns out to be important to determine the growth rate. The results obtained from the estimates do not corroborate the literature arguments called Curse of Natural Resources for the period analyzed, since export natural resources, especially oil and minerals, were relevant to explain the performance of the growth rate of economies.

Utilização da transformada de wavelet para detecção de variações anormais de tensão em sistemas elétricos com geração distribuída

The increasing demand in electricity and decrease forecast, increasingly, of fossil fuel reserves, as well as increasing environmental concern in the use of these have generated a concern about the quality of electricity generation, making it well welcome new investments in generation through alternative, clean and renewable sources. Distributed generation is one of the main solutions for the independent and selfsufficient generating systems, such as the sugarcane industry. This sector has grown considerably, contributing expressively in the production of electricity to the distribution networks. Faced with this situation, one of the main objectives of this study is to propose the implementation of an algorithm to detect islanding disturbances in the electrical system, characterized by situations of under- or overvoltage. The algorithm should also commonly quantize the time that the system was operating in these conditions, to check the possible consequences that will be caused in the electric power system. In order to achieve this it used the technique of wavelet multiresolution analysis (AMR) for detecting the generated disorders. The data obtained can be processed so as to be used for a possible predictive maintenance in the protection equipment of electrical network, since they are prone to damage on prolonged operation under abnormal conditions of frequency and voltage.

ADVANCED ISLANDING DETECTION METHODS FOR SINGLE PHASE GRID CONNECTED PV INVERTERS

Due to the growing concerns associated with fossil fuels, emphasis has been placed on clean and sustainable energy generation. This has resulted in the increase in Photovoltaics (PV) units being integrated into the utility system. The integration of PV units has raised some concerns for utility power systems, including the consequences of failing to detect islanding. Numerous methods for islanding detection have been introduced in literature. They can be categorized into local methods and remote methods. The local methods are categorically divided into passive and active methods. Active methods generally have smaller Non-Detection Zone (NDZ) but the injecting disturbances will slightly degrade the power quality and reliability of the power system. Slip Mode Frequency Shift Islanding Detection Method (SMS IDM) is an active method that uses positive feedback for islanding detection. In this method, the phase angle of the converter is controlled to have a sinusoidal function of the deviation of the Point of Common Coupling (PCC) voltage frequency from the nominal grid frequency. This method has a non-detection zone which means it fails to detect islanding for specific local load conditions. If the SMS IDM employs a different function other than the sinusoidal function for drifting the phase angle of the inverter, its non-detection zone could be smaller. In addition, Advanced Slip Mode Frequency Shift Islanding Detection Method (Advanced SMS IDM), which has been introduced in this thesis, eliminates the non-detection zone of the SMS IDM. In this method the parameters of SMS IDM change based on the local load impedance value. Moreover, the stability of the system is investigated by developing the dynamical equations of the system for two operation modes; grid connected and islanded mode. It is mathematically proven that for some loading conditions the nominal frequency is an unstable point and the operation frequency slides to another stable point, while for other loading conditions the nominal frequency is the only stable point of the system upon islanding occurring. Simulation and experimental results show the accuracy of the proposed methods in detection of islanding and verify the validity of the mathematical analysis.

Wind Resource Mapping Using Landscape Roughness and Spatial Interpolation Methods

Energy saving, reduction of greenhouse gasses and increased use of renewables are key policies to achieve the European 2020 targets. In particular, distributed renewable energy sources, integrated with spatial planning, require novel methods to optimise supply and demand. In contrast with large scale wind turbines, small and medium wind turbines (SMWTs) have a less extensive impact on the use of space and the power system, nevertheless, a significant spatial footprint is still present and the need for good spatial planning is a necessity. To optimise the location of SMWTs, detailed knowledge of the spatial distribution of the average wind speed is essential, hence, in this article, wind measurements and roughness maps were used to create a reliable annual mean wind speed map of Flanders at 10 m above the Earth’s surface. Via roughness transformation, the surface wind speed measurements were converted into meso- and macroscale wind data. The data were further processed by using seven different spatial interpolation methods in order to develop regional wind resource maps. Based on statistical analysis, it was found that the transformation into mesoscale wind, in combination with Simple Kriging, was the most adequate method to create reliable maps for decision-making on optimal production sites for SMWTs in Flanders (Belgium).