Constructing a Structural Macroeconomic Model Using Multiple Techniques

This project constructs a structural model of the United States Economy. This task is tackled in two separate ways: first econometric methods and then using a neural network, both with a structure that mimics the structure of the U.S. economy. The structural model tracks the performance of U.S. GDP rather well in a dynamic simulation, with an average error of just over 1 percent. The neural network performed well, but suffered from some theoretical, as well as some implementation issues.

Hydropower Energy Simulation Using Mike 11 Model; A Case Study In South Germany's Small Run-Of-River Hydropower Plants

Renewable energy production is a basic supplement to stabilize rapidly increasing global energy demand and skyrocketing energy price as well as to balance the fluctuation of supply from non-renewable energy sources at electrical grid hubs. The European energy traders, government and private company energy providers and other stakeholders have been, since recently, a major beneficiary, customer and clients of Hydropower simulation solutions. The relationship between rainfall-runoff model outputs and energy productions of hydropower plants has not been clearly studied. In this research, association of rainfall, catchment characteristics, river network and runoff with energy production of a particular hydropower station is examined. The essence of this study is to justify the correspondence between runoff extracted from calibrated catchment and energy production of hydropower plant located at a catchment outlet; to employ a unique technique to convert runoff to energy based on statistical and graphical trend analysis of the two, and to provide environment for energy forecast. For rainfall-runoff model setup and calibration, MIKE 11 NAM model is applied, meanwhile MIKE 11 SO model is used to track, adopt and set a control strategy at hydropower location for runoff-energy correlation. The model is tested at two selected micro run-of-river hydropower plants located in South Germany. Two consecutive calibration is compromised to test the model; one for rainfall-runoff model and other for energy simulation. Calibration results and supporting verification plots of two case studies indicated that simulated discharge and energy production is comparable with the measured discharge and energy production respectively.

Real-Time Control Of Floods Along The Demer River, Belgium, By Means Of MPC In Combination With GA And A Fast Conceptual River Model

Climate model projections show that climate change will further increase the risk of flooding in many regions of the world. There is a need for climate adaptation, but building new infrastructure or additional retention basins has its limits, especially in densely populated areas where open spaces are limited. Another solution is the more efficient use of the existing infrastructure. This research investigates a method for real-time flood control by means of existing gated weirs and retention basins. The method was tested for the specific study area of the Demer basin in Belgium but is generally applicable. Today, retention basins along the Demer River are controlled by means of adjustable gated weirs based on fixed logic rules. However, because of the high complexity of the system, only suboptimal results are achieved by these rules. By making use of precipitation forecasts and combined hydrological-hydraulic river models, the state of the river network can be predicted. To fasten the calculation speed, a conceptual river model was used. The conceptual model was combined with a Model Predictive Control (MPC) algorithm and a Genetic Algorithm (GA). The MPC algorithm predicts the state of the river network depending on the positions of the adjustable weirs in the basin. The GA generates these positions in a semi-random way. Cost functions, based on water levels, were introduced to evaluate the efficiency of each generation, based on flood damage minimization. In the final phase of this research the influence of the most important MPC and GA parameters was investigated by means of a sensitivity study. The results show that the MPC-GA algorithm manages to reduce the total flood volume during the historical event of September 1998 by 46% in comparison with the current regulation. Based on the MPC-GA results, some recommendations could be formulated to improve the logic rules.

Contagion in financial networks: a network theory and agent-based approaches to modeling the spread of risk in financial systems

Esta dissertação estuda a propagação de crises sobre o sistema financeiro. Mais especi- ficamente, busca-se desenvolver modelos que permitam simular como um determinado choque econômico atinge determinados agentes do sistema financeiro e apartir dele se propagam, transformando-se em um problema sistêmico. A dissertação é dividida em dois capítulos,além da introdução. O primeiro capítulo desenvolve um modelo de propa- gação de crises em fundos de investimento baseado em ciência das redes.Combinando dois modelos de propagação em redes financeiras, um simulando a propagação de perdas em redes bipartites de ativos e agentes financeiros e o outro simulando a propagação de perdas em uma rede de investimentos diretos em quotas de outros agentes, desenvolve-se um algoritmo para simular a propagação de perdas através de ambos os mecanismos e utiliza-se este algoritmo para simular uma crise no mercado brasileiro de fundos de investimento. No capítulo 2,desenvolve-se um modelo de simulação baseado em agentes, com agentes financeiros, para simular propagação de um choque que afeta o mercado de operações compromissadas.Criamos também um mercado artificial composto por bancos, hedge funds e fundos de curto prazo e simulamos a propagação de um choque de liquidez sobre um ativo de risco securitizando utilizado para colateralizar operações compromissadas dos bancos.

Electrophysiological effects of guanosine and MK-801 in a quinolinic acid-induced seizure model

TORRES, F ; FILHO, M.S. ; ANTUNES, C. ; KALININE, E. ; ANTONIOLLI, E. ; PORTELA, Luis Valmor ; SOUZA, Diogo Onofre ; TORT, A. B. L. . Electrophysiological effects of guanosine and MK-801 in a quinolinic acid-induced seizure model. Experimental Neurology , v. 221, p. 296-306, 2010

Comparison of logistic and neural network models to fit to the egg production curve of White Leghorn hens

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Effect of Vitrification of Feline Ovarian Cortex on Follicular and Oocyte Quality and Competence

Cryopreservation of ovarian cortex has important implications in the preservation of fertility and biodiversity in animal species. Slow freezing of cat ovarian tissue resulted in the preservation of follicular morphology and in the follicular development after xenografting. Vitrification has been recently applied to ovarian tissues of different species, but no information is available on the effect of this method on feline ovarian cortex. Moreover, meiotic competence of fully grown oocytes isolated from cryopreserved tissue has not been reported. The aim of this study was to evaluate the effect of vitrification of feline ovarian cortex on follicular morphology and oocyte integrity, as well as meiotic competence. A total of 352 fragments (1.52 mm3) were obtained from ovarian cortical tissues: 176 were vitrified and 176 were used fresh as control. Histological evaluation of fresh and vitrified fragments showed intact follicles after cryopreservation procedures with no statistically significant destructive effect from primordial to antral follicles. After IVM, oocytes collected from vitrified ovarian fragment showed a higher proportion of gametes arrested at germinal vesicle (GV) stage compared to those isolated from fresh control tissue (33.8% vs 2.9%; p < 0.001). However, oocytes isolated from vitrified tissues were able to resume meiosis, albeit at lower rate than those collected from fresh tissues (39.8% vs 85.9%; p < 0.00001). Vitrification induced changes in the organization of cytoskeletal elements (actin microfilaments and microtubules) of oocytes, but significantly only for actin network (p < 0.001). Finally, chromatin configuration within the GV was not affected by the cryopreservation procedure. Our study demonstrated that vitrification preserves the integrity of ovarian follicles and that oocytes retrieved from cryopreserved tissue maintain the capability of resuming meiosis. To our knowledge, this has not previously been reported in the cat.

Integration of a regional GPS network within ITRF using precise point positioning

GPS precise point positioning (PPP) can provide high precision 3-D coordinates. Combined pseudorange and carrier phase observables, precise ephemeris and satellite clock corrections, together with data from dual frequency receivers, are the key factors for providing such levels of precision (few centimeters). In general, results obtained from PPP are referenced to an arbitrary reference frame, realized from a previous free network adjustment, in which satellite state vectors, station coordinates and other biases are estimated together. In order to obtain consistent results, the coordinates have to be transformed to the relevant reference frame and the appropriate daily transformation parameters must be available. Furthermore, the coordinates have to be mapped to a chosen reference epoch. If a velocity field is not available, an appropriated model, such as NNR-NUVEL-IA, has to be used. The quality of the results provided by this approach was evaluated using data from the Brazilian Network for Continuous Monitoring of the Global Positioning System (RBMC), which was processed using GIPSY-OASIS 11 software. The results obtained were compared to SIRGAS 1995.4 and ITRF2000, and reached precision better than 2cm. A description of the fundamentals of the PPP approach and its application in the integration of regional GPS networks with ITRF is the main purpose of this paper.

Atmospheric Models Applied to DGPS and RTK Network in Brazil: Preliminary Results

Several positioning techniques have been developed to explore the GPS capability to provide precise coordinates in real time. However, a significant problem to all techniques is the ionosphere effect and the troposphere refraction. Recent researches in Brazil, at São Paulo State University (UNESP), have been trying to tackle these problems. In relation to the ionosphere effects it has been developed a model named Mod_Ion. Concerning tropospheric refraction, a model of Numerical Weather Prediction(NWP) has been used to compute the zenithal tropospheric delay (ZTD). These two models have been integrated with two positioning methods: DGPS (Differential GPS) and network RTK (Real Time Kinematic). These two positioning techniques are being investigated at São Paulo State University (UNESP), Brazil. The in-house DGPS software was already finalized and has provided very good results. The network RTK software is still under development. Therefore, only preliminary results from this method using the VRS (Virtual Reference Station) concept are presented.

Improving the GNSS positioning stochastic model in the presence of ionospheric scintillation

Ionospheric scintillations are caused by time-varying electron density irregularities in the ionosphere, occurring more often at equatorial and high latitudes. This paper focuses exclusively on experiments undertaken in Europe, at geographic latitudes between similar to 50 degrees N and similar to 80 degrees N, where a network of GPS receivers capable of monitoring Total Electron Content and ionospheric scintillation parameters was deployed. The widely used ionospheric scintillation indices S4 and sigma(phi) represent a practical measure of the intensity of amplitude and phase scintillation affecting GNSS receivers. However, they do not provide sufficient information regarding the actual tracking errors that degrade GNSS receiver performance. Suitable receiver tracking models, sensitive to ionospheric scintillation, allow the computation of the variance of the output error of the receiver PLL (Phase Locked Loop) and DLL (Delay Locked Loop), which expresses the quality of the range measurements used by the receiver to calculate user position. The ability of such models of incorporating phase and amplitude scintillation effects into the variance of these tracking errors underpins our proposed method of applying relative weights to measurements from different satellites. That gives the least squares stochastic model used for position computation a more realistic representation, vis-a-vis the otherwise 'equal weights' model. For pseudorange processing, relative weights were computed, so that a 'scintillation-mitigated' solution could be performed and compared to the (non-mitigated) 'equal weights' solution. An improvement between 17 and 38% in height accuracy was achieved when an epoch by epoch differential solution was computed over baselines ranging from 1 to 750 km. The method was then compared with alternative approaches that can be used to improve the least squares stochastic model such as weighting according to satellite elevation angle and by the inverse of the square of the standard deviation of the code/carrier divergence (sigma CCDiv). The influence of multipath effects on the proposed mitigation approach is also discussed. With the use of high rate scintillation data in addition to the scintillation indices a carrier phase based mitigated solution was also implemented and compared with the conventional solution. During a period of occurrence of high phase scintillation it was observed that problems related to ambiguity resolution can be reduced by the use of the proposed mitigated solution.

Nested liana-tree network in three distinct neotropical vegetation formations

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

A novel neural model to electrical load forecasting in transformers

The paper describes a novel neural model to electrical load forecasting in transformers. The network acts as identifier of structural features to forecast process. So that output parameters can be estimated and generalized from an input parameter set. The model was trained and assessed through load data extracted from a Brazilian Electric Utility taking into account time, current, tension, active power in the three phases of the system. The results obtained in the simulations show that the developed technique can be used as an alternative tool to become more appropriate for planning of electric power systems.

A neural network approach for robust nonlinear parameter estimation in presence of unknown-but-bounded errors

Systems based on artificial neural networks have high computational rates due to the use of a massive number of simple processing elements and the high degree of connectivity between these elements. This paper presents a novel approach to solve robust parameter estimation problem for nonlinear model with unknown-but-bounded errors and uncertainties. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the network convergence to the equilibrium points. A solution for the robust estimation problem with unknown-but-bounded error corresponds to an equilibrium point of the network. Simulation results are presented as an illustration of the proposed approach. Copyright (C) 2000 IFAC.

Stability and convergence analysis of a neural model applied in nonlinear systems optimization

A neural model for solving nonlinear optimization problems is presented in this paper. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the convergence of the network to the equilibrium points that represent an optimal feasible solution. The network is shown to be completely stable and globally convergent to the solutions of nonlinear optimization problems. A study of the modified Hopfield model is also developed to analyze its stability and convergence. Simulation results are presented to validate the developed methodology.