Some misspecfication problems in long-memory time series models

Doctor of Philosophy in Mathematics

Real-time load-side control of electric power systems

Two trends are emerging from modern electric power systems: the growth of renewable (e.g., solar and wind) generation, and the integration of information technologies and advanced power electronics. The former introduces large, rapid, and random fluctuations in power supply, demand, frequency, and voltage, which become a major challenge for real-time operation of power systems. The latter creates a tremendous number of controllable intelligent endpoints such as smart buildings and appliances, electric vehicles, energy storage devices, and power electronic devices that can sense, compute, communicate, and actuate. Most of these endpoints are distributed on the load side of power systems, in contrast to traditional control resources such as centralized bulk generators. This thesis focuses on controlling power systems in real time, using these load side resources. Specifically, it studies two problems.

(1) Distributed load-side frequency control: We establish a mathematical framework to design distributed frequency control algorithms for flexible electric loads. In this framework, we formulate a category of optimization problems, called optimal load control (OLC), to incorporate the goals of frequency control, such as balancing power supply and demand, restoring frequency to its nominal value, restoring inter-area power flows, etc., in a way that minimizes total disutility for the loads to participate in frequency control by deviating from their nominal power usage. By exploiting distributed algorithms to solve OLC and analyzing convergence of these algorithms, we design distributed load-side controllers and prove stability of closed-loop power systems governed by these controllers. This general framework is adapted and applied to different types of power systems described by different models, or to achieve different levels of control goals under different operation scenarios. We first consider a dynamically coherent power system which can be equivalently modeled with a single synchronous machine. We then extend our framework to a multi-machine power network, where we consider primary and secondary frequency controls, linear and nonlinear power flow models, and the interactions between generator dynamics and load control.

(2) Two-timescale voltage control: The voltage of a power distribution system must be maintained closely around its nominal value in real time, even in the presence of highly volatile power supply or demand. For this purpose, we jointly control two types of reactive power sources: a capacitor operating at a slow timescale, and a power electronic device, such as a smart inverter or a D-STATCOM, operating at a fast timescale. Their control actions are solved from optimal power flow problems at two timescales. Specifically, the slow-timescale problem is a chance-constrained optimization, which minimizes power loss and regulates the voltage at the current time instant while limiting the probability of future voltage violations due to stochastic changes in power supply or demand. This control framework forms the basis of an optimal sizing problem, which determines the installation capacities of the control devices by minimizing the sum of power loss and capital cost. We develop computationally efficient heuristics to solve the optimal sizing problem and implement real-time control. Numerical experiments show that the proposed sizing and control schemes significantly improve the reliability of voltage control with a moderate increase in cost.

Development of a continuous process for α-thio-β-chloroacrylamide synthesis with enhanced control of a cascade transformation

A continuous process strategy has been developed for the preparation of α-thio-β chloroacrylamides, a class of highly versatile synthetic intermediates. Flow platforms to generate the α-chloroamide and α-thioamide precursors were successfully adopted, progressing from the previously employed batch chemistry, and in both instances afford a readily scalable methodology. The implementation of the key α-thio-β-chloroacrylamide casade as a continuous flow reaction on a multi-gram scale is described, while the tuneable nature of the cascade, facilitated by continuous processing, is highlighted by selective generation of established intermediates and byproducts.

LQG control policy design against agent identity privacy problem

This thesis project studies the agent identity privacy problem in the scalar linear quadratic Gaussian (LQG) control system. For the agent identity privacy problem in the LQG control, privacy models and privacy measures have to be established first. It depends on a trajectory of correlated data rather than a single observation. I propose here privacy models and the corresponding privacy measures by taking into account the two characteristics. The agent identity is a binary hypothesis: Agent A or Agent B. An eavesdropper is assumed to make a hypothesis testing on the agent identity based on the intercepted environment state sequence. The privacy risk is measured by the Kullback-Leibler divergence between the probability distributions of state sequences under two hypotheses. By taking into account both the accumulative control reward and privacy risk, an optimization problem of the policy of Agent B is formulated. The optimal deterministic privacy-preserving LQG policy of Agent B is a linear mapping. A sufficient condition is given to guarantee that the optimal deterministic privacy-preserving policy is time-invariant in the asymptotic regime. An independent Gaussian random variable cannot improve the performance of Agent B. The numerical experiments justify the theoretic results and illustrate the reward-privacy trade-off. Based on the privacy model and the LQG control model, I have formulated the mathematical problems for the agent identity privacy problem in LQG. The formulated problems address the two design objectives: to maximize the control reward and to minimize the privacy risk. I have conducted theoretic analysis on the LQG control policy in the agent identity privacy problem and the trade-off between the control reward and the privacy risk.Finally, the theoretic results are justified by numerical experiments. From the numerical results, I expected to have some interesting observations and insights, which are explained in the last chapter.

Chitosan/tripolyphosphate Nanoparticles Loaded With Paraquat Herbicide: An Environmentally Safer Alternative For Weed Control.

Paraquat is a fast acting nonselective contact herbicide that is extensively used worldwide. However, the aqueous solubility and soil sorption of this compound can cause problems of toxicity in nontarget organisms. This work investigates the preparation and characterization of nanoparticles composed of chitosan and sodium tripolyphosphate (TPP) to produce an efficient herbicidal formulation that was less toxic and could be used for safer control of weeds in agriculture. The toxicities of the formulations were evaluated using cell culture viability assays and the Allium cepa chromosome aberration test. The herbicidal activity was investigated in cultivations of maize (Zea mays) and mustard (Brassica sp.), and soil sorption of the nanoencapsulated herbicide was measured. The efficiency association of paraquat with the nanoparticles was 62.6 ± 0.7%. Encapsulation of the herbicide resulted in changes in its diffusion and release as well as its sorption by soil. Cytotoxicity and genotoxicity assays showed that the nanoencapsulated herbicide was less toxic than the pure compound, indicating its potential to control weeds while at the same time reducing environmental impacts. Measurements of herbicidal activity showed that the effectiveness of paraquat was preserved after encapsulation. It was concluded that the encapsulation of paraquat in nanoparticles can provide a useful means of reducing adverse impacts on human health and the environment, and that the formulation therefore has potential for use in agriculture.

Indicadores dermatoglificos de aptidão fisica e efeito dos treinamentos intervalado versus continuo na pratica da corrida em piscina funda : intervenção com mulheres obesas

Universidade Estadual de Campinas . Faculdade de Educação Física

Reaction time assessment in children with ADHD

Attention deficit, impulsivity and hyperactivity are the cardinal features of attention deficit hyperactivity disorder (ADHD) but executive function (EF) disorders, as problems with inhibitory control, working memory and reaction time, besides others EFs, may underlie many of the disturbs associated with the disorder. OBJECTIVE: To examine the reaction time in a computerized test in children with ADHD and normal controls. METHOD: Twenty-three boys (aged 9 to 12) with ADHD diagnosis according to Diagnostic and Statistical Manual of Mental Disorders, Fourth Edition, 2000 (DSM-IV) criteria clinical, without comorbidities, Intelligence Quotient (IQ) >89, never treated with stimulant and fifteen normal controls, age matched were investigated during performance on a voluntary attention psychophysical test. RESULTS: Children with ADHD showed reaction time higher than normal controls. CONCLUSION: A slower reaction time occurred in our patients with ADHD. This findings may be related to problems with the attentional system, that could not maintain an adequate capacity of perceptual input processes and/or in motor output processes, to respond consistently during continuous or repetitive activity.

Stability and ergodicity of piecewise deterministic Markov processes

The main goal of this paper is to establish some equivalence results on stability, recurrence, and ergodicity between a piecewise deterministic Markov process ( PDMP) {X( t)} and an embedded discrete-time Markov chain {Theta(n)} generated by a Markov kernel G that can be explicitly characterized in terms of the three local characteristics of the PDMP, leading to tractable criterion results. First we establish some important results characterizing {Theta(n)} as a sampling of the PDMP {X( t)} and deriving a connection between the probability of the first return time to a set for the discrete-time Markov chains generated by G and the resolvent kernel R of the PDMP. From these results we obtain equivalence results regarding irreducibility, existence of sigma-finite invariant measures, and ( positive) recurrence and ( positive) Harris recurrence between {X( t)} and {Theta(n)}, generalizing the results of [ F. Dufour and O. L. V. Costa, SIAM J. Control Optim., 37 ( 1999), pp. 1483-1502] in several directions. Sufficient conditions in terms of a modified Foster-Lyapunov criterion are also presented to ensure positive Harris recurrence and ergodicity of the PDMP. We illustrate the use of these conditions by showing the ergodicity of a capacity expansion model.

Synchronization of Discrete-Time Chaotic Systems in Bandlimited Channels

Over the last couple of decades, many methods for synchronizing chaotic systems have been proposed with communications applications in view. Yet their performance has proved disappointing in face of the nonideal character of usual channels linking transmitter and receiver, that is, due to both noise and signal propagation distortion. Here we consider a discrete-time master-slave system that synchronizes despite channel bandwidth limitations and an allied communication system. Synchronization is achieved introducing a digital filter that limits the spectral content of the feedback loop responsible for producing the transmitted signal. Copyright (C) 2009 Marcio Eisencraft et al.

Unexpected Diversity of Cellular Immune Responses against Nef and Vif in HIV-1-Infected Patients Who Spontaneously Control Viral Replication

Background: HIV-1-infected individuals who spontaneously control viral replication represent an example of successful containment of the AIDS virus. Understanding the anti-viral immune responses in these individuals may help in vaccine design. However, immune responses against HIV-1 are normally analyzed using HIV-1 consensus B 15-mers that overlap by 11 amino acids. Unfortunately, this method may underestimate the real breadth of the cellular immune responses against the autologous sequence of the infecting virus. Methodology and Principal Findings: Here we compared cellular immune responses against nef and vif-encoded consensus B 15-mer peptides to responses against HLA class I-predicted minimal optimal epitopes from consensus B and autologous sequences in six patients who have controlled HIV-1 replication. Interestingly, our analysis revealed that three of our patients had broader cellular immune responses against HLA class I-predicted minimal optimal epitopes from either autologous viruses or from the HIV-1 consensus B sequence, when compared to responses against the 15-mer HIV-1 type B consensus peptides. Conclusion and Significance: This suggests that the cellular immune responses against HIV-1 in controller patients may be broader than we had previously anticipated.

Balance control in hemiparetic stroke patients: Main tools for evaluation

Balance problems in hemiparetic patients after stroke can be caused by different impairments in the physiological systems involved in Postural control, including sensory afferents, movement strategies, biomechanical constraints, cognitive processing, and perception of verticality. Balance impairments and disabilities must be appropriately addressed. This article reviews the most common balance abnormalities in hemiparetic patients with stroke and the main tools used to diagnose them.

Cost effectiveness of OptiMal (R) rapid diagnostic test for malaria in remote areas of the Amazon Region, Brazil

Background: In areas with limited structure in place for microscopy diagnosis, rapid diagnostic tests (RDT) have been demonstrated to be effective. Method: The cost-effectiveness of the Optimal (R) and thick smear microscopy was estimated and compared. Data were collected on remote areas of 12 municipalities in the Brazilian Amazon. Data sources included the National Malaria Control Programme of the Ministry of Health, the National Healthcare System reimbursement table, hospitalization records, primary data collected from the municipalities, and scientific literature. The perspective was that of the Brazilian public health system, the analytical horizon was from the start of fever until the diagnostic results provided to patient and the temporal reference was that of year 2006. The results were expressed in costs per adequately diagnosed cases in 2006 U. S. dollars. Sensitivity analysis was performed considering key model parameters. Results: In the case base scenario, considering 92% and 95% sensitivity for thick smear microscopy to Plasmodium falciparum and Plasmodium vivax, respectively, and 100% specificity for both species, thick smear microscopy is more costly and more effective, with an incremental cost estimated at US$ 549.9 per adequately diagnosed case. In sensitivity analysis, when sensitivity and specificity of microscopy for P. vivax were 0.90 and 0.98, respectively, and when its sensitivity for P. falciparum was 0.83, the RDT was more cost-effective than microscopy. Conclusion: Microscopy is more cost-effective than OptiMal (R) in these remote areas if high accuracy of microscopy is maintained in the field. Decision regarding use of rapid tests for diagnosis of malaria in these areas depends on current microscopy accuracy in the field.

Bayesian online algorithms for learning in discrete Hidden Markov Models

We propose and analyze two different Bayesian online algorithms for learning in discrete Hidden Markov Models and compare their performance with the already known Baldi-Chauvin Algorithm. Using the Kullback-Leibler divergence as a measure of generalization we draw learning curves in simplified situations for these algorithms and compare their performances.

Social interaction as a heuristic for combinatorial optimization problems

We investigate the performance of a variant of Axelrod's model for dissemination of culture-the Adaptive Culture Heuristic (ACH)-on solving an NP-Complete optimization problem, namely, the classification of binary input patterns of size F by a Boolean Binary Perceptron. In this heuristic, N agents, characterized by binary strings of length F which represent possible solutions to the optimization problem, are fixed at the sites of a square lattice and interact with their nearest neighbors only. The interactions are such that the agents' strings (or cultures) become more similar to the low-cost strings of their neighbors resulting in the dissemination of these strings across the lattice. Eventually the dynamics freezes into a homogeneous absorbing configuration in which all agents exhibit identical solutions to the optimization problem. We find through extensive simulations that the probability of finding the optimal solution is a function of the reduced variable F/N(1/4) so that the number of agents must increase with the fourth power of the problem size, N proportional to F(4), to guarantee a fixed probability of success. In this case, we find that the relaxation time to reach an absorbing configuration scales with F(6) which can be interpreted as the overall computational cost of the ACH to find an optimal set of weights for a Boolean binary perceptron, given a fixed probability of success.

Exceptional times for the dynamical discrete web

The dynamical discrete web (DyDW), introduced in the recent work of Howitt and Warren, is a system of coalescing simple symmetric one-dimensional random walks which evolve in an extra continuous dynamical time parameter tau. The evolution is by independent updating of the underlying Bernoulli variables indexed by discrete space-time that define the discrete web at any fixed tau. In this paper, we study the existence of exceptional (random) values of tau where the paths of the web do not behave like usual random walks and the Hausdorff dimension of the set of such exceptional tau. Our results are motivated by those about exceptional times for dynamical percolation in high dimension by Haggstrom, Peres and Steif, and in dimension two by Schramm and Steif. The exceptional behavior of the walks in the DyDW is rather different from the situation for the dynamical random walks of Benjamini, Haggstrom, Peres and Steif. For example, we prove that the walk from the origin S(0)(tau) violates the law of the iterated logarithm (LIL) on a set of tau of Hausdorff dimension one. We also discuss how these and other results should extend to the dynamical Brownian web, the natural scaling limit of the DyDW. (C) 2009 Elsevier B.V. All rights reserved.