A long-term swarm intelligence hedging tool applied to electricity markets

This paper proposes a swarm intelligence long-term hedging tool to support electricity producers in competitive electricity markets. This tool investigates the long-term hedging opportunities available to electric power producers through the use of contracts with physical (spot and forward) and financial (options) settlement. To find the optimal portfolio the producer risk preference is stated by a utility function (U) expressing the trade-off between the expectation and the variance of the return. Variance estimation and the expected return are based on a forecasted scenario interval determined by a long-term price range forecast model, developed by the authors, whose explanation is outside the scope of this paper. The proposed tool makes use of Particle Swarm Optimization (PSO) and its performance has been evaluated by comparing it with a Genetic Algorithm (GA) based approach. To validate the risk management tool a case study, using real price historical data for mainland Spanish market, is presented to demonstrate the effectiveness of the proposed methodology.

Towards the wide implementation of standards IEC 61968/70 (CIM) and IEC 61850 in the distribution system (CIGRÉ C6-105_2010)

Currently, power systems (PS) already accommodate a substantial penetration of distributed generation (DG) and operate in competitive environments. In the future, as the result of the liberalisation and political regulations, PS will have to deal with large-scale integration of DG and other distributed energy resources (DER), such as storage and provide market agents to ensure a flexible and secure operation. This cannot be done with the traditional PS operational tools used today like the quite restricted information systems Supervisory Control and Data Acquisition (SCADA) [1]. The trend to use the local generation in the active operation of the power system requires new solutions for data management system. The relevant standards have been developed separately in the last few years so there is a need to unify them in order to receive a common and interoperable solution. For the distribution operation the CIM models described in the IEC 61968/70 are especially relevant. In Europe dispersed and renewable energy resources (D&RER) are mostly operated without remote control mechanisms and feed the maximal amount of available power into the grid. To improve the network operation performance the idea of virtual power plants (VPP) will become a reality. In the future power generation of D&RER will be scheduled with a high accuracy. In order to realize VPP decentralized energy management, communication facilities are needed that have standardized interfaces and protocols. IEC 61850 is suitable to serve as a general standard for all communication tasks in power systems [2]. The paper deals with international activities and experiences in the implementation of a new data management and communication concept in the distribution system. The difficulties in the coordination of the inconsistent developed in parallel communication and data management standards - are first addressed in the paper. The upcoming unification work taking into account the growing role of D&RER in the PS is shown. It is possible to overcome the lag in current practical experiences using new tools for creating and maintenance the CIM data and simulation of the IEC 61850 protocol – the prototype of which is presented in the paper –. The origin and the accuracy of the data requirements depend on the data use (e.g. operation or planning) so some remarks concerning the definition of the digital interface incorporated in the merging unit idea from the power utility point of view are presented in the paper too. To summarize some required future work has been identified.

A long-term risk management tool for electricity markets using swarm intelligence

This paper addresses the optimal involvement in derivatives electricity markets of a power producer to hedge against the pool price volatility. To achieve this aim, a swarm intelligence meta-heuristic optimization technique for long-term risk management tool is proposed. This tool investigates the long-term opportunities for risk hedging available for electric power producers through the use of contracts with physical (spot and forward contracts) and financial (options contracts) settlement. The producer risk preference is formulated as a utility function (U) expressing the trade-off between the expectation and the variance of the return. Variance of return and the expectation are based on a forecasted scenario interval determined by a long-term price range forecasting model. This model also makes use of particle swarm optimization (PSO) to find the best parameters allow to achieve better forecasting results. On the other hand, the price estimation depends on load forecasting. This work also presents a regressive long-term load forecast model that make use of PSO to find the best parameters as well as in price estimation. The PSO technique performance has been evaluated by comparison with a Genetic Algorithm (GA) based approach. A case study is presented and the results are discussed taking into account the real price and load historical data from mainland Spanish electricity market demonstrating the effectiveness of the methodology handling this type of problems. Finally, conclusions are dully drawn.

A educação de adultos: um novo desafio organizacional na escola pública

Dissertação apresentada à Escola Superior de Educação de Lisboa para obtenção de grau de mestre em Ciências da Educação Especialização em Administração Escolar

Climacteric symptoms and quality of life: validity of women's health questionnaire

OBJECTIVE: To evaluate the reliability and validity of the Portuguese version of the Women's Health Questionnaire. METHODS: In order to evaluate the Women's Health Questionnaire (WHQ), an analytical cross-sectional study was carried out at the women's menopause outpatient clinic of a university hospital in São Paulo, Brazil. There were studied 87 women in perimenopause or menopause, defined as experiencing at least one year's absence of menstrual flow. The following variables were collected: demographic data, clinical variables (Kupperman index and correlate numeric scale) and quality of life indexes (SF-36 and utility). RESULTS: The WHQ proved to be a questionnaire easily translated into Portuguese and well-adjusted to Brazilian women. The internal consistency of the overall WHQ was excellent (Cronbach alpha =0.83; 95% CI: 0.71-0.91). Test-retest reliability was also excellent (intraclass correlation coefficient [ICC]=0.92; 95% IC: 0.86-0.96) and had good absolute agreement (0.84; 95% CI: 0.71-0.92). A satisfactory clinical validity was observed. The construct validity was corroborated by clear associations with others scales. A good index of responsiveness after the intervention was reached. CONCLUSIONS: The Portuguese version of the WHQ is of easy and fast administration and understanding. Its measuring properties were related, allowing its use in the evaluation of Brazilian climacteric women's quality of life for various purposes.

Evolução dos sistema de telegestão da Empresa Portuguesa das Águas Livres, S.A.

O sistema de telegestão é uma ferramenta que permite a gestão, em tempo real, de todo o sistema de abastecimento da Empresa Portuguesa das Águas Livres, S.A. (EPAL). Esta gestão pode ser conseguida desde a captação da água até à sua entrega ao cliente final, através dos meios de monitorização necessários às operações de comando que permitem controlar e manobrar à distância os acessórios do sistema (estações elevatórias, reservatórios, válvulas,…). A presente dissertação visa a divulgação e compilação de elementos fundamentais para a otimização das potencialidades que a telegestão oferece, abordando assim, dada a sua especificidade, um tema pouco divulgado mas de extrema importância a quem trabalha ou pretende trabalhar numa entidade gestora similar. Assim, a dissertação é constituída por seis capítulos que compreendem a caracterização do sistema de adução, transporte e distribuição da EPAL, a abordagem genérica das ferramentas de suporte à exploração do sistema, uma resenha histórica do sistema de telegestão na EPAL, bem como informações referentes ao atual sistema de telegestão, nomeadamente a sua arquitetura, principais funcionalidades, tais como o controlo de órgãos de manobra à distância e análise de parâmetros de qualidade em tempo real. Finalmente, apresentam-se algumas conclusões e recomendações para trabalhos futuros. Pretende-se assim que o presente documento contribua para uma aglutinação de informações relativas aos sistemas de telegestão para abastecimento de água, respetivas vantagens aliadas às suas funcionalidades, bem como a identificação de fragilidades do sistema que poderão ser aperfeiçoadas ou mesmo eliminadas.

Surgical proven location of the facial nerve in the vicinity of cerebellopontine angle tumours depicted pre-operatively by tractography

Purpose/Introduction: To determine the clinical utility of pre-operative diffusion tensor (DT) tractography of the facial nerve in the vicinity of cerebellopontine angle (CPA) tumours. The location of the facial nerve was established pre-operatively by tractography and compared with in-vivo electrode stimulation during microsurgery of vestibular schwannomas and rare CPA masses (meningiomas and arachnoid cysts).

Acrescentar valor à organização com a auditoria interna

Dissertação de Mestrado Apresentado ao Instituto de Contabilidade e Administração do Porto para a obtenção do grau de Mestre em Auditoria, sob orientação de Doutora Alcina Portugal Dias

Development and characterization of microsattelite Loci for the harvested limpets Patella Candei (D'orbigny, 1839) and Patella Aspera (Röding, 1798) using 454 sequencing

World Congress of Malacology, Ponta Delgada, July 22-28, 2013.

Modelização de distribuição de cetáceos: comparando conjuntos de dados e criando mapas realistas de distribuição

Jornadas "Ciência nos Açores - que futuro?", Biblioteca Pública e Arquivo Regional de Ponta Delgada, Largo do Colégio, Ponta Delgada, 7-8 de junho.

Optimal design for active damping in sandwich structures using the Direct MultiSearch method

This paper addresses the problem of optimal positioning of surface bonded piezoelectric patches in sandwich plates with viscoelastic core and laminated face layers. The objective is to maximize a set of modal loss factors for a given frequency range using multiobjective topology optimization. Active damping is introduced through co-located negative velocity feedback control. The multiobjective topology optimization problem is solved using the Direct MultiSearch Method. An application to a simply supported sandwich plate is presented with results for the maximization of the first six modal loss factors. The influence of the finite element mesh is analyzed and the results are, to some extent, compared with those obtained using alternative single objective optimization. (C) 2013 Elsevier Ltd. All rights reserved.

Análise da concepção de sistemas de sistemas com a notação SysML

Mestrado em Engenharia Informática

Demand response in future power systems management – a conceptual framework and simulation tool

Mestrado em Engenharia Electrotécnica – Sistemas Eléctricos de Energia

A new frontier in biodiversity inventory: a proposal for estimators of phylogenetic and functional diversity

Copyright © 2014 The Authors. Methods in Ecology and Evolution © 2014 British Ecological Society.

Envelhecimento e actividades na reforma: situação e satisfação com a vida dos reformados bancários: um estudo na ilha de São Miguel

Dissertação de Mestrado, Ciências Sociais, 20 de Maio de 2014, Universidade dos Açores.