Comercialização de energia em mercados em bolsa: simulador multi-agente e análise do impacto da geração variável nos preços diários

O processo de reestruturação do setor elétrico deu origem à criação de diferentes estruturas de mercado, tendo como objetivo o aumento da competitividade e eficiência. Atualmente, a comercialização de energia elétrica pode ser realizada com recurso a mercados em bolsa ou através da celebração de contratos bilaterais. Sendo o mercado em bolsa caraterizado por uma forte volatilidade de preços, e considerando a atribuição de incentivos para o crescimento da geração renovável não controlada, revela-se importante analisar o impacto de níveis elevados de energia eólica sobre os preços do mercado diário. Neste contexto, a presente dissertação tem como principais objetivos estudar e implementar os algoritmos de preço marginal único e preço marginal local, normalmente utilizados no mercado em bolsa, bem como dotar o simuladormultiagente MANREM com um módulo para simular os mercados diário e intradiário, e analisar o impacto de níveis elevados de energia eólica sobre os preços do mercado diário. O estudo detalhado de um caso prático e os resultados obtidos com recurso ao simuladormulti-agente permitiram replicar, em computador, o impacto esperado, sendo possível observar uma redução de preços e uma alteração dos compromissos de produção dos produtores convencionais. O estudo contemplou a simulação do mercado diário com recurso aos algoritmos de preço marginal único e preço marginal local, podendo constatar-se que a ferramenta multi-agente constitui um auxiliar importante à tomada de decisão nos mercados de eletricidade.

Segurança no nível físico em sistemas multi-antena com diretividade na informação

Os sistemas de comunicação sem fios são sistemas de difusão por natureza. Devido a essa sua natureza, um dos problemas inerentes à mesma deve-se à segurança e ao secretismo, pois se o canal é partilhado a informação facilmente é obtida por um utilizador não autorizado, ao contrário dos sistemas de comunicação com fios. Tradicionalmente, a introdução de segurança em sistemas de comunicação, resulta na encriptação da informação, resultante de protocolos de encriptação. No entanto, a segurança através da criptografia baseia-se na premissa de que o utilizador não autorizado tem uma capacidade de processamento limitada, pois senão poderia simplesmente tentar todas as combinações possíveis e obter a chave de encriptação. Como a capacidade de processamento tem crescido exponencialmente, este tipo de sistemas tem se tornado cada vez mais complexos para não se tornarem obsoletos. A introdução de segurança na camada física torna-se então uma opção apelativa pois pode servir como um complemento, visto que os sistemas de criptografia funcionam em camadas superiores independentes da camada fisica, apresentando assim uma abordagem multi-camada em termos de segurança. Tipicamente as técnicas de segurança no nível físico podem se agrupar em 2 tipos: técnicas que se baseiam em códigos, ou técnicas que exploram variações temporais e espaciais do canal. As primeiras diminuem a eficiência espectral do sistema, e as segundas apresentam bons resultados em ambientes dinâmicos, mas em ambientes estáticos não são muito promissores. Há também a necessidade de aumentar as taxas de transmissão nos próximos sistemas de comunicação. Devido a estes requisitos, uma das tecnologias propostas para a nova geração de comunicações, é uma tecnologia baseada numa arquitectura Multiple-Input-Multiple-Output(MIMO). Esta tecnologia é promissora e consegue atingir taxas de transferências que correspondem aos requisitos propostos. Apresenta-se assim uma nova técnica de segurança no nível físico, que explora as caracteristicas físicas do sistema, como um complemento a outras medidas de segurança em camadas mais altas. Esta técnica não provoca diminuição da eficiência espectral e é independente do canal, o que tenta solucionar os problemas das restantes técnicas já existentes.

Understanding multi-asset factor models: Factor exposure interpretation

Field lab: Business project

A type system for value-dependent information flow analysis

Information systems are widespread and used by anyone with computing devices as well as corporations and governments. It is often the case that security leaks are introduced during the development of an application. Reasons for these security bugs are multiple but among them one can easily identify that it is very hard to define and enforce relevant security policies in modern software. This is because modern applications often rely on container sharing and multi-tenancy where, for instance, data can be stored in the same physical space but is logically mapped into different security compartments or data structures. In turn, these security compartments, to which data is classified into in security policies, can also be dynamic and depend on runtime data. In this thesis we introduce and develop the novel notion of dependent information flow types, and focus on the problem of ensuring data confidentiality in data-centric software. Dependent information flow types fit within the standard framework of dependent type theory, but, unlike usual dependent types, crucially allow the security level of a type, rather than just the structural data type itself, to depend on runtime values. Our dependent function and dependent sum information flow types provide a direct, natural and elegant way to express and enforce fine grained security policies on programs. Namely programs that manipulate structured data types in which the security level of a structure field may depend on values dynamically stored in other fields The main contribution of this work is an efficient analysis that allows programmers to verify, during the development phase, whether programs have information leaks, that is, it verifies whether programs protect the confidentiality of the information they manipulate. As such, we also implemented a prototype typechecker that can be found at http://ctp.di.fct.unl.pt/DIFTprototype/.

Frequency-domain receiver design for doubly-selective channels

This work is devoted to the broadband wireless transmission techniques, which are serious candidates to be implemented in future broadband wireless and cellular systems, aiming at providing high and reliable data transmission and concomitantly high mobility. In order to cope with doubly-selective channels, receiver structures based on OFDM and SC-FDE block transmission techniques, are proposed, which allow cost-effective implementations, using FFT-based signal processing. The first subject to be addressed is the impact of the number of multipath components, and the diversity order, on the asymptotic performance of OFDM and SC-FDE, in uncoded and for different channel coding schemes. The obtained results show that the number of relevant separable multipath components is a key element that influences the performance of OFDM and SC-FDE schemes. Then, the improved estimation and detection performance of OFDM-based broadcasting systems, is introduced employing SFN (Single Frequency Network) operation. An initial coarse channel is obtained with resort to low-power training sequences estimation, and an iterative receiver with joint detection and channel estimation is presented. The achieved results have shown very good performance, close to that with perfect channel estimation. The next topic is related to SFN systems, devoting special attention to time-distortion effects inherent to these networks. Typically, the SFN broadcast wireless systems employ OFDM schemes to cope with severely time-dispersive channels. However, frequency errors, due to CFO, compromises the orthogonality between subcarriers. As an alternative approach, the possibility of using SC-FDE schemes (characterized by reduced envelope fluctuations and higher robustness to carrier frequency errors) is evaluated, and a technique, employing joint CFO estimation and compensation over the severe time-distortion effects, is proposed. Finally, broadband mobile wireless systems, in which the relative motion between the transmitter and receiver induces Doppler shift which is different or each propagation path, is considered, depending on the angle of incidence of that path in relation to the direction of travel. This represents a severe impairment in wireless digital communications systems, since that multipath propagation combined with the Doppler effects, lead to drastic and unpredictable fluctuations of the envelope of the received signal, severely affecting the detection performance. The channel variations due this effect are very difficult to estimate and compensate. In this work we propose a set of SC-FDE iterative receivers implementing efficient estimation and tracking techniques. The performance results show that the proposed receivers have very good performance, even in the presence of significant Doppler spread between the different groups of multipath components.

Fatigue life assessment of endodontic instruments subjected to multi planar curvature

This present study aimed to investigate the fatigue life of unused (new) endodontic instruments made of NiTi with control memory by Coltene™ and subjected to the multi curvature of a mandibular first molar root canal. Additionally, the instrument‟s structural behaviour was analysed through non-linear finite element analysis (FEA). The fatigue life of twelve Hyflex™ CM files was assessed while were forced to adopt a stance with multiple radius of curvature, similar to the ones usually found in a mandibular first molar root canal; nine of them were subjected to Pecking motion, a relative movement of axial type. To achieve this, it was designed an experimental setup with the aim of timing the instruments until fracture while worked inside a stainless steel mandibular first molar model with relative axial motion to simulate the pecking motion. Additionally, the model‟s root canal multi-curvature was confirmed by radiography. The non-linear finite element analysis was conducted using the computer aided design software package SolidWorks™ Simulation, in order to define the imposed displacement required by the FEA, it was necessary to model an endodontic instrument with simplified geometry using SolidWorks™ and subsequently analyse the geometry of the root canal CAD model. The experimental results shown that the instruments subjected to pecking motion displayed higher fatigue life values and higher lengths of fractured tips than those with only rotational relative movement. The finite element non-linear analyses shown, for identical conditions, maximum values for the first principal stress lower than the yield strength of the material and those were located in similar positions to the instrument‟s fracture location determined by the experimental testing results.

A multi-criteria decision support system for a routing problem in waste collection

Autor proof

Comparing standard and low-cost tools for gradient evaluation along potential cycling paths

Promoting the use of non-motorized modes of transport, such as cycling, is an important contribution to the improvement of mobility, accessibility and equity in cities. Cycling offers a fast and cheap transportation option for short distances, helping to lower pollutant emissions and contributing to a healthier way of life. In order to make the cycling mode more competitive in relation to motorized traffic, it is necessary to evaluate the potential of alternatives from the perspective of the physical effort. One way to do so consists of assessing the suitability of locations for implementing cycling infrastructures. In this work, four tools to determine the gradient along potential cycling paths are compared. Furthermore, an evaluation of the reliability of some low-cost tools to measure this parameter was conducted, by comparison with standard measurements using cartographic plans, on a field case study applied to the city of Braga, Portugal. These tools revealed a good level of accuracy for the planning stage, but proved to be less reliable for use in design.

An evolutionary multi-objective optimization system for earthworks

Earthworks involve the levelling or shaping of a target area through the moving or processing of the ground surface. Most construction projects require earthworks, which are heavily dependent on mechanical equipment (e.g., excavators, trucks and compactors). Often, earthworks are the most costly and time-consuming component of infrastructure constructions (e.g., road, railway and airports) and current pressure for higher productivity and safety highlights the need to optimize earthworks, which is a nontrivial task. Most previous attempts at tackling this problem focus on single-objective optimization of partial processes or aspects of earthworks, overlooking the advantages of a multi-objective and global optimization. This work describes a novel optimization system based on an evolutionary multi-objective approach, capable of globally optimizing several objectives simultaneously and dynamically. The proposed system views an earthwork construction as a production line, where the goal is to optimize resources under two crucial criteria (costs and duration) and focus the evolutionary search (non-dominated sorting genetic algorithm-II) on compaction allocation, using linear programming to distribute the remaining equipment (e.g., excavators). Several experiments were held using real-world data from a Portuguese construction site, showing that the proposed system is quite competitive when compared with current manual earthwork equipment allocation.

Comparison of single and multi-objective evolutionary algorithms for robust link-state routing

Traffic Engineering (TE) approaches are increasingly impor- tant in network management to allow an optimized configuration and resource allocation. In link-state routing, the task of setting appropriate weights to the links is both an important and a challenging optimization task. A number of different approaches has been put forward towards this aim, including the successful use of Evolutionary Algorithms (EAs). In this context, this work addresses the evaluation of three distinct EAs, a single and two multi-objective EAs, in two tasks related to weight setting optimization towards optimal intra-domain routing, knowing the network topology and aggregated traffic demands and seeking to mini- mize network congestion. In both tasks, the optimization considers sce- narios where there is a dynamic alteration in the state of the system, in the first considering changes in the traffic demand matrices and in the latter considering the possibility of link failures. The methods will, thus, need to simultaneously optimize for both conditions, the normal and the altered one, following a preventive TE approach towards robust configurations. Since this can be formulated as a bi-objective function, the use of multi-objective EAs, such as SPEA2 and NSGA-II, came nat- urally, being those compared to a single-objective EA. The results show a remarkable behavior of NSGA-II in all proposed tasks scaling well for harder instances, and thus presenting itself as the most promising option for TE in these scenarios.

Combining data mining and evolutionary computation for multi-criteria optimization of earthworks

Earthworks tasks aim at levelling the ground surface at a target construction area and precede any kind of structural construction (e.g., road and railway construction). It is comprised of sequential tasks, such as excavation, transportation, spreading and compaction, and it is strongly based on heavy mechanical equipment and repetitive processes. Under this context, it is essential to optimize the usage of all available resources under two key criteria: the costs and duration of earthwork projects. In this paper, we present an integrated system that uses two artificial intelligence based techniques: data mining and evolutionary multi-objective optimization. The former is used to build data-driven models capable of providing realistic estimates of resource productivity, while the latter is used to optimize resource allocation considering the two main earthwork objectives (duration and cost). Experiments held using real-world data, from a construction site, have shown that the proposed system is competitive when compared with current manual earthwork design.

Avaliação do desempenho de indicadores com base na metodologia ROC (Receiver Operating Characteristic)

Dissertação de mestrado em Bioinformática

Soil mineral N dynamics beneath mixtures of leaves from legume and fruit trees in Central Amazonian multi-strata agroforests

Long term applications of leguminous green mulch could increase mineralizable nitrogen (N) beneath cupuaçu trees produced on the infertile acidic Ultisols and Oxisols of the Amazon Basin. However, low quality standing cupuaçu litter could interfere with green mulch N release and soil N mineralization. This study compared mineral N, total N, and microbial biomass N beneath cupuaçu trees grown in two different agroforestry systems, north of Manaus, Brazil, following seven years of different green mulch application rates. To test for net interactions between green mulch and cupuaçu litter, dried gliricidia and inga leaves were mixed with senescent cupuaçu leaves, surface applied to an Oxisol soil, and incubated in a greenhouse for 162 days. Leaf decomposition, N release and soil N mineralization were periodically measured in the mixed species litter treatments and compared to single species applications. The effect of legume biomass and cupuaçu litter on soil mineral N was additive implying that recommendations for green mulch applications to cupuaçu trees can be based on N dynamics of individual green mulch species. Results demonstrated that residue quality, not quantity, was the dominant factor affecting the rate of N release from leaves and soil N mineralization in a controlled environment. In the field, complex N cycling and other factors, including soil fauna, roots, and microclimatic effects, had a stronger influence on available soil N than residue quality.

Towards high performance and multi-functional structural membranes using advanced fibrous and textile materials

Scientific and technological advancements in the area of fibrous and textile materials have greatly enhanced their application potential in several high-end technical and industrial sectors including construction, transportation, medical, sports, aerospace engineering, electronics and so on. Excellent performance accompanied by light-weight, mechanical flexibility, tailor-ability, design flexibility, easy fabrication and relatively lower cost are the driving forces towards wide applications of these materials. Cost-effective fabrication of various advanced and functional materials for structural parts, medical devices, sensors, energy harvesting devices, capacitors, batteries, and many others has been possible using fibrous and textile materials. Structural membranes are one of the innovative applications of textile structures and these novel building skins are becoming very popular due to flexible design aesthetics, durability, lightweight and cost benefits. Current demand on high performance and multi-functional materials in structural applications has motivated to go beyond the basic textile structures used for structural membranes and to use innovative textile materials. Structural membranes with self-cleaning, thermoregulation and energy harvesting capability (using solar cells) are examples of such recently developed multi-functional membranes. Besides these, there exist enormous opportunities to develop wide varieties of multi-functional membranes using functional textile materials. Additionally, it is also possible to further enhance the performance and functionalities of structural membranes using advanced fibrous architectures such as 2D, 3D, hybrid, multi-layer and so on. In this context, the present paper gives an overview of various advanced and functional fibrous and textile materials which have enormous application potential in structural membranes.

Search for the Standard Model Higgs boson produced in association with top quarks and decaying into bb in pp collisions at √s = 8 TeV with the ATLAS detector

A search for the Standard Model Higgs boson produced in association with a pair of top quarks, tt¯H, is presented. The analysis uses 20.3 fb−1 of pp collision data at s√ = 8 TeV, collected with the ATLAS detector at the Large Hadron Collider during 2012. The search is designed for the H to bb¯ decay mode and uses events containing one or two electrons or muons. In order to improve the sensitivity of the search, events are categorised according to their jet and b-tagged jet multiplicities. A neural network is used to discriminate between signal and background events, the latter being dominated by tt¯+jets production. In the single-lepton channel, variables calculated using a matrix element method are included as inputs to the neural network to improve discrimination of the irreducible tt¯+bb¯ background. No significant excess of events above the background expectation is found and an observed (expected) limit of 3.4 (2.2) times the Standard Model cross section is obtained at 95% confidence level. The ratio of the measured tt¯H signal cross section to the Standard Model expectation is found to be μ=1.5±1.1 assuming a Higgs boson mass of 125 GeV.