Strategic bidding in electricity markets: an agent-based simulator with game theory for scenario analysis

Electricity markets are complex environments, involving a large number of different entities, with specific characteristics and objectives, making their decisions and interacting in a dynamic scene. Game-theory has been widely used to support decisions in competitive environments; therefore its application in electricity markets can prove to be a high potential tool. This paper proposes a new scenario analysis algorithm, which includes the application of game-theory, to evaluate and preview different scenarios and provide players with the ability to strategically react in order to exhibit the behavior that better fits their objectives. This model includes forecasts of competitor players’ actions, to build models of their behavior, in order to define the most probable expected scenarios. Once the scenarios are defined, game theory is applied to support the choice of the action to be performed. Our use of game theory is intended for supporting one specific agent and not for achieving the equilibrium in the market. MASCEM (Multi-Agent System for Competitive Electricity Markets) is a multi-agent electricity market simulator that models market players and simulates their operation in the market. The scenario analysis algorithm has been tested within MASCEM and our experimental findings with a case study based on real data from the Iberian Electricity Market are presented and discussed.

Run-time monitoring in real-time operating systems

Embedded systems are increasingly complex and dynamic, imposing progressively higher developing time and costs. Tuning a particular system for deployment is thus becoming more demanding. Furthermore when considering systems which have to adapt themselves to evolving requirements and changing service requests. In this perspective, run-time monitoring of the system behaviour becomes an important requirement, allowing to dynamically capturing the actual scheduling progress and resource utilization. For this to succeed, operating systems need to expose their internal behaviour and state, making it available to external applications, and a runtime monitoring mechanism must be available. However, such mechanism can impose a burden in the system itself if not wisely used. In this paper we explore this problem and propose a framework, which is intended to provide this run-time mechanism whilst achieving code separation, run-time efficiency and flexibility for the final developer.

Systems of Navier-Stokes equations on cantor sets

We present systems of Navier-Stokes equations on Cantor sets, which are described by the local fractional vector calculus. It is shown that the results for Navier-Stokes equations in a fractal bounded domain are efficient and accurate for describing fluid flow in fractal media.

Stability of fractional order systems

The theory and applications of fractional calculus (FC) had a considerable progress during the last years. Dynamical systems and control are one of the most active areas, and several authors focused on the stability of fractional order systems. Nevertheless, due to the multitude of efforts in a short period of time, contributions are scattered along the literature, and it becomes difficult for researchers to have a complete and systematic picture of the present day knowledge. This paper is an attempt to overcome this situation by reviewing the state of the art and putting this topic in a systematic form. While the problem is formulated with rigour, from the mathematical point of view, the exposition intends to be easy to read by the applied researchers. Different types of systems are considered, namely, linear/nonlinear, positive, with delay, distributed, and continuous/discrete. Several possible routes of future progress that emerge are also tackled.

Master's in autonomous systems: an overview of the robotics curriculum and outcomes at ISEP, Portugal

Robotics research in Portugal is increasing every year, but few students embrace it as one of their first choices for study. Until recently, job offers for engineers were plentiful, and those looking for a degree in science and technology would avoid areas considered to be demanding, like robotics. At the undergraduate level, robotics programs are still competing for a place in the classical engineering graduate curricula. Innovative and dynamic Master’s programs may offer the solution to this gap. The Master’s degree in autonomous systems at the Instituto Superior de Engenharia do Porto (ISEP), Porto, Portugal, was designed to provide a solid training in robotics and has been showing interesting results, mainly due to differences in course structure and the context in which students are welcomed to study and work

Engineering real-time applications with WorldFIP: tools and analysis

WorldFIP is standardised as European Norm EN 50170 - General Purpose Field Communication System. Field communication systems (fieldbuses) started to be widely used as the communication support for distributed computer-controlled systems (DCCS), and are being used in all sorts of process control and manufacturing applications within different types of industries. There are several advantages in using fieldbuses as a replacement of for the traditional point-to-point links between sensors/actuators and computer-based control systems. Indeed they concern economical ones (cable savings) but, importantly, fieldbuses allow an increased decentralisation and distribution of the processing power over the field. Typically DCCS have real-time requirements that must be fulfilled. By this, we mean that process data must be transferred between network computing nodes within a maximum admissible time span. WorldFIP has very interesting mechanisms to schedule data transfers. It explicit distinguishes to types of traffic: periodic and aperiodic. In this paper we describe how WorldFIP handles these two types of traffic, and more importantly, we provide a comprehensive analysis for guaranteeing the real-time requirements of both types of traffic. A major contribution is made in the analysis of worst-case response time of aperiodic transfer requests.

Supporting real-time distributed computer-controlled systems with multi-hop P-NET networks

Fieldbus communication networks aim to interconnect sensors, actuators and controllers within process control applications. Therefore, they constitute the foundation upon which real-time distributed computer-controlled systems can be implemented. P-NET is a fieldbus communication standard, which uses a virtual token-passing medium-access-control mechanism. In this paper pre-run-time schedulability conditions for supporting real-time traffic with P-NET networks are established. Essentially, formulae to evaluate the upper bound of the end-to-end communication delay in P-NET messages are provided. Using this upper bound, a feasibility test is then provided to check the timing requirements for accessing remote process variables. This paper also shows how P-NET network segmentation can significantly reduce the end-to-end communication delays for messages with stringent timing requirements.

A feedback-based decentralised coordination model for distributed open real-time systems

Moving towards autonomous operation and management of increasingly complex open distributed real-time systems poses very significant challenges. This is particularly true when reaction to events must be done in a timely and predictable manner while guaranteeing Quality of Service (QoS) constraints imposed by users, the environment, or applications. In these scenarios, the system should be able to maintain a global feasible QoS level while allowing individual nodes to autonomously adapt under different constraints of resource availability and input quality. This paper shows how decentralised coordination of a group of autonomous interdependent nodes can emerge with little communication, based on the robust self-organising principles of feedback. Positive feedback is used to reinforce the selection of the new desired global service solution, while negative feedback discourages nodes to act in a greedy fashion as this adversely impacts on the provided service levels at neighbouring nodes. The proposed protocol is general enough to be used in a wide range of scenarios characterised by a high degree of openness and dynamism where coordination tasks need to be time dependent. As the reported results demonstrate, it requires less messages to be exchanged and it is faster to achieve a globally acceptable near-optimal solution than other available approaches.

A framework for the development of parallel and distributed real-time embedded systems

Embedded real-time applications increasingly present high computation requirements, which need to be completed within specific deadlines, but that present highly variable patterns, depending on the set of data available in a determined instant. The current trend to provide parallel processing in the embedded domain allows providing higher processing power; however, it does not address the variability in the processing pattern. Dimensioning each device for its worst-case scenario implies lower average utilization, and increased available, but unusable, processing in the overall system. A solution for this problem is to extend the parallel execution of the applications, allowing networked nodes to distribute the workload, on peak situations, to neighbour nodes. In this context, this report proposes a framework to develop parallel and distributed real-time embedded applications, transparently using OpenMP and Message Passing Interface (MPI), within a programming model based on OpenMP. The technical report also devises an integrated timing model, which enables the structured reasoning on the timing behaviour of these hybrid architectures.

The generalized multiprocessor periodic resource interface model for hierarchical multiprocessor scheduling

Composition is a practice of key importance in software engineering. When real-time applications are composed it is necessary that their timing properties (such as meeting the deadlines) are guaranteed. The composition is performed by establishing an interface between the application and the physical platform. Such an interface does typically contain information about the amount of computing capacity needed by the application. In multiprocessor platforms, the interface should also present information about the degree of parallelism. Recently there have been quite a few interface proposals. However, they are either too complex to be handled or too pessimistic.In this paper we propose the Generalized Multiprocessor Periodic Resource model (GMPR) that is strictly superior to the MPR model without requiring a too detailed description. We describe a method to generate the interface from the application specification. All these methods have been implemented in Matlab routines that are publicly available.

Software transactional memory as a building block for parallel embedded realtime systems

The recent trends of chip architectures with higher number of heterogeneous cores, and non-uniform memory/non-coherent caches, brings renewed attention to the use of Software Transactional Memory (STM) as a fundamental building block for developing parallel applications. Nevertheless, although STM promises to ease concurrent and parallel software development, it relies on the possibility of aborting conflicting transactions to maintain data consistency, which impacts on the responsiveness and timing guarantees required by embedded real-time systems. In these systems, contention delays must be (efficiently) limited so that the response times of tasks executing transactions are upper-bounded and task sets can be feasibly scheduled. In this paper we assess the use of STM in the development of embedded real-time software, defending that the amount of contention can be reduced if read-only transactions access recent consistent data snapshots, progressing in a wait-free manner. We show how the required number of versions of a shared object can be calculated for a set of tasks. We also outline an algorithm to manage conflicts between update transactions that prevents starvation.

SPARTS: simulator for power aware and real-time systems

Real-time systems demand guaranteed and predictable run-time behaviour in order to ensure that no task has missed its deadline. Over the years we are witnessing an ever increasing demand for functionality enhancements in the embedded real-time systems. Along with the functionalities, the design itself grows more complex. Posed constraints, such as energy consumption, time, and space bounds, also require attention and proper handling. Additionally, efficient scheduling algorithms, as proven through analyses and simulations, often impose requirements that have significant run-time cost, specially in the context of multi-core systems. In order to further investigate the behaviour of such systems to quantify and compare these overheads involved, we have developed the SPARTS, a simulator of a generic embedded real- time device. The tasks in the simulator are described by externally visible parameters (e.g. minimum inter-arrival, sporadicity, WCET, BCET, etc.), rather than the code of the tasks. While our current implementation is primarily focused on our immediate needs in the area of power-aware scheduling, it is designed to be extensible to accommodate different task properties, scheduling algorithms and/or hardware models for the application in wide variety of simulations. The source code of the SPARTS is available for download at [1].

Application of integer and fractional models in electrochemical systems

This paper describes the use of integer and fractional electrical elements, for modelling two electrochemical systems. A first type of system consists of botanical elements and a second type is implemented by electrolyte processes with fractal electrodes. Experimental results are analyzed in the frequency domain, and the pros and cons of adopting fractional-order electrical components for modelling these systems are compared.

Complex dynamics of financial indices

This paper presents a novel method for the analysis of nonlinear financial and economic systems. The modeling approach integrates the classical concepts of state space representation and time series regression. The analytical and numerical scheme leads to a parameter space representation that constitutes a valid alternative to represent the dynamical behavior. The results reveal that business cycles can be clearly revealed, while the noise effects common in financial indices can elegantly be filtered out of the results.

Optimal controllers with complex order derivatives

This paper studies the optimization of complex-order algorithms for the discrete-time control of linear and nonlinear systems. The fundamentals of fractional systems and genetic algorithms are introduced. Based on these concepts, complexorder control schemes and their implementation are evaluated in the perspective of evolutionary optimization. The results demonstrate not only that complex-order derivatives constitute a valuable alternative for deriving control algorithms, but also the feasibility of the adopted optimization strategy.