Risk Aversion in a Mixed-Integer Nonlinear Approach to Support Decision-Making for a Hydro Power Producer

In this paper, a mixed-integer nonlinear approach is proposed to support decision-making for a hydro power producer, considering a head-dependent hydro chain. The aim is to maximize the profit of the hydro power producer from selling energy into the electric market. As a new contribution to earlier studies, a risk aversion criterion is taken into account, as well as head-dependency. The volatility of the expected profit is limited through the conditional value-at-risk (CVaR). The proposed approach has been applied successfully to solve a case study based on one of the main Portuguese cascaded hydro systems.

Mixed-integer nonlinear approach for the optimal scheduling of a head-dependent hydro chain

This paper is on the problem of short-term hydro scheduling (STHS), particularly concerning a head-dependent hydro chain We propose a novel mixed-integer nonlinear programming (MINLP) approach, considering hydroelectric power generation as a nonlinear function of water discharge and of the head. As a new contribution to eat her studies, we model the on-off behavior of the hydro plants using integer variables, in order to avoid water discharges at forbidden areas Thus, an enhanced STHS is provided due to the more realistic modeling presented in this paper Our approach has been applied successfully to solve a test case based on one of the Portuguese cascaded hydro systems with a negligible computational time requirement.

A comparative benchmarking analysis of main Iberian container terminals: a DEA approach

Benchmarking is an important tool to organisations to improve their productivity, product quality, process efficiency or services. From Benchmarking the organisations could compare their performance with competitors and identify their strengths and weaknesses. This study intends to do a benchmarking analysis on the main Iberian Sea ports with a special focus on their container terminals efficiency. To attain this, the DEA (data envelopment analysis) is used since it is considered by several researchers as the most effective method to quantify a set of key performance indicators. In order to reach a more reliable diagnosis tool the DEA is used together with the data mining in comparing the sea ports operational data of container terminals during 2007.Taking into account that sea ports are global logistics networks the performance evaluation is essential to an effective decision making in order to improve their efficiency and, therefore, their competitiveness.

Prática do aleitamento materno em comunidades rurais do semi-árido baiano

Com o objetivo de conhecer p estabelecimento e duração do aleitamento materno total e exclusivo em comunidades rurais do Semi-Árido Baiano, Brasil, foram estudadas 226 crianças de O a 2 anos de idade, filhas de pequenos produtores rurais que vivem numa das regiões mais secas do nordeste brasileiro, de pobreza absoluta. Os dados referem-se a todas as crianças da família que à data do estudo tinham até 2 anos de idade. Os dados foram coletados por meio de formulários aplicados às mães ou responsáveis pelo menor, no período de 1988 a 1989. A tábua de vida foi o recurso estatístico utilizado para o cálculo da duração mediana do evento. Das 226 crianças que integraram o estudo, 91,6 iniciaram a amamentação ao peito. A duração mediana do aleitamento total foi de 90,28 dias e o aleitamento exclusivo apresentou duração mediana de 0,1 dia. Ainda que o estabelecimento da amamentação ao peito possa ser considerado alto, a duração mediana do aleitamento total foi extrememente curta, e o aleitamento exclusivo foi desprezível.

Hipovitaminose A em crianças de áreas rurais do semi-árido baiano

Objetivou-se avaliar a distribuição e a magnitude da deficiência de vitamina A e o consumo dietético de 161 crianças de 6 a 72 meses de idade, de áreas rurais do Município de Cansanção-Bahia, Brasil. Os níveis de retinol sérico foram medidos pelo método espectrofotométrico (Bessey-Lowry modificado por Araújo e Flores, 1978). A média do retinol sérico distribuiuse homogeneamente entre as diferentes faixas etárias. Níveis inadequados de retinol sérico (deficiente <10,0 µg/dl e baixos <20,0 µg/dl) foram detectados em 44,7% das crianças, caracterizando a deficiência como problema de saúde pública. Os níveis de retinol sérico não mostraram associação estatisticamente significante com sexo e idade das crianças, contudo as menores de 24 meses apresentaram prevalência mais alta de níveis inadequados. A principal fonte de vitamina A, disponível para essas crianças, é representada pelos carotenóides, em especial beta-caroteno. Foi observada maior diversificação no consumo dos alimentos de conteúdos moderado e baixo em vitamina A no grupo de 24 a 72 meses de idade, sem contudo assegurar níveis adequados de retinol sérico para este grupo etário.

Situação nutricional e alimentar de pré-escolares no semi-árido da Bahia (Brasil): I.Avaliação antropométrica

Foram estudados 754 pré-escolares de áreas urbanas de sete municípios do semi-árido da Bahia, Brasil. Os objetivos foram determinar a prevalência de déficit ponderal e estatural, indicativos de desnutrição atual e/ou pregressa e sua associação com a idade, sexo, renda em salário-mínimo (SM), escolaridade materna e adequação do consumo alimentar. Encontrou-se 22,9% de crianças com altura/idade abaixo de -2,0 DP (desnutrição pregressa), 19,1% com peso/idade e 3,6% com peso/altura abaixo de -2,0 DP (desnutrição atual). Em relação ao inquérito dietético somente 6,8% das crianças haviam consumido no dia anterior uma dieta que suprisse os requerimentos energéticos para sua faixa etária. Houve forte associação entre os indicadores A/l e P/l inadequados com renda familiar per capita (p=0,001 e p=0,000, respectivamente); crianças de famílias com renda per capita < 1/4 SM tinham duas vezes mais chance de estar desnutridas se comparadas com as do estrato de renda >1/2 SM. Em relação ao P/A como também P/l, os pré-escolares estudados no semi-árido apresentaram prevalências significativamente superiores às encontradas por pesquisa nacional realizada na mesma época (p=0,047 e p=0,000, respectivamente). Esses achados surpreendem, já que nas últimas décadas tem sido demonstrada no Brasil uma melhoria signifivativa na desnutrição e mortalidade infantil e parecem indicar que as crianças do semi-árido não lograram ainda alcançar os mesmos benefícios que o restante da população infantil brasileira.

Situação nutricional e alimentar de pré-escolares no semi-árido da Bahia (Brasil): II ­ Hipovitaminose A

Foram estudados 754 pré-escolares de áreas urbanas de sete municípios do semi-árido do Estado Bahia, Brasil, com o objetivo de determinar a prevalência da hipovitaminose A e sua associação com a idade, sexo, renda em salário-mínimo, escolaridade materna e adequação dietética em vitamina A. Na amostra estudada não se registrou nenhum caso de sinais e/ou sintomas de xeroftalmia durante o exame clínico-oftalmológico. Em 563 crianças foi possível a coleta de sangue para determinação de retinol sérico; encontrou-se um valor médio de 20,3 µg/dl (DP=10,8µg/dl) e uma prevalência de 15,3% de níveis deficientes (abaixo de 10,0 µg/dl). Em todos os sete municípios estudados a prevalência de retinol sérico deficiente foi superior a 5,0% que é nível crítico proposto pela OMS para considerar a hipovitaminose A como problema de saúde pública. A distribuição de retinol sérico encontrada não teve relação com o sexo das crianças, mas com a idade, diminuindo a prevalência de níveis deficientes e baixos na medida em que a idade aumenta. Não se encontrou associação entre renda familiar per capita ou escolaridade materna e a prevalência de níveis de retinol deficiente. Os resultados de consumo alimentar provenientes do inquérito recordatório de 24h mostraram que apenas 8% das crianças consumiram quantidades adequadas de retinol ou de seus precursores; 66% ingeriam abaixo da metade e quase 35% delas não chegaram a ingerir nem um quarto da quantidade recomendada para sua faixa etária. A carência de vitamina A deve ser considerada como problema de saúde pública severo, tanto pela alta prevalência de níveis deficientes de retinol em todos os municípios como também pela dimensão da inadequação dietética.

New insights into host-parasite ubiquitin proteome dynamics in P. falciparum infected red blood cells using a TUBEs-MS approach

Malaria, caused by Plasmodium falciparum (P. falciparum), ranks as one of the most baleful infectious diseases worldwide. New antimalarial treatments are needed to face existing or emerging drug resistant strains. Protein degradation appears to play a significant role during the asexual intraerythrocytic developmental cycle (IDC) of P. falciparum. Inhibition of the ubiquitin proteasome system (UPS), a major intracellular proteolytic pathway, effectively reduces infection and parasite replication. P. falciparum and erythrocyte UPS coexist during IDC but the nature of their relationship is largely unknown. We used an approach based on Tandem Ubiquitin-Binding Entities (TUBEs) and 1D gel electrophoresis followed by mass spectrometry to identify major components of the TUBEs-associated ubiquitin proteome of both host and parasite during ring, trophozoite and schizont stages. Ring-exported protein (REX1), a P. falciparum protein located in Maurer's clefts and important for parasite nutrient import, was found to reach a maximum level of ubiquitylation in trophozoites stage. The Homo sapiens (H. sapiens) TUBEs associated ubiquitin proteome decreased during the infection, whereas the equivalent P. falciparum TUBEs-associated ubiquitin proteome counterpart increased. Major cellular processes such as DNA repair, replication, stress response, vesicular transport and catabolic events appear to be regulated by ubiquitylation along the IDC P. falciparum infection.

A hybrid approach to multi-agent decision-making

In the aftermath of a large-scale disaster, agents' decisions derive from self-interested (e.g. survival), common-good (e.g. victims' rescue) and teamwork (e.g. fire extinction) motivations. However, current decision-theoretic models are either purely individual or purely collective and find it difficult to deal with motivational attitudes; on the other hand, mental-state based models find it difficult to deal with uncertainty. We propose a hybrid, CvI-JI, approach that combines: i) collective 'versus' individual (CvI) decisions, founded on the Markov decision process (MDP) quantitative evaluation of joint-actions, and ii)joint-intentions (JI) formulation of teamwork, founded on the belief-desire-intention (BDI) architecture of general mental-state based reasoning. The CvI-JI evaluation explores the performance's improvement

A practical approach for profit-based unit commitment with emission limitations

This paper proposes a practical approach for profit-based unit commitment (PBUC) with emission limitations. Under deregulation, unit commitment has evolved from a minimum-cost optimisation problem to a profit-based optimisation problem. However, as a consequence of growing environmental concern, the impact of fossil-fuelled power plants must be considered, giving rise to emission limitations. The simultaneous address of the profit with the emission is taken into account in our practical approach by a multiobjective optimisation (MO) problem. Hence, trade-off Curves between profit and emission are obtained for different energy price profiles, in a way to aid decision-makers concerning emission allowance trading. Moreover, a new parameter is presented, ratio of change, and the corresponding gradient angle, enabling the proper selection of a compromise commitment for the units. A case study based on the standard IEEE 30-bus system is presented to illustrate the proficiency Of Our practical approach for the new competitive and environmentally constrained electricity supply industry.

An artificial neural network approach for short-term wind power forecasting in Portugal

This paper presents an artificial neural network approach for short-term wind power forecasting in Portugal. The increased integration of wind power into the electric grid, as nowadays occurs in Portugal, poses new challenges due to its intermittency and volatility. Hence, good forecasting tools play a key role in tackling these challenges. The accuracy of the wind power forecasting attained with the proposed approach is evaluated against persistence and ARIMA approaches, reporting the numerical results from a real-world case study.

Scheduling of head-dependent cascaded hydro systems: Mixed-integer quadratic programming approach

This paper is on the problem of short-term hydro, scheduling, particularly concerning head-dependent cascaded hydro systems. We propose a novel mixed-integer quadratic programming approach, considering not only head-dependency, but also discontinuous operating regions and discharge ramping constraints. Thus, an enhanced short-term hydro scheduling is provided due to the more realistic modeling presented in this paper. Numerical results from two case studies, based on Portuguese cascaded hydro systems, illustrate the proficiency of the proposed approach.

Chaos and crises in a model for cooperative hunting: A symbolic dynamics approach

In this work we investigate the population dynamics of cooperative hunting extending the McCann and Yodzis model for a three-species food chain system with a predator, a prey, and a resource species. The new model considers that a given fraction sigma of predators cooperates in prey's hunting, while the rest of the population 1-sigma hunts without cooperation. We use the theory of symbolic dynamics to study the topological entropy and the parameter space ordering of the kneading sequences associated with one-dimensional maps that reproduce significant aspects of the dynamics of the species under several degrees of cooperative hunting. Our model also allows us to investigate the so-called deterministic extinction via chaotic crisis and transient chaos in the framework of cooperative hunting. The symbolic sequences allow us to identify a critical boundary in the parameter spaces (K, C-0) and (K, sigma) which separates two scenarios: (i) all-species coexistence and (ii) predator's extinction via chaotic crisis. We show that the crisis value of the carrying capacity K-c decreases at increasing sigma, indicating that predator's populations with high degree of cooperative hunting are more sensitive to the chaotic crises. We also show that the control method of Dhamala and Lai [Phys. Rev. E 59, 1646 (1999)] can sustain the chaotic behavior after the crisis for systems with cooperative hunting. We finally analyze and quantify the inner structure of the target regions obtained with this control method for wider parameter values beyond the crisis, showing a power law dependence of the extinction transients on such critical parameters.

Interest rate exposure of Spanish banks: A nonparametric analysis

Interest rate risk is one of the major financial risks faced by banks due to the very nature of the banking business. The most common approach in the literature has been to estimate the impact of interest rate risk on banks using a simple linear regression model. However, the relationship between interest rate changes and bank stock returns does not need to be exclusively linear. This article provides a comprehensive analysis of the interest rate exposure of the Spanish banking industry employing both parametric and non parametric estimation methods. Its main contribution is to use, for the first time in the context of banks’ interest rate risk, a nonparametric regression technique that avoids the assumption of a specific functional form. One the one hand, it is found that the Spanish banking sector exhibits a remarkable degree of interest rate exposure, although the impact of interest rate changes on bank stock returns has significantly declined following the introduction of the euro. Further, a pattern of positive exposure emerges during the post-euro period. On the other hand, the results corresponding to the nonparametric model support the expansion of the conventional linear model in an attempt to gain a greater insight into the actual degree of exposure.

Is stock market volatility persistent? A fractionally integrated approach

This paper seeks to study the persistence in the G7’s stock market volatility, which is carried out using the GARCH, IGARCH and FIGARCH models. The data set consists of the daily returns of the S&P/TSX 60, CAC 40, DAX 30, MIB 30, NIKKEI 225, FTSE 100 and S&P 500 indexes over the period 1999-2009. The results evidences long memory in volatility, which is more pronounced in Germany, Italy and France. On the other hand, Japan appears as the country where this phenomenon is less obvious; nevertheless, the persistence prevails but with minor intensity.