Long-term price range forecast applied to risk management using regression models

Long-term contractual decisions are the basis of an efficient risk management. However those types of decisions have to be supported with a robust price forecast methodology. This paper reports a different approach for long-term price forecast which tries to give answers to that need. Making use of regression models, the proposed methodology has as main objective to find the maximum and a minimum Market Clearing Price (MCP) for a specific programming period, and with a desired confidence level α. Due to the problem complexity, the meta-heuristic Particle Swarm Optimization (PSO) was used to find the best regression parameters and the results compared with the obtained by using a Genetic Algorithm (GA). To validate these models, results from realistic data are presented and discussed in detail.

Dynamic artificial neural network for electricity market prices forecast

This paper presents an artificial neural network applied to the forecasting of electricity market prices, with the special feature of being dynamic. The dynamism is verified at two different levels. The first level is characterized as a re-training of the network in every iteration, so that the artificial neural network can able to consider the most recent data at all times, and constantly adapt itself to the most recent happenings. The second level considers the adaptation of the neural network’s execution time depending on the circumstances of its use. The execution time adaptation is performed through the automatic adjustment of the amount of data considered for training the network. This is an advantageous and indispensable feature for this neural network’s integration in ALBidS (Adaptive Learning strategic Bidding System), a multi-agent system that has the purpose of providing decision support to the market negotiating players of MASCEM (Multi-Agent Simulator of Competitive Electricity Markets).

Real-time energy resources scheduling considering short-term and very short-term wind forecast

This paper proposes an energy resources management methodology based on three distinct time horizons: day-ahead scheduling, hour-ahead scheduling, and real-time scheduling. In each scheduling process it is necessary the update of generation and consumption operation and of the storage and electric vehicles storage status. Besides the new operation condition, it is important more accurate forecast values of wind generation and of consumption using results of in short-term and very short-term methods. A case study considering a distribution network with intensive use of distributed generation and electric vehicles is presented.

ANN based day-ahead spinning reserve forecast for electricity market simulation

Electricity market players operating in a liberalized environment require adequate decision support tools, allowing them to consider all the business opportunities and take strategic decisions. Ancillary services represent a good negotiation opportunity that must be considered by market players. This paper deals with short-term predication of day-ahead spinning reserve (SR) requirement that helps the ISO to make effective and timely decisions. Based on these forecasted information, market participants can use strategic bidding for day-ahead SR market. The proposed concepts and methodologies are implemented in MASCEM, a multi-agent based electricity market simulator. A case study based on California ISO (CAISO) data is included; the forecasted results are presented and compared with CAISO published forecast.

ANN based day-ahead ancillary services forecast for electricity market simulation

Adequate decision support tools are required by electricity market players operating in a liberalized environment, allowing them to consider all the business opportunities and take strategic decisions. Ancillary services (AS) represent a good negotiation opportunity that must be considered by market players. Based on the ancillary services forecasting, market participants can use strategic bidding for day-ahead ancillary services markets. For this reason, ancillary services market simulation is being included in MASCEM, a multi-agent based electricity market simulator that can be used by market players to test and enhance their bidding strategies. The paper presents the methodology used to undertake ancillary services forecasting, based on an Artificial Neural Network (ANN) approach. ANNs are used to day-ahead prediction of non-spinning reserve (NS), regulation-up (RU), and regulation down (RD). Spinning reserve (SR) is mentioned as past work for comparative analysis. A case study based on California ISO (CAISO) data is included; the forecasted results are presented and compared with CAISO published forecast.

Metaheuristic approach to the Holt-Winters optimal short term load forecast

Electricity short-term load forecast is very important for the operation of power systems. In this work a classical exponential smoothing model, the Holt-Winters with double seasonality was used to test for accurate predictions applied to the Portuguese demand time series. Some metaheuristic algorithms for the optimal selection of the smoothing parameters of the Holt-Winters forecast function were used and the results after testing in the time series showed little differences among methods, so the use of the simple local search algorithms is recommended as they are easier to implement.

Metaheuristhic approach to the Holt-Winters optimal short term load forecast

Electricity short-term load forecast is very important for the operation of power systems. In this work a classical exponential smoothing model, the Holt-Winters with double seasonality was used to test for accurate predictions applied to the Portuguese demand time series. Some metaheuristic algorithms for the optimal selection of the smoothing parameters of the Holt-Winters forecast function were used and the results after testing in the time series showed little differences among methods, so the use of the simple local search algorithms is recommended as they are easier to implement.

Self-adaptive combination of global tabu search and local search for nonlinear equations

Solving systems of nonlinear equations is a very important task since the problems emerge mostly through the mathematical modelling of real problems that arise naturally in many branches of engineering and in the physical sciences. The problem can be naturally reformulated as a global optimization problem. In this paper, we show that a self-adaptive combination of a metaheuristic with a classical local search method is able to converge to some difficult problems that are not solved by Newton-type methods.

Renewable power forecast to scheduling of thermal units

In this work is discussed the importance of the renewable production forecast in an island environment. A probabilistic forecast based on kernel density estimators is proposed. The aggregation of these forecasts, allows the determination of thermal generation amount needed to schedule and operating a power grid of an island with high penetration of renewable generation. A case study based on electric system of S. Miguel Island is presented. The results show that the forecast techniques are an imperative tool help the grid management.

Evaluating the combination of relaxation and argumentation in ontology matching negotiation

No decorrer dos últimos anos, os agentes (inteligentes) de software foram empregues como um método para colmatar as dificuldades associadas com a gestão, partilha e reutilização de um crescente volume de informação, enquanto as ontologias foram utilizadas para modelar essa mesma informação num formato semanticamente explícito e rico. À medida que a popularidade da Web Semântica aumenta e cada vez informação é partilhada sob a forma de ontologias, o problema de integração desta informação amplifica-se. Em semelhante contexto, não é expectável que dois agentes que pretendam cooperar utilizem a mesma ontologia para descrever a sua conceptualização do mundo. Inclusive pode revelar-se necessário que agentes interajam sem terem conhecimento prévio das ontologias utilizadas pelos restantes, sendo necessário que as conciliem em tempo de execução num processo comummente designado por Mapeamento de Ontologias [1]. O processo de mapeamento de ontologias é normalmente oferecido como um serviço aos agentes de negócio, podendo ser requisitado sempre que seja necessário produzir um alinhamento. No entanto, tendo em conta que cada agente tem as suas próprias necessidades e objetivos, assim como a própria natureza subjetiva das ontologias que utilizam, é possível que tenham diferentes interesses relativamente ao processo de alinhamento e que, inclusive, recorram aos serviços de mapeamento que considerem mais convenientes [1]. Diferentes matchers podem produzir resultados distintos e até mesmo contraditórios, criando-se assim conflitos entre os agentes. É necessário que se proceda então a uma tentativa de resolução dos conflitos existentes através de um processo de negociação, de tal forma que os agentes possam chegar a um consenso relativamente às correspondências que devem ser utilizadas na tradução de mensagens a trocar. A resolução de conflitos é considerada uma métrica de grande importância no que diz respeito ao processo de negociação [2]: considera-se que existe uma maior confiança associada a um alinhamento quanto menor o número de conflitos por resolver no processo de negociação que o gerou. Desta forma, um alinhamento com um número elevado de conflitos por resolver apresenta uma confiança menor que o mesmo alinhamento associado a um número elevado de conflitos resolvidos. O processo de negociação para que dois ou mais agentes gerem e concordem com um alinhamento é denominado de Negociação de Mapeamentos de Ontologias. À data existem duas abordagens propostas na literatura: (i) baseadas em Argumentação (e.g. [3] [4]) e (ii) baseadas em Relaxamento [5] [6]. Cada uma das propostas expostas apresenta um número de vantagens e limitações. Foram propostas várias formas de combinação das duas técnicas [2], com o objetivo de beneficiar das vantagens oferecidas e colmatar as suas limitações. No entanto, à data, não são conhecidas experiências documentadas que possam provar tal afirmação e, como tal, não é possível atestar que tais combinações tragam, de facto, o benefício que pretendem. O trabalho aqui apresentado pretende providenciar tais experiências e verificar se a afirmação de melhorias em relação aos resultados das técnicas individuais se mantém. Com o objetivo de permitir a combinação e de colmatar as falhas identificadas, foi proposta uma nova abordagem baseada em Relaxamento, que é posteriormente combinada com as abordagens baseadas em Argumentação. Os seus resultados, juntamente com os da combinação, são aqui apresentados e discutidos, sendo possível identificar diferenças nos resultados gerados por combinações diferentes e possíveis contextos de utilização.

Efficacy of oxamniquine, praziquantel and a combination of both drugs in schistosomiasis mansoni in Brazil

A randomized clinical trial was carried out to compare the efficacy of a low-dosage combination of oxamniquine (7.5 mg/kg) plus praziquantel (20 mg/kg) against either agent, oxamniquine (15 mg/kg) or praziquantel (40 mg/kg) alone, in the treatment of schistosomiasis mansoni in the Brazilian north-east. The drugs were randomly administered per os to 91 patients. Six and twelve months after treatment 89% of those admitted to the trial were reexamined by Kato-Katz method (ten slides) and MIF technique (one gram of stool) The achieved cure rates, as defined by absence of S. mansoni eggs in the faeces of individual patients at all points during the parasitological follow-up, were 81.8%, 81.2% and 67.6% for praziquantel, oxamniquine and the combination respectively. The reduction of eggs excretion in non cured patients six months after therapy ranged from 93.8-96.8% with praziquantel, 32.5-97% with oxamniquine and 76.9-99.5% with the combination. It is concluded that, at the used dosages, the three therapeutical regimens give similar and satisfactory results in the treatment of uncomplicated S. mansoni infection in Brazil.

Robot visual localization through local feature fusion: an evaluation of multiple classifiers combination approaches

In the last decade, local image features have been widely used in robot visual localization. In order to assess image similarity, a strategy exploiting these features compares raw descriptors extracted from the current image with those in the models of places. This paper addresses the ensuing step in this process, where a combining function must be used to aggregate results and assign each place a score. Casting the problem in the multiple classifier systems framework, in this paper we compare several candidate combiners with respect to their performance in the visual localization task. For this evaluation, we selected the most popular methods in the class of non-trained combiners, namely the sum rule and product rule. A deeper insight into the potential of these combiners is provided through a discriminativity analysis involving the algebraic rules and two extensions of these methods: the threshold, as well as the weighted modifications. In addition, a voting method, previously used in robot visual localization, is assessed. Furthermore, we address the process of constructing a model of the environment by describing how the model granularity impacts upon performance. All combiners are tested on a visual localization task, carried out on a public dataset. It is experimentally demonstrated that the sum rule extensions globally achieve the best performance, confirming the general agreement on the robustness of this rule in other classification problems. The voting method, whilst competitive with the product rule in its standard form, is shown to be outperformed by its modified versions.

Distributed energy resources scheduling considering real-time resources forecast

Energy resource scheduling is becoming increasingly important, such as the use of more distributed generators and electric vehicles connected to the distribution network. This paper proposes a methodology to be used by Virtual Power Players (VPPs), regarding the energy resource scheduling in smart grids and considering day-ahead, hour-ahead and realtime time horizons. This method considers that energy resources are managed by a VPP which establishes contracts with their owners. The full AC power flow calculation included in the model takes into account network constraints. In this paper, distribution function errors are used to simulate variations between time horizons, and to measure the performance of the proposed methodology. A 33-bus distribution network with large number of distributed resources is used.

Entomophthoramycosis by Conidiobolus coronatus. Report of a case successfully treated with the combination of itraconazole and fluconazole

Rhinoentomophthoramycosis caused by Conidiobolus coronatus in a 61-year old woman was unsuccessfully treated during 8 years with all the antifungals available in the Brazilian market, including potassium iodide for 1 month, sulfamethoxazole plus trimethoprim for 2 months, amphotericin B, total dose of 1130 mg, cetoconazole, 400 mg/day for 6 months, fluconazole, 200 mg/day, for at least 2 months and, itraconazole, 400 mg/day for 2 months, followed by 200 mg/day for 4 more months. Complete clinical and mycological cure was achieved using itraconazol 400 mg/day in association with fluconazol 200 mg/day during 24 months. After cure she was submitted to plastic surgery to repair her facial deformation. Today she remains clinically and mycologically cured after 59/60 months (5 years!) without any specific antifungal. We thus suggest the use of the combination of itraconazole and fluconazole as an additional option for the treatment of this mycosis.