Application of Redundancy Analysis for Aerobiological Data

An aerobiological survey was conducted through five consecutive years (2006–2010) at Worcester (England).The concentration of 20 allergenic fungal spore types was measured using a 7-day volumetric spore trap. The relationship between investigated fungal spore genera and selected meteorological parameters (maximum, minimum, mean and dew point temperatures, rainfall, relative humidity, air pressure,wind direction) was examined using an ordination method(redundancy analysis) to determine which environmental factors favoured their most abundance in the air and whether it would be possible to detect similarities between different genera in their distribution pattern. Redundancy analysis provided additional information about the biology of the studied fungi through the results of the Spearman’s rank correlation. Application of the variance inflation factor in canonical correspondence analysis indicated which explanatory variables were auto-correlated and needed to be excluded from further analyses. Obtained information will be consequently implemented in the selection of factors that will be a foundation for forecasting models for allergenic fungal spores in the future.

Investigating and Predicting Atmospheric Concentrations of Allergenic Fungal Spores (Alternaria, Cladosporium, Didymella and Ganoderma)

Air quality is an increasing concern of the European Union, local authorities, scientists and most of all inhabitants that become more aware of the quality of the surrounding environment. Bioaerosols may be consisted of various elements, and the most important are pollen grains, fungal spores, bacteria, viruses. More than 100 genera of fungal spores have been identified as potential allergens that cause immunological response in susceptible individuals. Alternaria and Cladosporium have been recognised as the most important fungal species responsible for respiratory tract diseases, such as asthma, eczema, rhinitis and chronic sinusitis. While a lot of attention has been given to these fungal species, a limited number of studies can be found on Didymella and Ganoderma, although their allergenic properties were proved clinically. Monitoring of allergenic fungal spore concentration in the air is therefore very important, and in particular at densely populated areas like Worcester, UK. In this thesis a five year spore data set was presented, which was collected using a 7-day volumetric spore trap, analysed with the aid of light microscopy, statistical tests and geographic information system techniques. Although Kruskal-Wallis test detected statistically significant differences between annual concentrations of all examined fungal spore types, specific patterns in their distribution were also found. Alternaria spores were present in the air between mid-May/mid-June until September-October with peak occurring in August. Cladosporium sporulated between mid-May and October, with maximum concentration recorded in July. Didymella spores were seen from June/July up to September, while peaks were found in August. Ganoderma produced spores for 6 months (May-October), and maximum concentration could be found in September. With respect to diurnal fluctuations, Alternaria peaked between 22:00h and 23:00h, Cladosporium 13:00-15:00h, Didymella 04:00-05:00h and 22:00h-23:00h and Ganoderma from 03:00h to 06:00h. Spatial analysis showed that sources of all fungal species were located in England, and there was no evidence for a long distance transport from the continent. The maximum concentration of spores was found several hours delayed in comparison to the approximate time of the spore release from the crops. This was in agreement with diurnal profiles of the spore concentration recorded in Worcester, UK. Spores of Alternaria, Didymella and Ganoderma revealed a regional origin, in contrast to Cladosporium, which sources were situated locally. Hence, the weather conditions registered locally did not exhibit strong statistically significant correlations with fungal spore concentrations. This has had also an impact on the performance of the forecasting models. The best model was obtained for Cladosporium with 66% of the accuracy.

WS-PGRADE/gUSE in European Projects

Besides core project partners, the SCI-BUS project also supported several external user communities in developing and setting up customized science gateways. The focus was on large communities typically represented by other European research projects. However, smaller local efforts with the potential of generalizing the solution to wider communities were also supported. This chapter gives an overview of support activities related to user communities external to the SCI-BUS project. A generic overview of such activities is provided followed by the detailed description of three gateways developed in collaboration with European projects: the agINFRA Science Gateway for Workflows for agricultural research, the VERCE Science Gateway for seismology, and the DRIHM Science Gateway for weather research and forecasting.

Regional collaborations and indigenous innovation capabilities in China: A multivariate method for the analysis of regional innovation systems

In this study we analyse the emerging patterns of regional collaboration for innovation projects in China, using official government statistics of 30 Chinese regions. We propose the use of Ordinal Multidimensional Scaling and Cluster analysis as a robust method to study regional innovation systems. Our results show that regional collaborations amongst organisations can be categorised by means of eight dimensions: public versus private organisational mindset; public versus private resources; innovation capacity versus available infrastructures; innovation input (allocated resources) versus innovation output; knowledge production versus knowledge dissemination; and collaborative capacity versus collaboration output. Collaborations which are aimed to generate innovation fell into 4 categories, those related to highly specialised public research institutions, public universities, private firms and governmental intervention. By comparing the representative cases of regions in terms of these four innovation actors, we propose policy measures for improving regional innovation collaboration within China.

Consumer confidence indices and stock markets’ meltdowns

Consumer confidence indices (CCIs) are a closely monitored barometer of countries’ economic health and an informative forecasting tool. Using European and US data, we provide a case study of the two recent stock market meltdowns (the post-dotcom bubble correction of 2000–2002 and the 2007–2009 decline at the beginning of the financial crisis) to contribute to the discussion on their appropriateness as proxies for stock markets’ investor sentiment. Investor sentiment should positively covary with stock market movements (DeLong, Shleifer, Summers, and Waldmann 1990); however, we find that the CCI–stock market relationship is not universally positive.We also do not find support for the information effect documented in the previous literature, but identify a more subtle relationship between consumer expectations about future household finances and stock market fluctuations.

Macroeconomic information, structural change, and the prediction of fiscal aggregates

Previous research on the prediction of fiscal aggregates has shown evidence that simple autoregressive models often provide better forecasts of fiscal variables than multivariate specifications. We argue that the multivariate models considered by previous studies are small-scale, probably burdened by overparameterization, and not robust to structural changes. Bayesian Vector Autoregressions (BVARs), on the other hand, allow the information contained in a large data set to be summarized efficiently, and can also allow for time variation in both the coefficients and the volatilities. In this paper we explore the performance of BVARs with constant and drifting coefficients for forecasting key fiscal variables such as government revenues, expenditures, and interest payments on the outstanding debt. We focus on both point and density forecasting, as assessments of a country’s fiscal stability and overall credit risk should typically be based on the specification of a whole probability distribution for the future state of the economy. Using data from the US and the largest European countries, we show that both the adoption of a large system and the introduction of time variation help in forecasting, with the former playing a relatively more important role in point forecasting, and the latter being more important for density forecasting.

Análise do investimento direto estrangeiro em Portugal utilizando a metodologia de box-jenkins

Dissertação para obtenção do Grau de Mestre em Contabilidade e Finanças Orientadora: Professora Doutora Patrícia Ramos

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).

A regulatory framework for short-term stochastic maintenance outage scheduling in smart grids

The current regulatory framework for maintenance outage scheduling in distribution systems needs revision to face the challenges of future smart grids. In the smart grid context, generation units and the system operator perform new roles with different objectives, and an efficient coordination between them becomes necessary. In this paper, the distribution system operator (DSO) of a microgrid receives the proposals for shortterm (ST) planned outages from the generation and transmission side, and has to decide the final outage plans, which is mandatory for the members to follow. The framework is based on a coordination procedure between the DSO and other market players. This paper undertakes the challenge of optimization problem in a smart grid where the operator faces with uncertainty. The results show the effectiveness and applicability of the proposed regulatory framework in the modified IEEE 34- bus test system.

A decision-support system based on particle swarm optimization for multiperiod hedging in electricity markets

This paper proposes a particle swarm optimization (PSO) approach to support electricity producers for multiperiod optimal contract allocation. The producer risk preference is stated by a utility function (U) expressing the tradeoff between the expectation and variance of the return. Variance estimation and expected return are based on a forecasted scenario interval determined by a price range forecasting model developed by the authors. A certain confidence level is associated to each forecasted scenario interval. The proposed model makes use of contracts with physical (spot and forward) and financial (options) settlement. PSO performance was evaluated by comparing it with a genetic algorithm-based approach. This model can be used by producers in deregulated electricity markets but can easily be adapted to load serving entities and retailers. Moreover, it can easily be adapted to the use of other type of contracts.

An integrated approach for distributed energy resource short term scheduling in smart grids considering realistic power system simulation

The large increase of distributed energy resources, including distributed generation, storage systems and demand response, especially in distribution networks, makes the management of the available resources a more complex and crucial process. With wind based generation gaining relevance, in terms of the generation mix, the fact that wind forecasting accuracy rapidly drops with the increase of the forecast anticipation time requires to undertake short-term and very short-term re-scheduling so the final implemented solution enables the lowest possible operation costs. This paper proposes a methodology for energy resource scheduling in smart grids, considering day ahead, hour ahead and five minutes ahead scheduling. The short-term scheduling, undertaken five minutes ahead, takes advantage of the high accuracy of the very-short term wind forecasting providing the user with more efficient scheduling solutions. The proposed method uses a Genetic Algorithm based approach for optimization that is able to cope with the hard execution time constraint of short-term scheduling. Realistic power system simulation, based on PSCAD , is used to validate the obtained solutions. The paper includes a case study with a 33 bus distribution network with high penetration of distributed energy resources implemented in PSCAD .

Multiagent system for adaptive strategy formulation in electricity markets

Electricity markets are complex environments with very particular characteristics. MASCEM is a market simulator developed to allow deep studies of the interactions between the players that take part in the electricity market negotiations. This paper presents a new proposal for the definition of MASCEM players’ strategies to negotiate in the market. The proposed methodology is multiagent based, using reinforcement learning algorithms to provide players with the capabilities to perceive the changes in the environment, while adapting their bids formulation according to their needs, using a set of different techniques that are at their disposal.

LMP based bid formation for virtual power players operating in smart grids

Power system organization has gone through huge changes in the recent years. Significant increase in distributed generation (DG) and operation in the scope of liberalized markets are two relevant driving forces for these changes. More recently, the smart grid (SG) concept gained increased importance, and is being seen as a paradigm able to support power system requirements for the future. This paper proposes a computational architecture to support day-ahead Virtual Power Player (VPP) bid formation in the smart grid context. This architecture includes a forecasting module, a resource optimization and Locational Marginal Price (LMP) computation module, and a bid formation module. Due to the involved problems characteristics, the implementation of this architecture requires the use of Artificial Intelligence (AI) techniques. Artificial Neural Networks (ANN) are used for resource and load forecasting and Evolutionary Particle Swarm Optimization (EPSO) is used for energy resource scheduling. The paper presents a case study that considers a 33 bus distribution network that includes 67 distributed generators, 32 loads and 9 storage units.

Intelligent behavior in a Cyber-Ambient training system for control center operators

This paper deals with the application of an intelligent tutoring approach to delivery training in diagnosis procedures of a Power System. In particular, the mechanisms implemented by the training tool to support the trainees are detailed. This tool is part of an architecture conceived to integrate Power Systems tools in a Power System Control Centre, based on an Ambient Intelligent paradigm. The present work is integrated in the CITOPSY project which main goal is to achieve a better integration between operators and control room applications, considering the needs of people, customizing requirements and forecasting behaviors.

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.