Risk Analysis and Behavior of Electricity Portfolio Aggregator

The scope of this paper is to adapt the standard mean-variance model of Henry Markowitz theory, creating a simulation tool to find the optimal configuration of the portfolio aggregator, calculate its profitability and risk. Currently, there is a deep discussion going on among the power system society about the structure and architecture of the future electric system. In this environment, policy makers and electric utilities find new approaches to access the electricity market; this configures new challenging positions in order to find innovative strategies and methodologies. Decentralized power generation is gaining relevance in liberalized markets, and small and medium size electricity consumers are also become producers (“prosumers”). In this scenario an electric aggregator is an entity that joins a group of electric clients, customers, producers, “prosumers” together as a single purchasing unit to negotiate the purchase and sale of electricity. The aggregator conducts research on electricity prices, contract terms and conditions in order to promote better energy prices for their clients and allows small and medium customers to benefit improved market prices.

WCET analysis considering contention on memory bus in COTS-based multicores

The usage of COTS-based multicores is becoming widespread in the field of embedded systems. Providing realtime guarantees at design-time is a pre-requisite to deploy real-time systems on these multicores. This necessitates the consideration of the impact of the contention due to shared low-level hardware resources on the Worst-Case Execution Time (WCET) of the tasks. As a step towards this aim, this paper first identifies the different factors that make the WCET analysis a challenging problem in a typical COTS-based multicore system. Then, we propose and prove, a mathematically correct method to determine tight upper bounds on the WCET of the tasks, when they are co-scheduled on different cores.

Response time analysis of COTS-Based multicores considering the contention on the shared memory bus

The current industry trend is towards using Commercially available Off-The-Shelf (COTS) based multicores for developing real time embedded systems, as opposed to the usage of custom-made hardware. In typical implementation of such COTS-based multicores, multiple cores access the main memory via a shared bus. This often leads to contention on this shared channel, which results in an increase of the response time of the tasks. Analyzing this increased response time, considering the contention on the shared bus, is challenging on COTS-based systems mainly because bus arbitration protocols are often undocumented and the exact instants at which the shared bus is accessed by tasks are not explicitly controlled by the operating system scheduler; they are instead a result of cache misses. This paper makes three contributions towards analyzing tasks scheduled on COTS-based multicores. Firstly, we describe a method to model the memory access patterns of a task. Secondly, we apply this model to analyze the worst case response time for a set of tasks. Although the required parameters to obtain the request profile can be obtained by static analysis, we provide an alternative method to experimentally obtain them by using performance monitoring counters (PMCs). We also compare our work against an existing approach and show that our approach outperforms it by providing tighter upper-bound on the number of bus requests generated by a task.

Analysis of temperature time-series: embedding dynamics into the MDS method

Global warming and the associated climate changes are being the subject of intensive research due to their major impact on social, economic and health aspects of the human life. Surface temperature time-series characterise Earth as a slow dynamics spatiotemporal system, evidencing long memory behaviour, typical of fractional order systems. Such phenomena are difficult to model and analyse, demanding for alternative approaches. This paper studies the complex correlations between global temperature time-series using the Multidimensional scaling (MDS) approach. MDS provides a graphical representation of the pattern of climatic similarities between regions around the globe. The similarities are quantified through two mathematical indices that correlate the monthly average temperatures observed in meteorological stations, over a given period of time. Furthermore, time dynamics is analysed by performing the MDS analysis over slices sampling the time series. MDS generates maps describing the stations’ locus in the perspective that, if they are perceived to be similar to each other, then they are placed on the map forming clusters. We show that MDS provides an intuitive and useful visual representation of the complex relationships that are present among temperature time-series, which are not perceived on traditional geographic maps. Moreover, MDS avoids sensitivity to the irregular distribution density of the meteorological stations.

Analysis of the respiratory dynamics during normal breathing by means of pseudo phase plots and pressure-volume loops

This paper reports on the analysis of tidal breathing patterns measured during noninvasive forced oscillation lung function tests in six individual groups. The three adult groups were healthy, with prediagnosed chronic obstructive pulmonary disease, and with prediagnosed kyphoscoliosis, respectively. The three children groups were healthy, with prediagnosed asthma, and with prediagnosed cystic fibrosis, respectively. The analysis is applied to the pressure–volume curves and the pseudophaseplane loop by means of the box-counting method, which gives a measure of the area within each loop. The objective was to verify if there exists a link between the area of the loops, power-law patterns, and alterations in the respiratory structure with disease. We obtained statistically significant variations between the data sets corresponding to the six groups of patients, showing also the existence of power-law patterns. Our findings support the idea that the respiratory system changes with disease in terms of airway geometry and tissue parameters, leading, in turn, to variations in the fractal dimension of the respiratory tree and its dynamics.

Multidimensional scaling analysis of fractional systems

This paper investigates the use of multidimensional scaling in the evaluation of fractional system. Several algorithms are analysed based on the time response of the closed loop system under the action of a reference step input signal. Two alternative performance indices, based on the time and frequency domains, are tested. The numerical experiments demonstrate the feasibility of the proposed visualization method.

Practical aspects of slot-based task- splitting dispatching in its schedulability analysis

Consider the problem of scheduling a set of sporadic tasks on a multiprocessor system to meet deadlines using a tasksplitting scheduling algorithm. Task-splitting (also called semipartitioning) scheduling algorithms assign most tasks to just one processor but a few tasks are assigned to two or more processors, and they are dispatched in a way that ensures that a task never executes on two or more processors simultaneously. A certain type of task-splitting algorithms, called slot-based task-splitting, is of particular interest because of its ability to schedule tasks at high processor utilizations. We present a new schedulability analysis for slot-based task-splitting scheduling algorithms that takes the overhead into account and also a new task assignment algorithm.

A tighter analysis of the worst-case endto- end communication delay in massive multicores

"Many-core” systems based on the Network-on- Chip (NoC) architecture have brought into the fore-front various opportunities and challenges for the deployment of real-time systems. Such real-time systems need timing guarantees to be fulfilled. Therefore, calculating upper-bounds on the end-to-end communication delay between system components is of primary interest. In this work, we identify the limitations of an existing approach proposed by [1] and propose different techniques to overcome these limitations.

Uncertainty analysis based on sensitivity applied to angle-ply composite structures

This article describes a finite element-based formulation for the statistical analysis of the response of stochastic structural composite systems whose material properties are described by random fields. A first-order technique is used to obtain the second-order statistics for the structural response considering means and variances of the displacement and stress fields of plate or shell composite structures. Propagation of uncertainties depends on sensitivities taken as measurement of variation effects. The adjoint variable method is used to obtain the sensitivity matrix. This method is appropriated for composite structures due to the large number of random input parameters. Dominant effects on the stochastic characteristics are studied analyzing the influence of different random parameters. In particular, a study of the anisotropy influence on uncertainties propagation of angle-ply composites is carried out based on the proposed approach.

Design and implementation of a behaviorally typed programming system for web services

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do Grau de Mestre em Engenharia Informática.

Integrated analysis of climate, soil, topography and vegetative growth in Iberian viticultural regions

The Iberian viticultural regions are convened according to the Denomination of Origin (DO) and present different climates, soils, topography and management practices. All these elements influence the vegetative growth of different varieties throughout the peninsula, and are tied to grape quality and wine type. In the current study, an integrated analysis of climate, soil, topography and vegetative growth was performed for the Iberian DO regions, using state-of-the-art datasets. For climatic assessment, a categorized index, accounting for phenological/thermal development, water availability and grape ripening conditions was computed. Soil textural classes were established to distinguish soil types. Elevation and aspect (orientation) were also taken into account, as the leading topographic elements. A spectral vegetation index was used to assess grapevine vegetative growth and an integrated analysis of all variables was performed. The results showed that the integrated climate-soil-topography influence on vine performance is evident. Most Iberian vineyards are grown in temperate dry climates with loamy soils, presenting low vegetative growth. Vineyards in temperate humid conditions tend to show higher vegetative growth. Conversely, in cooler/warmer climates, lower vigour vineyards prevail and other factors, such as soil type and precipitation acquire more important roles in driving vigour. Vines in prevailing loamy soils are grown over a wide climatic diversity, suggesting that precipitation is the primary factor influencing vigour. The present assessment of terroir characteristics allows direct comparison among wine regions and may have great value to viticulturists, particularly under a changing climate.

Visualizing non-linear control system performance by means of multidimensional scaling

This paper addresses the use of multidimensional scaling in the evaluation of controller performance. Several nonlinear systems are analyzed based on the closed loop time response under the action of a reference step input signal. Three alternative performance indices, based on the time response, Fourier analysis, and mutual information, are tested. The numerical experiments demonstrate the feasibility of the proposed methodology and motivate its extension for other performance measures and new classes of nonlinearities.

Analysis of the nano-surface of a modified glassy carbon electrode by pseudo phase plane method

This paper presents the Pseudo phase plane (PPP) method for detecting the existence of a nanofilm on the nitroazobenzene-modified glassy carbon electrode (NAB-GC) system. This modified electrode systems and nitroazobenze-nanofilm were prepared by the electrochemical reduction of diazonium salt of NAB at the glassy carbon electrodes (GCE) in nonaqueous media. The IR spectra of the bare glassy carbon electrodes (GCE), the NAB-GC electrode system and the organic NAB film were recorded. The IR data of the bare GC, NAB-GC and NAB film were categorized into five series consisting of FILM1, GC-NAB1, GC1; FILM2, GC-NAB2, GC2; FILM3, GC-NAB3, GC3 and FILM4, GC-NAB4, GC4 respectively. The PPP approach was applied to each group of the data of unmodified and modified electrode systems with nanofilm. The results provided by PPP method show the existence of the NAB film on the modified GC electrode.

Cyclosporine versus tacrolimus: cost-effectiveness analysis for renal transplantation in Brazil

OBJECTIVE To analyze the cost-effectiveness of treatment regimens with cyclosporine or tacrolimus, five years after renal transplantation.METHODS This cost-effectiveness analysis was based on historical cohort data obtained between 2000 and 2004 and involved 2,022 patients treated with cyclosporine or tacrolimus, matched 1:1 for gender, age, and type and year of transplantation. Graft survival and the direct costs of medical care obtained from the National Health System (SUS) databases were used as outcome results.RESULTS Most of the patients were women, with a mean age of 36.6 years. The most frequent diagnosis of chronic renal failure was glomerulonephritis/nephritis (27.7%). In five years, the tacrolimus group had an average life expectancy gain of 3.96 years at an annual cost of R$78,360.57 compared with the cyclosporine group with a gain of 4.05 years and an annual cost of R$61,350.44.CONCLUSIONS After matching, the study indicated better survival of patients treated with regimens using tacrolimus. However, regimens containing cyclosporine were more cost-effective.

Characterization approach to modified glassy carbon electrode-nanofilm system within multidimensional scaling

The aim of this work is to characterize the nanofilm consisting of the benzoic acid-modified glassy carbon (GC) electrode system through multidimensional scaling space analysis. The surface modification is based on the electrochemical reaction between the GC electrode and benzoic acid-diazonium salt (BA-DAS). As a result, the nonofilms regarding the benzoic acid-glassy carbon (BA-GC) electrode surface was obtained. For the analysis of the naonfilm of BC-GC electrode system, the IR spectra of the modified BA-GC electrode surface, GC surface and BA-DAS were recorded in the spectral range of 599.84 – 3996.34 [cm–1]. The IR data vectors of the above three forms were processed by the using the multidimensional scaling space approach to demonstrate the existence of a nanofilm on the modified BA-GC electrode system. Two- and three-dimensional MDS profiles obtained by application of multidimensional scaling approach to the data sets {CG1,...,CG10}, {BA-GC1,...,BA-GC10} and {FILM1,...,FILM10} allow a good recognition of the nanofilm on the modified glassy carbon (GC) electrode system.