Ontologies for the interoperability of multiagent electricity markets simulation platforms

Electricity markets worldwide are complex and dynamic environments with very particular characteristics. These are the result of electricity markets’ restructuring and evolution into regional and continental scales, along with the constant changes brought by the increasing necessity for an adequate integration of renewable energy sources. The rising complexity and unpredictability in electricity markets has increased the need for the intervenient entities in foreseeing market behaviour. Market players and regulators are very interested in predicting the market’s behaviour. Market players need to understand the market behaviour and operation in order to maximize their profits, while market regulators need to test new rules and detect market inefficiencies before they are implemented. The growth of usage of simulation tools was driven by the need for understanding those mechanisms and how the involved players' interactions affect the markets' outcomes. Multi-agent based software is particularly well fitted to analyse dynamic and adaptive systems with complex interactions among its constituents, such as electricity markets. Several modelling tools directed to the study of restructured wholesale electricity markets have emerged. Still, they have a common limitation: the lack of interoperability between the various systems to allow the exchange of information and knowledge, to test different market models and to allow market players from different systems to interact in common market environments. This dissertation proposes the development and implementation of ontologies for semantic interoperability between multi-agent simulation platforms in the scope of electricity markets. The added value provided to these platforms is given by enabling them sharing their knowledge and market models with other agent societies, which provides the means for an actual improvement in current electricity markets studies and development. The proposed ontologies are implemented in MASCEM (Multi-Agent Simulator of Competitive Electricity Markets) and tested through the interaction between MASCEM agents and agents from other multi-agent based simulators. The implementation of the proposed ontologies has also required a complete restructuring of MASCEM’s architecture and multi-agent model, which is also presented in this dissertation. The results achieved in the case studies allow identifying the advantages of the novel architecture of MASCEM, and most importantly, the added value of using the proposed ontologies. They facilitate the integration of independent multi-agent simulators, by providing a way for communications to be understood by heterogeneous agents from the various systems.

Molybdenum Induces the expression of a protein containing a new heterometallic Mo-Fe cluster in desulfoVibrio alaskensis

Biochemistry. 2009 Feb 10;48(5):873-82. doi: 10.1021/bi801773t.

Getting the carry trade's jackpot

This Working Project studies five portfolios of currency carry trades formed with the G10 currencies. Performance varies among strategies and the most basic one presents the worst results. I also study the equity and Pure FX risk factors which can explain the portfolios’ returns. Equity factors do not explain these returns while the Pure FX do for some of the strategies. Downside risk measures indicate the importance of using regime indicators to avoid losses. I conclude that although using VAR and threshold regression models with a variety of regime indicators do not allow the perception of different regimes, with a defined exogenous threshold on real exchange rates, an indicator of liquidity and the volatilities of the spot exchange rates it is possible to increase the average returns and reduce drawdowns of the carry trades

Análisis mecánico de albañilería arqueológica de adobe bajo cargas de compresión uniaxial: El caso de Huaca de la Luna

This article presents an experimental and numerical study for the mechanical characterization under uniaxial compressive loading of the adobe masonry of one of the most emblematic archaeological complex in Peru, 'Huaca de la Luna' (100-650AD). Compression tests of prisms were carried out with original material brought to the laboratory. For measuring local deformations in the tests, displacement transducers were used which were complemented by a digital image correlation system which allowed a better understanding of the failure mechanism. The tests were then numerically simulated by modelling the masonry as a continuum media. Several approaches were considered concerning the geometrical modelling, namely 2D and 3D simplified models, and 3D refined models based on a photogrammetric reconstruction. The results showed a good approximation between the numerical prediction and the experimental response in all cases. However, the 3D models with irregular geometries seem to reproduce better the cracking pattern observed in the tests.

A bayesian approach for NDT data fusion: The Saint Torcato Church case study

This paper presents a methodology based on the Bayesian data fusion techniques applied to non-destructive and destructive tests for the structural assessment of historical constructions. The aim of the methodology is to reduce the uncertainties of the parameter estimation. The Young's modulus of granite stones was chosen as an example for the present paper. The methodology considers several levels of uncertainty since the parameters of interest are considered random variables with random moments. A new concept of Trust Factor was introduced to affect the uncertainty related to each test results, translated by their standard deviation, depending on the higher or lower reliability of each test to predict a certain parameter.

MixAR mobile prototype: visualizing virtually reconstructed ancient structures in situ

Archeology and related areas have a special interest on cultural heritage sites since they provide valuable information about past civilizations. However, the ancient buildings present in these sites are commonly found in an advanced state of degradation which difficult the professional/expert analysis. Virtual reconstructions of such buildings aim to provide a digital insight of how these historical places could have been in ancient times. Moreover, the visualization of such models has been explored by some Augmented Reality (AR) systems capable of providing support to experts. Their compelling and appealing environments have also been applied to promote the social and cultural participation of general public. The existing AR solutions regarding this thematic rarely explore the potential of realism, due to the following lacks: the exploration of mixed environments is usually only supported for indoors or outdoors, not both in the same system; the adaptation of the illumination conditions to the reconstructed structures is rarely addressed causing a decrease of credibility. MixAR [1] is a system concerned with those challenges, aiming to provide the visualization of virtual buildings augmented upon real ruins, allowing soft transitions among its interiors and exteriors and using relighting techniques for a faithful interior illumination, while the user freely moves in a given cultural heritage site, carrying a mobile unit. Regarding the focus of this paper, we intend to report the current state of MixAR mobile unit prototype, which allows visualizing virtual buildings – properly aligned with real-world structures – based on user's location, during outdoor navigation. In order to evaluate the prototype performance, a set of tests were made using virtual models with different complexities.

High strain rate constitutive modeling forhistorical structures subjected to blast loading

Doctoral Thesis Civil Engineering

Structure-property relationships in polymer nanocomposites

Tese de Doutoramento em Ciência e Engenharia de Polímeros e Compósitos

Os fatores de risco da rendibilidade das ações: análise e evidência empírica em países da Zona Euro

Tese de Doutoramento em Ciências Empresariais.

Desenvolvimento de um modelo de rotatividade numa indútria do setor Metalomecânico

Dissertação de mestrado em Engenharia Humana

Singularities of the dynamical structure factors of the spin-1/2 XXX chain at finite magnetic field

We study the longitudinal and transverse spin dynamical structure factors of the spin-1/2 XXX chain at finite magnetic field h, focusing in particular on the singularities at excitation energies in the vicinity of the lower thresholds. While the static properties of the model can be studied within a Fermi-liquid like description in terms of pseudoparticles, our derivation of the dynamical properties relies on the introduction of a form of the ‘pseudofermion dynamical theory’ (PDT) of the 1D Hubbard model suitably modified for the spin-only XXX chain and other models with two pseudoparticle Fermi points. Specifically, we derive the exact momentum and spin-density dependences of the exponents ζτ(k) controlling the singularities for both the longitudinal  and transverse (τ = t) dynamical structure factors for the whole momentum range  , in the thermodynamic limit. This requires the numerical solution of the integral equations that define the phase shifts in these exponents expressions. We discuss the relation to neutron scattering and suggest new experiments on spin-chain compounds using a carefully oriented crystal to test our predictions.

Sistema de apoio à decisão clínica: quality of life system

Dissertação de mestrado integrado em Engenharia e Gestão de Sistemas de Informação

Exploring the factor structure of neurocognitive measures in older individuals

Here we focus on factor analysis from a best practices point of view, by investigating the factor structure of neuropsychological tests and using the results obtained to illustrate on choosing a reasonable solution. The sample (n=1051 individuals) was randomly divided into two groups: one for exploratory factor analysis (EFA) and principal component analysis (PCA), to investigate the number of factors underlying the neurocognitive variables; the second to test the "best fit" model via confirmatory factor analysis (CFA). For the exploratory step, three extraction (maximum likelihood, principal axis factoring and principal components) and two rotation (orthogonal and oblique) methods were used. The analysis methodology allowed exploring how different cognitive/psychological tests correlated/discriminated between dimensions, indicating that to capture latent structures in similar sample sizes and measures, with approximately normal data distribution, reflective models with oblimin rotation might prove the most adequate.

Pervasive decision support to predict football corners and goals by means of data mining

Football is considered nowadays one of the most popular sports. In the betting world, it has acquired an outstanding position, which moves millions of euros during the period of a single football match. The lack of profitability of football betting users has been stressed as a problem. This lack gave origin to this research proposal, which it is going to analyse the possibility of existing a way to support the users to increase their profits on their bets. Data mining models were induced with the purpose of supporting the gamblers to increase their profits in the medium/long term. Being conscience that the models can fail, the results achieved by four of the seven targets in the models are encouraging and suggest that the system can help to increase the profits. All defined targets have two possible classes to predict, for example, if there are more or less than 7.5 corners in a single game. The data mining models of the targets, more or less than 7.5 corners, 8.5 corners, 1.5 goals and 3.5 goals achieved the pre-defined thresholds. The models were implemented in a prototype, which it is a pervasive decision support system. This system was developed with the purpose to be an interface for any user, both for an expert user as to a user who has no knowledge in football games.

Modelado multi-dominio de máquinas eléctricas. Multi-domain modeling of electric machines

El objetivo general de este proyecto es desarrollar nuevos modelos multi-dominio de máquinas eléctricas para aplicaciones al control y al diagnóstico de fallas. Se propone comenzar con el modelo electromagnético del motor de inducción en base a circuitos magnéticos equivalentes (MEC) validándolo por medio de simulación y de resultados experimentales. Como segundo paso se pretende desarrollas modelos térmicos y mecánicos con el objetivo que puedan ser acoplados al modelo electromagnético y de esta estudiar la interacción de los dominios y se validará mediante resultados de simulación y experimentales el modelo completo. Finalmente se pretende utilizar el modelo multi-dominio como una herramienta para la prueba de nuevas estrategias de control y diagnóstico de fallas. The main objective of this project is the development of new multi-domain models of electric machines for control and fault diagnosis applications. The electromagnetic modeling of the induction motor (IM) will be done using the magnetic equivalent circuits approach. This model will be validated by simulation and by experimental results. As a second step of this project, new mechanical and thermal models for the IM will be developed, with the objective of coupling these models with the electromagnetic one. With this multi-domain model it will be possible to study the interaction between each others. After that, the complete model will be validated by simulation and experimental results. Finally, the model will be used as a tool for testing new control and fault diagnosis strategies.