868 resultados para Asset allocation


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This paper presents a distributed predictive control methodology for indoor thermal comfort that optimizes the consumption of a limited shared energy resource using an integrated demand-side management approach that involves a power price auction and an appliance loads allocation scheme. The control objective for each subsystem (house or building) aims to minimize the energy cost while maintaining the indoor temperature inside comfort limits. In a distributed coordinated multi-agent ecosystem, each house or building control agent achieves its objectives while sharing, among them, the available energy through the introduction of particular coupling constraints in their underlying optimization problem. Coordination is maintained by a daily green energy auction bring in a demand-side management approach. Also the implemented distributed MPC algorithm is described and validated with simulation studies.

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The IEEE 802.15.4 standard provides appealing features to simultaneously support real-time and non realtime traffic, but it is only capable of supporting real-time communications from at most seven devices. Additionally, it cannot guarantee delay bounds lower than the superframe duration. Motivated by this problem, in this paper we propose an Explicit Guaranteed time slot Sharing and Allocation scheme (EGSA) for beacon-enabled IEEE 802.15.4 networks. This scheme is capable of providing tighter delay bounds for real-time communications by splitting the Contention Free access Period (CFP) into smaller mini time slots and by means of a new guaranteed bandwidth allocation scheme for a set of devices with periodic messages. At the same the novel bandwidth allocation scheme can maximize the duration of the CFP for non real-time communications. Performance analysis results show that the EGSA scheme works efficiently and outperforms competitor schemes both in terms of guaranteed delay and bandwidth utilization.

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We present an algorithm for bandwidth allocation for delay-sensitive traffic in multi-hop wireless sensor networks. Our solution considers both periodic as well as aperiodic real-time traffic in an unified manner. We also present a distributed MAC protocol that conforms to the bandwidth allocation and thus satisfies the latency requirements of realtime traffic. Additionally, the protocol provides best-effort service to non real-time traffic. We derive the utilization bounds of our MAC protocol.

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Não existe uma definição única de processo de memória de longo prazo. Esse processo é geralmente definido como uma série que possui um correlograma decaindo lentamente ou um espectro infinito de frequência zero. Também se refere que uma série com tal propriedade é caracterizada pela dependência a longo prazo e por não periódicos ciclos longos, ou que essa característica descreve a estrutura de correlação de uma série de longos desfasamentos ou que é convencionalmente expressa em termos do declínio da lei-potência da função auto-covariância. O interesse crescente da investigação internacional no aprofundamento do tema é justificado pela procura de um melhor entendimento da natureza dinâmica das séries temporais dos preços dos ativos financeiros. Em primeiro lugar, a falta de consistência entre os resultados reclama novos estudos e a utilização de várias metodologias complementares. Em segundo lugar, a confirmação de processos de memória longa tem implicações relevantes ao nível da (1) modelação teórica e econométrica (i.e., dos modelos martingale de preços e das regras técnicas de negociação), (2) dos testes estatísticos aos modelos de equilíbrio e avaliação, (3) das decisões ótimas de consumo / poupança e de portefólio e (4) da medição de eficiência e racionalidade. Em terceiro lugar, ainda permanecem questões científicas empíricas sobre a identificação do modelo geral teórico de mercado mais adequado para modelar a difusão das séries. Em quarto lugar, aos reguladores e gestores de risco importa saber se existem mercados persistentes e, por isso, ineficientes, que, portanto, possam produzir retornos anormais. O objetivo do trabalho de investigação da dissertação é duplo. Por um lado, pretende proporcionar conhecimento adicional para o debate da memória de longo prazo, debruçando-se sobre o comportamento das séries diárias de retornos dos principais índices acionistas da EURONEXT. Por outro lado, pretende contribuir para o aperfeiçoamento do capital asset pricing model CAPM, considerando uma medida de risco alternativa capaz de ultrapassar os constrangimentos da hipótese de mercado eficiente EMH na presença de séries financeiras com processos sem incrementos independentes e identicamente distribuídos (i.i.d.). O estudo empírico indica a possibilidade de utilização alternativa das obrigações do tesouro (OT’s) com maturidade de longo prazo no cálculo dos retornos do mercado, dado que o seu comportamento nos mercados de dívida soberana reflete a confiança dos investidores nas condições financeiras dos Estados e mede a forma como avaliam as respetiva economias com base no desempenho da generalidade dos seus ativos. Embora o modelo de difusão de preços definido pelo movimento Browniano geométrico gBm alegue proporcionar um bom ajustamento das séries temporais financeiras, os seus pressupostos de normalidade, estacionariedade e independência das inovações residuais são adulterados pelos dados empíricos analisados. Por isso, na procura de evidências sobre a propriedade de memória longa nos mercados recorre-se à rescaled-range analysis R/S e à detrended fluctuation analysis DFA, sob abordagem do movimento Browniano fracionário fBm, para estimar o expoente Hurst H em relação às séries de dados completas e para calcular o expoente Hurst “local” H t em janelas móveis. Complementarmente, são realizados testes estatísticos de hipóteses através do rescaled-range tests R/S , do modified rescaled-range test M - R/S e do fractional differencing test GPH. Em termos de uma conclusão única a partir de todos os métodos sobre a natureza da dependência para o mercado acionista em geral, os resultados empíricos são inconclusivos. Isso quer dizer que o grau de memória de longo prazo e, assim, qualquer classificação, depende de cada mercado particular. No entanto, os resultados gerais maioritariamente positivos suportam a presença de memória longa, sob a forma de persistência, nos retornos acionistas da Bélgica, Holanda e Portugal. Isto sugere que estes mercados estão mais sujeitos a maior previsibilidade (“efeito José”), mas também a tendências que podem ser inesperadamente interrompidas por descontinuidades (“efeito Noé”), e, por isso, tendem a ser mais arriscados para negociar. Apesar da evidência de dinâmica fractal ter suporte estatístico fraco, em sintonia com a maior parte dos estudos internacionais, refuta a hipótese de passeio aleatório com incrementos i.i.d., que é a base da EMH na sua forma fraca. Atendendo a isso, propõem-se contributos para aperfeiçoamento do CAPM, através da proposta de uma nova fractal capital market line FCML e de uma nova fractal security market line FSML. A nova proposta sugere que o elemento de risco (para o mercado e para um ativo) seja dado pelo expoente H de Hurst para desfasamentos de longo prazo dos retornos acionistas. O expoente H mede o grau de memória de longo prazo nos índices acionistas, quer quando as séries de retornos seguem um processo i.i.d. não correlacionado, descrito pelo gBm(em que H = 0,5 , confirmando- se a EMH e adequando-se o CAPM), quer quando seguem um processo com dependência estatística, descrito pelo fBm(em que H é diferente de 0,5, rejeitando-se a EMH e desadequando-se o CAPM). A vantagem da FCML e da FSML é que a medida de memória de longo prazo, definida por H, é a referência adequada para traduzir o risco em modelos que possam ser aplicados a séries de dados que sigam processos i.i.d. e processos com dependência não linear. Então, estas formulações contemplam a EMH como um caso particular possível.

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Timeliness guarantee is an important feature of the recently standardized IEEE 802.15.4 protocol, turning it quite appealing for Wireless Sensor Network (WSN) applications under timing constraints. When operating in beacon-enabled mode, this protocol allows nodes with real-time requirements to allocate Guaranteed Time Slots (GTS) in the contention-free period. The protocol natively supports explicit GTS allocation, i.e. a node allocates a number of time slots in each superframe for exclusive use. The limitation of this explicit GTS allocation is that GTS resources may quickly disappear, since a maximum of seven GTSs can be allocated in each superframe, preventing other nodes to benefit from guaranteed service. Moreover, the GTS may be underutilized, resulting in wasted bandwidth. To overcome these limitations, this paper proposes i-GAME, an implicit GTS Allocation Mechanism in beacon-enabled IEEE 802.15.4 networks. The allocation is based on implicit GTS allocation requests, taking into account the traffic specifications and the delay requirements of the flows. The i-GAME approach enables the use of one GTS by multiple nodes, still guaranteeing that all their (delay, bandwidth) requirements are satisfied. For that purpose, we propose an admission control algorithm that enables to decide whether to accept a new GTS allocation request or not, based not only on the remaining time slots, but also on the traffic specifications of the flows, their delay requirements and the available bandwidth resources. We show that our approach improves the bandwidth utilization as compared to the native explicit allocation mechanism defined in the IEEE 802.15.4 standard. We also present some practical considerations for the implementation of i-GAME, ensuring backward compatibility with the IEEE 801.5.4 standard with only minor add-ons. Finally, an experimental evaluation on a real system that validates our theoretical analysis and demonstrates the implementation of i-GAME is also presented

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The IEEE 802.15.4 Medium Access Control (MAC) protocol is an enabling technology for time sensitive wireless sensor networks thanks to its Guaranteed-Time Slot (GTS) mechanism in the beacon-enabled mode. However, the protocol only supports explicit GTS allocation, i.e. a node allocates a number of time slots in each superframe for exclusive use. The limitation of this explicit GTS allocation is that GTS resources may quickly disappear, since a maximum of seven GTSs can be allocated in each superframe, preventing other nodes to benefit from guaranteed service. Moreover, the GTSs may be only partially used, resulting in wasted bandwidth. To overcome these limitations, this paper proposes i-GAME, an implicit GTS Allocation Mechanism in beacon-enabled IEEE 802.15.4 networks. The allocation is based on implicit GTS allocation requests, taking into account the traffic specifications and the delay requirements of the flows. The i-GAME approach enables the use of a GTS by multiple nodes, while all their (delay, bandwidth) requirements are still satisfied. For that purpose, we propose an admission control algorithm that enables to decide whether to accept a new GTS allocation request or not, based not only on the remaining time slots, but also on the traffic specifications of the flows, their delay requirements and the available bandwidth resources. We show that our proposal improves the bandwidth utilization compared to the explicit allocation used in the IEEE 802.15.4 protocol standard. We also present some practical considerations for the implementation of i-GAME, ensuring backward compatibility with the IEEE 801.5.4 standard with only minor add-ons.

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The IEEE 802.15.4 protocol proposes a flexible communication solution for Low-Rate Wireless Personal Area Networks including sensor networks. It presents the advantage to fit different requirements of potential applications by adequately setting its parameters. When enabling its beacon mode, the protocol makes possible real-time guarantees by using its Guaranteed Time Slot (GTS) mechanism. This paper analyzes the performance of the GTS allocation mechanism in IEEE 802.15.4. The analysis gives a full understanding of the behavior of the GTS mechanism with regards to delay and throughput metrics. First, we propose two accurate models of service curves for a GTS allocation as a function of the IEEE 802.15.4 parameters. We then evaluate the delay bounds guaranteed by an allocation of a GTS using Network Calculus formalism. Finally, based on the analytic results, we analyze the impact of the IEEE 802.15.4 parameters on the throughput and delay bound guaranteed by a GTS allocation. The results of this work pave the way for an efficient dimensioning of an IEEE 802.15.4 cluster.

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The IEEE 802.15.4 protocol proposes a flexible communication solution for Low-Rate Wireless Personal Area Networks (LR-WPAN) including wireless sensor networks (WSNs). It presents the advantage to fit different requirements of potential applications by adequately setting its parameters. When in beaconenabled mode, the protocol can provide timeliness guarantees by using its Guaranteed Time Slot (GTS) mechanism. However, power-efficiency and timeliness guarantees are often two antagonistic requirements in wireless sensor networks. The purpose of this paper is to analyze and propose a methodology for setting the relevant parameters of IEEE 802.15.4-compliant WSNs that takes into account a proper trade-off between power-efficiency and delay bound guarantees. First, we propose two accurate models of service curves for a GTS allocation as a function of the IEEE 802.15.4 parameters, using Network Calculus formalism. We then evaluate the delay bound guaranteed by a GTS allocation and express it as a function of the duty cycle. Based on the relation between the delay requirement and the duty cycle, we propose a power-efficient superframe selection method that simultaneously reduces power consumption and enables meeting the delay requirements of real-time flows allocating GTSs. The results of this work may pave the way for a powerefficient management of the GTS mechanism in an IEEE 802.15.4 cluster.

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OBJECTIVE To analyze whether gender influence survival results of kidney transplant grafts and patients.METHODS Systematic review with meta-analysis of cohort studies available on Medline (PubMed), LILACS, CENTRAL, and Embase databases, including manual searching and in the grey literature. The selection of studies and the collection of data were conducted twice by independent reviewers, and disagreements were settled by a third reviewer. Graft and patient survival rates were evaluated as effectiveness measurements. Meta-analysis was conducted with the Review Manager® 5.2 software, through the application of a random effects model. Recipient, donor, and donor-recipient gender comparisons were evaluated.RESULTS : Twenty-nine studies involving 765,753 patients were included. Regarding graft survival, those from male donors were observed to have longer survival rates as compared to the ones from female donors, only regarding a 10-year follow-up period. Comparison between recipient genders was not found to have significant differences on any evaluated follow-up periods. In the evaluation between donor-recipient genders, male donor-male recipient transplants were favored in a statistically significant way. No statistically significant differences were observed in regards to patient survival for gender comparisons in all follow-up periods evaluated.CONCLUSIONS The quantitative analysis of the studies suggests that donor or recipient genders, when evaluated isolatedly, do not influence patient or graft survival rates. However, the combination between donor-recipient genders may be a determining factor for graft survival.

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Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Ciência e Sistemas de Informação Geográfica

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Following the deregulation experience of retail electricity markets in most countries, the majority of the new entrants of the liberalized retail market were pure REP (retail electricity providers). These entities were subject to financial risks because of the unexpected price variations, price spikes, volatile loads and the potential for market power exertion by GENCO (generation companies). A REP can manage the market risks by employing the DR (demand response) programs and using its' generation and storage assets at the distribution network to serve the customers. The proposed model suggests how a REP with light physical assets, such as DG (distributed generation) units and ESS (energy storage systems), can survive in a competitive retail market. The paper discusses the effective risk management strategies for the REPs to deal with the uncertainties of the DAM (day-ahead market) and how to hedge the financial losses in the market. A two-stage stochastic programming problem is formulated. It aims to establish the financial incentive-based DR programs and the optimal dispatch of the DG units and ESSs. The uncertainty of the forecasted day-ahead load demand and electricity price is also taken into account with a scenario-based approach. The principal advantage of this model for REPs is reducing the risk of financial losses in DAMs, and the main benefit for the whole system is market power mitigation by virtually increasing the price elasticity of demand and reducing the peak demand.

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The high penetration of distributed energy resources (DER) in distribution networks and the competitiveenvironment of electricity markets impose the use of new approaches in several domains. The networkcost allocation, traditionally used in transmission networks, should be adapted and used in the distribu-tion networks considering the specifications of the connected resources. The main goal is to develop afairer methodology trying to distribute the distribution network use costs to all players which are usingthe network in each period. In this paper, a model considering different type of costs (fixed, losses, andcongestion costs) is proposed comprising the use of a large set of DER, namely distributed generation(DG), demand response (DR) of direct load control type, energy storage systems (ESS), and electric vehi-cles with capability of discharging energy to the network, which is known as vehicle-to-grid (V2G). Theproposed model includes three distinct phases of operation. The first phase of the model consists in aneconomic dispatch based on an AC optimal power flow (AC-OPF); in the second phase Kirschen’s andBialek’s tracing algorithms are used and compared to evaluate the impact of each resource in the net-work. Finally, the MW-mile method is used in the third phase of the proposed model. A distributionnetwork of 33 buses with large penetration of DER is used to illustrate the application of the proposedmodel.

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Distributed real-time systems such as automotive applications are becoming larger and more complex, thus, requiring the use of more powerful hardware and software architectures. Furthermore, those distributed applications commonly have stringent real-time constraints. This implies that such applications would gain in flexibility if they were parallelized and distributed over the system. In this paper, we consider the problem of allocating fixed-priority fork-join Parallel/Distributed real-time tasks onto distributed multi-core nodes connected through a Flexible Time Triggered Switched Ethernet network. We analyze the system requirements and present a set of formulations based on a constraint programming approach. Constraint programming allows us to express the relations between variables in the form of constraints. Our approach is guaranteed to find a feasible solution, if one exists, in contrast to other approaches based on heuristics. Furthermore, approaches based on constraint programming have shown to obtain solutions for these type of formulations in reasonable time.

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Presented at Work in Progress Session, IEEE Real-Time Systems Symposium (RTSS 2015). 1 to 4, Dec, 2015. San Antonio, U.S.A..

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The high penetration of distributed energy resources (DER) in distribution networks and the competitive environment of electricity markets impose the use of new approaches in several domains. The network cost allocation, traditionally used in transmission networks, should be adapted and used in the distribution networks considering the specifications of the connected resources. The main goal is to develop a fairer methodology trying to distribute the distribution network use costs to all players which are using the network in each period. In this paper, a model considering different type of costs (fixed, losses, and congestion costs) is proposed comprising the use of a large set of DER, namely distributed generation (DG), demand response (DR) of direct load control type, energy storage systems (ESS), and electric vehicles with capability of discharging energy to the network, which is known as vehicle-to-grid (V2G). The proposed model includes three distinct phases of operation. The first phase of the model consists in an economic dispatch based on an AC optimal power flow (AC-OPF); in the second phase Kirschen's and Bialek's tracing algorithms are used and compared to evaluate the impact of each resource in the network. Finally, the MW-mile method is used in the third phase of the proposed model. A distribution network of 33 buses with large penetration of DER is used to illustrate the application of the proposed model.