MASCEM - an electricity market simulator providing coalition support for virtual power players

This paper presents MASCEM - a multi-agent based electricity market simulator. MASCEM uses game theory, machine learning techniques, scenario analysis and optimization techniques to model market agents and to provide them with decision-support. This paper mainly focus on the MASCEM ability to provide the means to model and simulate Virtual Power Players (VPP). VPPs are represented as a coalition of agents, with specific characteristics and goals. The paper details some of the most important aspects considered in VPP formation and in the aggregation of new producers and includes a case study based on real data.

Commercial agents portfolio optimization in electricity markets

As it is well known, competitive electricity markets require new computing tools for power companies that operate in retail markets in order to enhance the management of its energy resources. During the last years there has been an increase of the renewable penetration into the micro-generation which begins to co-exist with the other existing power generation, giving rise to a new type of consumers. This paper develops a methodology to be applied to the management of the all the aggregators. The aggregator establishes bilateral contracts with its clients where the energy purchased and selling conditions are negotiated not only in terms of prices but also for other conditions that allow more flexibility in the way generation and consumption is addressed. The aggregator agent needs a tool to support the decision making in order to compose and select its customers' portfolio in an optimal way, for a given level of profitability and risk.

Optimization of QuEChERS method for the analysis of organochlorine pesticides in soils with diverse organic matter

A QuEChERS method has been developed for the determination of 14 organochlorine pesticides in 14 soils from different Portuguese regions with wide range composition. The extracts were analysed by GC-ECD (where GC-ECD is gas chromatography-electron-capture detector) and confirmed by GC-MS/MS (where MS/MS is tandem mass spectrometry). The organic matter content is a key factor in the process efficiency. An optimization was carried out according to soils organic carbon level, divided in two groups: HS (organic carbon>2.3%) and LS (organic carbon<2.3%). Themethod was validated through linearity, recovery, precision and accuracy studies. The quantification was carried out using a matrixmatched calibration to minimize the existence of the matrix effect. Acceptable recoveries were obtained (70–120%) with a relative standard deviation of ≤16% for the three levels of contamination. The ranges of the limits of detection and of the limits of quantification in soils HS were from 3.42 to 23.77 μg kg−1 and from 11.41 to 79.23 μg kg−1, respectively. For LS soils, the limits of detection ranged from 6.11 to 14.78 μg kg−1 and the limits of quantification from 20.37 to 49.27 μg kg−1. In the 14 collected soil samples only one showed a residue of dieldrin (45.36 μg kg−1) above the limit of quantification. This methodology combines the advantages of QuEChERS, GC-ECD detection and GC-MS/MS confirmation producing a very rapid, sensitive and reliable procedure which can be applied in routine analytical laboratories.

Optimization and validation of organochlorine compounds in adipose tissue by SPE-gas chromatography

Scientific evidence has shown an association between organochlorine compounds (OCC) exposure and human health hazards. Concerning this, OCC detection in human adipose samples has to be considered a public health priority. This study evaluated the efficacy of various solid-phase extraction (SPE) and cleanup methods for OCC determination in human adipose tissue. Octadecylsilyl endcapped (C18-E), benzenesulfonic acid modified silica cation exchanger (SA), poly (styrene-divinylbenzene (EN) and EN/RP18 SPE sorbents were evaluated. The relative sample cleanup provided by these SPE columns was evaluated using gas chromatography with electron capture detection (GC–ECD). The C18-E columns with strong homogenization were found to provide the most effective cleanup, removing the greatest amount of interfering substance, and simultaneously ensuring good analyte recoveries higher than 70%. Recoveries>70% with standard deviations (SD)<15% were obtained for all compounds under the selected conditions. Method detection limits were in the 0.003–0.009 mg/kg range. The positive samples were confirmed by gas chromatography coupled with tandem mass spectrometry (GC-MS/MS). The highest percentage found of the OCC in real samples corresponded to HCB, o,p′-DDT and methoxychlor, which were detected in 80 and 95% of samples analyzed respectively. Copyright © 2012 John Wiley & Sons, Ltd.

Optimization of QuEChERS procedure coupled to GC-ECD for organochlorine pesticide determination in carrot samples

An optimised version of the Quick, Easy, Cheap, Effective, Rugged and Safe (QuEChERS) method for simultaneous determination of 14 organochlorine pesticides in carrots was developed using gas chromatography coupled with electron-capture detector (GC-ECD) and confirmation by gas chromatography tandem mass spectrometry (GC-MS/MS). A citrate-buffered version of QuEChERS was applied for the extraction of the organochlorine pesticides, and for the extract clean-up, primary secondary amine, octadecyl-bonded silica (C18), magnesium sulphate (MgSO4) and graphitized carbon black were used as sorbents. The GC-ECD determination of the target compounds was achieved in less than 20 min. The limits of detection were below the EUmaximum residue limits (MRLs) for carrots, 10–50 μg kg−1, while the limit of quantification did exceed 10 μg kg−1 for hexachlorobenzene (HCB). The introduction of a sonication step was shown to improve the recoveries. The overall average recoveries in carrots, at the four tested levels (60, 80, 100 and 140 μg kg−1), ranged from 66 to 111% with relative standard deviations in the range of 2– 15 % (n03) for all analytes, with the exception of HCB. The method has been applied to the analysis of 21 carrot samples from different Portuguese regions, and β-HCH was the pesticide most frequently found, with concentrations oscillating between less than the limit of quantification to 14.6 μg kg−1. Only one sample had a pesticide residue (β-HCH) above the MRL, 14.6 μg kg−1. This methodology combines the advantages of both QuEChERS and GC-ECD, producing a very rapid, sensitive and reliable procedure which can be applied in routine analytical laboratories.

Spinning reserve and emission unit commitment through stochastic optimization

This paper proposes a stochastic mixed-integer linear approach to deal with a short-term unit commitment problem with uncertainty on a deregulated electricity market that includes day-ahead bidding and bilateral contracts. The proposed approach considers the typically operation constraints on the thermal units and a spinning reserve. The uncertainty is due to the electricity prices, which are modeled by a scenario set, allowing an acceptable computation. Moreover, emission allowances are considered in a manner to allow for the consideration of environmental constraints. A case study to illustrate the usefulness of the proposed approach is presented and an assessment of the cost for the spinning reserve is obtained by a comparison between the situation with and without spinning reserve.

Short-term Value for the Water Stored in Headsensitivity Power System Reservoirs

As it is well known, competitive electricity markets require new computing tools for generation companies to enhance the management of its resources. The economic value of the water stored in a power system reservoir is crucial information for enhancing the management of the reservoirs. This paper proposes a practical deterministic approach for computing the short-term economic value of the water stored in a power system reservoir, emphasizing the need to considerer water stored as a scarce resource with a short-term economic value. The paper addresses a problem concerning reservoirs with small storage capacities, i.e., the reservoirs considered as head-sensitivity. More precisely, the respective hydro plant is head-dependent and a pure linear approach is unable to capture such consideration. The paper presents a case study supported by the proposed practical deterministic approach and applied on a real multi-reservoir power system with three cascaded reservoirs, considering as input data forecasts for the electric energy price and for the natural inflow into the reservoirs over the schedule time horizon. The paper presents various water schedules due to different final stored water volume conditions on the reservoirs. Also, it presents the respective economic value of the water for the reservoirs at different stored water volume conditions.

A trader portfolio optimization of bilateral contracts in electricity retail markets

Electricity markets are systems for effecting the purchase and sale of electricity using supply and demand to set energy prices. Two major market models are often distinguished: pools and bilateral contracts. Pool prices tend to change quickly and variations are usually highly unpredictable. In this way, market participants often enter into bilateral contracts to hedge against pool price volatility. This article addresses the challenge of optimizing the portfolio of clients managed by trader agents. Typically, traders buy energy in day-ahead markets and sell it to a set of target clients, by negotiating bilateral contracts involving three-rate tariffs. Traders sell energy by considering the prices of a reference week and five different types of clients. They analyze several tariffs and determine the best share of customers, i.e., the share that maximizes profit. © 2014 IEEE.

Spinning reserve and emission unit commitment through stochastic optimization

This paper proposes a stochastic mixed-integer linear approach to deal with a short-term unit commitment problem with uncertainty on a deregulated electricity market that includes day-ahead bidding and bilateral contracts. The proposed approach considers the typically operation constraints on the thermal units and a spinning reserve. The uncertainty is due to the electricity prices, which are modeled by a scenario set, allowing an acceptable computation. Moreover, emission allowances are considered in a manner to allow for the consideration of environmental constraints. A case study to illustrate the usefulness of the proposed approach is presented and an assessment of the cost for the spinning reserve is obtained by a comparison between the situation with and without spinning reserve.

Commercial agentes portfolio optimization in electricity markets

As it is well known, competitive electricity markets require new computing tools for power companies that operate in retail markets in order to enhance the management of its energy resources. During the last years there has been an increase of the renewable penetration into the micro-generation which begins to co-exist with the other existing power generation, giving rise to a new type of consumers. This paper develops a methodology to be applied to the management of the all the aggregators. The aggregator establishes bilateral contracts with its clients where the energy purchased and selling conditions are negotiated not only in terms of prices but also for other conditions that allow more flexibility in the way generation and consumption is addressed. The aggregator agent needs a tool to support the decision making in order to compose and select its customers' portfolio in an optimal way, for a given level of profitability and risk.

Short-term electricity prices forecasting in a competetive market by a hybrid Pso-Anfis approach

In this paper, a novel hybrid approach is proposed for electricity prices forecasting in a competitive market, considering a time horizon of 1 week. The proposed approach is based on the combination of particle swarm optimization and adaptive-network based fuzzy inference system. Results from a case study based on the electricity market of mainland Spain are presented. A thorough comparison is carried out, taking into account the results of previous publications, to demonstrate its effectiveness regarding forecasting accuracy and computation time. Finally, conclusions are duly drawn.

Optimization of HS-SPME analytical conditions using factorial design for trihalomethanes determination in swimming pool water samples

Trihalomethanes (THMs) are widely referred and studied as disinfection by-products (DBPs). The THMs that are most commonly detected are chloroform (TCM), bromodichloromethane (BDCM), chlorodibromomethane (CDBM), and bromoform (TBM). Several studies regarding the determination of THMs in swimming pool water and air samples have been published. This paper reviews the most recent work in this field, with a special focus on water and air sampling, sample preparation and analytical determination methods. An experimental study has been developed in order to optimize the headspace solid-phasemicroextraction (HS-SPME) conditions of TCM, BDCM, CDBM and TBM from water samples using a 23 factorial design. An extraction temperature of 45 °C, for 25min, and a desorption time of 5 min were found to be the best conditions. Analysis was performed by gas chromatography with an electron capture detector (GC-ECD). The method was successfully applied to a set of 27 swimming pool water samples collected in the Oporto area (Portugal). TCM was the only THM detected with levels between 4.5 and 406.5 μg L−1. Four of the samples exceeded the guideline value for total THMs in swimming pool water (100 μgL−1) indicated by the Portuguese Health Authority.

Time-domain optimization of amplifiers based on distributed genetic algorithms

Thesis presented in partial fulfillment of the requirements for the degree of Doctor of Philosophy in the subject of Electrical and Computer Engineering

Electricity Markets Portfolio Optimization using a Particle Swarm Approach

Energy systems worldwide are complex and challenging environments. Multi-agent based simulation platforms are increasing at a high rate, as they show to be a good option to study many issues related to these systems, as well as the involved players at act in this domain. In this scope the authors’ research group has developed a multi-agent system: MASCEM (Multi-Agent System for Competitive Electricity Markets), which simulates the electricity markets. MASCEM is integrated with ALBidS (Adaptive Learning Strategic Bidding System) that works as a decision support system for market players. The ALBidS system allows MASCEM market negotiating players to take the best possible advantages from the market context. However, it is still necessary to adequately optimize the player’s portfolio investment. For this purpose, this paper proposes a market portfolio optimization method, based on particle swarm optimization, which provides the best investment profile for a market player, considering the different markets the player is acting on in each moment, and depending on different contexts of negotiation, such as the peak and offpeak periods of the day, and the type of day (business day, weekend, holiday, etc.). The proposed approach is tested and validated using real electricity markets data from the Iberian operator – OMIE.

Multi-Objective and Financial Portfolio Optimization of Carrier-Sense Multiple Access Protocols with Cooperative Diversity

8th International Workshop on Multiple Access Communications (MACOM2015), Helsinki, Finland.