Fault section estimation in electric power systems using an optimization immune algorithm

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Fault section estimation in automated distribution substations

In this paper, a methodology based on Unconstrained Binary Programming (UBP) model and Genetic Algorithms (GAs) is proposed for estimating fault sections in automated distribution substations. The UBP model, established by using the parsimonious set covering theory, looks for the match between the relays' protective alarms informed by the SCADA system and their expected states. The GA is developed to minimize the UBP model and estimate the fault sections in a swift and reliable manner. The proposed methodology is tested by utilizing a real-life automated distribution substation. Control parameters of the GA are tuned to achieve maximum computational efficiency and reduction of processing time. Results show the potential and efficiency of the methodology for estimating fault section in real-time at Distribution Control Centers. ©2009 IEEE.

Fast fault section estimation in distribution control centers using adaptive genetic algorithm

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

The Role of Institutions in Cross-Section Income and Panel Data Growth Models: A Deeper Investigation on the Weakness and Proliferation of Instruments

This paper investigates the role of institutions in determining per capita income levels and growth. It contributes to the empirical literature by using different variables as proxies for institutions and by developing a deeper analysis of the issues arising from the use of weak and too many instruments in per capita income and growth regressions. The cross-section estimation suggests that institutions seem to matter, regardless if they are the only explanatory variable or are combined with geographical and integration variables, although most models suffer from the issue of weak instruments. The results from the growth models provides some interesting results: there is mixed evidence on the role of institutions and such evidence is more likely to be associated with law and order and investment profile; government spending is an important policy variable; collapsing the number of instruments results in fewer significant coefficients for institutions.

Hybrid fault diagnosis scheme implementation for power distribution systems automation

Power distribution automation and control are import-ant tools in the current restructured electricity markets. Unfortunately, due to its stochastic nature, distribution systems faults are hardly avoidable. This paper proposes a novel fault diagnosis scheme for power distribution systems, composed by three different processes: fault detection and classification, fault location, and fault section determination. The fault detection and classification technique is wavelet based. The fault-location technique is impedance based and uses local voltage and current fundamental phasors. The fault section determination method is artificial neural network based and uses the local current and voltage signals to estimate the faulted section. The proposed hybrid scheme was validated through Alternate Transient Program/Electromagentic Transients Program simulations and was implemented as embedded software. It is currently used as a fault diagnosis tool in a Southern Brazilian power distribution company.

Aircraft tracking and classification with vhf passive bistatic radar

Since the times preceding the Second World War the subject of aircraft tracking has been a core interest to both military and non-military aviation. During subsequent years both technology and configuration of the radars allowed the users to deploy it in numerous fields, such as over-the-horizon radar, ballistic missile early warning systems or forward scatter fences. The latter one was arranged in a bistatic configuration. The bistatic radar has continuously re-emerged over the last eighty years for its intriguing capabilities and challenging configuration and formulation. The bistatic radar arrangement is used as the basis of all the analyzes presented in this work. The aircraft tracking method of VHF Doppler-only information, developed in the first part of this study, is solely based on Doppler frequency readings in relation to time instances of their appearance. The corresponding inverse problem is solved by utilising a multistatic radar scenario with two receivers and one transmitter and using their frequency readings as a base for aircraft trajectory estimation. The quality of the resulting trajectory is then compared with ground-truth information based on ADS-B data. The second part of the study deals with the developement of a method for instantaneous Doppler curve extraction from within a VHF time-frequency representation of the transmitted signal, with a three receivers and one transmitter configuration, based on a priori knowledge of the probability density function of the first order derivative of the Doppler shift, and on a system of blocks for identifying, classifying and predicting the Doppler signal. The extraction capabilities of this set-up are tested with a recorded TV signal and simulated synthetic spectrograms. Further analyzes are devoted to more comprehensive testing of the capabilities of the extraction method. Besides testing the method, the classification of aircraft is performed on the extracted Bistatic Radar Cross Section profiles and the correlation between them for different types of aircraft. In order to properly estimate the profiles, the ADS-B aircraft location information is adjusted based on extracted Doppler frequency and then used for Bistatic Radar Cross Section estimation. The classification is based on seven types of aircraft grouped by their size into three classes.

Educational Attainment of Second-Generation Immigrants in Belgium: an Estimation of the Assimilation Degree of Immigrants Based on Cross Section Analysis.

Rapport de recherche

Temperature and CO2 estimation for the Middle Eocene section of ODP Hole 189-1172A

The long-term warmth of the Eocene (~56 to 34 million years ago) is commonly associated with elevated partial pressure of atmospheric carbon dioxide (pCO2). However, a direct relationship between the two has not been established for short-term climate perturbations. We reconstructed changes in both pCO2 and temperature over an episode of transient global warming called the Middle Eocene Climatic Optimum (MECO; ~40 million years ago). Organic molecular paleothermometry indicates a warming of southwest Pacific sea surface temperatures (SSTs) by 3° to 6°C. Reconstructions of pCO2 indicate a concomitant increase by a factor of 2 to 3. The marked consistency between SST and pCO2 trends during the MECO suggests that elevated pCO2 played a major role in global warming during the MECO.

Estimation of the Spatial Weights Matrix under Structural Constraints

While estimates of models with spatial interaction are very sensitive to the choice of spatial weights, considerable uncertainty surrounds de nition of spatial weights in most studies with cross-section dependence. We show that, in the spatial error model the spatial weights matrix is only partially identi ed, and is fully identifi ed under the structural constraint of symmetry. For the spatial error model, we propose a new methodology for estimation of spatial weights under the assumption of symmetric spatial weights, with extensions to other important spatial models. The methodology is applied to regional housing markets in the UK, providing an estimated spatial weights matrix that generates several new hypotheses about the economic and socio-cultural drivers of spatial di¤usion in housing demand.

Estimating the probability of leaving unemployment using uncompleted spells from repeated cross-section data

We propose a new econometric estimation method for analyzing the probabilityof leaving unemployment using uncompleted spells from repeated cross-sectiondata, which can be especially useful when panel data are not available. Theproposed method-of-moments-based estimator has two important features:(1) it estimates the exit probability at the individual level and(2) it does not rely on the stationarity assumption of the inflowcomposition. We illustrate and gauge the performance of the proposedestimator using the Spanish Labor Force Survey data, and analyze the changesin distribution of unemployment between the 1980s and 1990s during a periodof labor market reform. We find that the relative probability of leavingunemployment of the short-term unemployed versus the long-term unemployedbecomes significantly higher in the 1990s.

Estimation of transpiration of the 'Valencia' orange young plant using thermal dissipation probe method

Most studies on measures of transpiration of plants, especially woody fruit, relies on methods of heat supply in the trunk. This study aimed to calibrate the Thermal Dissipation Probe Method (TDP) to estimate the transpiration, study the effects of natural thermal gradients and determine the relation between outside diameter and area of xylem in 'Valencia' orange young plants. TDP were installed in 40 orange plants of 15 months old, planted in boxes of 500 L, in a greenhouse. It was tested the correction of the natural thermal differences (DTN) for the estimation based on two unheated probes. The area of the conductive section was related to the outside diameter of the stem by means of polynomial regression. The equation for estimation of sap flow was calibrated having as standard lysimeter measures of a representative plant. The angular coefficient of the equation for estimating sap flow was adjusted by minimizing the absolute deviation between the sap flow and daily transpiration measured by lysimeter. Based on these results, it was concluded that the method of TDP, adjusting the original calibration and correction of the DTN, was effective in transpiration assessment.

Estimation of Fetal Weight during Labor: Still a Challenge

Objective To evaluate the accuracy of fetal weight prediction by ultrasonography labor employing a formula including the linear measurements of femur length (FL) and mid-thigh soft-tissue thickness (STT). Methods We conducted a prospective study involving singleton uncomplicated term pregnancies within 48 hours of delivery. Only pregnancies with a cephalic fetus admitted in the labor ward for elective cesarean section, induction of labor or spontaneous labor were included. We excluded all non-Caucasian women, the ones previously diagnosed with gestational diabetes and the ones with evidence of ruptured membranes. Fetal weight estimates were calculated using a previously proposed formula [estimated fetal weight = [1] 1687.47 + (54.1 x FL) + (76.68 x STT). The relationship between actual birth weight and estimated fetal weight was analyzed using Pearson's correlation. The formula's performance was assessed by calculating the signed and absolute errors. Mean weight difference and signed percentage error were calculated for birth weight divided into three subgroups: < 3000 g; 3000-4000g; and > 4000 g. Results We included for analysis 145 cases and found a significant, yet low, linear relationship between birth weight and estimated fetal weight (p < 0.001; R2 = 0.197) with an absolute mean error of 10.6%. The lowest mean percentage error (0.3%) corresponded to the subgroup with birth weight between 3000 g and 4000 g. Conclusions This study demonstrates a poor correlation between actual birth weight and the estimated fetal weight using a formula based on femur length and mid-thigh soft-tissue thickness, both linear parameters. Although avoidance of circumferential ultrasound measurements might prove to be beneficial, it is still yet to be found a fetal estimation formula that can be both accurate and simple to perform.

The industrial equilibrium exchange rate in Brazil: an estimation

This paper presents a methodology for calculating the industrial equilibrium exchange rate, which is defined as the one enabling exporters of state-of-the-art manufactured goods to be competitive abroad. The first section highlights the causes and problems of overvalued exchange rates, particularly the Dutch disease issue, which is neutralized when the exchange rate strikes the industrial equilibrium level. This level is defined by the ratio between the unit labor cost in the country under consideration and in competing countries. Finally, the evolution of this exchange rate in the Brazilian economy is estimated.

Estimation of State Space Models and Stochastic Volatility

Ma thèse est composée de trois chapitres reliés à l'estimation des modèles espace-état et volatilité stochastique. Dans le première article, nous développons une procédure de lissage de l'état, avec efficacité computationnelle, dans un modèle espace-état linéaire et gaussien. Nous montrons comment exploiter la structure particulière des modèles espace-état pour tirer les états latents efficacement. Nous analysons l'efficacité computationnelle des méthodes basées sur le filtre de Kalman, l'algorithme facteur de Cholesky et notre nouvelle méthode utilisant le compte d'opérations et d'expériences de calcul. Nous montrons que pour de nombreux cas importants, notre méthode est plus efficace. Les gains sont particulièrement grands pour les cas où la dimension des variables observées est grande ou dans les cas où il faut faire des tirages répétés des états pour les mêmes valeurs de paramètres. Comme application, on considère un modèle multivarié de Poisson avec le temps des intensités variables, lequel est utilisé pour analyser le compte de données des transactions sur les marchés financières. Dans le deuxième chapitre, nous proposons une nouvelle technique pour analyser des modèles multivariés à volatilité stochastique. La méthode proposée est basée sur le tirage efficace de la volatilité de son densité conditionnelle sachant les paramètres et les données. Notre méthodologie s'applique aux modèles avec plusieurs types de dépendance dans la coupe transversale. Nous pouvons modeler des matrices de corrélation conditionnelles variant dans le temps en incorporant des facteurs dans l'équation de rendements, où les facteurs sont des processus de volatilité stochastique indépendants. Nous pouvons incorporer des copules pour permettre la dépendance conditionnelle des rendements sachant la volatilité, permettant avoir différent lois marginaux de Student avec des degrés de liberté spécifiques pour capturer l'hétérogénéité des rendements. On tire la volatilité comme un bloc dans la dimension du temps et un à la fois dans la dimension de la coupe transversale. Nous appliquons la méthode introduite par McCausland (2012) pour obtenir une bonne approximation de la distribution conditionnelle à posteriori de la volatilité d'un rendement sachant les volatilités d'autres rendements, les paramètres et les corrélations dynamiques. Le modèle est évalué en utilisant des données réelles pour dix taux de change. Nous rapportons des résultats pour des modèles univariés de volatilité stochastique et deux modèles multivariés. Dans le troisième chapitre, nous évaluons l'information contribuée par des variations de volatilite réalisée à l'évaluation et prévision de la volatilité quand des prix sont mesurés avec et sans erreur. Nous utilisons de modèles de volatilité stochastique. Nous considérons le point de vue d'un investisseur pour qui la volatilité est une variable latent inconnu et la volatilité réalisée est une quantité d'échantillon qui contient des informations sur lui. Nous employons des méthodes bayésiennes de Monte Carlo par chaîne de Markov pour estimer les modèles, qui permettent la formulation, non seulement des densités a posteriori de la volatilité, mais aussi les densités prédictives de la volatilité future. Nous comparons les prévisions de volatilité et les taux de succès des prévisions qui emploient et n'emploient pas l'information contenue dans la volatilité réalisée. Cette approche se distingue de celles existantes dans la littérature empirique en ce sens que ces dernières se limitent le plus souvent à documenter la capacité de la volatilité réalisée à se prévoir à elle-même. Nous présentons des applications empiriques en utilisant les rendements journaliers des indices et de taux de change. Les différents modèles concurrents sont appliqués à la seconde moitié de 2008, une période marquante dans la récente crise financière.