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Publications

Publications by CPES

2009

Transmission Cost Allocation Using Cooperative Game Theory: A Comparative Study

Authors
Azevedo, F; Khodr, HM; Vale, ZA;

Publication
2009 6TH INTERNATIONAL CONFERENCE ON THE EUROPEAN ENERGY MARKET

Abstract
In this paper is presented a Game Theory based methodology to allocate transmission costs, considering cooperation and competition between producers. As original contribution, it finds the degree of participation on the additional costs according to the demand behavior. A comparative study was carried out between the obtained results using Nucleolus balance and Shapley Value, with other techniques such as Averages Allocation method and the Generalized Generation Distribution Factors method (GGDF). As example, a six nodes network was used for the simulations. The results demonstrate the ability to find adequate solutions on open access environment to the networks.

2009

A long-term swarm intelligence hedging tool applied to electricity markets

Authors
Azevedo, F; Vale, ZA;

Publication
Adaptive and Emergent Behaviour and Complex Systems - Proceedings of the 23rd Convention of the Society for the Study of Artificial Intelligence and Simulation of Behaviour, AISB 2009

Abstract
This paper proposes a swarm intelligence long-term hedging tool to support electricity producers in competitive electricity markets. This tool investigates the long-term hedging opportunities available to electric power producers through the use of contracts with physical (spot and forward) and financial (options) settlement. To find the optimal portfolio the producer risk preference is stated by a utility function (U) expressing the trade-off between the expectation and the variance of the return. Variance estimation and the expected return are based on a forecasted scenario interval determined by a long-term price range forecast model, developed by the authors, whose explanation is outside the scope of this paper. The proposed tool makes use of Particle Swarm Optimization (PSO) and its performance has been evaluated by comparing it with a Genetic Algorithm (GA) based approach. To validate the risk management tool a case study, using real price historical data for mainland Spanish market, is presented to demonstrate the effectiveness of the proposed methodology.

2009

Online Individualized Dose Estimation

Authors
Rocha, C; Mendonca, T; Silva, ME;

Publication
WISP 2009: 6TH IEEE INTERNATIONAL SYMPOSIUM ON INTELLIGENT SIGNAL PROCESSING, PROCEEDINGS

Abstract
The development of automated individualized drug dosage regimens, namely in general anaesthesia environment, has been a subject of interest in the last decades. The use of continuous intravenous drug administration aims at, accurately, maintaining the system at a desired target effect concentration level. Different methods have been proposed for the design of individualized dosage regimens. In this study individual drug dose design is achieved through the characterization of transient initial response induced by a bolus administration of drug. This approach is based on the statistical analysis of the data using Walsh-Fourier spectral analysis which provides information about patient dynamics, allowing the on-line drug dose design using multiple linear least squares and quantile regression technics. The proposed methodology is illustrated in the case where the effect measured on the patient corresponds to the neuromuscular blockade (NMB) level and the drug to the muscle relaxant atracurium.

2009

Requirements for simultaneous participation of distributed generation and interruptible loads in power market

Authors
Neyestani, N; Jadid, S;

Publication
AUPEC'09 - 19th Australasian Universities Power Engineering Conference: Sustainable Energy Technologies and Systems

Abstract
This paper presents the participation of distributed generation and interruptible loads for Demand Side Management (DSM) in market environment. This contribution has two aspects, first, the technical requirements that should be implemented on these applications. Then the way DGs and ILs are offered in market and what should be included in their contracts. In this paper the above mentioned issues will be discussed and a database system will be presented by which a Disco can deal with interruptible loads and distributed generations simultaneously in its contracts.

2008

Artificial Neural Networks Applied to Reliability and Well-Being Assessment of Composite Power Systems

Authors
Leite da Silva, AML; de Resende, LC; da Fonseca Manso, LAD; Miranda, V;

Publication
2008 10TH INTERNATIONAL CONFERENCE ON PROBABILISTIC METHODS APPLIED TO POWER SYSTEMS

Abstract
This paper presents a new methodology for assessing both reliability and well-being indices for composite generation and transmission systems. Firstly, a transmission network reduction is applied to find an equivalent for assessing composite reliability for practical large power systems. After that, in order to classify the operating states, Artificial Neural Networks (ANNs) based on Group Method Data Handling (GMDH) techniques are used to capture the patterns of the operating states, during the beginning of the non-sequential Monte Carlo simulation (MCS). The idea is to provide the simulation process with an intelligent memory, based only on polynomial parameters, to speed up the evaluation of the operating states. For the conventional reliability assessment, the ANNs are used to classify the operating states into success and failure. However, for the well-being analysis, only success states are classified into healthy and marginal by the ANNs. The proposed methodology is applied to the IEEE Reliability Test System 1996 and to a configuration of the Brazilian South-Southeastern System.

2008

Improvement in Wind Power Forecasting Based on Information Entropy-Related Concepts

Authors
Bessa, R; Miranda, V; Gama, J;

Publication
2008 IEEE POWER & ENERGY SOCIETY GENERAL MEETING, VOLS 1-11

Abstract
This paper reports new results in adopting entropy concepts to the training of mappers such as neural networks to perform wind power prediction as a function of wind characteristics (mainly speed and direction) in wind parks connected to a power grid. It also addresses the differences relevant to power system operation between off-line and on-line training of neural networks. Real case examples are presented.

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