Feature-driven improvement of renewable energy forecasting and trading

M. A. Muñoz, J. M. Morales, and S. Pineda, Feature-driven Improvement of Renewable Energy Forecasting and Trading, IEEE Transactions on Power Systems, 2020.Inspired from recent insights into the common ground of machine learning, optimization and decision-making, this paper proposes an easy-to-implement, but effective procedure to enhance both the quality of renewable energy forecasts and the competitive edge of renewable energy producers in electricity markets with a dual-price settlement of imbalances. The quality and economic gains brought by the proposed procedure essentially stem from the utilization of valuable predictors (also known as features) in a data-driven newsvendor model that renders a computationally inexpensive linear program. We illustrate the proposed procedure and numerically assess its benefits on a realistic case study that considers the aggregate wind power production in the Danish DK1 bidding zone as the variable to be predicted and traded. Within this context, our procedure leverages, among others, spatial information in the form of wind power forecasts issued by transmission system operators (TSO) in surrounding bidding zones and publicly available in online platforms. We show that our method is able to improve the quality of the wind power forecast issued by the Danish TSO by several percentage points (when measured in terms of the mean absolute or the root mean square error) and to significantly reduce the balancing costs incurred by the wind power producer.European Research Council (ERC) under the EU Horizon 2020 research and innovation programme (grant agreement No. 755705) Spanish Ministry of Economy, Industry, and Competitiveness through project ENE2017-83775-P

Algoritmos adaptativos de núcleos de Mercer

El objetivo de este Proyecto Fin de Carrera es la introducción del kernel recursivo en los algoritmos lineales de kernel, en nuestro caso utilizaremos los algoritmos KLMS y KRLS, para su aplicación a los sistemas de comunicación como es en nuestro caso. Dichos algoritmos serán usados en el procesado de un arrays de antenas y observaremos cómo se comportan en diferentes escenarios. El array de antenas utilizado para estas pruebas, consta de un array lineal de 7 elementos, dichos elementos son antenas de tipo dipolo que trabajan a una frecuencia de 3 GHz, usando una modulación BPSK y están separados entre si una distancia de λ=2. Además, tendremos que tener en cuenta que al tratarse de antenas dipolo se producirán varios efectos como es el acoplamiento mutuo de las señales entre los diferentes elementos. También tendremos que tener en cuenta la conformación del haz de la antena, hacia donde esta direccionada y las posibles diferencias temporales de las señales recibidas debido al multitrayecto. Utilizaremos un conformador de haz que se encargara de minimizar la probabilidad de error al detectar la señal de entrada. En nuestro caso utilizaremos un conformador de haz con referencia temporal adaptativo. Esto es debido a que al minimizar la probabilidad de error utilizaremos los algoritmos lineales de kernel ya mencionados, sobre una matriz de kernel recursiva. Para finalizar compararemos el comportamiento de estos algoritmos sobre la matriz de kernel recursiva y sobre la matriz de kernel no recursiva. De esta comparación esperamos comprobar que al usar la matriz de kernel recursivo, minimizamos la probabilidad de error que obteníamos sin usar el método recursivo de error que obteníamos sin usar el método recursivo.Ingeniería Técnica en Sistemas de Telecomunicació

Dispositiu comunicació vídeo per IP

En un futur no molt llunyà desapareixerà la televisió analògica. Per a molts és un gran avantatge disposar de més canals per veure però per a uns altres és sinònim de pèrdua. Aquells que treballen a una televisió local, com ara la Televisió de Vallirana, es veuran obligats a compartir una llicència de TDT amb altres municipis dins la mateixa comarca. Per això s’ha establert l’estudi per a la formació d’una nova manera d’emetre televisió. La Televisió per IP. En aquest projecte formarem part de l’equip que estudiarà quin és el mètode més efectiu per poder portar a Vallirana la IPTV. Es treballarà per fer l’enllaç radioelèctric principal de la xarxa wireless que arribarà des de la TVV fins a la torre emissora. Es portarà a terme les configuracions dels diferents equips (punts d’accés, VLC, antenes, ...) Es tractarà d’afrontar els problemes durant les proves amb solucions reals. I s’estudiarà la manera de poder fer el desplegament de la xarxa en un futur pròxim. Tot això per poder assegurar que Vallirana continuï gaudint d’una de les seves senyals d’identitat: La Televisió

Recensions

Obra ressenyada: Giorgio COLLI; traducción de Miguel Morey, Filosofía de la expresión. Madrid: Siruela, 1996

Compatibility of ultra high performance concrete as repair material : bond characterization with concrete under different loading scenarios

The rehabilitation of concrete structures, especially concrete bridge decks, is a major challenge for transportation agencies in the United States. Often, the most appropriate strategy to preserve or rehabilitate these structures is to provide some form of a protective coating or barrier. These surface treatments have typically been some form of polymer, asphalt, or low-permeability concrete, but the application of UHPC has shown promise for this application mainly due to its negligible permeability, but also as a result of its excellent mechanical properties, self-consolidating nature, rapid gain strength, and minimal creep and shrinkage characteristics. However, for widespread acceptance, durability and performance of the composite system must be fully understood, specifically the bond between UHPC and NSC often used in bridge decks. It is essential that the bond offers enough strength to resist the stress due to mechanical loading or thermal effects, while also maintaining an extended service-life performance. This report attempts to assess the bond strength between UHPC and NSC under different loading configurations. Different variables, such as roughness degree of the concrete substrates, age of bond, exposure to freeze-thaw cycles and wetting conditions of the concrete substrate, were included in this study. The combination of splitting tensile test with 0, 300, 600 and 900 freeze-thaw cycles was carried out to assess the bond performance under severe ambient conditions. The slant-shear test was utilized with different interface angles to provide a wide understanding of the bond performance under different combinations of compression and shear stresses. The pull-off test is the most accepted method to evaluate the bond strength in the field. This test which studies the direct tensile strength of the bond, the most severe loading condition, was used to provide data that can be correlated with the other tests that only can be used in the laboratory. The experimental program showed that the bond performance between UHPC and NSC is successful, as the strength regardless the different degree of roughness of the concrete substrate, the age of the composite specimens, the exposure to freeze-thaw cycles and the different loading configurations, is greater than that of concrete substrate and largely satisfies with ACI 546.3R-06

Projective system approach to the martingale characterization of the absence of arbitrage

The equivalence between the absence of arbitrage and the existence of an equivalent martingale measure fails when an infinite number of trading dates is considered. By enlarging the set of states of nature and the probability measure through a projective system of topological spaces and Radon measures, we characterize the absence of arbitrage when the time set is countable

PROJECTIVE SYSTEM APPROACH TO THE MARTINGALE CHARACTERIZATION OF THE ABSENCE OF ARBITRAGE

The equivalence between the absence of arbitrage and the existence of an equivalent martingale measure fails when an infinite number of trading dates is considered. By enlarging the set of states of nature and the probability measure through a projective system of topological spaces and Radon measures, we characterize the absence of arbitrage when the time set is countable.