[pt] A Sazonalização é o processo de dividir as quantidades anuais de um contrato de fornecimento de energia elétrica em montantes mensais. Trata-se de flexibilidade contratual facultativa geralmente determinada ou imposta pelo agente comprador. A participação das usinas eólicas na matriz energética brasileira tem aumentado nos últimos anos, sendo a energia dos ventos uma fonte renovável que apresenta uma característica interessante de complementaridade em relação à vazão das usinas hidrelétricas. As carteiras de empresas comercializadoras passam então a abrigar contratos com usinas eólicas e hidrelétricas. Tendo como meta auferir maiores ganhos algumas comercializadoras realizam operações descasadas e podem utilizar a flexibilidade da sazonalização de contratos. Neste trabalho foi tomada como referência uma comercializadora que possui uma carteira composta de um contrato de venda de um montante mensal fixo de energia, um contrato de compra da energia elétrica de uma usina eólica e um contrato de compra de energia de uma hidrelétrica que pode ser sazonalizado. Foi desenvolvida uma metodologia para determinar o perfil de sazonalização ideal a ser utilizado para aumentar os lucros da carteira de contratos. A maximização da medida Ômega delta foi a métrica utilizada para analisar os cenários e foram consideradas restrições de Value at Risk - VaR nas análises realizadas. Os resultados encontrados mostram que a maximização da medida Delta é obtida concentrando-se toda compra de energia da hidrelétrica no segundo semestre do ano. Entretanto, à medida que a restrição de VaR torna-se mais severa diminuindo o grau de liberdade para realizar a sazonalização a distribuição dos montantes de energia elétrica aproxima-se da uniformidade entre os meses do ano. / [en] The seasonal adjustment is the process of dividing the annual quantities of an electricity supply contract in monthly amounts. This is a contractual flexibility generally determined or imposed by the contract buyer. The share of wind farms in the Brazilian energy system has increased in the last few years and wind energy is a renewable source that presents an interesting feature of complementarity with hydroelectric power plants in Brazil. Therefore, contracts with wind farms and hydroelectric plants are becoming part of the trading companies portfolios. Aiming to reach higher gains, some energy traders enter into uncovered trading positions and use the flexibility of seasonal adjustments of contracts to combine these two sources in a portfolio. This study used as reference a trading company that has a portfolio composed of a sales contract for a fixed monthly amount of energy, a contract to buy electricity from a wind farm and a contract to purchase electricity from a hydroelectric plant that can be seasonally adjusted. A methodology is proposed to find the ideal profile of seasonal adjustments that should be used to increase the portfolio’s profits. The maximization of the Omega measure delta - along with Value at Risk (VaR) restrictions- , was the metric used to analyze the scenarios and choose the optimal portfolio. The results found show that the maximization of the Delta measure is obtained by concentrating all the energy bought from the hydroelectric in the second semester of the year. However, as the constraint VaR becomes more severe restricting the freedom to make seasonal adjustments, the distribution of energy amounts between the months of the year approaches the uniformity.

[pt] As grandes companhias de energia eólica buscaram durante muito tempo por uma solução eficiente e economicamente viável para integração de sistemas e obtenção de maior alinhamento entre o negócio e tecnologia. SOA apareceu e vem sendo adotado por algumas destas empresas para tal finalidade. Estatísticas dizem que entre as dez maiores empresas de energia, cinco já adotam SOA como solução para seus problemas gerenciais. SOA foi elaborado pensando-se nestas corporações, mas recentemente passou-se a discutir sua aplicabilidade no mercado exclusivo de energias. Neste contexto, este trabalho se propõe analisar a aplicabilidade de SOA a Energia Eólica, propondo algumas idéias para que esta adequação possa ocorrer e realizando um estudo de caso na implantação para estas empresas, fazendo uso de tecnologias e ferramentas gratuitas. / [en] Currently, sustainable technology is an objective study everywhere in the world, since the energy industry needs intelligent alternatives to transform Green Energy into something profitable, having little environmental impact and greater efficiency in its production processes. Wind power is an alternative energy source with the largest number of studies by industry and science displaying all the proper factors to healthy living with Green Energy. With the research conducted over the past two years, the need was perceived, in real cases, for a technology associated with the Intelligent Computational Wind Energy in terms of better energy use for both the producer and for end consumers. In situ monitoring and research were carried out by wind energy companies based in Fortaleza, Brazil, having wind farms in their respective cities, such as at the Port of Pecém by Bons Ventos Engenharia and also in the state of Rio Grande do Norte. Monitoring was performed and, while headquartered in Denmark (Europe), on site research was carried out by a generator supplier for wind energy (Suzlon Brazil). These field studies took nearly three months to complete while adhering to all procedures, addressing all issues and holding several internal meetings. In all companies, components such as generators and transformers are bought from European suppliers, but the software used to manage such parts are Brazilian and often made within the company since they have no specific products with the necessary quality they need. The analyses of the visited companies are made in simple Excel spreadsheets (Microsoft Office) for workers with little skill in completing spreadsheets. The purpose of this work is to allow greater control and higher quality information to the company and the consumer. Making wind power into something extremely productive and financially viable would prove to be quite salutary for all mankind. Aiming to avoid malfunction of aero generators resulting from errors or from maintenance worker in order of achieving increased productivity, as well as enabling companies to have greater access to their factories in real time, reducing the risk of loss and a greater production control which facilitates decision making for administrators. The proposed Service Oriented Architecture (SOA) provides greater flexibility and integration between technology and business strategy. One of the principles governing this type of architecture is the integration of existing systems through an integration layer. Service-Oriented Architecture (SOA) proposes a kind of bus (ESB - Enterprise Service Bus), through which legacy applications can be aggregated and shared. The purpose is to make the most common features of a system capable of reuse regardless of the technology they were built upon, but this should be translated into a language or protocol standard, XML. The goal implicitly in the SOA model is that business applications may one day be treated with reference to services that are used. The model used for the SOA in the Wind Energy is called Software Engineering by Prototyping. After some improvements of companies with SOA, some plants were already able to generate power for small towns or neighborhoods, since, before the SOA, were sold to smaller power plants and then passed on to consumers. With the arrival of new technology it is possible to transfer immediately to homes, apartments or industries. This example was identified in Wind Station located in the Beach Park in Fortaleza (CE). Case Study in Choice of SOA Wind Energy In field trials conducted in Ceará and RN, wind farms were seen as very small, less than 15 aero generators, where the company does not know, for example, the best time to turn off its aero generators due to lack of wind, leaving only one input port of the ESB (Enterprise Service Bus), SOA equipment, thus a Java program may be installed to measure the wind velocity and once it becomes less than 2 m / s the aero generators stop automatically, maintaining the parts’ condition and decreasing expenses for these small wind farms. With companies that have wind farms in several places, the need for SOA is extreme because we have to choose the best software in order to address the needs of all wind farms. After all, one reason for using SOA is the reuse of programming code which is implemented in various plants, immense profitability and all will be controlled remotely by one simple computer. By establishing a central SOA along with a powerful ESB (Enterprise Service Bus), many doors will be opened for the central computer and for each path set a wind farm; within each one specify each aero generator and obtain real-time wind speed, creating profit by each aero generator every second of use. With this solution, the company s management team would know who would be profiting, who would be at a loss, which would be required to stop all activities, and know the wind speed of each aero generator in wind farms in each business group, control of any wind farm is made possible, avoiding loss, machine problems, substantially lower maintenance cost and improved profitability. After months of research in the field (in situ) and advanced studies for two years, the vulnerability of computer systems was identified in the wind energy industry. There are companies with investments in some cases millions of dollars which have no real-time results of their aero generators, profits, preventing errors or scheduled maintenance, putting many in financial loss. With SOA, a program written in JAVA programming language within the ESB (Enterprise Service Bus) can be used, for example, to calculate the amount of times that a lamp was lit, allowing the user to be aware of how much energy would be spent in each bulb in your home or office. Throughout this work were presented concepts of SOA and Wind Energy. The question of using SOA by these wind farms was addressed, addressing some particular questions that should be taken into consideration in order for this adoption to be made in its best form. We propose some ideas and a change in the strategy of adopting SOA, which were put into practice through two softwares and a screen ESB Integration Sterling. Surely the part that will benefit most from adopting SOA in the wind energy industry will be the management area, since the advance of information technology and engineering enhances efficiency and provides minimal losses, things in which prior to SOA technology with wind energy were normal, but Bons Ventos in Fortaleza already use these techniques based in this dissertation and is satisfied with the results achieved in its company. In real time, they can immediately stop the aero generators so that the wind do not financially compensate the maintenance of those left on, permitting facility operators to work more at ease. After all, when no wind is present and the aero generator is off by SOA equipment is exactly the best time to provide maintenance. In this current scenario, the recommendation for a company desiring to use wind energy is to wait for the development of this technology in regard to the cost-benefit ratio. The standards established for this type of captured energy are almost completely formatted, however investments are still quite expensive, namely equipment, skilled labor and control software. The use of SOA is revolutionizing information technology and this work contributed to the achievement of growth and development in the wind energy industry. Open source tools specifically made for SOA have not reached the same degree of maturity as other proprietary solutions. Future efforts can be directed towards this as well as how they can be improved by the best combination and adding new features.

[pt] Os coeficientes de troca e perda de carga de trocadores de calor do tipo bi-tubular pinado foram experimentalmente determinados. Medidas do coeficiente global de troca de calor do permitiriam avaliar o coeficiente de troca do lado do ar como função do número de Reyonolds do escoamento. Os resultados foram comparados com aqueles para trocadores de calor de duto anular, sem pinos, e a comparação revelou uma grande vantagem em relação à troca de calor para os trocadores pinados. Por outro lado, a comparação mostrou sua queda de pressão é consideravelmente mais alta. Não obstante, para a mesma taxa de transferência de calor, o trocador de calor pinado seria muito mais compacto. / [en] Experiments have been performed to determine the heat transfer characteristics and pressure drop of a pinned double-pipe heat exchangers. Measurements of the overall heat transfer coefficient as function of the air-side transfer coefficients as function of the flow Reynolds number. The results were compared with those for annular duct heat exchangers, without pins, and the comparison revealed a great advantage respect to the heat transfer for the pinned exchanger. On the other hand, the comparison showed that its pressure drop is considerably higher. Nevertheless, for the same heat transfer rate, the pinned exchanger would be much more compact.

[pt] A presente pesquisa trata da determinação experimental das eficiências e da simulação de desempenho de turbinas eólicas de eixo vertical do tipo Darrieus. Os testes foram efetuados usando-se modelos reduzidos num túnel. Um novo método para a obtenção da potência da turbina foi desenvolvido. O método clássico requereria grandes modelos e um grande túnel de vento para facilitar a medida do torque. Uma vez que as curvas características dos modelos reduzidos foram determinadas, numa forma adimensional, uma simulação de desempenho de turbinas em tamanho real foi desenvolvida. Tal simulação envolveu duas regiões brasileiras (Fortaleza e Fernando de Noronha) e o conhecimento da distribuição de ventos horária. / [en] The present research is concerned with the experimental determination of the efficiencies and performance simulation of Darrieus vertical-axis wind turbines. The tests were performed using reduced models in a wind tunnel. A new method for obtaining the turbine power was developed. The classical approach would require large models and a huge wind tunnel to facilitate the torque measurement. Once the characteristic curves of reduced models were determined, in a dimensionless form, a performance simulation of real size turbines was developed. Such a simulation involved two Brazilian regions (Fortaleza and Fernando de Noronha) and the knowledge of the hourly wind distribution.

[pt] A presente dissertação se insere no contexto da energia eólica, que é a fonte de energia que mais cresce na matriz elétrica brasileira, segundo dados da Empresa de Pesquisa de Energia (EPE), com projeções para que esse crescimento se mantenha. Com isso, a principal motivação do presente trabalho é o fato de que desenvolver e aplicar métodos de previsão cada vez mais precisos para as variáveis determinantes na produção de energia eólica em um aerogerador, como a velocidade do vento, é de crucial importância para o planejamento da operação do sistema elétrico nacional. Logo, o objetivo principal do trabalho é adaptar e aplicar uma metodologia de previsão de séries temporais em um banco de dados formado por medições de velocidade de vento. A metodologia se constrói a partir da análise exploratória dos dados, onde pode se observar características importantes, como estacionariedade na média e uma estrutura sazonal complexa, que envolve um ciclo diário e uma sazonalidade mensal. Com isso, foi adaptado um modelo de amortecimento exponencial com múltiplos ciclos que incorpora simulação de Monte Carlo e decomposição da série através do método TBATS, para realizar as previsões. Como resultados e conclusões, é possível observar que modelo adaptado se mostrou adequado para tratar o problema proposto, quando comparado com os modelos de previsão estabelecidos pela literatura, resultando em um aumento na precisão das previsões realizadas. / [en] This work is in the context of wind energy, which is the energy source that grows more in the Brazilian energy matrix, according to the Energy Research Company (EPE), with projections that this growth will continue. Thus, the main motivation of this work is the fact that developing and implementing increasingly precise forecasting methods for the key variables in the production of wind energy in a wind turbine, such as wind speed, is of crucial importance for planning of the national electric system operation. Therefore, the main objective of this work is to adapt and apply a time series forecasting methodology in a database formed by wind speed measurements. The methodology is built from the exploratory analysis of data, which can be observed important features such as stationary mean and a complex seasonal structure, which involves a daily cycle and monthly seasonality. Thus, it was adapted an exponential smoothing model that incorporates multiple cycles, Monte Carlo simulation and decomposition of the series through the TBATS method, to make forecasts. As results and conclusions, it is possible to observe that model adapted was adequate to address the proposed issue, compared with the forecast models established in the literature, resulting in an increase in the accuracy of forecasts made.

[pt] A preocupação com o aquecimento global e a poluição tem aumentado significativamente o interesse no desenvolvimento de fontes renováveis de energia. Este estudo tem como eixo principal a energia eólica, o uso dessa energia elimina resíduos indesejados e prejudiciais à saúde e ao meio ambiente causados por outras fontes de energia, como carvão e usinas nucleares. Este trabalho objetiva analisar a relação de dependência entre a velocidade do vento e a geração de energia eólica, esta é uma relação bastante complexa, por isso busca-se entender a natureza estocástica de ambas as variáveis. Como ferramenta metodológica foi utilizada a teoria da cópula. O estudo baseia-se na análise e modelagem da dependência entre dados de velocidade do vento e geração de energia eólica, para um banco de dados horário de um parque eólico do estado da Bahia, no período de janeiro a dezembro de 2017, após encontrar a cópula correspondente a estrutura de dependência para o ano completo e para cada mês individualmente, foram geradas simulações e apresentadas as probabilidades de ocorrência dos cenários em intervalos pré-definidos, os resultados obtidos foram significativos, testes estatísticos adequados foram realizados, evidenciando a qualidade do ajuste. / [en] Concern about global warming and pollution has significantly increased interest in developing renewable energy sources. This study has wind energy as its main axis, the use of this energy eliminates unwanted and harmful waste to health and the environment caused by other energy sources, such as coal and nuclear power plants. This work aims to analyze the dependence relationship between wind speed and wind energy generation, this is a very complex relationship, so we seek to understand the stochastic nature of both variables. As a methodological tool, the copula theory was used. The study is based on the analysis and modeling of the dependence between wind speed data and wind energy generation, for an hourly database of a wind farm in the state of Bahia, from January to December 2017, after finding the copula corresponding to the dependency structure for the entire year and for each month individually, simulations were generated and the probabilities of occurrence of the scenarios were presented at pre-defined intervals, the results obtained were significant, adequate statistical tests were performed, evidencing the quality of the fit .

[pt] Após o choque de racionamento de energia elétrica, decorrente do desequilíbrio entre oferta e demanda, os vários setores da sociedade brasileira constataram a real e iminente necessidade de diversificação das fontes de geração de energia elétrica e de seu uso racional. Busca-se hoje novas fontes, entre as quais a energia eólica, uma alternativa nova e promissora. A energia eólica está aumentando no mundo todo e o Brasil tem um enorme potencial devido a sua localização geográfica e o governo tem investido neste tipo de energia. O principal objetivo desta dissertação é estudar e desenvolver modelos de previsão de velocidade de vento, de curto prazo da velocidade do vento. Os métodos de amortecimento exponencial, em particular o método de Holt-Winters e suas variações, são apropriados para este contexto devido à sua alta adaptabilidade e robustez. Para aplicação da metodologia considerou-se o município de São João do Cariri (Estado de Paraíba), onde está localizada uma das estações de referência do projeto SONDA (Sistema Nacional de Dados Ambientais para o setor de energia). Será utilizado o método de Holt-Winters, que será comparado com os modelos: de persistência, neuro-fuzzy (ANFIS) e estatísticos. / [en] After the shock of electricity rationing, due to the imbalance between supply and demand, the various sectors of the Brazilian society found a real and imminent need to diversify sources of electricity generation and its rational use. New sources are searched today, including wind power, a promising new alternative. Wind energy has been increasing worldwide and Brazil has huge potential due to its geographical location and the government has invested in this type of energy. The main objective of this thesis is to study and develop forecasting models, of short-term wind speed. The methods of exponential smoothing, in particular the method Holt-Winters and its variations, are suitable in this context because of its high adaptability and robustness. The city of São João do Cariri (State of Paraíba), where it is located one of the reference stations of project SONDA (National Environmental Data for the energy sector) was chosen in order to apply the methodology. The method that will be used is Holt-Winters, who will be compared with the models: persistence, neuro-fuzzy (ANFIS) and statistics.

[pt] A energia eólica é hoje uma das mais promissoras fontes de energia do mundo por ser limpa e abundante. O estudo de fenômenos que estão relacionados com alterações na circulação atmosférica, como o El Niño, são de extrema importância pela possibilidade de afetarem a geração eólica. A fim de explorar o possível efeito de tais fenômenos nos ventos da região Nordeste do Brasil, a qual possui a maior capacidade eólica instalada, é realizada uma análise estatística para a quantificação desse efeito através dos modelos Generalized Autoregressive Score (GAS). Estes permitem a modelagem de séries temporais para diferentes distribuições de probabilidade. Nesse estudo, o GAS é aplicado às séries de velocidade do vento a partir das distribuições Weibull, Gama e Beta. Os resultados mostram que a distribuição Beta produz o melhor ajuste quando se considera o efeito do El Niño através da Temperatura da Superfície do Mar (TSM), na velocidade do vento de uma usina eólica no Nordeste do Brasil. Em particular estes mostram que, o maior impacto do El Niño ocorre nos meses de abril e maio, onde para um aumento de 1 grau Celcius da TSM é observada uma variação de aproximadamente 1.3 por cento na velocidade do vento. / [en] Wind energy is now one of the most promising energy sources of the world being both clean and abundant. The study of phenomena that are related to changes in atmospheric circulation, such as El NiÑo, are extremely important for its ability to affect wind generation. In order to explore the possible effect of such phenomena in the winds of the Northeast region of Brazil which has the largest installed wind capacity, a statistical analysis is performed to quantify this effect through the Generalized Autoregressive Score (GAS) models. These allows the modeling of time series for different probability distributions. In this study, GAS models are applied to the wind speed series using Weibull, Gamma and Beta distributions. The results shows that the Beta distribution produces the best fit when considering the effect of El Niño through Sea Surface Temperature (SST) in the wind speed of an wind farm in the Northeast of Brazil. In particular these show that the greatest impact of the El Niño occurs in the months of April and May, where for an increase of 1 degrees Celcius of SST is observed a variation of approximately 1.3 per cent in wind speed.

[pt] Com o objetivo de reduzir o efeito estufa e atender a alta demanda de energia elétrica, muitos países desenvolvidos e emergentes têm optado pelo uso de energias essencialmente de origem renovável, incluindo energia eólica, biomassa e solar fotovoltaica. Para determinar a viabilidade econômica dos projetos de energias renováveis é necessário capturar as variáveis de maior interesse. As opções reais ao considerar a dinâmica e incertezas, típicas dos mercados de eletricidade, surgem como uma alternativa para a tomada de decisões neste tipo de projetos. Este trabalho aplica a técnica tradicional de avaliação de projetos através do fluxo de caixa descontado (FCD) e a teoria de opções reais (TOR) para avaliação de um parque eólico. A flexibilidade foi incluída ao considerar a opção de fazer um investimento em retrofit para atualizar a tecnologia das turbinas eólicas e estender o contrato de operação. A opção real analisada é análoga a uma opção de compra europeia, seu valor é calculado através de uma árvore binomial recombinante com barreira no preço da energia eólica, principal fonte de incerteza do modelo. Realizaram-se análises de sensibilidade para avaliar o comportamento do preço da opção frente às mudanças em alguns parâmetros do modelo. Conclui-se a viabilidade econômica de estender a operação do parque eólico através de um investimento em retrofit, utilizando a TOR, uma vez que o seu valor é muito superior frente ao calculado pelo FCD, apesar do valor da opção ter uma forte correlação com o limite da barreira e a volatilidade do preço. / [en] In order to reduce the greenhouse effect and meet the high demand of electricity, many developed and emerging countries have opted for the use of renewable energies, for example, wind energy, biomass and solar photovoltaic. To determine the economic viability of renewable energy projects it is necessary to capture the most relevant variables that suggest greater interest. Real options allows to consider the dynamic and uncertainties present in the power markets, therefore it is an attractive tool for decision-making in this kind of markets. In this work we apply the traditional technique of project evaluation, the discounted cash flow (DCF), as well as the real real options theory (ROT) for the financial evaluation of a wind farm. The flexibility is the option of making a retrofit investment that allows upgrading the wind turbines technology in order to extend the operating contract. The real option analyzed is analogous to a european call option and its value was calculated through a recombinant binomial tree with barrier in the wind energy price, considered the main source of uncertainty in the model. Sensitivity analyzes were performed to assess the option price behavior when some parameters of the model change. We finally conclude for the economic viability of extending the operation of the wind farm through an investment in retrofit, using the ROT, since its value is much higher than the calculated by the DCF, even though the option value is strongly dependent on the barrier and the volatility of electricity prices.

[pt] O principal objetivo desta dissertação é estudar modelos de previsão da geração eólica utilizando os dados de cinco parques eólicos, mais precisamente comparar o desempenho dos modelos lineares e não lineares. Utilizando a metodologia do modelo não-linear STAR-TREE (Smooth Transition AutoRegression Tree) e comparando com o modelo linear Box e Jenkins através de medidas estatísticas. Basicamente, o modelo STAR-TREE é uma combinação dos modelos STAR (Smooth Transition AutoRegression) e CART (Classification and Regression Tree), realizando assim uma modelagem em árvore onde a transição entre os regimes é feita de forma suave através da função logística e nos nós terminais são ajustados modelos preditivos. Neste estudo será ajustado nos nós terminais um modelo simples constante e também modelos autorregressivos. / [en] The main objective of this dissertation is to study wind generation forecasting models using data from five wind farms, more accurately compare the performance of linear and nonlinear models. Using the methodology of the nonlinear model STAR-TREE (Smooth Transition Autoregression Tree) and compare with the linear model BoxandJenkins through statistical measures. Basically the model STAR-TREE is a combination of models STAR (Smooth Transition Autoregression) and CART (Classification and Regression Tree), thus creating a modeling tree where the transition between regimes is done smoothly through the logistics function and in the terminal nodes are adjusted predictive models. In this study will fit in the terminal nodes, a simple model of constant and a autoregressive models.