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Dopad vysokofrekvenčního obchodování na volatilitu cen / The Impact of High Frequency Trading on Price VolatilityVondřička, Jakub January 2014 (has links)
This thesis examines an impact of high frequency trading on equity market qualities. As an indicator of market quality, stock prices realized volatility is used. To estimate the high frequency trading activity, we implement a special method of identification of high frequency orders from quote data. Study of relation between high frequency trading and market qualities is incited by growing concerns about the welfare impacts of high frequency trading and connected activities. In order to test the dependence and causality between high frequency trading activity and volatility, we implement time-scale estimation techniques. Wavelet coherence is used to study localized dependence. The analysis is amended by a robustness check, using wavelet correlation. Results show inconsistent dependence at short trading horizons and regions of significant continuous dependence at trading horizons within hours. Powered by TCPDF (www.tcpdf.org)
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Realized Jump GARCH model: pomůže dekompozice volatility vylepšit predikční schopnosti modelu? / Realized Jump GARCH model: Can decomposition of volatility improve its forecasting?Poláček, Jiří January 2014 (has links)
The present thesis focuses on exploration of the applicability of realized measures in volatility modeling and forecasting. We provide a first comprehensive study of jump variation impact on future volatility of Central and Eastern European stock markets. As a main workhorse, the recently proposed Realized Jump GARCH model, which enables a study of the impact of jump variation on future volatility forecasts, is used. In addition, we estimate Realized GARCH and heterogeneous autoregressive (HAR) models using one-minute and five-minute high frequency data. We find that jumps are important for future volatility, but only to a limited extent due to the high level of information aggregation within the stock market index. Moreover, Realized (Jump) GARCH models outperform the standard GARCH model in terms of data fit and forecasting performance. Comparison of forecasts with HAR models reveals that Realized (Jump) GARCH models capture higher portion of volatility variation. Eventually, Realized Jump GARCH compared to other Realized GARCH models provides comparable or even better forecasting performance.
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Exploration ultrasonore haute-fréquence de la coagulation sanguine : cinétique des transformations microstructurelles lors de la fibrinoformation et de la contraction plaquettaire / High-frequency ultrasound exploration of blood coagulation : kinetics of microstructural transformations during fibrinoformation and platelet contractionPlag, Camille 10 December 2012 (has links)
Actuellement, l'étude exploratoire de la fonction hémostatique en routine se fonde essentiellement sur les tests du bilan standard d'hémostase, c'est à dire la détermination du temps caractéristique de formation d'un gel de fibrine dans des conditions standardisées. Cependant, la dernière décennie a vu la naissance de nouveaux tests se focalisant sur les transformations mécaniques du sang lors de sa coagulation. Portés par les récentes avancées dans la connaissance des phénomènes biochimiques et biophysiques menant à ces transformations mécaniques, ces tests, basés sur une étude dynamique des propriétés viscoélastiques de la coagulation du sang total, sont aujourd'hui de plus en plus adoptés par les hématologues et sont au centre d'un nombre grandissant d'études cliniques. C'est dans ce contexte que, s'appuyant sur les récents développements des techniques ultrasonores haute-fréquence, un dispositif de monitoring ultrasonore haute-fréquence de la coagulation sanguine sur sang total a été développé au sein de notre équipe. Grâce à une analyse simultanée de plusieurs paramètres acoustiques, ce dispositif à montré ses capacités à suivre les transformations mécaniques du sang coagulant. Le travail de cette thèse a consisté à poursuivre le développement de ce dispositif en s'attachant notamment à discriminer le rôle respectif des différents phénomènes ayant lieu lors de la coagulation sur les cinétiques acoustiques mesurées. En analysant les effets de traitements anticoagulant et anti-agrégant plaquettaires sur notre monitoring ultrasonore dans le cadre d'une étude clinique pilote, un premier potentiel diagnostic du dispositif a été établi. Les résultats de cette étude ont ensuite mené à la mise en place de mesures spécifiques centrées sur deux phénomènes : la formation de la fibrine et la contraction plaquettaire. Une visualisation originale de la formation du réseau de fibrine a pu être mise en place et a mené à la détermination d'un nouveau paramètre capable de déterminer à la fois le temps de gélification et le temps de rétraction. La gélification du milieu s'est avéré être primordiale dans l'évolution de l'atténuation dans le milieu, tout comme la rétraction du caillot est essentiellement responsable de l'augmentation de la vitesse. / Today, routine blood coagulation tests rely principally on the measurement of the time for a blood sample to gel under standardized conditions. However, in the last decade, new tests focused on monitoring mechanical changes during blood coagulation have been developped. Thanks to a new understanding of the biochemical and biophysical phenomena leading to those mechanical changes, these tests, dynamically studying the viscoelastic properties of coagulating whole blood, tend to be more and more adopted by haematologists and are the focus of a tremendous amount of clinical studies. Within this context and due to the recent development of high-frequency ultrasound techniques, a high-frequency ultrasound apparatus allowing the monitoring of whole blood coagulaion has been developped by our team. Simultaneously analysing the kinetics of four acoustical parameters, it has shown its potential in monitoring the mechanical changes appearing in whole blood coagulation. In this PhD thesis, new developments of this technique have been carried out and allowed to discriminate the respective role of the different phenomena appearing during coagulation on our acoustical parameters. Analysing the effect of anticoagulant and antiplatelet therapy within a pilot clincal study, the diagnostic potential of our test has been established. Following the results of this study, specific measurements have been set up and have shown the importance of two phenomena : fibrin formation and platelet contraction. A new way to visualize the fibrin network formation has been devised and has led to the computation of a new parameter capable of defining gel time and retraction time. Gelation of the medium was shown to be linked to the changes in attenuation in the medium and retraction of the clot was found to be critical in the rise of longitudinal velocity.
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[en] HPA MODEL FOR MODELING HIGH FREQUENCY DATA: APPLICATION TO FORECAST HOURLY ELECTRIC LOAD / [pt] MODELO HPA PARA A MODELAGEM DE DADOS DE ALTA FREQUÊNCIA: APLICAÇÃO À PREVISÃO HORÁRIA DE CARGA ELÉTRICASCHAIANE NOGUEIRA OUVERNEY BARROSO 28 December 2010 (has links)
[pt] A previsão de curto prazo, que envolve dados de alta frequência, é essencial para a confiabilidade e eficiência da operação do setor elétrico, fazendo com que a alocação da carga seja feita de forma eficiente, além de indicar possíveis distorções nos próximos períodos (dias, horas, ou frações de hora). A fim de garantir a operação energética, diversas abordagens têm sido empregadas com vistas à previsão de carga de energia a curto prazo. Dentre elas, pode-se citar os modelos híbridos de Séries Temporais, Lógica Fuzzy e Redes Neurais e o Método Holt-Winters com múltiplos ciclos que é a principal ferramenta utilizada atualmente. O HPA (Hierarchical Profiling Approach) é um modelo que decompõe a variabilidade dos dados de séries temporais em três componentes: determinística, estocástica e ruído. A metodologia é capaz de tratar observações únicas, periódicas e aperiódicas, e ao mesmo tempo, serve como uma técnica de pré-branqueamento. Este trabalho tem por objetivo implementar o HPA e aplicá-lo a dados de carga de energia elétrica de 15 em 15 minutos pra um estado da região Sudeste do Brasil. Também serão analisadas as previsões de curto prazo geradas pelo modelo para a série considerada, visto que a habilidade preditiva do HPA ainda é desconhecida para séries brasileiras. As previsões forneceram Coeficiente U de Theil igual a 0,36 e um Erro Percentual Absoluto Médio (MAPE, Mean Absolute Percentage Error) de 5,46%, o qual é bem inferior ao valor fornecido pelo Modelo Ingênuo usado para comparação (15,08%). / [en] Short-term forecast, which involves high frequency data, is essential for a reliable and efficient electricity sector operation, enabling an efficient power load allocation and indicating possible distortions in the coming periods (days, hours, or hour fractions). To ensure the operation efficiency, several approaches have been employed in order to forecast the short-term load. Among them, one can mention the hybrid models of Time Series, Fuzzy Logic and Neural Networks and Holt-Winters Method with multiple cycles, which is the main tool used today. The HPA (Hierarchical Profiling Approach) model decomposes the variability of time series data into three components: deterministic, stochastic and noise. The model is capable of modeling single, periodic and aperiodic observations, and at the same time function as a pre-whitening technique. This work aims to implement the HPA and to apply it in 15 in 15 minutes load data of a Brazil’s southeastern state, since the predictive ability of the HPA is still not known for the Brazilian series. The short-term forecasts estimated for the series considered are analyzed and provided a Theil-U Coefficient equal to 0.36 and a Mean Absolute Percentage Error (MAPE) of 5.46%, which is smaller than the value given by the Naive Model (15.08%).
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Imagerie par microscopie acoustique haute résolution en profondeur de la surface interne d'une gaine de crayon combustible de type REP / In depth high resolution acoustic microscopy of the internal face of a PWR fuel rodSaikouk, Hajar 23 November 2018 (has links)
Les crayons combustibles au sein des Réacteurs à Eau Pressurisée (REP) sont constitués de pastilles de céramique (UO2 ou (U-Pu)O2) empilées dans des gaines en alliage de zirconium, le Zircaloy. Avant l'irradiation, il existe un jeu de fabrication entre les pastilles et la gaine de l'ordre d'une centaine de microns. Au cours de l'irradiation, ce jeu est rapidement réduit ou totalement rattrapé du fait des différentes déformations que subissent les pastilles et la gaine. La connaissance de la nature de ce contact pastille-gaine à chaud, nécessaire pour comprendre les phénomènes et valider les modélisations de l'évolution de l'état de l’interface en fonction du taux de combustion, est accessible aujourd’hui exclusivement à partir de mesures destructives effectuées en laboratoire de haute activité, après retour à froid des combustibles. Pour obtenir un plus grand nombre d’informations sur des zones d’intérêt étendues, ou sur un tronçon de crayon avant refabrication pour ré-irradiation en réacteur expérimental, un moyen de caractérisation non destructif de l’interface pastille-gaine est nécessaire. C'est dans ce contexte que l'Institut d'Electronique et des Systèmes UMR CNRS 5214 de l'Université de Montpellier développe, dans le cadre d'une collaboration avec le Commissariat à l'Energie Atomique et aux Energies Alternatives, et en partenariat avec EDF et Framatome, un microscope acoustique adapté aux géométries cylindriques. Le travail mené au cours de cette thèse inclut la conception et l’adaptation d’une tête de mesure sur un banc prototype et la démonstration de la faisabilité de l’acquisition d’images haute résolution (quelques dizaines de microns) sur tubes de gaine, l’enjeu étant de conserver la focalisation sur l’ensemble des zones imagées sur un même tube de diamètre externe de l’ordre de 10 mm et de longueur de 100 à 500 mm. La difficulté à reproduire les conditions de contact pastille-gaine en laboratoire ont orienté le choix des échantillons simulants, élaborés à partir de tubes de gaine avec ou sans zircone et chargés localement de colle. Les acquisitions réalisées sur ces échantillons simulants montrent la capacité de la méthode à détecter les changements de structure de la surface interne de la gaine. La mesure est ainsi sensible à la présence d’une couche de zircone interne d’épaisseur de 10 $mu$m, et à la présence de matériau adhérent à l’intérieur du tube. Ces résultats montrent l’intérêt de poursuivre ces études, pour améliorer grâce à du traitement du signal l’interprétation des images avec pour objectif final l’adaptation de la méthode et sa qualification sur un banc sur crayon irradié. / Pressurized Water Reactor (PWR) fuel rods are made of ceramic pellets (UO2,(U,Pu)O2 or gadolinium fuel) assembled in a zirconium alloy cladding tube. By design, an initial gap, filled with helium, exists between these two elements. However during irradiation this gap decreases gradually, on the one hand, owing to a variation in cladding diameter, due to creepdown caused by pressure from the coolant, and, on the other hand, increased pellet diameter, due to thermal expansion, and swelling. In hot conditions, during the second or third cycle of irradiation, the pellet/cladding gap is closed. However, during the return to cooler conditions, the gap can reopen. At a high burnup (generally beyond the 3rd cycle of irradiation) an inner zirconia layer of the order of 10 to 15 $mu$m is developed by oxidation leading to a chemical bonding between the pellet and the cladding. This bonding layer may contribute to a non-reopening of the pellet-cladding gap.Currently, only destructive examinations, after cutting fuel rods, allow the visualization of this area, however, they require a preliminary preparation of the samples in a hot cell. This limits the number of tests and measurements on the fuel rods. In this context, the Institute of Electronic and Systems of Montpellier University (IES - UMR CNRS 5214), in collaboration with the Alternative Energies and Atomic Energy Commission (CEA), Electricité de France (EDF) and Framatome, is developing a high frequency acoustic microscope adapted to the control and imaging of the pellet/cladding interface by taking into account the complexity of the structure's cladding which has a tubular form. Because the geometrical, chemical and mechanical nature of the contact interface is neither axially nor radially homogeneous, the ultrasonic system must allow the acquisition of 2D images of this interface by means of controlled displacements of the sample rod along both its axis and its circumference. The final objective of the designed acoustic microscope is to be introduced in hot cells.
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Construção do livro de ofertas a partir de dados de alta frequência e um algoritmo de predição de valores baseado em técnicas de agrupamento e regressão linear / Offerbook construction from high frequency data and an algorithm for predicting values based on clustering techniques and linear regression.Moreira, Rodrigo Bossini Tavares 24 June 2013 (has links)
A negociação algorítmica oferece algoritmos que tomam decisões de compra e/ou venda com base em parâmetros pré-determinados, oscilações de preços no mercado, dados históricos etc. Uma vantagem oferecida por ela é a possibilidade de atuação rápida no mercado, possivelmente aproveitando as melhores ofertas disponíveis. A Bovespa disponibiliza dados referentes à troca de mensagens entre as partes que constituem o mercado nanceiro. A partir dessas mensagens, geralmente é possível fazer a construção do livro de ofertas, que contém informações referentes às ofertas de compra e venda disponíveis em dado instante e também sobre negociações que foram concretizadas. Esses dados são disponibilizados em diferentes formatos. Os dados de futuros utilizados neste trabalho, por exemplo, seguem o formato padrão do protocolo FIX, que dene cada mensagem como uma coleção de pares de chave/valor. Um outro formato de dados próprio da Bovespa é utilizado para a disponibilização de dados de ações. Neste trabalho faz-se a construção do livro de ofertas a partir dos dados de futuros, com a proposta de uma estrutura de dados eciente para a manipulação de mensagens no formato do protocolo FIX. Também discute-se sobre a possibilidade de construção do livro de ofertas a partir dos dados de ações. Finalmente, um algoritmo de predição de valores baseado em técnicas de mineração de dados como agrupamento é proposto e analisado quanto à sua aplicabilidade. / Algorithmic trading offers algorithms that make buy/sell decisions based on predetermined parameters, market price fluctuations, historical data and so on. One advantage it offers is the possibility of quickly operating on the market, possibly taking advantage of the best buy/sell offers currently available. Bovespa provides data regarding message exchange between the constituent parts of the financial market. From these messages, it is usually possible to extract the offerbook, which contains information regarding buy/sell offers available at a given moment in time. This data is provided in different formats. The future data used in this work, for example, is according to the Fix protocol format, which defines each message as a collection of key/value pairs. Another data format proprietary from Bovespa is used to provide stock data. In this work the construction of the offerbook is made from the future data and the proposal of an efficient data structure for dealing with messages in Fix format is made. It is also discussed the possibility of constructing the offerbook from the stock data. Finally, a predicting values algorithm based on data mining techniques such as clustering is proposed and its applicability is analysed.
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Avaliação de métodos de análises não lineares em sinais eletroencefalográficos na presença de oscilações de alta frequência em pacientes portadores de epilepsia refratária / Evaluation of nonlinear analysis methods in electroencephalographic signals in the presence of high frequency oscillations in patients with refractory epilepsyDuque, Juliano Jinzenji 09 August 2017 (has links)
A eletroencefalografia (EEG) é uma das evidências tomadas na avaliação de indicação cirúrgica, em casos de pacientes portadores de epilepsia refratária a medicamentos, que pode auxiliar na localização da área responsável pela origem das crises epilépticas. Ao longo das últimas décadas, além das bandas de frequências já tradicionalmente avaliadas (até cerca de 40Hz), a EEG tem despertado o interesse de pesquisadores também para bandas de frequências mais altas. Passaram a ser encontradas evidências de que oscilações de alta frequência, conhecidas por HFO (High Frequency Oscillations), podem ser usadas como biomarcadores de epilepsia. Diversos estudos têm sido realizados em busca de uma melhor compreensão sobre HFO, a fim de viabilizar sua utilização em aplicações clínicas. Entretanto, características não lineares e de complexidade, que podem contribuir na análise de sinais com origem em sistemas biológicos, não têm sido investigadas neste tipo de sinais. Este estudo propôs a investigação de características extraídas de sinais de EEG com presença de HFO, de pacientes portadores de epilepsia refratária, através de métodos considerados como de análise não linear. Análise de Dinâmica Simbólica, Análise de Flutuações Destendenciadas (DFA), Entropia Multiescala (MSE) e Análise qSDiff foram aplicadas em segmentos de sinais de EEG intracraniano, amostrados a 5kHz, de pacientes portadores de epilepsia refratária, e também em alguns sinais simulados de características conhecidas para fins de comparação. Os resultados dos diferentes métodos investigados apontaram características semelhantes entre os segmentos de EEG analisados e séries simuladas de ruído browniano, sugerindo que os sinais de EEG em geral têm perfil bastante suavizado, são não estacionários e exibem correlações de longo alcance. Foram também levantadas evidências de que tanto HFO quanto os segmentos de EEG onde estão inseridas têm padrões mais regulares de variação e são menos complexas que segmentos de EEG sem HFO, sugerindo a degradação da complexidade fisiológica desta região cerebral, que poderia estar relacionada com mecanismos fisiopatológicos da epilepsia. Todos os métodos investigados sugeriram que as características e propriedades não lineares, relacionadas a complexidade inerente dos sinais de EEG, podem ser úteis na análise de HFO, principalmente pelas evidências de que estas características se alteram nas HFO, quando comparadas ao restante do sinal onde elas se encontram e também a outros sinais sem sua presença. / Electroencephalography (EEG) is one of the evidences taken in the evaluation of surgical indication, in cases of patients with drug refractory epilepsy, which may help in locating the area responsible for the origin of epileptic seizures. Over the last few decades, in addition to the frequency bands that have traditionally been evaluated (up to about 40Hz), the EEG has attracted researchers also to higher frequency bands. Evidence has been found that high frequency oscillations (HFO), can be used as biomarkers of epilepsy. Many studies have been carried out in search of a better understanding about HFO, in order to make it feasible to use in clinical applications. However, nonlinear and complex features, which may contribute to the analysis of signals originating from biological systems, have not been investigated in this type of signals. This study proposed the investigation of features extracted from EEG signals with HFO of patients with refractory epilepsy, using nonlinear analysis methods. Symbolic Dynamics Analysis, Detrended Fluctuation Analysis (DFA), Multiscale Entropy (MSE) and qSDiff Analysis were applied to segments of intracranial EEG signals, sampled at 5kHz, from patients with refractory epilepsy, as well as some features-known simulated signals for comparison purposes. Results of the different investigated methods pointed out similar features between the analyzed EEG segments and the simulated series of Brownian noise, suggesting that EEG signals, in general, have a very smoothed profile, are nonstationary and exhibit long- range correlations. Evidence has also been raised that both HFO and the EEG segments where they are inserted have more regular patterns of variation and are less complex than EEG segments without HFO, suggesting the degradation of the physiological complexity of this brain region, which could be related to pathophysiological mechanisms of epilepsy. All the investigated methods suggested that nonlinear features and properties, related to the inherent complexity of EEG signals, may be useful in HFO analysis, mainly because of the evidence that these features change in HFOs when compared to the rest of the signal where they are and other signals without their presence.
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High Frequency Ultrasonic Device development for Non-Destructive Post-Irradiation Examination of the RHF Fuel Element / Développement d'un dispositif ultrasonore hautes fréquences pour la caractérisation post-irradiation de l'élément combustible du RHFChrifi Alaoui, Meriem 20 November 2018 (has links)
Les prochaines plaques combustibles faiblement enrichies des réacteurs HPRR devront résister à de hautes radiations et dévoileront probablement un gonflement. Ce dernier modifie la structure et influence la distance inter-plaque nominale. La mesure de cette distance à l'ordre micrométrique constitue l'objectif du projet PERSEUS via le développement d'un dispositif ultrasonore non-destructif. Réduit à 1 mm pour s'insérer dans l'interstice inter-plaque de 1.8 mm du Réacteur à Haut Flux (RHF), le dispositif comprend deux transducteurs ultrasonores reliés à un système électronique. Il permet les mesures de temps de vol et de vitesse ultrasonore. La faisabilité de mesure précédemment prouvée, des optimisations de la chaîne de mesure et du traitement du signal ont été intégrées, induisant une nouvelle génération de dispositif. Un banc motorisé a été développé et a permis des mesures de reproductibilité précises à 500 nm. La reproductibilité de résistance aux radiations, expérimentée à l'Institut Arc-Nucléart, a démontré la stabilité des dispositifs sous 3500 kGray. De plus, une expérience de mesure de distance inter-plaque sur l'élément combustible du RHF a permis les mesures de position verticale, de distance inter-plaque et de température avec 1 µm de précision d'épaisseur du canal d'eau. Une étude de faisabilité de focalisation des ondes est prévue pour analyser les plaques en profondeur. / The future HPRR LEU fuel plates will have to withstand aggressive irradiations leading to a swelling phenomenon. This latter induces structure modifications and impacts the initial inter-plate distance. This distance is investigated, under the access and microscopic resolution constraints, within the PERSEUS Project aiming the development of a non-destructive ultrasonic device. With a thickness of 1 mm to be inserted into the 1.8 mm water channel width of the High flux Reactor (RHF), the device relies upon two ultrasonic transducers connected to an electronic system. It allows time of flight and ultrasonic velocity estimations. The feasibility being already proved, optimizations on components of the measurement chain and signal processing have led to a new device. A developed motorized bench has allowed reproducibility measurements with a 500 nm resolution. Then, a reproducibility devices' radiation resistance experiment, carried out in the Arc-nucleart Institute, demonstrated their parameters stability under 3500 kGray. Experiments were also realized on the RHF fuel element where vertical position, distance and temperature were evaluated, with a 1 µm precision on channel gap thickness. Future works will explore waves ability to be focused in the depth of the plates.
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Análise de sobretensões transitórias causadas por manobras de disjuntores a vácuo. / Analysis of transient overvoltages caused by vacuum circuit breakers switchings.Bongiolo, Guilherme Grazziotin 10 December 2018 (has links)
Esta dissertação realiza uma análise comparativa de sobretensões transitórias que ocorrem durante o chaveamento de disjuntores a vácuo. Estas sobretensões podem ocasionar a falha da isolação dos equipamentos conectados aos disjuntores, conforme vários relatos da literatura. Esse fenômeno está associado às características intrínsecas dos disjuntores a vácuo, na formação do arco elétrico em seu interior e de sua interrupção, na sua capacidade de recuperação da rigidez dielétrica, na sua capacidade de interromper correntes de alta frequência, além de características do circuito protegido. Devido à natureza complexa e aleatória das sobretensões transitórias, observou-se a necessidade do desenvolvimento de ferramentas para reprodução dos fenômenos associados às características operacionais dos disjuntores a vácuo. Esse trabalho busca preencher tal lacuna, desenvolvendo um modelo que contempla o comportamento do disjuntor a vácuo tanto para a manobra de abertura quanto para de fechamento, de modo a colaborar com o entendimento dos fenômenos e no cálculo das sobretensões no domínio do tempo. O algoritmo desenvolvido foi implementado no programa Alternative Transient Program (ATP) por meio da linguagem Models. A partir da preparação desse modelo e da escolha de um experimento de referência, foi possível analisar o comportamento do modelo proposto do disjuntor e dos modelos dos principais componentes elétricos dos programas de cálculo de transitórios elétricos, como transformadores e cabos, cujos méritos e deficiências são discutidos ao longo do trabalho. A pesquisa foi orientada em buscar resultados que pudessem ser mais representativos para validação do modelo de disjuntor ao se alterar os modelos dos demais componentes elétricos do circuito, sendo o ajuste dos parâmetros dos disjuntores a vácuo realizados de forma a obter os resultados mais próximos da referência. Por fim, foram simuladas condições onde os fenômenos de sobretensão se agravam e soluções que podem ser incorporadas ao circuito para redução das sobretensões e das frequências dos transitórios. / The current dissertation project performs a comparative analysis of the transient overvoltages generated during the switching of vacuum circuit breakers. The overvoltage phenomenon for these cases can lead to the insulation failure of the equipment connected to the circuit-breakers, according to several reports in the literature. This phenomenon is associated to intrinsic characteristics of the vacuum circuit-breakers, as the formation of the electric arc in their interior and its interruption, their dielectric strength recovery, in their capacity to interrupt high frequency currents interruption, beyond characteristics from the circuit. Due to the complex and random nature of the transient overvoltage, the necessity of developing tools to reproduce such phenomenon associated to the operational features of the vacuum circuit-breaker arose. This dissertation seeks filling this gap, by developing a model that contemplates the vacuum circuitbreaker behavior for both opening and closing switching, in order to collaborate with the understanding of such phenomenon and in the calculations of overvoltages in the time domain. The developed algorithm was implemented in the software Alternative Transient Program (ATP) by means of the programming language Models. From the preparation of this model and from the choice of a reference experiment, it was possible to analyze the behavior of the proposed model and of the models from the main electrical components present in software to calculate electrical transients, e.g. transformers and cables, which merits and deficiencies are discussed along the dissertation. The research was oriented in searching for results that could be more representative to the validation of the circuit-breaker model when changing the models of the remaining electrical components of the circuit, being the parameters adjustment of the vacuum circuit-breakers performed in order to achieve the results closer to the reference. Finally, conditions to aggravate the transitory and the incorporation of solution to reduce the overvoltage and frequencies of the transients were also simulated.
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Avaliação do estado dos equipamentos do sistema de transporte de energia elétrica através de técnicas de medição de descargas parciais em campo / Evaluation of the Electric Power System Transport Equipment State by Techniques of Partial Discharge Measurement in FieldBacega, Felippe 11 September 2014 (has links)
Neste trabalho é apresentado um novo método de medição de descargas parciais, através de transformadores de corrente de alta frequência, instalados no condutor de aterramento dos equipamentos do sistema elétrico de potência e acoplados a um osciloscópio. Esse novo método de medição tem como grande ganho o fato dos equipamentos não precisarem ser retirados de operação para realização de medição. Pelo fato das transmissoras serem remuneradas pela disponibilidade das funções transmissão, o diagnóstico dos equipamentos em serviço faz com que os custos sejam reduzidos. Foi realizado um levantamento teórico onde foi definida a curva característica esperada como resposta do transformador de corrente a um sinal impulsivo. Foram levantadas curvas características, em laboratório, através de oscilogramas no domínio do tempo, das assinaturas de descargas parciais em equipamentos com isolação a óleo e a gás SF6, de modo a validar o sinal esperado na fundamentação teórica. Essas assinaturas foram utilizadas em medições em campo, que comprovaram a viabilidade da fundamentação teórica e das assinaturas obtidas em laboratório. Adicionalmente foram levantados fatores que podem influenciar nas medições e mostrados sinais que possuam características diferentes daquelas das descargas parciais, de modo a diferencia-los. / This work presents a new method of measuring partial discharges, through high frequency current transformers, installed in the equipment grounding conductor of the electrical power system and coupled to an oscilloscope. This new measurement method has as great gain, the fact that the equipment doesnt need to be removed from service to perform measurement. Because of the transmission being remunerated by the availability of the transmission functions, diagnosis of equipment in service makes the costs been reduced. A theoretical survey where the characteristic curve expected response from the current transformer to an impulsive signal was set has been done. Characteristic curves were raised in the laboratory through oscillograms in the time domain, of signatures of partial discharges in equipment with SF6 gas and oil isolation, in order to validate expected signal discharges in the theoretical foundation. These signatures were used in field measurements, which proved the feasibility of the theoretical foundation and signatures obtained in the laboratory. Further factors were raised that may influence the measurements and shown signs that have different characteristics from those of partial discharges in order to differentiate them.
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