Este trabalho tem como objetivo avaliar a viabilidade da aplicação de técnicas de otimização robusta (OR) no planejamento da operação de reservatórios para geração de energia hidrelétrica. A OR é uma técnica de otimização que visa encontrar resultados que sejam menos sensíveis às incertezas nas variáveis do modelo através da minimização da variância da função objetivo para diferentes cenários. Desta forma foi desenvolvido um modelo de otimização robusta aplicado à operação de reservatórios para a geração de energia hidrelétrica, chamado HIDRO-OR, utilizando o software General Algebraic Modeling System (GAMS). Para estudo de caso foram utilizados os dados da UHE Sinop, a ser instalada no rio Teles Pires MT. Inicialmente foi realizada uma análise de sensibilidade utilizando diferentes combinações dos coeficientes de ponderação da função objetivo e três conjuntos de cenários. Nesta abordagem, o modelo resultou em vertimentos indesejados para realizar a diminuição do desvio padrão dos resultados entre os diferentes cenários. Uma solução encontrada para o problema foi realizar a otimização em duas etapas. Na primeira etapa ocorre a otimização robusta propriamente dita e são fixados os resultados para o primeiro mês de operação. Na segunda etapa, apenas a função objetivo principal é otimizada e, assim, são corrigidos os vertimentos indesejados. No entanto, com a otimização em duas etapas, não ocorreram mudanças na operação do reservatório para os diferentes coeficientes de ponderação. Ao final do trabalho conclui-se que, apesar dos resultados da análise de sensibilidade terem sido praticamente iguais com a otimização em duas etapas, estes podem ser considerados robustos pois são factíveis para todos os cenários. Por fim, são realizadas sugestões para a continuidade das pesquisas utilizando as técnicas de OR para a operação de usinas hidrelétricas. / This work aims to evaluate the feasibility of robust optimization techniques (OR) for reservoir management for hydropower production. The OR is an optimization technique which aims to find results that are less sensitive to the randomness of variables in the model by minimizing the variance of the objective function for different scenarios. One OR model was developed to the operation of reservoirs for hydropower production, called HYDRO-OR, using the software General Algebraic Modeling System (GAMS). As study case, data from the Sinop hydropower plant were used, which will be constructed in the Teles Pires river - MT. First, a sensitivity analysis was performed using different combinations of weigh coefficients of the objective function with three sets of scenarios. Preliminary results in this approach showed that the model resulted in unwanted spills to force the reduction of the standard deviation of the results from different scenarios. To correct this, the model was reconfigured to perform the optimization in two stages, the first one being the OR itself in which the results were obtained for the first month of planning. In the second step, the model was optimized again for subsequent months. In this case the model corrected the unnecessary spills but the results were quite similar for the three combinations of the weight coefficients. However the results can be considered robust because it is feasible for all scenarios. Finally, suggestions are made for further studies using the techniques of OR for the operation of hydropower plants.

O setor sucroalcooleiro vem ganhando cada vez mais destaque no agronegócio brasileiro. O Produto Interno Bruto (PIB) do setor na safra de 2015 gerou mais de US$113 bilhões ao longo de toda cadeia produtiva (UNICA, 2016). Esse período de ascensão é acompanhado de novos desafios e oportunidades, o que torna o setor um tema fértil para a pesquisa acadêmica, teórica e aplicada. Dada à pluralidade do setor que hoje extravasa seu nicho tradicional, álcool e açúcar, e atua cada vez mais intensamente nos setores energéticos, eletricidade e combustíveis renováveis, faz-se necessário a incorporação da nova dinâmica de produção que esses produtos trazem à realidade administrativa do setor. Assim, além de discutir teoria e metodologia correlatas à modelagem matemática empregada no auxilio à gestão do setor, esse trabalho visa contribuir com a literatura, incorporando e discutindo as novas possibilidades produtivas que a produção de biogás trás ao mix de produção tradicional. As principais ferramentas utilizadas nessa análise são a teoria de portfólios e o arcabouço teórico da otimização robusta. A partir dessas técnicas construiu-se um modelo de otimização onde se busca a minimização do risco para um dado retorno, princípio da teoria de portfólios, avaliando o risco com o CVaR, uma medida de risco mais adequada do que a tradicional variância. Construído esse modelo, analisa-se o papel do biogás, um produto ainda pouco usual nas usinas brasileiras, no portfólio produtivo de uma usina hipotética. Com base nesse modelo implementou-se as técnicas de otimização robusta com o intuito de aferir se os resultados verificados no modelo determinístico se mantém no caso robusto. / The sugarcane sector is gaining a huge prominence in the Brazilian agribusiness. The GDP of the sector in 2015 crop was over then US$ 113 billion along the entire production chain (UNICA, 2016). This auspicious period is accompanied by new challenges and opportunities, which makes the sector a hot field for academic research, theoretical and applied. Given the industry plurality which today goes beyond its traditional niche, alcohol and sugar, the sector is increasingly strongly its share in the energy sector, electricity and renewable fuels. Thus it is necessary to incorporate the new dynamic of production that these products bring to the administrative reality of the sector. Therefore, in addition to discussing theory and methodology related to the mathematical modeling used as a support to sector management, this work aims to contribute to the literature by incorporating and discussing the new production possibilities that biogas production brings to the traditional production mix. The main tools used in this analysis are the portfolio theory and the theoretical and applied framework of robust optimization. From these techniques it is built up an optimization model where one seeks to minimize risk for a given return, the principle of portfolio theory, assessing the risk with CVaR, a better measure of risk than traditional variance. Through this model, the role of biogas, an unusual product in the Brazilian plants, is analyzed considering a hypothetical plant. Based on this model it is implemented robust optimization techniques in order to assess whether the results observed in the deterministic model remains in the case robust.

Zhong, Renxin. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2007. / Includes bibliographical references (leaves 107-114). / Abstracts in English and Chinese. / Abstract --- p.iv / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Non-Minimum Phase Nonlinear Systems --- p.1 / Chapter 1.2 --- Robust Output Regulation Problem --- p.4 / Chapter 1.3 --- Global Robust Output Regulation for Non-Minimum Phase Nonlinear Systems in Lower Triangular Form --- p.6 / Chapter 1.4 --- Rotational/Translational Actuator System --- p.8 / Chapter 1.5 --- Organization and Contributions --- p.8 / Chapter 2 --- Global Robust Output Regulation for Non-Minimum Phase Non-linear Systems in Lower Triangular Form --- p.10 / Chapter 2.1 --- Introduction --- p.10 / Chapter 2.2 --- Assumptions and Preliminaries --- p.12 / Chapter 2.3 --- Solvability Conditions --- p.17 / Chapter 2.4 --- Numerical Examples --- p.19 / Chapter 2.5 --- Concluding Remarks --- p.46 / Chapter 3 --- Global Robust Output Regulation for A Class of Non-Minimum Phase Nonlinear Systems by Output Feedback Control --- p.47 / Chapter 3.1 --- Introduction --- p.48 / Chapter 3.2 --- Assumptions and Preliminaries --- p.49 / Chapter 3.3 --- Reduced order observer design --- p.56 / Chapter 3.4 --- Stabilization of x system --- p.59 / Chapter 3.5 --- "Interconnection of the n,z,ζ,x subsystems and small gain condition" --- p.63 / Chapter 3.6 --- Numerical example --- p.67 / Chapter 3.7 --- Conclusion --- p.76 / Chapter 4 --- Robust output regulation for the nonlinear benchmark problem via output feedback --- p.77 / Chapter 4.1 --- Introduction --- p.78 / Chapter 4.2 --- Disturbance rejection problem of the RTAC system by output feedback control --- p.79 / Chapter 4.3 --- Robust Disturbance rejection problem of the RTAC system by output feedback --- p.88 / Chapter 4.4 --- Conclusion --- p.98 / Chapter 5 --- Conclusion --- p.103 / List of Figures --- p.105 / Bibliography --- p.107 / Biography --- p.115

Tese de mestrado. Redes e Serviços de Comunicação. Faculdade de Engenharia. Universidade do Porto, INESC Porto. 2009

The purpose of this paper is to compare Analysis of Variance with Contingency Table Analysis when the data being analyzed do not satisfy Analysis of Variance assumptions. The criteria for comparison are the powers of the Standard variance-ratio and the Chi-square test. The test statistic and powers were obtained by Monte Carlo. 1. Calculate test statistic for each of 100 trials, this process was repeated 12 times. Each time different combination of means and variances were used. 2. Powers were obtained for each of 12 combinations of means and variances. Whether Analysis of Variance or Contingency Table Analysis is a better alternative depends on if we are interested in equality of population means or differences of population variances.

The aim of this thesis is to develop a holistic approach to the optimal design of energy systems for building clusters or districts. The emerging Albano university campus, which is planned to be a vivid example of sustainable urban development, is used as a case study through collaboration with the property owners, Akademiska Hus and Svenska Bostäder. The design addresses aspects of energy performance, environmental performance, economic performance, and exergy performance of the energy system. A multi-objective optimization approach is applied to minimize objectives such as non-renewable primary energy consumptions, the greenhouse gas emissions, the life cycle cost, and the net exergy deficit. These objectives reflect both practical requirements and research interest. The optimization results are presented in the form of Pareto fronts, through which decision-makers can understand the options and limitations more clearly and ultimately make better and more informed decisions. Sensitivity analyses show that solutions could be sensitive to certain system parameters. To overcome this, a robust design optimization method is also developed and employed to find robust optimal solutions, which are less sensitive to the variation of system parameters. The influence of different preferences for objectives on the selection of optimal solutions is examined. Energy components of the selected solutions under different preference scenarios are analyzed, which illustrates the advantages and disadvantages of certain energy conversion technologies in the pursuit of various objectives. As optimal solutions depend on the system parameters, a parametric analysis is also conducted to investigate how the composition of optimal solutions varies to the changes of certain parameters. In virtue of the Rational Exergy Management Model (REMM), the planned buildings on the Albano campus are further compared to the existing buildings on KTH campus, based on energy and exergy analysis. Four proposed alternative energy supply scenarios as well as the present case are analyzed. REMM shows that the proposed scenarios have better levels of match between supply and demand of exergy and result in lower avoidable CO2 emissions, which promise cleaner energy structures. / <p>QC 20160923</p>

Speech recognition systems have improved in robustness in recent years with respect to both speaker and acoustical variability. Nevertheless, it is still a challenge to deploy speech recognition systems in real-world applications that are exposed to diverse and significant level of noise. Robustness and recognition accuracy are the essential criteria in determining the extent of a speech recognition system deployed in real-world applications. This work involves development of techniques and extensions to extract robust features from speech and achieve substantial performance in speech recognition. Robustness and recognition accuracy are the top concern in this research. In this work, the robustness issue is approached using the front-end processing, in particular robust feature extraction. The author proposes an unified framework for robust feature and presents a comprehensive evaluation on robustness in speech features. The framework addresses three distinct approaches: robust feature extraction, temporal information inclusion and normalization strategies. The author discusses the issue of robust feature selection primarily in the spectral and cepstral context. Several enhancement and extensions are explored for the purpose of robustness. This includes a computationally efficient approach proposed for moment normalization. In addition, a simple back-end approach is incorporated to improve recognition performance in reverberant environments. Speech features in this work are evaluated in three distinct environments that occur in real-world scenarios. The thesis also discusses the effect of noise on speech features and their parameters. The author has established that statistical properties play an important role in mismatches. The significance of the research is strengthened by the evaluation of robust approaches in more than one scenario and the comparison with the performance of the state-of-the-art features. The contributions and limitations of each robust feature in all three different environments are highlighted. The novelty of the work lies in the diverse hostile environments which speech features are evaluated for robustness. The author has obtained recognition accuracy of more than 98.5% for channel distortion. Recognition accuracy greater than 90.0% has also been maintained for reverberation time 0.4s and additive babble noise at SNR 10dB. The thesis delivers a comprehensive research on robust speech features for speech recognition in hostile environments supported by significant experimental results. Several observations, recommendations and relevant issues associated with robust speech features are presented.

My Masters research aims to deepen our understanding of the behaviour of robust methods in logistic regression. Logistic regression is a special case of Generalized Linear Modelling (GLM), which is a powerful and popular technique for modelling a large variety of data. Robust methods are useful in reducing the effect of outlying values in the response variable on parameter estimates. A literature survey shows that we are still at the beginning of being able to detect extreme observations in logistic regression analyses, to apply robust methods in logistic regression and to present informatively the results of logistic regression analyses. In Chapter 1 I have made a basic introduction to logistic regression, with an example, and to robust methods in general. In Chapters 2 through 4 of the thesis I have described traditional methods and some relatively new methods for presenting results of logistic regression using powerful visualization techniques as well as the concepts of outliers in binomial data. I have used different published data sets for illustration, such as the Prostate Cancer data set, the Damaged Carrots data set and the Recumbent Cow data set. In Chapter 4 I summarize and report on the modem concepts of graphical methods, such as central dimension reduction, and the use of graphics as pioneered by Cook and Weisberg (1999). In Section 4.6 I have then extended the work of Cook and Weisberg to robust logistic regression. In Chapter 5 I have described simulation studies to investigate the effects of outlying observations on logistic regression (robust and non-robust). In Section 5.2 I have come to the conclusion that, in the case of classical or robust multiple logistic regression with no outliers, robust methods do not necessarily provide more reasonable estimates of the parameters for the data that contain no st~ong outliers. In Section 5.4 I have looked into the cases where outliers are present and have come to the conclusion that either the breakdown method or a sensitivity analysis provides reasonable parameter estimates in that situation. Finally, I have identified areas for further study.

Intelligent agents are goal-oriented software entities which exhibit a number of desirable characteristics, such as flexibility and robustness, which are suitable for complex, dynamic, and failure-prone environments. However, these characteristics of individual agents are not exhibited by their interactions with each other since traditional approaches to interaction design are message-centric, and these message-centric approaches force the intelligent agents to follow prescribed message sequences in order to achieve their interactions, thus usually resulting in interactions which have limited flexibility and robustness. In this thesis an alternative to the traditional message-centric interaction design approaches is presented. In this approach, the interactions are designed based on interaction goals, and message sequences are not prescribed. Instead, message sequences emerge from the interactions as the intelligent agents attempt to achieve the interaction goals. The main contribution of this work is Hermes, a methodology for the design and implementation of goal-oriented interactions. An important motivation for Hermes is to not only allow for the design and implementation of goal-oriented interactions, but to also be pragmatic and usable by practicing software engineers. To that end, Hermes has a clear and guided design process with a notation explicitly created for the design of goal-oriented interactions. Furthermore, Hermes, which covers the design and implementation of agent interactions only, has been integrated with Prometheus, a full agent system design methodology. Guidelines for the integration are provided so that, in future, Hermes may also be integrated with other existing methodologies if desired. Hermes also provides guidelines for mapping its design artifacts to an implementation. As Hermes is goal-oriented, the implementation platform should be one that is goal-based. The guidelines help developers map the design to skeleton code. This contributes to the pragmatism of Hermes. To further ensure that Hermes is pragmatic, two prototype software support tools have been developed. The design support tool allows for the graphical design of Hermes artifacts and the implementation support tool produces skeleton code for the Jadex agent platform based on a structured textual representation of Hermes design artifacts. Although only the Jadex agent platform is currently supported, the implementation tool can be extended to accommodate other goal-based agent platforms. An empirical evaluation was carried out, and its results show that Hermes designs are significantly more flexible and robust than message-centric designs, although more time is required to design Hermes interactions. This suggests that Hermes is suitable for interactions which are complex and/or error-prone.

We propose a general methodology based on robust optimization to address the problem of optimally controlling a supply chain subject to stochastic demand in discrete time. The attractive features of the proposed approach are: (a) It incorporates a wide variety of phenomena, including demands that are not identically distributed over time and capacity on the echelons and links; (b) it uses very little information on the demand distributions; (c) it leads to qualititatively similar optimal policies (basestock policies) as in dynamic programming; (d) it is numerically tractable for large scale supply chain problems even in networks, where dynamic programming methods face serious dimensionality problems; (e) in preliminary computation experiments, it often outperforms dynamic programming based solutions for a wide range of parameters. / Singapore-MIT Alliance (SMA)