[pt] O objetivo da tese é propor uma metodologia para previsão do preço de curto prazo (spot) da energia elétrica no Brasil baseada em sistemas neuro-fuzzy e nos programas do planejamento da operação do sistema elétrico brasileiro. Com essa abordagem, obtém-se distribuições estimadas do preço spot para o curto prazo com menor dispersão do que as obtidas somente com os programas do planejamento da operação. Além disso, por ser rápido, o sistema de previsão final possibilita análises de cenários ou simulações Monte Carlo. As principais variáveis que afetam o preço spot no Brasil são consideradas, tais como a energia natural afluente e a energia armazenada, entre outras. Ainda, é possível incluir também variáveis que não têm um histórico definido ou dados suficientes para o treinamento, tais como o plano de obras, limites de intercâmbio, demanda etc. Comparações com modelos de redes neurais são feitas. Apresenta-se, também, o estado da arte em modelagem para a política e o mercado de energia elétrica e os principais conceitos de gerenciamento de risco no mercado de eletricidade. / [en] This thesis focuses on spot price forecasting and risk management in the Brazilian electricity industry. It is proposed a new methodology for the problem based on neuro- fuzzy systems and the dispatching and planning operation programs. The main advantage of the approach is to be able to get more informative spot price distributions than using the operation and planning programs alone. Furthermore, it allows Monte Carlo simulations or scenarios analysis as the forecasting system runs in less than 1 minute. The main variables which affect the spot price (inflow river, storage capacity of reservoir, among others) are included in the model. Even variables such as the interchange limits, without a well-defined time series and which could be important, could also be included because of the intrinsic characteristics of each fuzzy model. Comparisons with neural networks models are made. It is also presented the state-of-the-art in the market and politics modelling for the electricity market around the world, as well as some main concepts of the risk management.

There is considerable opportunity to develop new modelling techniques within a Geographic Information Systems (GIS) framework for the development of sustainable marine cage culture. However, the spatial data sets are often uncertain and incomplete, therefore new spatial models employing “soft computing” methods such as fuzzy logic may be more suitable. The aim of this study is to develop a model using Neuro-fuzzy techniques in a 3D GIS (Arc View 3.2) to predict coastal environmental vulnerability for Atlantic salmon cage aquaculture. A 3D hydrodynamic model (3DMOHID) coupled to a particle-tracking model is applied to study the circulation patterns, dispersion processes and residence time in Mulroy Bay, Co. Donegal Ireland, an Irish fjard (shallow fjordic system), an area of restricted exchange, geometrically complicated with important aquaculture activities. The hydrodynamic model was calibrated and validated by comparison with sea surface and water flow measurements. The model provided spatial and temporal information on circulation, renewal time, helping to determine the influence of winds on circulation patterns and in particular the assessment of the hydrographic conditions with a strong influence on the management of fish cage culture. The particle-tracking model was used to study the transport and flushing processes. Instantaneous massive releases of particles from key boxes are modelled to analyse the ocean-fjord exchange characteristics and, by emulating discharge from finfish cages, to show the behaviour of waste in terms of water circulation and water exchange. In this study the results from the hydrodynamic model have been incorporated into GIS to provide an easy-to-use graphical user interface for 2D (maps), 3D and temporal visualization (animations), for interrogation of results. v Data on the physical environment and aquaculture suitability were derived from a 3- dimensional hydrodynamic model and GIS for incorporation into the final model framework and included mean and maximum current velocities, current flow quiescence time, water column stratification, sediment granulometry, particulate waste dispersion distance, oxygen depletion, water depth, coastal protection zones, and slope. The Neuro-fuzzy classification model NEFCLASS–J, was used to develop learning algorithms to create the structure (rule base) and the parameters (fuzzy sets) of a fuzzy classifier from a set of classified training data. A total of 42 training sites were sampled using stratified random sampling from the GIS raster data layers, and the vulnerability categories for each were manually classified into four categories based on the opinions of experts with field experience and specific knowledge of the environmental problems investigated. The final products, GIS/based Neuro Fuzzy maps were achieved by combining modeled and real environmental parameters relevant to marine fin fish Aquaculture. Environmental vulnerability models, based on Neuro-fuzzy techniques, showed sensitivity to the membership shapes of the fuzzy sets, the nature of the weightings applied to the model rules, and validation techniques used during the learning and validation process. The accuracy of the final classifier selected was R=85.71%, (estimated error value of ±16.5% from Cross Validation, N=10) with a Kappa coefficient of agreement of 81%. Unclassified cells in the whole spatial domain (of 1623 GIS cells) ranged from 0% to 24.18 %. A statistical comparison between vulnerability scores and a significant product of aquaculture waste (nitrogen concentrations in sediment under the salmon cages) showed that the final model gave a good correlation between predicted environmental vi vulnerability and sediment nitrogen levels, highlighting a number of areas with variable sensitivity to aquaculture. Further evaluation and analysis of the quality of the classification was achieved and the applicability of separability indexes was also studied. The inter-class separability estimations were performed on two different training data sets to assess the difficulty of the class separation problem under investigation. The Neuro-fuzzy classifier for a supervised and hard classification of coastal environmental vulnerability has demonstrated an ability to derive an accurate and reliable classification into areas of different levels of environmental vulnerability using a minimal number of training sets. The output will be an environmental spatial model for application in coastal areas intended to facilitate policy decision and to allow input into wider ranging spatial modelling projects, such as coastal zone management systems and effective environmental management of fish cage aquaculture.

Made available in DSpace on 2014-12-17T14:08:50Z (GMT). No. of bitstreams: 1 PauloRMP_capa_ate_pag32.pdf: 5057325 bytes, checksum: bf8da0b02ad06ee116c93344fb67e976 (MD5) Previous issue date: 2012-02-06 / Originally aimed at operational objectives, the continuous measurement of well bottomhole pressure and temperature, recorded by permanent downhole gauges (PDG), finds vast applicability in reservoir management. It contributes for the monitoring of well performance and makes it possible to estimate reservoir parameters on the long term. However, notwithstanding its unquestionable value, data from PDG is characterized by a large noise content. Moreover, the presence of outliers within valid signal measurements seems to be a major problem as well. In this work, the initial treatment of PDG signals is addressed, based on curve smoothing, self-organizing maps and the discrete wavelet transform. Additionally, a system based on the coupling of fuzzy clustering with feed-forward neural networks is proposed for transient detection. The obtained results were considered quite satisfactory for offshore wells and matched real requisites for utilization / Originalmente voltadas ao monitoramento da opera??o, as medi??es cont?nuas de press?o e temperatura no fundo de po?o, realizadas atrav?s de PDGs (do ingl?s, Permanent Downhole Gauges), encontram vasta aplicabilidade no gerenciamento de reservat?rios. Para tanto, permitem o monitoramento do desempenho de po?os e a estimativa de par?metros de reservat?rios no longo prazo. Contudo, a despeito de sua inquestion?vel utilidade, os dados adquiridos de PDG apresentam grande conte?do de ru?do. Outro aspecto igualmente desfavor?vel reside na ocorr?ncia de valores esp?rios (outliers) imersos entre as medidas registradas pelo PDG. O presente trabalho aborda o tratamento inicial de sinais de press?o e temperatura, mediante t?cnicas de suaviza??o, mapas auto-organiz?veis e transformada wavelet discreta. Ademais, prop?e-se um sistema de detec??o de transientes relevantes para an?lise no longo hist?rico de registros, baseado no acoplamento entre clusteriza??o fuzzy e redes neurais feed-forward. Os resultados alcan?ados mostraram-se de todo satisfat?rios para po?os marinhos, atendendo a requisitos reais de utiliza??o dos sinais registrados por PDGs