In this thesis, we study the unit root tests which includes the ADF, PP and KPSS tests, the long memory tests such as the R/S and GPH tests, and the applications of these methods in high frequency financial data analysis. The software SPLUS was adopted to analyze data and correction of the SPLUS program in unit tests are also proposed. To apply these two test methods in high frequency data, we quoted the library, HFlibrary designed by Yan and Zivot in 2003 for preliminary data analysis and propose a new library HFanalysis, which can be used in correcting high frequency data (excluding N.A. value, sorting transactions and retrieve a certain time of transactions), obtaining equi-distanced time intervals and testing for unit root and long memory properties. In additions, we apply this proposed library to simulate the power of traditional unit root methods such as the ADF test and long memory test method such as the R/S and to perform an empirical study. Finally, we explore the power of the ADF for testing data simulated from a threshold unit root model and simulate the percentiles of the null distribution of the following threshold unit root tests: WALD, LM, LR and W£f.

Este trabalho tem como objetivo principal verificar a viabilidade econômica financeira da autoprodução direta e interligada, isto é, elaborar uma comparação entre uma usina hidrelétrica ligada diretamente à unidade de consumo, e uma usina ligada ao Sistema Interligado Nacional, com potência e energia asseguradas. Para isso, foram utilizados, como premissas, uma indústria de alumínio que, como parte integrante dos grandes consumidores de energia brasileira, é um tipo de indústria eletro-intensiva, e emprega milhares de pessoas direta e indiretamente; também uma usina hidrelétrica, que neste trabalho foi a UHE Piraju, usina de concessão da CIA BRASILEIRA DE ALUMÍNIO, que gentilmente cedeu os dados de geração física real. Foram adotadas as seguintes metodologias para comparação da viabilidade, utilizando um cenário de geração e preços SPOT dos anos de 2006 e 2007: (i) Autoprodução Direta: Geração física real, comercializando excedentes e comprando energia do mercado ao preço SPOT quando necessário, e considerando todos os encargos e benefícios deste tipo de ligação; (ii) Autoprodução Conectada no SIN: Energia Assegurada Sazonalizada em 3 cenários distintos, Flat, com sazonalização moderada e sazonalização otimizada, considerando também os custos de conexão e encargos pertinentes para cada cenário. Os resultados apresentados mostram que, por pouca margem de diferença, foi mais vantajoso o cenário com a energia assegurada otimizada, porém, é possível verificar que, ponderando os resultados apresentados nos diversos cenários, verificamos que é mais viável a usina ligada diretamente à carga, pois a previsibilidade do mercado de preços de curto prazo é pequena, e dificilmente se acertaria com precisão os PLD´s registrados no ano seguinte ao da sazonalização. Contudo, o Decreto no 5.163, de 30 de Julho de 2004, através do Artigo 71, somente permite que usinas sejam ligadas diretamente à carga se estiverem dentro do mesmo sítio. O proposto é a inclusão de um novo parágrafo no Artigo 71 com condições de economicidade para a permissão da ligação da usina diretamente ao consumo. / The main goal of this study is to verify the economic financial feasibility of the direct self production, it means, of a hydropower unit directly connected to a consumption unit and to a hydropower unit connected to the SIN, with guaranteed power and energy. For this purpose, the study used as pattern an aluminum industry, which, as part of the Brazilian hall of the major energy users, a type of electric-intensive industry, and that involves thousands of employees directly and indirectly, as well as an hydroelectric power unit, which in this study was the UHE Piraju, the energy authorized supplier unit of the CIA BRASILEIRA DE ALUMÍNIO, who gently provided the real generation data. The following methodology were adopted to compare the feasibility, using a generation scenario and SPOT values of 2006 and 2007: (i) Direct Self Production: Real generation, trading leftovers and acquiring market energy at SPOT values, when required, and considering all costs and benefits of this type of connection; (ii) SIN Connected Self production: guaranteed seasoned energy in different scenarios, Flat, with seasonalization moderated and seasonalization optimized, also considering the connection and applicable costs for each scenario. The presented results indicated that, for a small difference, the most advantageous scenario was the one with optimized guaranteed energy, however, it is possible to verify that evaluating the presented results in the different cases, it was verified that is more feasible the unit directed connected to a demand, since the forecast of short term values market is small, and it would hardly precise ascertain with the registered PLD (Settlement Price for the Differences) in the following year of the seasonalization. However, the Act n. 5.163, July 30, 2004, through the Article 71 only allows power units to be connected to the demand if they are in the same site. The proposal is the inclusion of a new paragraph in the Article 71 with economic conditions in order to allow the connection between the power unit to the consumption.

Este trabalho tem como objetivo principal verificar a viabilidade econômica financeira da autoprodução direta e interligada, isto é, elaborar uma comparação entre uma usina hidrelétrica ligada diretamente à unidade de consumo, e uma usina ligada ao Sistema Interligado Nacional, com potência e energia asseguradas. Para isso, foram utilizados, como premissas, uma indústria de alumínio que, como parte integrante dos grandes consumidores de energia brasileira, é um tipo de indústria eletro-intensiva, e emprega milhares de pessoas direta e indiretamente; também uma usina hidrelétrica, que neste trabalho foi a UHE Piraju, usina de concessão da CIA BRASILEIRA DE ALUMÍNIO, que gentilmente cedeu os dados de geração física real. Foram adotadas as seguintes metodologias para comparação da viabilidade, utilizando um cenário de geração e preços SPOT dos anos de 2006 e 2007: (i) Autoprodução Direta: Geração física real, comercializando excedentes e comprando energia do mercado ao preço SPOT quando necessário, e considerando todos os encargos e benefícios deste tipo de ligação; (ii) Autoprodução Conectada no SIN: Energia Assegurada Sazonalizada em 3 cenários distintos, Flat, com sazonalização moderada e sazonalização otimizada, considerando também os custos de conexão e encargos pertinentes para cada cenário. Os resultados apresentados mostram que, por pouca margem de diferença, foi mais vantajoso o cenário com a energia assegurada otimizada, porém, é possível verificar que, ponderando os resultados apresentados nos diversos cenários, verificamos que é mais viável a usina ligada diretamente à carga, pois a previsibilidade do mercado de preços de curto prazo é pequena, e dificilmente se acertaria com precisão os PLD´s registrados no ano seguinte ao da sazonalização. Contudo, o Decreto no 5.163, de 30 de Julho de 2004, através do Artigo 71, somente permite que usinas sejam ligadas diretamente à carga se estiverem dentro do mesmo sítio. O proposto é a inclusão de um novo parágrafo no Artigo 71 com condições de economicidade para a permissão da ligação da usina diretamente ao consumo. / The main goal of this study is to verify the economic financial feasibility of the direct self production, it means, of a hydropower unit directly connected to a consumption unit and to a hydropower unit connected to the SIN, with guaranteed power and energy. For this purpose, the study used as pattern an aluminum industry, which, as part of the Brazilian hall of the major energy users, a type of electric-intensive industry, and that involves thousands of employees directly and indirectly, as well as an hydroelectric power unit, which in this study was the UHE Piraju, the energy authorized supplier unit of the CIA BRASILEIRA DE ALUMÍNIO, who gently provided the real generation data. The following methodology were adopted to compare the feasibility, using a generation scenario and SPOT values of 2006 and 2007: (i) Direct Self Production: Real generation, trading leftovers and acquiring market energy at SPOT values, when required, and considering all costs and benefits of this type of connection; (ii) SIN Connected Self production: guaranteed seasoned energy in different scenarios, Flat, with seasonalization moderated and seasonalization optimized, also considering the connection and applicable costs for each scenario. The presented results indicated that, for a small difference, the most advantageous scenario was the one with optimized guaranteed energy, however, it is possible to verify that evaluating the presented results in the different cases, it was verified that is more feasible the unit directed connected to a demand, since the forecast of short term values market is small, and it would hardly precise ascertain with the registered PLD (Settlement Price for the Differences) in the following year of the seasonalization. However, the Act n. 5.163, July 30, 2004, through the Article 71 only allows power units to be connected to the demand if they are in the same site. The proposal is the inclusion of a new paragraph in the Article 71 with economic conditions in order to allow the connection between the power unit to the consumption.

Radiant heating and cooling has a reputation of increasing the comfort level and reducing the energy consumption of buildings. The main advantages of radiant heating and cooling are low operational noise and reduced fan power cost. Radiant heating and cooling has been supplied in several forms, including floor heating, ceiling heating and cooling, radiant panels and façade heating and cooling. Among them, façade heating and cooling is the most recently developed system. This dissertation provides a comprehensive study of several technical issues relative to radiant heating and cooling systems that have received little attention in previous research. The following aspects are covered in this dissertation: First, a heat transfer model of mullion radiators, one type of façade heating and cooling, is developed and verified by measured performance data. The simulation demonstrates that the heating or cooling capacity of mullion radiators is a semi-linear function of supply water temperature and is affected by the thermal conductive resistance of mullion tubes, the room air temperature, the supply water flow rate, and the outside air temperature. Second, the impact of the positions of radiators on energy consumption and thermal comfort is studied. This dissertation compares the heating load and comfort level as measured by uniformity of operative temperature for two different layouts of radiators in the same geometric space. The air exchange rate has been identified as an important factor which affects energy saving benefits of the radiant heating systems. Third, the infiltration and the interaction of infiltration and mechanical ventilation air to produce moisture condensation in a radiantly cooled office are examined. The infiltration of the studied office is also explored by on-site blower door measurement, by analyzing measured CO2 concentration data, and through modeling. This investigation shows the infiltration level of the studied office to range between 0.46 and 1.03 air changes per hour (ACH). Fourth, the integrated sensible heating and cooling system is simulated and compared with a single duct variable air volume (VAV) system. The results show that, at the current infiltration level, the studied sensible heating and cooling system with an integrated active desiccant ventilation unit consumes 5.6% more primary energy than a single duct VAV system; it would consumes 11.4% less primary energy when the system is integrated with a presumed passive desiccant ventilation unit.

Radiant heating and cooling has a reputation of increasing the comfort level and reducing the energy consumption of buildings. The main advantages of radiant heating and cooling are low operational noise and reduced fan power cost. Radiant heating and cooling has been supplied in several forms, including floor heating, ceiling heating and cooling, radiant panels and façade heating and cooling. Among them, façade heating and cooling is the most recently developed system. This dissertation provides a comprehensive study of several technical issues relative to radiant heating and cooling systems that have received little attention in previous research. The following aspects are covered in this dissertation: First, a heat transfer model of mullion radiators, one type of façade heating and cooling, is developed and verified by measured performance data. The simulation demonstrates that the heating or cooling capacity of mullion radiators is a semi-linear function of supply water temperature and is affected by the thermal conductive resistance of mullion tubes, the room air temperature, the supply water flow rate, and the outside air temperature. Second, the impact of the positions of radiators on energy consumption and thermal comfort is studied. This dissertation compares the heating load and comfort level as measured by uniformity of operative temperature for two different layouts of radiators in the same geometric space. The air exchange rate has been identified as an important factor which affects energy saving benefits of the radiant heating systems. Third, the infiltration and the interaction of infiltration and mechanical ventilation air to produce moisture condensation in a radiantly cooled office are examined. The infiltration of the studied office is also explored by on-site blower door measurement, by analyzing measured CO2 concentration data, and through modeling. This investigation shows the infiltration level of the studied office to range between 0.46 and 1.03 air changes per hour (ACH). Fourth, the integrated sensible heating and cooling system is simulated and compared with a single duct variable air volume (VAV) system. The results show that, at the current infiltration level, the studied sensible heating and cooling system with an integrated active desiccant ventilation unit consumes 5.6% more primary energy than a single duct VAV system; it would consumes 11.4% less primary energy when the system is integrated with a presumed passive desiccant ventilation unit.

Thesis (MA)--University of Stellenbosch, 2006. / Bibliography. Also available via the Internet.

Keeping a contingency reserve in power systems is necessary to preserve the security of real-time operations. This work studies two different approaches to the optimal allocation of energy and reserves in the day-ahead generation scheduling process. Part I presents a stochastic security-constrained unit commitment model to co-optimize energy and the locational reserves required to respond to a set of uncertain generation contingencies, using a novel state-based formulation. The model is applied in an offer-based electricity market to allocate contingency reserves throughout the power grid, in order to comply with the N-1 security criterion under transmission congestion. The objective is to minimize expected dispatch and reserve costs, together with post contingency corrective redispatch costs, modeling the probability of generation failure and associated post contingency states. The characteristics of the scheduling problem are exploited to formulate a computationally efficient method, consistent with established operational practices. We simulated the distribution of locational contingency reserves on the IEEE RTS96 system and compared the results with the conventional deterministic method. We found that assigning locational spinning reserves can guarantee an N-1 secure dispatch accounting for transmission congestion at a reasonable extra cost. The simulations also showed little value of allocating downward reserves but sizable operating savings from co-optimizing locational nonspinning reserves. Overall, the results indicate the computational tractability of the proposed method. Part II presents a distributed generation scheduling model to optimally allocate energy and spinning reserves among competing generators in a day-ahead market. The model is based on the coordination between individual generators and a market entity. The proposed method uses forecasting, augmented pricing and locational signals to induce efficient commitment of generators based on firm posted prices. It is price-based but does not rely on multiple iterations, minimizes information exchange and simplifies the market clearing process. Simulations of the distributed method performed on a six-bus test system showed that, using an appropriate set of prices, it is possible to emulate the results of a conventional centralized solution, without need of providing make-whole payments to generators. Likewise, they showed that the distributed method can accommodate transactions with different products and complex security constraints.

International Telemetering Conference Proceedings / October 29-November 02, 1990 / Riviera Hotel and Convention Center, Las Vegas, Nevada / TIW Systems has developed a modern, compact, modular, antenna controller (ACU) for telemetry, tracking, and communications antennas. The controller combines the functions of an antenna control unit, a position conversion/display chassis, and a polarization control unit. By using plug-in cards, a tracking receiver, autophasing control unit, tracking synthesizer, and other functions can be added. Depending on the requirements, the tracking receiver can be a simple wide-band steptrack receiver, or can be a full function phase-locked-loop (PLL) autotrack receiver. In the past, all this capability would have taken a large portion of an entire equipment rack. The unit uses modern microprocessor technology for digitally controlling the position and rate of the antenna. Advanced tracking modes and remote control can be added by connecting an external computer (PTIC) to one of the ACU’s serial ports. The PTIC also provides a user friendly operator interface through the use of high resolution color graphics and easy to understand menus.

International Telemetering Conference Proceedings / October 28-31, 1996 / Town and Country Hotel and Convention Center, San Diego, California / Lower operating budgets and reduced personnel are causing the operators of test ranges to consolidate their assets and seek ways to maximize their utilization. This paper presents the versatile approach used by the NASA Dryden Flight Test Facility located at Edwards Air Force Base to monitor, control and operate five of its diversely located telemetry systems from a central control room. It describes a new generation of multi-purpose antenna controllers which are currently being installed as part of this NASA upgrade program.

International Telemetering Conference Proceedings / October 28-31, 1996 / Town and Country Hotel and Convention Center, San Diego, California / This paper describes a new mobile self contained telemetry station designed for field testing of air-to-ground weapons. The telemetry station makes creative use of existing equipment and incorporates a unique dual axis tracking system to provide complete coverage of most missions.