Pub Date : 2020-11-12DOI: 10.1109/WCNPS50723.2020.9263712
Iure V. Brandão, J. P. J. D. Da Costa, B. Praciano, R. D. de Sousa, F. L. L. de Mendonça
In stock markets, investors adopt different strategies to identify a sequence of profitable investment decisions to maximize their profits. To support the decision of investors, machine learning (ML) software is being applied. In particular, deep learning (DL) approaches are attractive since the stock market parameter presents a highly non-linear behavior, and since DL techniques can track short time and long time variations. In contrast to supervised ML techniques, deep reinforcement learning (DRL) gathers DL’s benefits and adds the real-time adaptation and improvement of the machine learning model. In this paper, we propose a decision support framework for the stock market based on DRL. By learning the trading rules, our framework recognizes patterns, maximizes the profit obtained, and provides recommendations to the investors. The proposed DRL framework outperforms the state-of-the-art framework with 0.86 % of F1 score for buy operations and 0.88 % of F1 score for sale operations in terms of evaluating the positioning strategy.
{"title":"Decision support framework for the stock market using deep reinforcement learning","authors":"Iure V. Brandão, J. P. J. D. Da Costa, B. Praciano, R. D. de Sousa, F. L. L. de Mendonça","doi":"10.1109/WCNPS50723.2020.9263712","DOIUrl":"https://doi.org/10.1109/WCNPS50723.2020.9263712","url":null,"abstract":"In stock markets, investors adopt different strategies to identify a sequence of profitable investment decisions to maximize their profits. To support the decision of investors, machine learning (ML) software is being applied. In particular, deep learning (DL) approaches are attractive since the stock market parameter presents a highly non-linear behavior, and since DL techniques can track short time and long time variations. In contrast to supervised ML techniques, deep reinforcement learning (DRL) gathers DL’s benefits and adds the real-time adaptation and improvement of the machine learning model. In this paper, we propose a decision support framework for the stock market based on DRL. By learning the trading rules, our framework recognizes patterns, maximizes the profit obtained, and provides recommendations to the investors. The proposed DRL framework outperforms the state-of-the-art framework with 0.86 % of F1 score for buy operations and 0.88 % of F1 score for sale operations in terms of evaluating the positioning strategy.","PeriodicalId":385668,"journal":{"name":"2020 Workshop on Communication Networks and Power Systems (WCNPS)","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-11-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125508338","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-11-12DOI: 10.1109/WCNPS50723.2020.9263710
F. Lopes, Nilo Ribeiro, Gustavo A. Cunha, T. Honorato, K. Silva
This paper presents a practical approach to simulate electrical noise during Electromagnetic Transients Program (EMTP) studies using the Alternative Transients Program (ATP) via ATPDraw interface. The proposed solution is able to superpose any precalculated noise signal over voltages and currents directly in ATP environment. As a result, electrical signals can be exported already considering the presence of noise, significantly simplifying the signal adaptation procedures. Firstly, the methodology to create noise patterns is described, and MATLAB routines to do so are presented. Then, the proposed ATPDraw noise emulation circuit is explained and demonstrated by analyzing records obtained from simulations of a 230 kV/60 Hz transmission line. The obtained results show that different noise levels can be easily simulated by using the proposed approach, which is thus attractive for power systems ATP/ATPDraw studies.
{"title":"Electrical Noise Simulation: A Practical Approach for ATP/ATPDraw Studies","authors":"F. Lopes, Nilo Ribeiro, Gustavo A. Cunha, T. Honorato, K. Silva","doi":"10.1109/WCNPS50723.2020.9263710","DOIUrl":"https://doi.org/10.1109/WCNPS50723.2020.9263710","url":null,"abstract":"This paper presents a practical approach to simulate electrical noise during Electromagnetic Transients Program (EMTP) studies using the Alternative Transients Program (ATP) via ATPDraw interface. The proposed solution is able to superpose any precalculated noise signal over voltages and currents directly in ATP environment. As a result, electrical signals can be exported already considering the presence of noise, significantly simplifying the signal adaptation procedures. Firstly, the methodology to create noise patterns is described, and MATLAB routines to do so are presented. Then, the proposed ATPDraw noise emulation circuit is explained and demonstrated by analyzing records obtained from simulations of a 230 kV/60 Hz transmission line. The obtained results show that different noise levels can be easily simulated by using the proposed approach, which is thus attractive for power systems ATP/ATPDraw studies.","PeriodicalId":385668,"journal":{"name":"2020 Workshop on Communication Networks and Power Systems (WCNPS)","volume":"6 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-11-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124143505","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-11-12DOI: 10.1109/WCNPS50723.2020.9263746
A. Martins-Britto, C. M. Moraes, F. Lopes, S. Rondineau
This paper presents a low-frequency electromagnetic interference study between a single-phase overhead traction line and a nearby underground pipeline, with emphasis on how the soil structure affects induced voltages. Soil parameters are determined from real field measurements, which results in a soil model composed of six layers. Mutual impedances are computed using the finite element method (FEM) and compared with a modified version of the original Carson equation, in which the term describing the soil conductivity is replaced by a uniform equivalent of the multilayered structure. Results show an excellent agreement between the proposed approach and the reference values, along with a considerable performance gain, compared to the FEM formulation of the multilayer soil structure. In addition, simulations highlight the errors in which one occurs when the soil structure is not properly accounted, especially when the apparent resistivity is used instead of the stratified parameters.
{"title":"Low-frequency Electromagnetic Coupling Between a Traction Line and an Underground Pipeline in a Multilayered Soil","authors":"A. Martins-Britto, C. M. Moraes, F. Lopes, S. Rondineau","doi":"10.1109/WCNPS50723.2020.9263746","DOIUrl":"https://doi.org/10.1109/WCNPS50723.2020.9263746","url":null,"abstract":"This paper presents a low-frequency electromagnetic interference study between a single-phase overhead traction line and a nearby underground pipeline, with emphasis on how the soil structure affects induced voltages. Soil parameters are determined from real field measurements, which results in a soil model composed of six layers. Mutual impedances are computed using the finite element method (FEM) and compared with a modified version of the original Carson equation, in which the term describing the soil conductivity is replaced by a uniform equivalent of the multilayered structure. Results show an excellent agreement between the proposed approach and the reference values, along with a considerable performance gain, compared to the FEM formulation of the multilayer soil structure. In addition, simulations highlight the errors in which one occurs when the soil structure is not properly accounted, especially when the apparent resistivity is used instead of the stratified parameters.","PeriodicalId":385668,"journal":{"name":"2020 Workshop on Communication Networks and Power Systems (WCNPS)","volume":"83 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-11-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126198373","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-11-12DOI: 10.1109/WCNPS50723.2020.9263743
R. Medeiros, Matheus N. O. Aires, R. França, F. Costa
Faults inside of the power transformer protection zone are commonly detected by the traditional phase and negative sequence differential elements. However, the detection of turn-to-turn and turn-to-earth faults is still a challenge for the traditional phase differential element, especially when the transformer operates with maximum load. Furthermore, the conventional algorithm usually is only able to detect turn-to-turn and turn-to-earth faults at a severe stage, when it involves a larger percentage of winding turns or phase-to-earth fault condition. This paper presents a comparison between the performances of existing conventional and wavelet-based differential protections regarding the detection of turn-to-turn and turn-to-earth faults in a power transformer under different loading scenarios. The wavelet units were more sensitive, faster, and less affected by the load variations, being a promising alternative for detecting transformer failures and preventing the fault evolution to more severe stages.
{"title":"Performance Assessment of a Wavelet-Based Differential Protection scheme in the Inter-Turn Fault Detection in a Transformer","authors":"R. Medeiros, Matheus N. O. Aires, R. França, F. Costa","doi":"10.1109/WCNPS50723.2020.9263743","DOIUrl":"https://doi.org/10.1109/WCNPS50723.2020.9263743","url":null,"abstract":"Faults inside of the power transformer protection zone are commonly detected by the traditional phase and negative sequence differential elements. However, the detection of turn-to-turn and turn-to-earth faults is still a challenge for the traditional phase differential element, especially when the transformer operates with maximum load. Furthermore, the conventional algorithm usually is only able to detect turn-to-turn and turn-to-earth faults at a severe stage, when it involves a larger percentage of winding turns or phase-to-earth fault condition. This paper presents a comparison between the performances of existing conventional and wavelet-based differential protections regarding the detection of turn-to-turn and turn-to-earth faults in a power transformer under different loading scenarios. The wavelet units were more sensitive, faster, and less affected by the load variations, being a promising alternative for detecting transformer failures and preventing the fault evolution to more severe stages.","PeriodicalId":385668,"journal":{"name":"2020 Workshop on Communication Networks and Power Systems (WCNPS)","volume":"104 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-11-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121790508","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-11-12DOI: 10.1109/WCNPS50723.2020.9263750
Vinícius Lisboa do Nascimento, Eric Valter Saconi Barbosa, S. Rondineau
This paper presents the development of a switching circuit as a part of the design of a mobile transceiver in the Ku-band. It is used as a section of the radiating system with Rotman lenses and an antenna array. The microwave switch is designed with PIN diodes in a parallel architecture due to the necessity for low insertion loss, high insulation, low return loss, and possibly a high incident power. The microstrip circuit was developed and simulated showing good theoretical results and reliability to the deviation of a manufacturing process.
{"title":"RF SP4T PIN Diode Switch for Mobile Satellite Communication System at Ku-band","authors":"Vinícius Lisboa do Nascimento, Eric Valter Saconi Barbosa, S. Rondineau","doi":"10.1109/WCNPS50723.2020.9263750","DOIUrl":"https://doi.org/10.1109/WCNPS50723.2020.9263750","url":null,"abstract":"This paper presents the development of a switching circuit as a part of the design of a mobile transceiver in the Ku-band. It is used as a section of the radiating system with Rotman lenses and an antenna array. The microwave switch is designed with PIN diodes in a parallel architecture due to the necessity for low insertion loss, high insulation, low return loss, and possibly a high incident power. The microstrip circuit was developed and simulated showing good theoretical results and reliability to the deviation of a manufacturing process.","PeriodicalId":385668,"journal":{"name":"2020 Workshop on Communication Networks and Power Systems (WCNPS)","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-11-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122389656","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-11-12DOI: 10.1109/WCNPS50723.2020.9263708
J. Pesente, M. L. Sosa-Rios
This work presents a case study of hydroelectric daily revenue maximization based on an optimal power flow formulation. This formulation produces hour generation target-values to support real-time operation team’s decisions oriented to market opportunities. It applies to markets where the day-ahead generation schedule and hour-price are known in advance, and a specified water volume constrains the generation. The experiments presented illustrate the expected impact on the profit increase by re-dispatching the daily generation, as indicated by the algorithm. Future work includes the development of SCADA-compatible software.
{"title":"A case study of the maximization of daily revenue of hydroelectric power-plant in Brazilian Power Market","authors":"J. Pesente, M. L. Sosa-Rios","doi":"10.1109/WCNPS50723.2020.9263708","DOIUrl":"https://doi.org/10.1109/WCNPS50723.2020.9263708","url":null,"abstract":"This work presents a case study of hydroelectric daily revenue maximization based on an optimal power flow formulation. This formulation produces hour generation target-values to support real-time operation team’s decisions oriented to market opportunities. It applies to markets where the day-ahead generation schedule and hour-price are known in advance, and a specified water volume constrains the generation. The experiments presented illustrate the expected impact on the profit increase by re-dispatching the daily generation, as indicated by the algorithm. Future work includes the development of SCADA-compatible software.","PeriodicalId":385668,"journal":{"name":"2020 Workshop on Communication Networks and Power Systems (WCNPS)","volume":"57 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-11-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129573103","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-11-12DOI: 10.1109/WCNPS50723.2020.9263728
K. Silva, F. Nascimento
In this paper, new full- and half-cycle phasor estimation algorithms based on the discrete Hartley transform (DHT) are proposed. The key idea is to combine the DHT outputs for the even- and odd-sample-sets obtained by decimating the data window by 2 and by 4. Their performances are compared with the ones of other algorithms reported in the literature, revealing the proposed algorithms lead to accurate phasor estimation immune to the decaying dc component effect.
{"title":"Phasor Estimation Algorithms Based on the Discrete Hartley Transform","authors":"K. Silva, F. Nascimento","doi":"10.1109/WCNPS50723.2020.9263728","DOIUrl":"https://doi.org/10.1109/WCNPS50723.2020.9263728","url":null,"abstract":"In this paper, new full- and half-cycle phasor estimation algorithms based on the discrete Hartley transform (DHT) are proposed. The key idea is to combine the DHT outputs for the even- and odd-sample-sets obtained by decimating the data window by 2 and by 4. Their performances are compared with the ones of other algorithms reported in the literature, revealing the proposed algorithms lead to accurate phasor estimation immune to the decaying dc component effect.","PeriodicalId":385668,"journal":{"name":"2020 Workshop on Communication Networks and Power Systems (WCNPS)","volume":"52 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-11-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129940649","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-11-12DOI: 10.1109/WCNPS50723.2020.9263759
Igor L.R. Azevedo, A. S. Nery, A. Sena
The Secure Hash Algorithm 3 (SHA-3) is the latest member of the secure hash family of algorithms (SHA) on top of which several technologies are built upon, such as in Blockchain, security applications and protocols, including TLS, SSL, PGP, SSH, IPsec, and S/MIME. Due to tighter processing and power efficiency constraints often present in embedded applications, hardware architectures such as FPGAs (Field-Programmable Gate Array) can be employed to enable the design and implementation of efficient hardware accelerators. Thus, this work implements a SHA-3 Co-Processor in FPGA suitable for IoT applications. Performance, Circuit-area and Energy consumption results show that the Co-Processor is about 65% faster than the ARM Cortex-A9 processor that is also equipped in the FPGA chip, as well as in many IoT embedded systems.
{"title":"A SHA-3 Co-Processor for IoT Applications","authors":"Igor L.R. Azevedo, A. S. Nery, A. Sena","doi":"10.1109/WCNPS50723.2020.9263759","DOIUrl":"https://doi.org/10.1109/WCNPS50723.2020.9263759","url":null,"abstract":"The Secure Hash Algorithm 3 (SHA-3) is the latest member of the secure hash family of algorithms (SHA) on top of which several technologies are built upon, such as in Blockchain, security applications and protocols, including TLS, SSL, PGP, SSH, IPsec, and S/MIME. Due to tighter processing and power efficiency constraints often present in embedded applications, hardware architectures such as FPGAs (Field-Programmable Gate Array) can be employed to enable the design and implementation of efficient hardware accelerators. Thus, this work implements a SHA-3 Co-Processor in FPGA suitable for IoT applications. Performance, Circuit-area and Energy consumption results show that the Co-Processor is about 65% faster than the ARM Cortex-A9 processor that is also equipped in the FPGA chip, as well as in many IoT embedded systems.","PeriodicalId":385668,"journal":{"name":"2020 Workshop on Communication Networks and Power Systems (WCNPS)","volume":"65 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-11-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115782819","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-11-12DOI: 10.1109/wcnps50723.2020.9263718
{"title":"WCNPS 2020 Cover Page","authors":"","doi":"10.1109/wcnps50723.2020.9263718","DOIUrl":"https://doi.org/10.1109/wcnps50723.2020.9263718","url":null,"abstract":"","PeriodicalId":385668,"journal":{"name":"2020 Workshop on Communication Networks and Power Systems (WCNPS)","volume":"90 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-11-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116665759","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-11-12DOI: 10.1109/WCNPS50723.2020.9263755
C. M. Moraes, A. Martins-Britto, F. Lopes
This work presents an implementation of a circuit model based on the Alternative Transients Program (ATP), intended for the study of electromagnetic interferences involving transmission lines and pipelines. The proposed model differs from the studies commonly reported in the literature because it is able to effectively determine the induced voltages in the target system accounting for complex approximation geometries, which can be composed of crossings, parallelisms and oblique sections between the interfering and interfered systems. To validate the implementation, a case of crossing between a 115 kV transmission line and a pipeline is simulated, and results are compared with those of an industry-standard software. Results show that the proposed approach is effective handling complex geometries, commonly verified in real industry electromanetic interference cases, presenting accurate results within a margin of less than 5%. Finally, a study is carried out with different grounding resistances at the pipeline extremities, aiming to mitigate the risks caused by induced voltages and meet standard safety criteria.
{"title":"Electromagnetic Interferences Between Power Lines and Pipelines Using EMTP Techniques","authors":"C. M. Moraes, A. Martins-Britto, F. Lopes","doi":"10.1109/WCNPS50723.2020.9263755","DOIUrl":"https://doi.org/10.1109/WCNPS50723.2020.9263755","url":null,"abstract":"This work presents an implementation of a circuit model based on the Alternative Transients Program (ATP), intended for the study of electromagnetic interferences involving transmission lines and pipelines. The proposed model differs from the studies commonly reported in the literature because it is able to effectively determine the induced voltages in the target system accounting for complex approximation geometries, which can be composed of crossings, parallelisms and oblique sections between the interfering and interfered systems. To validate the implementation, a case of crossing between a 115 kV transmission line and a pipeline is simulated, and results are compared with those of an industry-standard software. Results show that the proposed approach is effective handling complex geometries, commonly verified in real industry electromanetic interference cases, presenting accurate results within a margin of less than 5%. Finally, a study is carried out with different grounding resistances at the pipeline extremities, aiming to mitigate the risks caused by induced voltages and meet standard safety criteria.","PeriodicalId":385668,"journal":{"name":"2020 Workshop on Communication Networks and Power Systems (WCNPS)","volume":"72 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-11-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121714493","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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