Seminar on Optimization and Statistics applied to the Brazilian Electricity Sector

The Brazilian Electricity Sector is rich in problems whose mathematical treatment is mandatory. These problems range from issues related to predictions of river flows, energy dispatch decisions, market strategies, load forecast, and wind modeling among many others. To address these challenges, optimization and statistical models are traditionally employed at various stages in the planning and operation of the Brazilian Electricity Sector. Approaching academy and industry is of fundamental importance for the development of increasingly sophisticated and effective models. In addition, providing an environment where diverse researchers can share their knowledge in order to leverage research in the energy sector is equally important. Thus, the purpose of this seminar is to stimulate a broad debate about models and methodologies applied to the sector, bringing together researchers and their contributions to the several challenges in Brazil.

Jan 11 - Optimization

// 1:00 p.m. - 2:00 p.m. : André Marcato (UFJF) - Operation planning of electrical systems in Brazil - Presentation

// 2:00 p.m. - 3:00 p.m. : Ivo Silva Jr. (UFJF) - Bio-inspired optimization applied to the electric sector (seasonal allocation of the assured energy and rainfall-runoff models) - Presentation

// 3:00 p.m. - 3:30 p.m. : Coffee Break

// 3:30 p.m. - 4:00 p.m. : Larissa Resende (FGV Energia) - Natural gas storage in Brazil: a Stochastic Dual Dynamic Programming approach to the supply chain - Presentation

// 4:00 p.m. - 4:30 p.m. : André Lawson (FGV Energia) - Operation planning: on the impact of the hazard-decision approach on the Stochastic Dual Dynamic Programming - Presentation

// 4:30 p.m. - 5:00 p.m. : Alexandre Street (PUC-Rio) - Bidding vs audited costs and the inconsistency cost between models and operational reality: impacts on generation, prices and expansion - Presentation

Photo gallery: http://bit.ly/2Bj3Ef2

Jan 18 - Statistics

// 1:00 p.m. - 1:30 p.m. : Reinaldo Castro Souza e Fernando Cyrino (PUC-Rio) – Advances in stochastic modeling of Brazilian hydro-thermo-eolic dispatch. - Presentation

// 1:30 p.m.  - 2:00 p.m. : Yasmin Cyrillo and Reinaldo Castro Souza (PUC-Rio) - Evaluation of the interconfiguration PVARm model for scenario generation in the medium-term planning. - Presentation

// 2:00 p.m. - 2:30 p.m. : Hugo Baldioti e Reinaldo Castro Souza (PUC-Rio)  - MCMC method applied to the simulation of residuals of the PAR (p) model. - Presentation

// 2:30 p.m. - 3:00 p.m. : Ana Paula Delfino and Fernando Cyrino (PUC-Rio) - Flow forecasts using classical and hybrid machine learning models. - Presentation

// 3:00 p.m. - 3:30 p.m. : Coffee Break

// 4:00 p.m. - 4:30 p.m. : Guilherme Pereira (FGV Energia) - A vine copula approach to simulate streamflow scenarios. - Presentation

// 4:30 p.m. - 5:00 p.m. : Alessandro Soares (PSR) - Generation of renewable energy scenarios correlated with hydrology: a multivariate Bayesian approach - Presentation

Photo gallery: http://bit.ly/2Dpp77L