6 resultados para Stochastic methods

em QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast


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When studying heterogeneous aquifer systems, especially at regional scale, a degree of generalization is anticipated. This can be due to sparse sampling regimes, complex depositional environments or lack of accessibility to measure the subsurface. This can lead to an inaccurate conceptualization which can be detrimental when applied to groundwater flow models. It is important that numerical models are based on observed and accurate geological information and do not rely on the distribution of artificial aquifer properties. This can still be problematic as data will be modelled at a different scale to which it was collected. It is proposed here that integrating geophysics and upscaling techniques can assist in a more realistic and deterministic groundwater flow model. In this study, the sedimentary aquifer of the Lagan Valley in Northern Ireland is chosen due to intruding sub-vertical dolerite dykes. These dykes are of a lower permeability than the sandstone aquifer. The use of airborne magnetics allows the delineation of heterogeneities, confirmed by field analysis. Permeability measured at the field scale is then upscaled to different levels using a correlation with the geophysical data, creating equivalent parameters that can be directly imported into numerical groundwater flow models. These parameters include directional equivalent permeabilities and anisotropy. Several stages of upscaling are modelled in finite element. Initial modelling is providing promising results, especially at the intermediate scale, suggesting an accurate distribution of aquifer properties. This deterministic based methodology is being expanded to include stochastic methods of obtaining heterogeneity location based on airborne geophysical data. This is through the Direct Sample method of Multiple-Point Statistics (MPS). This method uses the magnetics as a training image to computationally determine a probabilistic occurrence of heterogeneity. There is also a need to apply the method to alternate geological contexts where the heterogeneity is of a higher permeability than the host rock.

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Wind power generation differs from conventional thermal generation due to the stochastic nature of wind. Thus wind power forecasting plays a key role in dealing with the challenges of balancing supply and demand in any electricity system, given the uncertainty associated with the wind farm power output. Accurate wind power forecasting reduces the need for additional balancing energy and reserve power to integrate wind power. Wind power forecasting tools enable better dispatch, scheduling and unit commitment of thermal generators, hydro plant and energy storage plant and more competitive market trading as wind power ramps up and down on the grid. This paper presents an in-depth review of the current methods and advances in wind power forecasting and prediction. Firstly, numerical wind prediction methods from global to local scales, ensemble forecasting, upscaling and downscaling processes are discussed. Next the statistical and machine learning approach methods are detailed. Then the techniques used for benchmarking and uncertainty analysis of forecasts are overviewed, and the performance of various approaches over different forecast time horizons is examined. Finally, current research activities, challenges and potential future developments are appraised. (C) 2011 Elsevier Ltd. All rights reserved.

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In recent years, the issue of life expectancy has become of utmost importance to pension providers, insurance companies, and government bodies in the developed world. Significant and consistent improvements in mortality rates and hence life expectancy have led to unprecedented increases in the cost of providing for older ages. This has resulted in an explosion of stochastic mortality models forecasting trends in mortality data to anticipate future life expectancy and hence quantify the costs of providing for future aging populations. Many stochastic models of mortality rates identify linear trends in mortality rates by time, age, and cohort and forecast these trends into the future by using standard statistical methods. These approaches rely on the assumption that structural breaks in the trend do not exist or do not have a significant impact on the mortality forecasts. Recent literature has started to question this assumption. In this paper, we carry out a comprehensive investigation of the presence or of structural breaks in a selection of leading mortality models. We find that structural breaks are present in the majority of cases. In particular, we find that allowing for structural break, where present, improves the forecast result significantly.

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The introduction of the Tesla in 2008 has demonstrated to the public of the potential of electric vehicles in terms of reducing fuel consumption and green-house gas from the transport sector. It has brought electric vehicles back into the spotlight worldwide at a moment when fossil fuel prices were reaching unexpected high due to increased demand and strong economic growth. The energy storage capabilities from of fleets of electric vehicles as well as the potentially random discharging and charging offers challenges to the grid in terms of operation and control. Optimal scheduling strategies are key to integrating large numbers of electric vehicles and the smart grid. In this paper, state-of-the-art optimization methods are reviewed on scheduling strategies for the grid integration with electric vehicles. The paper starts with a concise introduction to analytical charging strategies, followed by a review of a number of classical numerical optimization methods, including linear programming, non-linear programming, dynamic programming as well as some other means such as queuing theory. Meta-heuristic techniques are then discussed to deal with the complex, high-dimensional and multi-objective scheduling problem associated with stochastic charging and discharging of electric vehicles. Finally, future research directions are suggested.

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We present a novel method for the light-curve characterization of Pan-STARRS1 Medium Deep Survey (PS1 MDS) extragalactic sources into stochastic variables (SVs) and burst-like (BL) transients, using multi-band image-differencing time-series data. We select detections in difference images associated with galaxy hosts using a star/galaxy catalog extracted from the deep PS1 MDS stacked images, and adopt a maximum a posteriori formulation to model their difference-flux time-series in four Pan-STARRS1 photometric bands gP1, rP1, iP1, and zP1. We use three deterministic light-curve models to fit BL transients; a Gaussian, a Gamma distribution, and an analytic supernova (SN) model, and one stochastic light-curve model, the Ornstein-Uhlenbeck process, in order to fit variability that is characteristic of active galactic nuclei (AGNs). We assess the quality of fit of the models band-wise and source-wise, using their estimated leave-out-one cross-validation likelihoods and corrected Akaike information criteria. We then apply a K-means clustering algorithm on these statistics, to determine the source classification in each band. The final source classification is derived as a combination of the individual filter classifications, resulting in two measures of classification quality, from the averages across the photometric filters of (1) the classifications determined from the closest K-means cluster centers, and (2) the square distances from the clustering centers in the K-means clustering spaces. For a verification set of AGNs and SNe, we show that SV and BL occupy distinct regions in the plane constituted by these measures. We use our clustering method to characterize 4361 extragalactic image difference detected sources, in the first 2.5 yr of the PS1 MDS, into 1529 BL, and 2262 SV, with a purity of 95.00% for AGNs, and 90.97% for SN based on our verification sets. We combine our light-curve classifications with their nuclear or off-nuclear host galaxy offsets, to define a robust photometric sample of 1233 AGNs and 812 SNe. With these two samples, we characterize their variability and host galaxy properties, and identify simple photometric priors that would enable their real-time identification in future wide-field synoptic surveys.

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Growing demands for marine fish products is leading to increased pressure on already depleted wild populations and a rise in aquaculture production. Consequently, more captive-bred fish are released into the wild through accidental escape or deliberate releases. The increased mixing of captive-bred and wild fish may affect the ecological and/or genetic integrity of wild fish populations. Unambiguous identification tools for captive-bred fish will be highly valuable to manage risks (fisheries management) and tracing of escapees and seafood products (wildlife forensics). Using single nucleotide polymorphism (SNP) data from captive-bred and wild populations of Atlantic cod Gadus morhua L. and sole Solea solea L., we explored the efficiency of population and parentage assignment techniques for the identification and tracing of captive-bred fish. Simulated and empirical data were used to correct for stochastic genetic effects. Overall, parentage assignment performed well when a large effective population size characterized the broodstock and escapees originated from early generations of captive breeding. Consequently, parentage assignments are particularly useful from a fisheries management perspective to monitor the effects of deliberate releases of captive-bred fish on wild populations. Population assignment proved to be more efficient after several generations of captive breeding, which makes it a useful method in forensic applications for well-established aquaculture species. We suggest the implementation of a case-by-case strategy when choosing the best method.