On the optimal capacity expansion of electric power systems

The analysis of investment in the electric power has been the subject of intensive research for many years. The efficient generation and distribution of electrical energy is a difficult task involving the operation of a complex network of facilities, often located over very large geographical regions. Electric power utilities have made use of an enormous range of mathematical models. Some models address time spans which last for a fraction of a second, such as those that deal with lightning strikes on transmission lines while at the other end of the scale there are models which address time horizons consisting of ten or twenty years; these usually involve long range planning issues. This thesis addresses the optimal long term capacity expansion of an interconnected power system. The aim of this study has been to derive a new, long term planning model which recognises the regional differences which exist for energy demand and which are present in the construction and operation of power plant and transmission line equipment. Perhaps the most innovative feature of the new model is the direct inclusion of regional energy demand curves in the nonlinear form. This results in a nonlinear capacity expansion model. After review of the relevant literature, the thesis first develops a model for the optimal operation of a power grid. This model directly incorporates regional demand curves. The model is a nonlinear programming problem containing both integer and continuous variables. A solution algorithm is developed which is based upon a resource decomposition scheme that separates the integer variables from the continuous ones. The decompostion of the operating problem leads to an interactive scheme which employs a mixed integer programming problem, known as the master, to generate trial operating configurations. The optimum operating conditions of each trial configuration is found using a smooth nonlinear programming model. The dual vector recovered from this model is subsequently used by the master to generate the next trial configuration. The solution algorithm progresses until lower and upper bounds converge. A range of numerical experiments are conducted and these experiments are included in the discussion. Using the operating model as a basis, a regional capacity expansion model is then developed. It determines the type, location and capacity of additional power plants and transmission lines, which are required to meet predicted electicity demands. A generalised resource decompostion scheme, similar to that used to solve the operating problem, is employed. The solution algorithm is used to solve a range of test problems and the results of these numerical experiments are reported. Finally, the expansion problem is applied to the Queensland electricity grid in Australia.

On the optimal capacity expansion of electric power systems

The analysis of investment in the electric power has been the subject of intensive research for many years. The efficient generation and distribution of electrical energy is a difficult task involving the operation of a complex network of facilities, often located over very large geographical regions. Electric power utilities have made use of an enormous range of mathematical models. Some models address time spans which last for a fraction of a second, such as those that deal with lightning strikes on transmission lines while at the other end of the scale there are models which address time horizons consisting of ten or twenty years; these usually involve long range planning issues. This thesis addresses the optimal long term capacity expansion of an interconnected power system. The aim of this study has been to derive a new, long term planning model which recognises the regional differences which exist for energy demand and which are present in the construction and operation of power plant and transmission line equipment. Perhaps the most innovative feature of the new model is the direct inclusion of regional energy demand curves in the nonlinear form. This results in a nonlinear capacity expansion model. After review of the relevant literature, the thesis first develops a model for the optimal operation of a power grid. This model directly incorporates regional demand curves. The model is a nonlinear programming problem containing both integer and continuous variables. A solution algorithm is developed which is based upon a resource decomposition scheme that separates the integer variables from the continuous ones. The decompostion of the operating problem leads to an interactive scheme which employs a mixed integer programming problem, known as the master, to generate trial operating configurations. The optimum operating conditions of each trial configuration is found using a smooth nonlinear programming model. The dual vector recovered from this model is subsequently used by the master to generate the next trial configuration. The solution algorithm progresses until lower and upper bounds converge. A range of numerical experiments are conducted and these experiments are included in the discussion. Using the operating model as a basis, a regional capacity expansion model is then developed. It determines the type, location and capacity of additional power plants and transmission lines, which are required to meet predicted electicity demands. A generalised resource decompostion scheme, similar to that used to solve the operating problem, is employed. The solution algorithm is used to solve a range of test problems and the results of these numerical experiments are reported. Finally, the expansion problem is applied to the Queensland electricity grid in Australia

Fast and accurate phonetic spoken term detection

For the first time in human history, large volumes of spoken audio are being broadcast, made available on the internet, archived, and monitored for surveillance every day. New technologies are urgently required to unlock these vast and powerful stores of information. Spoken Term Detection (STD) systems provide access to speech collections by detecting individual occurrences of specified search terms. The aim of this work is to develop improved STD solutions based on phonetic indexing. In particular, this work aims to develop phonetic STD systems for applications that require open-vocabulary search, fast indexing and search speeds, and accurate term detection. Within this scope, novel contributions are made within two research themes, that is, accommodating phone recognition errors and, secondly, modelling uncertainty with probabilistic scores. A state-of-the-art Dynamic Match Lattice Spotting (DMLS) system is used to address the problem of accommodating phone recognition errors with approximate phone sequence matching. Extensive experimentation on the use of DMLS is carried out and a number of novel enhancements are developed that provide for faster indexing, faster search, and improved accuracy. Firstly, a novel comparison of methods for deriving a phone error cost model is presented to improve STD accuracy, resulting in up to a 33% improvement in the Figure of Merit. A method is also presented for drastically increasing the speed of DMLS search by at least an order of magnitude with no loss in search accuracy. An investigation is then presented of the effects of increasing indexing speed for DMLS, by using simpler modelling during phone decoding, with results highlighting the trade-off between indexing speed, search speed and search accuracy. The Figure of Merit is further improved by up to 25% using a novel proposal to utilise word-level language modelling during DMLS indexing. Analysis shows that this use of language modelling can, however, be unhelpful or even disadvantageous for terms with a very low language model probability. The DMLS approach to STD involves generating an index of phone sequences using phone recognition. An alternative approach to phonetic STD is also investigated that instead indexes probabilistic acoustic scores in the form of a posterior-feature matrix. A state-of-the-art system is described and its use for STD is explored through several experiments on spontaneous conversational telephone speech. A novel technique and framework is proposed for discriminatively training such a system to directly maximise the Figure of Merit. This results in a 13% improvement in the Figure of Merit on held-out data. The framework is also found to be particularly useful for index compression in conjunction with the proposed optimisation technique, providing for a substantial index compression factor in addition to an overall gain in the Figure of Merit. These contributions significantly advance the state-of-the-art in phonetic STD, by improving the utility of such systems in a wide range of applications.

Electricity price forecasting accounting for renewable energies: optimal combined forecasts

Electricity price forecasting is an interesting problem for all the agents involved in electricity market operation. For instance, every profit maximisation strategy is based on the computation of accurate one-day-ahead forecasts, which is why electricity price forecasting has been a growing field of research in recent years. In addition, the increasing concern about environmental issues has led to a high penetration of renewable energies, particularly wind. In some European countries such as Spain, Germany and Denmark, renewable energy is having a deep impact on the local power markets. In this paper, we propose an optimal model from the perspective of forecasting accuracy, and it consists of a combination of several univariate and multivariate time series methods that account for the amount of energy produced with clean energies, particularly wind and hydro, which are the most relevant renewable energy sources in the Iberian Market. This market is used to illustrate the proposed methodology, as it is one of those markets in which wind power production is more relevant in terms of its percentage of the total demand, but of course our method can be applied to any other liberalised power market. As far as our contribution is concerned, first, the methodology proposed by García-Martos et al(2007 and 2012) is generalised twofold: we allow the incorporation of wind power production and hydro reservoirs, and we do not impose the restriction of using the same model for 24h. A computational experiment and a Design of Experiments (DOE) are performed for this purpose. Then, for those hours in which there are two or more models without statistically significant differences in terms of their forecasting accuracy, a combination of forecasts is proposed by weighting the best models(according to the DOE) and minimising the Mean Absolute Percentage Error (MAPE). The MAPE is the most popular accuracy metric for comparing electricity price forecasting models. We construct the combi nation of forecasts by solving several nonlinear optimisation problems that allow computation of the optimal weights for building the combination of forecasts. The results are obtained by a large computational experiment that entails calculating out-of-sample forecasts for every hour in every day in the period from January 2007 to Decem ber 2009. In addition, to reinforce the value of our methodology, we compare our results with those that appear in recent published works in the field. This comparison shows the superiority of our methodology in terms of forecasting accuracy.

Tailoring the nonlinear frequency coupling between odd harmonics for the optimisation of charged particle dynamics in capacitively coupled oxygen plasmas

The influence of nonlinear frequency coupling in an oxygen plasma excited by two odd harmonics at moderate pressure is investigated using a numerical model. Through variations in the voltage ratio and phase shift between the frequency components changes in ionization dynamics and sheath voltages are demonstrated. Furthermore, a regime in which the voltage drop across the plasma sheath is minimised is identified. This regime provides a significantly higher ion flux than a single frequency discharge driven by the lower of the two frequencies alone. These operating parameters have potential to be exploited for plasma processes requiring low ion bombardment energies but high ion fluxes. 

A tunable radial basis function model for nonlinear system identification using particle swarm optimisation

A tunable radial basis function (RBF) network model is proposed for nonlinear system identification using particle swarm optimisation (PSO). At each stage of orthogonal forward regression (OFR) model construction, PSO optimises one RBF unit's centre vector and diagonal covariance matrix by minimising the leave-one-out (LOO) mean square error (MSE). This PSO aided OFR automatically determines how many tunable RBF nodes are sufficient for modelling. Compared with the-state-of-the-art local regularisation assisted orthogonal least squares algorithm based on the LOO MSE criterion for constructing fixed-node RBF network models, the PSO tuned RBF model construction produces more parsimonious RBF models with better generalisation performance and is computationally more efficient.

Nonlinear system identification using particle swarm optimisation tuned radial basis function models

A novel particle swarm optimisation (PSO) tuned radial basis function (RBF) network model is proposed for identification of non-linear systems. At each stage of orthogonal forward regression (OFR) model construction process, PSO is adopted to tune one RBF unit's centre vector and diagonal covariance matrix by minimising the leave-one-out (LOO) mean square error (MSE). This PSO aided OFR automatically determines how many tunable RBF nodes are sufficient for modelling. Compared with the-state-of-the-art local regularisation assisted orthogonal least squares algorithm based on the LOO MSE criterion for constructing fixed-node RBF network models, the PSO tuned RBF model construction produces more parsimonious RBF models with better generalisation performance and is often more efficient in model construction. The effectiveness of the proposed PSO aided OFR algorithm for constructing tunable node RBF models is demonstrated using three real data sets.

Optimisation of nonlinear motion cueing algorithm based on genetic algorithm

Motion cueing algorithms (MCAs) are playing a significant role in driving simulators, aiming to deliver the most accurate human sensation to the simulator drivers compared with a real vehicle driver, without exceeding the physical limitations of the simulator. This paper provides the optimisation design of an MCA for a vehicle simulator, in order to find the most suitable washout algorithm parameters, while respecting all motion platform physical limitations, and minimising human perception error between real and simulator driver. One of the main limitations of the classical washout filters is that it is attuned by the worst-case scenario tuning method. This is based on trial and error, and is effected by driving and programmers experience, making this the most significant obstacle to full motion platform utilisation. This leads to inflexibility of the structure, production of false cues and makes the resulting simulator fail to suit all circumstances. In addition, the classical method does not take minimisation of human perception error and physical constraints into account. Production of motion cues and the impact of different parameters of classical washout filters on motion cues remain inaccessible for designers for this reason. The aim of this paper is to provide an optimisation method for tuning the MCA parameters, based on nonlinear filtering and genetic algorithms. This is done by taking vestibular sensation error into account between real and simulated cases, as well as main dynamic limitations, tilt coordination and correlation coefficient. Three additional compensatory linear blocks are integrated into the MCA, to be tuned in order to modify the performance of the filters successfully. The proposed optimised MCA is implemented in MATLAB/Simulink software packages. The results generated using the proposed method show increased performance in terms of human sensation, reference shape tracking and exploiting the platform more efficiently without reaching the motion limitations.

Analysis and optimisation of the performance of nonlinear optical communication systems

We investigate the feasibility of simultaneous suppressing of the amplification noise and nonlinearity, representing the most fundamental limiting factors in modern optical communication. To accomplish this task we developed a general design optimisation technique, based on concepts of noise and nonlinearity management. We demonstrate the immense efficiency of the novel approach by applying it to a design optimisation of transmission lines with periodic dispersion compensation using Raman and hybrid Raman-EDFA amplification. Moreover, we showed, using nonlinearity management considerations, that the optimal performance in high bit-rate dispersion managed fibre systems with hybrid amplification is achieved for a certain amplifier spacing – which is different from commonly known optimal noise performance corresponding to fully distributed amplification. Required for an accurate estimation of the bit error rate, the complete knowledge of signal statistics is crucial for modern transmission links with strong inherent nonlinearity. Therefore, we implemented the advanced multicanonical Monte Carlo (MMC) method, acknowledged for its efficiency in estimating distribution tails. We have accurately computed acknowledged for its efficiency in estimating distribution tails. We have accurately computed marginal probability density functions for soliton parameters, by numerical modelling of Fokker-Plank equation applying the MMC simulation technique. Moreover, applying a powerful MMC method we have studied the BER penalty caused by deviations from the optimal decision level in systems employing in-line 2R optical regeneration. We have demonstrated that in such systems the analytical linear approximation that makes a better fit in the central part of the regenerator nonlinear transfer function produces more accurate approximation of the BER and BER penalty. We present a statistical analysis of RZ-DPSK optical signal at direct detection receiver with Mach-Zehnder interferometer demodulation

Applying bi-directional evolutionary structural optimisation method for tunnel reinforcement design considering nonlinear material behaviour

In the empirical methods for reinforcement design of underground excavations, an even distribution of rock bolts is generally recommended. This work proves that this design is not necessarily optimal and shows how the state-of-the-art reinforcement design could be improved through topology optimisation techniques. The Bidirectional Evolutionary Structural Optimisation (BESO) method has been extended to consider nonlinear material behaviour. An elastic perfectly-plastic Mohr-Coulomb model is utilised for both original rock and reinforced rock. External work along the tunnel wall is considered as the objective function. Various in situ stress conditions with different horizontal stress ratios and different geostatic stress magnitudes are investigated through several examples. The outcomes show that the proposed approach is capable of improving tunnel reinforcement design. Also, significant difference in optimal reinforcement distribution for the cases of linear and nonlinear analysis results proves the importance of the influence of realistic nonlinear material properties on the final outcome.

Towards Bayesian experimental design for nonlinear models that require a large number of sampling times

The use of Bayesian methodologies for solving optimal experimental design problems has increased. Many of these methods have been found to be computationally intensive for design problems that require a large number of design points. A simulation-based approach that can be used to solve optimal design problems in which one is interested in finding a large number of (near) optimal design points for a small number of design variables is presented. The approach involves the use of lower dimensional parameterisations that consist of a few design variables, which generate multiple design points. Using this approach, one simply has to search over a few design variables, rather than searching over a large number of optimal design points, thus providing substantial computational savings. The methodologies are demonstrated on four applications, including the selection of sampling times for pharmacokinetic and heat transfer studies, and involve nonlinear models. Several Bayesian design criteria are also compared and contrasted, as well as several different lower dimensional parameterisation schemes for generating the many design points.

R1SVM: A randomised nonlinear approach to large-scale anomaly detection

The problem of unsupervised anomaly detection arises in a wide variety of practical applications. While one-class support vector machines have demonstrated their effectiveness as an anomaly detection technique, their ability to model large datasets is limited due to their memory and time complexity for training. To address this issue for supervised learning of kernel machines, there has been growing interest in random projection methods as an alternative to the computationally expensive problems of kernel matrix construction and sup-port vector optimisation. In this paper we leverage the theory of nonlinear random projections and propose the Randomised One-class SVM (R1SVM), which is an efficient and scalable anomaly detection technique that can be trained on large-scale datasets. Our empirical analysis on several real-life and synthetic datasets shows that our randomised 1SVM algorithm achieves comparable or better accuracy to deep auto encoder and traditional kernelised approaches for anomaly detection, while being approximately 100 times faster in training and testing.