Distribution harmonic state estimation based on a hybrid PSO and SA algorithm considering parameters uncertainty

This paper presents a new algorithm based on a Hybrid Particle Swarm Optimization (PSO) and Simulated Annealing (SA) called PSO-SA to estimate harmonic state variables in distribution networks. The proposed algorithm performs estimation for both amplitude and phase of each harmonic currents injection by minimizing the error between the measured values from Phasor Measurement Units (PMUs) and the values computed from the estimated parameters during the estimation process. The proposed algorithm can take into account the uncertainty of the harmonic pseudo measurement and the tolerance in the line impedances of the network as well as uncertainty of the Distributed Generators (DGs) such as Wind Turbines (WT). The main feature of proposed PSO-SA algorithm is to reach quickly around the global optimum by PSO with enabling a mutation function and then to find that optimum by SA searching algorithm. Simulation results on IEEE 34 bus radial and a realistic 70-bus radial test networks are presented to demonstrate the speed and accuracy of proposed Distribution Harmonic State Estimation (DHSE) algorithm is extremely effective and efficient in comparison with the conventional algorithms such as Weight Least Square (WLS), Genetic Algorithm (GA), original PSO and Honey Bees Mating Optimization (HBMO) algorithm.

Distribution state estimation based on particle swarm and doubly loop mutant optimization (DLM-PSO)

This paper presents a novel algorithm based on particle swarm optimization (PSO) to estimate the states of electric distribution networks. In order to improve the performance, accuracy, convergence speed, and eliminate the stagnation effect of original PSO, a secondary PSO loop and mutation algorithm as well as stretching function is proposed. For accounting uncertainties of loads in distribution networks, pseudo-measurements is modeled as loads with the realistic errors. Simulation results on 6-bus radial and 34-bus IEEE test distribution networks show that the distribution state estimation based on proposed DLM-PSO presents lower estimation error and standard deviation in comparison with algorithms such as WLS, GA, HBMO, and original PSO.

Back to the roots : mean-variance analysis of relevance estimations

Recently, mean-variance analysis has been proposed as a novel paradigm to model document ranking in Information Retrieval. The main merit of this approach is that it diversifies the ranking of retrieved documents. In its original formulation, the strategy considers both the mean of relevance estimates of retrieved documents and their variance. How- ever, when this strategy has been empirically instantiated, the concepts of mean and variance are discarded in favour of a point-wise estimation of relevance (to replace the mean) and of a parameter to be tuned or, alternatively, a quantity dependent upon the document length (to replace the variance). In this paper we revisit this ranking strategy by going back to its roots: mean and variance. For each retrieved document, we infer a relevance distribution from a series of point-wise relevance estimations provided by a number of different systems. This is used to compute the mean and the variance of document relevance estimates. On the TREC Clueweb collection, we show that this approach improves the retrieval performances. This development could lead to new strategies to address the fusion of relevance estimates provided by different systems.

Quantitative estimation of bioturbation based on digital image analysis

Quantitative determination of modification of primary sediment features, by the activity of organisms (i.e., bioturbation) is essential in geosciences. Some methods proposed since the 1960s are mainly based on visual or subjective determinations. The first semiquantitative evaluations of the Bioturbation Index, Ichnofabric Index, or the amount of bioturbation were attempted, in the best cases using a series of flashcards designed in different situations. Recently, more effective methods involve the use of analytical and computational methods such as X-rays, magnetic resonance imaging or computed tomography; these methods are complex and often expensive. This paper presents a compilation of different methods, using Adobe® Photoshop® software CS6, for digital estimation that are a part of the IDIAP (Ichnological Digital Analysis Images Package), which is an inexpensive alternative to recently proposed methods, easy to use, and especially recommended for core samples. The different methods — “Similar Pixel Selection Method (SPSM)”, “Magic Wand Method (MWM)” and the “Color Range Selection Method (CRSM)” — entail advantages and disadvantages depending on the sediment (e.g., composition, color, texture, porosity, etc.) and ichnological features (size of traces, infilling material, burrow wall, etc.). The IDIAP provides an estimation of the amount of trace fossils produced by a particular ichnotaxon, by a whole ichnocoenosis or even for a complete ichnofabric. We recommend the application of the complete IDIAP to a given case study, followed by selection of the most appropriate method. The IDIAP was applied to core material recovered from the IODP Expedition 339, enabling us, for the first time, to arrive at a quantitative estimation of the discrete trace fossil assemblage in core samples.

Integrated approach for diagnostics and prognostics of HP LNG pump based on health state probability estimation

Effective machine fault prognostic technologies can lead to elimination of unscheduled downtime and increase machine useful life and consequently lead to reduction of maintenance costs as well as prevention of human casualties in real engineering asset management. This paper presents a technique for accurate assessment of the remnant life of machines based on health state probability estimation technique and historical failure knowledge embedded in the closed loop diagnostic and prognostic system. To estimate a discrete machine degradation state which can represent the complex nature of machine degradation effectively, the proposed prognostic model employed a classification algorithm which can use a number of damage sensitive features compared to conventional time series analysis techniques for accurate long-term prediction. To validate the feasibility of the proposed model, the five different level data of typical four faults from High Pressure Liquefied Natural Gas (HP-LNG) pumps were used for the comparison of intelligent diagnostic test using five different classification algorithms. In addition, two sets of impeller-rub data were analysed and employed to predict the remnant life of pump based on estimation of health state probability using the Support Vector Machine (SVM) classifier. The results obtained were very encouraging and showed that the proposed prognostics system has the potential to be used as an estimation tool for machine remnant life prediction in real life industrial applications.

Kalman filtering for positioning and heading control of ships and offshore rigs

In this article, we have described the main components of a ship motion-control system and two particular motion-control problems that require wave filtering, namely, dynamic positioning and heading autopilot. Then, we discussed the models commonly used for vessel response and showed how these models are used for Kalman filter design. We also briefly discussed parameter and noise covariance estimation, which are used for filter tuning. To illustrate the performance, a case study based on numerical simulations for a ship autopilot was considered. The material discussed in this article conforms to modern commercially available ship motion-control systems. Most of the vessels operating in the offshore industry worldwide use Kalman filters for velocity estimation and wave filtering. Thus, the article provides an up-to-date tutorial and overview of Kalman-filter-based wave filtering.

Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis

We investigate the utility to computational Bayesian analyses of a particular family of recursive marginal likelihood estimators characterized by the (equivalent) algorithms known as "biased sampling" or "reverse logistic regression" in the statistics literature and "the density of states" in physics. Through a pair of numerical examples (including mixture modeling of the well-known galaxy dataset) we highlight the remarkable diversity of sampling schemes amenable to such recursive normalization, as well as the notable efficiency of the resulting pseudo-mixture distributions for gauging prior-sensitivity in the Bayesian model selection context. Our key theoretical contributions are to introduce a novel heuristic ("thermodynamic integration via importance sampling") for qualifying the role of the bridging sequence in this procedure, and to reveal various connections between these recursive estimators and the nested sampling technique.

Incorporating adverse event relatedness into dose-finding clinical trial designs

Dose-finding designs estimate the dose level of a drug based on observed adverse events. Relatedness of the adverse event to the drug has been generally ignored in all proposed design methodologies. These designs assume that the adverse events observed during a trial are definitely related to the drug, which can lead to flawed dose-level estimation. We incorporate adverse event relatedness into the so-called continual reassessment method. Adverse events that have ‘doubtful’ or ‘possible’ relationships to the drug are modelled using a two-parameter logistic model with an additive probability mass. Adverse events ‘probably’ or ‘definitely’ related to the drug are modelled using a cumulative logistic model. To search for the maximum tolerated dose, we use the maximum estimated toxicity probability of these two adverse event relatedness categories. We conduct a simulation study that illustrates the characteristics of the design under various scenarios. This article demonstrates that adverse event relatedness is important for improved dose estimation. It opens up further research pathways into continual reassessment design methodologies.

Numerical estimation of 3D mechanical forces exerted by cells on non-linear materials

The exchange of physical forces in both cell-cell and cell-matrix interactions play a significant role in a variety of physiological and pathological processes, such as cell migration, cancer metastasis, inflammation and wound healing. Therefore, great interest exists in accurately quantifying the forces that cells exert on their substrate during migration. Traction Force Microscopy (TFM) is the most widely used method for measuring cell traction forces. Several mathematical techniques have been developed to estimate forces from TFM experiments. However, certain simplifications are commonly assumed, such as linear elasticity of the materials and/or free geometries, which in some cases may lead to inaccurate results. Here, cellular forces are numerically estimated by solving a minimization problem that combines multiple non-linear FEM solutions. Our simulations, free from constraints on the geometrical and the mechanical conditions, show that forces are predicted with higher accuracy than when using the standard approaches.

A comprehensive analysis of parameter settings for novelty-biased cumulative gain

In the TREC Web Diversity track, novelty-biased cumulative gain (α-NDCG) is one of the official measures to assess retrieval performance of IR systems. The measure is characterised by a parameter, α, the effect of which has not been thoroughly investigated. We find that common settings of α, i.e. α=0.5, may prevent the measure from behaving as desired when evaluating result diversification. This is because it excessively penalises systems that cover many intents while it rewards those that redundantly cover only few intents. This issue is crucial since it highly influences systems at top ranks. We revisit our previously proposed threshold, suggesting α be set on a query-basis. The intuitiveness of the measure is then studied by examining actual rankings from TREC 09-10 Web track submissions. By varying α according to our query-based threshold, the discriminative power of α-NDCG is not harmed and in fact, our approach improves α-NDCG's robustness. Experimental results show that the threshold for α can turn the measure to be more intuitive than using its common settings.

Two dynamic discrete choice estimation problems and simulation method solutions

This paper considers two problems that frequently arise in dynamic discrete choice problems but have not received much attention with regard to simulation methods. The first problem is how to simulate unbiased simulators of probabilities conditional on past history. The second is simulating a discrete transition probability model when the underlying dependent variable is really continuous. Both methods work well relative to reasonable alternatives in the application discussed. However, in both cases, for this application, simpler methods also provide reasonably good results.

Simulation-based estimation

In this paper, I present a number of leading examples in the empirical literature that use simulation-based estimation methods. For each example, I describe the model, why simulation is needed, and how to simulate the relevant object. There is a section on simulation methods and another on simulations-based estimation methods. The paper concludes by considering the significance of each of the examples discussed a commenting on potential future areas of interest.

Strategic play among family members when making long-term care decisions

This paper describes a strategic model of bargaining within a family to determine how to care for an elderly parent. We estimate the parameters of the model using data from the National Long-term Care Survey. We find that the parameter estimates generally make sense and that the model is consistent with the data. The results have strong implications for using less structural empirical models for policy analysis.

Semiparametric estimation of count regression models

This paper develops a semiparametric estimation approach for mixed count regression models based on series expansion for the unknown density of the unobserved heterogeneity. We use the generalized Laguerre series expansion around a gamma baseline density to model unobserved heterogeneity in a Poisson mixture model. We establish the consistency of the estimator and present a computational strategy to implement the proposed estimation techniques in the standard count model as well as in truncated, censored, and zero-inflated count regression models. Monte Carlo evidence shows that the finite sample behavior of the estimator is quite good. The paper applies the method to a model of individual shopping behavior. © 1999 Elsevier Science S.A. All rights reserved.

Optimal Bayesian experimental design for models with intractable likelihoods using indirect inference applied to biological process models

This paper addresses the problem of determining optimal designs for biological process models with intractable likelihoods, with the goal of parameter inference. The Bayesian approach is to choose a design that maximises the mean of a utility, and the utility is a function of the posterior distribution. Therefore, its estimation requires likelihood evaluations. However, many problems in experimental design involve models with intractable likelihoods, that is, likelihoods that are neither analytic nor can be computed in a reasonable amount of time. We propose a novel solution using indirect inference (II), a well established method in the literature, and the Markov chain Monte Carlo (MCMC) algorithm of Müller et al. (2004). Indirect inference employs an auxiliary model with a tractable likelihood in conjunction with the generative model, the assumed true model of interest, which has an intractable likelihood. Our approach is to estimate a map between the parameters of the generative and auxiliary models, using simulations from the generative model. An II posterior distribution is formed to expedite utility estimation. We also present a modification to the utility that allows the Müller algorithm to sample from a substantially sharpened utility surface, with little computational effort. Unlike competing methods, the II approach can handle complex design problems for models with intractable likelihoods on a continuous design space, with possible extension to many observations. The methodology is demonstrated using two stochastic models; a simple tractable death process used to validate the approach, and a motivating stochastic model for the population evolution of macroparasites.