Power system sensitivity analysis for probabilistic small signal stability assessment in a deregulated environment

Deregulations and market practices in power industry have brought great challenges to the system planning area. In particular, they introduce a variety of uncertainties to system planning. New techniques are required to cope with such uncertainties. As a promising approach, probabilistic methods are attracting more and more attentions by system planners. In small signal stability analysis, generation control parameters play an important role in determining the stability margin. The objective of this paper is to investigate power system state matrix sensitivity characteristics with respect to system parameter uncertainties with analytical and numerical approaches and to identify those parameters have great impact on system eigenvalues, therefore, the system stability properties. Those identified parameter variations need to be investigated with priority. The results can be used to help Regional Transmission Organizations (RTOs) and Independent System Operators (ISOs) perform planning studies under the open access environment.

Recent developments in population projection methodology: A review

In this paper we survey five streams of research that have made important contributions to population projection methodology over the last decade. These are: (i) the evaluation of population forecasts; (ii) probabilistic methods; (iii) experiments in the projection of migration; (iv) projecting dimensions additional to age, sex and region; and (v) the use of scenarios for 'what if?' analyses and understanding population dynamics. Key developments in these areas are discussed, and a number of opportunities for further research are identified. Copyright (c) 2005 John Wiley & Sons, Ltd.

Binomial leap methods for simulating stochastic chemical kinetics

This paper discusses efficient simulation methods for stochastic chemical kinetics. Based on the tau-leap and midpoint tau-leap methods of Gillespie [D. T. Gillespie, J. Chem. Phys. 115, 1716 (2001)], binomial random variables are used in these leap methods rather than Poisson random variables. The motivation for this approach is to improve the efficiency of the Poisson leap methods by using larger stepsizes. Unlike Poisson random variables whose range of sample values is from zero to infinity, binomial random variables have a finite range of sample values. This probabilistic property has been used to restrict possible reaction numbers and to avoid negative molecular numbers in stochastic simulations when larger stepsize is used. In this approach a binomial random variable is defined for a single reaction channel in order to keep the reaction number of this channel below the numbers of molecules that undergo this reaction channel. A sampling technique is also designed for the total reaction number of a reactant species that undergoes two or more reaction channels. Samples for the total reaction number are not greater than the molecular number of this species. In addition, probability properties of the binomial random variables provide stepsize conditions for restricting reaction numbers in a chosen time interval. These stepsize conditions are important properties of robust leap control strategies. Numerical results indicate that the proposed binomial leap methods can be applied to a wide range of chemical reaction systems with very good accuracy and significant improvement on efficiency over existing approaches. (C) 2004 American Institute of Physics.

Population-based continuous optimization, probabilistic modelling and mean shift

Evolutionary algorithms perform optimization using a population of sample solution points. An interesting development has been to view population-based optimization as the process of evolving an explicit, probabilistic model of the search space. This paper investigates a formal basis for continuous, population-based optimization in terms of a stochastic gradient descent on the Kullback-Leibler divergence between the model probability density and the objective function, represented as an unknown density of assumed form. This leads to an update rule that is related and compared with previous theoretical work, a continuous version of the population-based incremental learning algorithm, and the generalized mean shift clustering framework. Experimental results are presented that demonstrate the dynamics of the new algorithm on a set of simple test problems.

Matching of catalogues by probabilistic pattern classification

We consider the statistical problem of catalogue matching from a machine learning perspective with the goal of producing probabilistic outputs, and using all available information. A framework is provided that unifies two existing approaches to producing probabilistic outputs in the literature, one based on combining distribution estimates and the other based on combining probabilistic classifiers. We apply both of these to the problem of matching the HI Parkes All Sky Survey radio catalogue with large positional uncertainties to the much denser SuperCOSMOS catalogue with much smaller positional uncertainties. We demonstrate the utility of probabilistic outputs by a controllable completeness and efficiency trade-off and by identifying objects that have high probability of being rare. Finally, possible biasing effects in the output of these classifiers are also highlighted and discussed.

Prediction of protein continuum secondary structure with probabilistic models based on NMR solved structures

Background: The structure of proteins may change as a result of the inherent flexibility of some protein regions. We develop and explore probabilistic machine learning methods for predicting a continuum secondary structure, i.e. assigning probabilities to the conformational states of a residue. We train our methods using data derived from high-quality NMR models. Results: Several probabilistic models not only successfully estimate the continuum secondary structure, but also provide a categorical output on par with models directly trained on categorical data. Importantly, models trained on the continuum secondary structure are also better than their categorical counterparts at identifying the conformational state for structurally ambivalent residues. Conclusion: Cascaded probabilistic neural networks trained on the continuum secondary structure exhibit better accuracy in structurally ambivalent regions of proteins, while sustaining an overall classification accuracy on par with standard, categorical prediction methods.

A web recommendation technique based on probabilistic latent semantic analysis

Web transaction data between Web visitors and Web functionalities usually convey user task-oriented behavior pattern. Mining such type of click-stream data will lead to capture usage pattern information. Nowadays Web usage mining technique has become one of most widely used methods for Web recommendation, which customizes Web content to user-preferred style. Traditional techniques of Web usage mining, such as Web user session or Web page clustering, association rule and frequent navigational path mining can only discover usage pattern explicitly. They, however, cannot reveal the underlying navigational activities and identify the latent relationships that are associated with the patterns among Web users as well as Web pages. In this work, we propose a Web recommendation framework incorporating Web usage mining technique based on Probabilistic Latent Semantic Analysis (PLSA) model. The main advantages of this method are, not only to discover usage-based access pattern, but also to reveal the underlying latent factor as well. With the discovered user access pattern, we then present user more interested content via collaborative recommendation. To validate the effectiveness of proposed approach, we conduct experiments on real world datasets and make comparisons with some existing traditional techniques. The preliminary experimental results demonstrate the usability of the proposed approach.

Probabilistic cost benefit analysis of generation investment in a deregulated electricity market

A new methodology is proposed for the analysis of generation capacity investment in a deregulated market environment. This methodology proposes to make the investment appraisal using a probabilistic framework. The probabilistic production simulation (PPC) algorithm is used to compute the expected energy generated, taking into account system load variations and plant forced outage rates, while the Monte Carlo approach has been applied to model the electricity price variability seen in a realistic network. The model is able to capture the price and hence the profitability uncertainties for generator companies. Seasonal variation in the electricity prices and the system demand are independently modeled. The method is validated on IEEE RTS system, augmented with realistic market and plant data, by using it to compare the financial viability of several generator investments applying either conventional or directly connected generator (powerformer) technologies. The significance of the results is assessed using several financial risk measures.