205 resultados para nonparametric demand model
em University of Queensland eSpace - Australia
Resumo:
A long-term planning method for the electricity market is to simulate market operation into the future. Outputs from market simulation include indicators for transmission augmentation and new generation investment. A key input to market simulations is demand forecasts. For market simulation purposes, regional demand forecasts for each half-hour interval of the forecasting horizon are required, and they must accurately represent realistic demand profiles and interregional demand relationships. In this paper, a demand model is developed to accurately model these relationships. The effects of uncertainty in weather patterns and inherent correlations between regional demands on market simulation results are presented. This work signifies the advantages of probabilistic modeling of demand levels when making market-based planning decisions.
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In this paper, we consider testing for additivity in a class of nonparametric stochastic regression models. Two test statistics are constructed and their asymptotic distributions are established. We also conduct a small sample study for one of the test statistics through a simulated example. (C) 2002 Elsevier Science (USA).
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Previous work has identified several short-comings in the ability of four spring wheat and one barley model to simulate crop processes and resource utilization. This can have important implications when such models are used within systems models where final soil water and nitrogen conditions of one crop define the starting conditions of the following crop. In an attempt to overcome these limitations and to reconcile a range of modelling approaches, existing model components that worked demonstrably well were combined with new components for aspects where existing capabilities were inadequate. This resulted in the Integrated Wheat Model (I_WHEAT), which was developed as a module of the cropping systems model APSIM. To increase predictive capability of the model, process detail was reduced, where possible, by replacing groups of processes with conservative, biologically meaningful parameters. I_WHEAT does not contain a soil water or soil nitrogen balance. These are present as other modules of APSIM. In I_WHEAT, yield is simulated using a linear increase in harvest index whereby nitrogen or water limitations can lead to early termination of grainfilling and hence cessation of harvest index increase. Dry matter increase is calculated either from the amount of intercepted radiation and radiation conversion efficiency or from the amount of water transpired and transpiration efficiency, depending on the most limiting resource. Leaf area and tiller formation are calculated from thermal time and a cultivar specific phyllochron interval. Nitrogen limitation first reduces leaf area and then affects radiation conversion efficiency as it becomes more severe. Water or nitrogen limitations result in reduced leaf expansion, accelerated leaf senescence or tiller death. This reduces the radiation load on the crop canopy (i.e. demand for water) and can make nitrogen available for translocation to other organs. Sensitive feedbacks between light interception and dry matter accumulation are avoided by having environmental effects acting directly on leaf area development, rather than via biomass production. This makes the model more stable across environments without losing the interactions between the different external influences. When comparing model output with models tested previously using data from a wide range of agro-climatic conditions, yield and biomass predictions were equal to the best of those models, but improvements could be demonstrated for simulating leaf area dynamics in response to water and nitrogen supply, kernel nitrogen content, and total water and nitrogen use. I_WHEAT does not require calibration for any of the environments tested. Further model improvement should concentrate on improving phenology simulations, a more thorough derivation of coefficients to describe leaf area development and a better quantification of some processes related to nitrogen dynamics. (C) 1998 Elsevier Science B.V.
Resumo:
This paper examines whether social support is a boundary-determining criterion in the job strain model of Karasek (1979). The particular focus is the extent to which different sources of social support, work overload and task control influence job satisfaction, depersonalization and supervisor assessments of work performance. Hypotheses are tested using prospective survey data from 80 clerical staff in a university setting. Results revealed 3-way interactions among levels of support (supervisor, co-worker, non-work), perceived task control and work overload on levels of work performance and employee adjustment (self-report). After controlling for levels of negative affect in all analyses, there was evidence that high levels of supervisor support mitigated against the negative effects of high strain jobs on levels of job satisfaction and reduced reported levels of depersonalization. Moreover, high levels of non-work support and co-worker support also mitigated against the negative effects of high strain jobs on levels of work performance. The results are discussed in terms of the importance of social support networks both at, and beyond, the work context.
Resumo:
When linear equality constraints are invariant through time they can be incorporated into estimation by restricted least squares. If, however, the constraints are time-varying, this standard methodology cannot be applied. In this paper we show how to incorporate linear time-varying constraints into the estimation of econometric models. The method involves the augmentation of the observation equation of a state-space model prior to estimation by the Kalman filter. Numerical optimisation routines are used for the estimation. A simple example drawn from demand analysis is used to illustrate the method and its application.
Resumo:
The potential for hedging Australian wheat with the new Sydney Futures Exchange wheat contract is examined using a theoretical hedging model parametised from previous studies. The optimal hedging ratio for an 'average' wheat farmer was found to be zero under reasonable assumptions about transaction costs and based on previously published measures of risk aversion. The estimated optimal hedging ratios were found by simulation to be quite sensitive to assumptions about the degree of risk aversion. If farmers are significantly more risk averse than is currently believed, then there is likely to be an active interest in the new futures market.
Resumo:
This paper proposed a novel model for short term load forecast in the competitive electricity market. The prior electricity demand data are treated as time series. The forecast model is based on wavelet multi-resolution decomposition by autocorrelation shell representation and neural networks (multilayer perceptrons, or MLPs) modeling of wavelet coefficients. To minimize the influence of noisy low level coefficients, we applied the practical Bayesian method Automatic Relevance Determination (ARD) model to choose the size of MLPs, which are then trained to provide forecasts. The individual wavelet domain forecasts are recombined to form the accurate overall forecast. The proposed method is tested using Queensland electricity demand data from the Australian National Electricity Market. (C) 2001 Elsevier Science B.V. All rights reserved.
Resumo:
Chest clapping, vibration, and shaking were studied in 10 physiotherapists who applied these techniques on an anesthetized animal model. Hemodynamic variables (such as heart rate, blood pressure, pulmonary artery pressure, and right atrial pressure) were measured during the application of these techniques to verify claims of adverse events. In addition, expired tidal volume and peak expiratory flow rate were measured to ascertain effects of these techniques. Physiotherapists in this study applied chest clapping at a rate of 6.2 +/- 0.9 Hz, vibration at 10.5 +/- 2.3 Hz, and shaking at 6.2 +/- 2.3 Hz. With the use of these rates, esophageal pressure swings of 8.8 +/- 5.0, 0.7 +/- 0.3, and 1.4 +/- 0.7 mmHg resulted from clapping, vibration, and shaking respectively. Variability in rates and forces generated by these techniques was 80% of variance in shaking force (P = 0.003). Application of these techniques by physiotherapists was found to have no significant effects on hemodynamic and most ventilatory variables in this study. From this study, we conclude that chest clapping, vibration, and shaking 1) can be consistently performed by physiotherapists; 2) are significantly related to physiotherapists' characteristics, particularly clinical experience; and 3) caused no significant hemodynamic effects.
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There has been an increased demand for characterizing user access patterns using web mining techniques since the informative knowledge extracted from web server log files can not only offer benefits for web site structure improvement but also for better understanding of user navigational behavior. In this paper, we present a web usage mining method, which utilize web user usage and page linkage information to capture user access pattern based on Probabilistic Latent Semantic Analysis (PLSA) model. A specific probabilistic model analysis algorithm, EM algorithm, is applied to the integrated usage data to infer the latent semantic factors as well as generate user session clusters for revealing user access patterns. Experiments have been conducted on real world data set to validate the effectiveness of the proposed approach. The results have shown that the presented method is capable of characterizing the latent semantic factors and generating user profile in terms of weighted page vectors, which may reflect the common access interest exhibited by users among same session cluster.
Resumo:
The University of Queensland, Australia has developed Fez, a world-leading user-interface and management system for Fedora-based institutional repositories, which bridges the gap between a repository and users. Christiaan Kortekaas, Andrew Bennett and Keith Webster will review this open source software that gives institutions the power to create a comprehensive repository solution without the hassle..
Resumo:
We present a novel nonparametric density estimator and a new data-driven bandwidth selection method with excellent properties. The approach is in- spired by the principles of the generalized cross entropy method. The pro- posed density estimation procedure has numerous advantages over the tra- ditional kernel density estimator methods. Firstly, for the first time in the nonparametric literature, the proposed estimator allows for a genuine incor- poration of prior information in the density estimation procedure. Secondly, the approach provides the first data-driven bandwidth selection method that is guaranteed to provide a unique bandwidth for any data. Lastly, simulation examples suggest the proposed approach outperforms the current state of the art in nonparametric density estimation in terms of accuracy and reliability.
Resumo:
We investigate here a modification of the discrete random pore model [Bhatia SK, Vartak BJ, Carbon 1996;34:1383], by including an additional rate constant which takes into account the different reactivity of the initial pore surface having attached functional groups and hydrogens, relative to the subsequently exposed surface. It is observed that the relative initial reactivity has a significant effect on the conversion and structural evolution, underscoring the importance of initial surface chemistry. The model is tested against experimental data on chemically controlled char oxidation and steam gasification at various temperatures. It is seen that the variations of the reaction rate and surface area with conversion are better represented by the present approach than earlier random pore models. The results clearly indicate the improvement of model predictions in the low conversion region, where the effect of the initially attached functional groups and hydrogens is more significant, particularly for char oxidation. It is also seen that, for the data examined, the initial surface chemistry is less important for steam gasification as compared to the oxidation reaction. Further development of the approach must also incorporate the dynamics of surface complexation, which is not considered here.
Resumo:
The classical model of surface layering followed by capillary condensation during adsorption in mesopores, is modified here by consideration of the adsorbate solid interaction potential. The new theory accurately predicts the capillary coexistence curve as well as pore criticality, matching that predicted by density functional theory. The model also satisfactorily predicts the isotherm for nitrogen adsorption at 77.4 K on MCM-41 material of various pore sizes, synthesized and characterized in our laboratory, including the multilayer region, using only data on the variation of condensation pressures with pore diameter. The results indicate a minimum mesopore diameter for the surface layering model to hold as 14.1 Å, below which size micropore filling must occur, and a minimum pore diameter for mechanical stability of the hemispherical meniscus during desorption as 34.2 Å. For pores in-between these two sizes reversible condensation is predicted to occur, in accord with the experimental data for nitrogen adsorption on MCM-41 at 77.4 K.
Resumo:
The detection of seizure in the newborn is a critical aspect of neurological research. Current automatic detection techniques are difficult to assess due to the problems associated with acquiring and labelling newborn electroencephalogram (EEG) data. A realistic model for newborn EEG would allow confident development, assessment and comparison of these detection techniques. This paper presents a model for newborn EEG that accounts for its self-similar and non-stationary nature. The model consists of background and seizure sub-models. The newborn EEG background model is based on the short-time power spectrum with a time-varying power law. The relationship between the fractal dimension and the power law of a power spectrum is utilized for accurate estimation of the short-time power law exponent. The newborn EEG seizure model is based on a well-known time-frequency signal model. This model addresses all significant time-frequency characteristics of newborn EEG seizure which include; multiple components or harmonics, piecewise linear instantaneous frequency laws and harmonic amplitude modulation. Estimates of the parameters of both models are shown to be random and are modelled using the data from a total of 500 background epochs and 204 seizure epochs. The newborn EEG background and seizure models are validated against real newborn EEG data using the correlation coefficient. The results show that the output of the proposed models has a higher correlation with real newborn EEG than currently accepted models (a 10% and 38% improvement for background and seizure models, respectively).