A comparison of electricity spot prices simulation using ARMA-GARCH and mean-reverting models

The aim of this work is to compare two families of mathematical models for their respective capability to capture the statistical properties of real electricity spot market time series. The first model family is ARMA-GARCH models and the second model family is mean-reverting Ornstein-Uhlenbeck models. These two models have been applied to two price series of Nordic Nord Pool spot market for electricity namely to the System prices and to the DenmarkW prices. The parameters of both models were calibrated from the real time series. After carrying out simulation with optimal models from both families we conclude that neither ARMA-GARCH models, nor conventional mean-reverting Ornstein-Uhlenbeck models, even when calibrated optimally with real electricity spot market price or return series, capture the statistical characteristics of the real series. But in the case of less spiky behavior (System prices), the mean-reverting Ornstein-Uhlenbeck model could be seen to partially succeeded in this task.

3D Stripixel Detectors Simulation

Solid-state silicon detectors have replaced conventional ones in almost all recent high-energy physics experiments. Pixel silicon sensors don't have any alternative in the area near the interaction point because of their high resolution and fast operation speed. However, present detectors hardly withstand high radiation doses. Forthcoming upgrade of the LHC in 2014 requires development of a new generation of pixel detectors which will be able to operate under ten times increased luminosity. A planar fabrication technique has some physical limitations; an improvement of the radiation hardness will reduce sensitivity of a detector. In that case a 3D pixel detector seems to be the most promising device which can overcome these difficulties. The objective of this work was to model a structure of the 3D stripixel detector and to simulate electrical characteristics of the device. Silvaco Atlas software has been used for these purposes. The structures of single and double sided dual column detectors with active edges were described using special command language. Simulations of these detectors have shown that electric field inside an active area has more uniform distribution in comparison to the planar structure. A smaller interelectrode space leads to a stronger field and also decreases the collection time. This makes the new type of detectors more radiation resistant. Other discovered advantages are the lower full depletion voltage and increased charge collection efficiency. So the 3D stripixel detectors have demonstrated improved characteristics and will be a suitable replacement for the planar ones.

Combined electromagnetic and thermal design platform for totally enclosed induction machines

The aim of the thesis is to design a suitable thermal model that can be used as a tool for constructing the TEFC squirrel cage induction machine in addition to the electromagnetic model. A lumped-parameter thermal model is developed. The related problems and aspects of implementation are discussed in details. Losses are calculated analytically and the loss values are used in the thermal model. The sensitivity analysis is introduced to determine the most critical parameters of the model.