20 resultados para Natural Catastrophe, Property Insurance, Loss Distribution, Truncated Data, Ruin Probability
em Doria (National Library of Finland DSpace Services) - National Library of Finland, Finland
Resumo:
Communications play a key role in modern smart grids. New functionalities that make the grids ‘smart’ require the communication network to function properly. Data transmission between intelligent electric devices (IEDs) in the rectifier and the customer-end inverters (CEIs) used for power conversion is also required in the smart grid concept of the low-voltage direct current (LVDC) distribution network. Smart grid applications, such as smart metering, demand side management (DSM), and grid protection applied with communications are all installed in the LVDC system. Thus, besides remote connection to the databases of the grid operators, a local communication network in the LVDC network is needed. One solution applied to implement the communication medium in power distribution grids is power line communication (PLC). There are power cables in the distribution grids, and hence, they may be applied as a communication channel for the distribution-level data. This doctoral thesis proposes an IP-based high-frequency (HF) band PLC data transmission concept for the LVDC network. A general method to implement the Ethernet-based PLC concept between the public distribution rectifier and the customerend inverters in the LVDC grid is introduced. Low-voltage cables are studied as the communication channel in the frequency band of 100 kHz–30 MHz. The communication channel characteristics and the noise in the channel are described. All individual components in the channel are presented in detail, and a channel model, comprising models for each channel component is developed and verified by measurements. The channel noise is also studied by measurements. Theoretical signalto- noise ratio (SNR) and channel capacity analyses and practical data transmission tests are carried out to evaluate the applicability of the PLC concept against the requirements set by the smart grid applications in the LVDC system. The main results concerning the applicability of the PLC concept and its limitations are presented, and suggestion for future research proposed.
Resumo:
In the doctoral dissertation, low-voltage direct current (LVDC) distribution system stability, supply security and power quality are evaluated by computational modelling and measurements on an LVDC research platform. Computational models for the LVDC network analysis are developed. Time-domain simulation models are implemented in the time-domain simulation environment PSCAD/EMTDC. The PSCAD/EMTDC models of the LVDC network are applied to the transient behaviour and power quality studies. The LVDC network power loss model is developed in a MATLAB environment and is capable of fast estimation of the network and component power losses. The model integrates analytical equations that describe the power loss mechanism of the network components with power flow calculations. For an LVDC network research platform, a monitoring and control software solution is developed. The solution is used to deliver measurement data for verification of the developed models and analysis of the modelling results. In the work, the power loss mechanism of the LVDC network components and its main dependencies are described. Energy loss distribution of the LVDC network components is presented. Power quality measurements and current spectra are provided and harmonic pollution on the DC network is analysed. The transient behaviour of the network is verified through time-domain simulations. DC capacitor guidelines for an LVDC power distribution network are introduced. The power loss analysis results show that one of the main optimisation targets for an LVDC power distribution network should be reduction of the no-load losses and efficiency improvement of converters at partial loads. Low-frequency spectra of the network voltages and currents are shown, and harmonic propagation is analysed. Power quality in the LVDC network point of common coupling (PCC) is discussed. Power quality standard requirements are shown to be met by the LVDC network. The network behaviour during transients is analysed by time-domain simulations. The network is shown to be transient stable during large-scale disturbances. Measurement results on the LVDC research platform proving this are presented in the work.
Resumo:
For my Licentiate thesis, I conducted research on risk measures. Continuing with this research, I now focus on capital allocation. In the proportional capital allocation principle, the choice of risk measure plays a very important part. In the chapters Introduction and Basic concepts, we introduce three definitions of economic capital, discuss the purpose of capital allocation, give different viewpoints of capital allocation and present an overview of relevant literature. Risk measures are defined and the concept of coherent risk measure is introduced. Examples of important risk measures are given, e. g., Value at Risk (VaR), Tail Value at Risk (TVaR). We also discuss the implications of dependence and review some important distributions. In the following chapter on Capital allocation we introduce different principles for allocating capital. We prefer to work with the proportional allocation method. In the following chapter, Capital allocation based on tails, we focus on insurance business lines with heavy-tailed loss distribution. To emphasize capital allocation based on tails, we define the following risk measures: Conditional Expectation, Upper Tail Covariance and Tail Covariance Premium Adjusted (TCPA). In the final chapter, called Illustrative case study, we simulate two sets of data with five insurance business lines using Normal copulas and Cauchy copulas. The proportional capital allocation is calculated using TCPA as risk measure. It is compared with the result when VaR is used as risk measure and with covariance capital allocation. In this thesis, it is emphasized that no single allocation principle is perfect for all purposes. When focusing on the tail of losses, the allocation based on TCPA is a good one, since TCPA in a sense includes features of TVaR and Tail covariance.
Resumo:
Abstract
Resumo:
The safe use of nuclear power plants (NPPs) requires a deep understanding of the functioning of physical processes and systems involved. Studies on thermal hydraulics have been carried out in various separate effects and integral test facilities at Lappeenranta University of Technology (LUT) either to ensure the functioning of safety systems of light water reactors (LWR) or to produce validation data for the computer codes used in safety analyses of NPPs. Several examples of safety studies on thermal hydraulics of the nuclear power plants are discussed. Studies are related to the physical phenomena existing in different processes in NPPs, such as rewetting of the fuel rods, emergency core cooling (ECC), natural circulation, small break loss-of-coolant accidents (SBLOCA), non-condensable gas release and transport, and passive safety systems. Studies on both VVER and advanced light water reactor (ALWR) systems are included. The set of cases include separate effects tests for understanding and modeling a single physical phenomenon, separate effects tests to study the behavior of a NPP component or a single system, and integral tests to study the behavior of the whole system. In the studies following steps can be found, not necessarily in the same study. Experimental studies as such have provided solutions to existing design problems. Experimental data have been created to validate a single model in a computer code. Validated models are used in various transient analyses of scaled facilities or NPPs. Integral test data are used to validate the computer codes as whole, to see how the implemented models work together in a code. In the final stage test results from the facilities are transferred to the NPP scale using computer codes. Some of the experiments have confirmed the expected behavior of the system or procedure to be studied; in some experiments there have been certain unexpected phenomena that have caused changes to the original design to avoid the recognized problems. This is the main motivation for experimental studies on thermal hydraulics of the NPP safety systems. Naturally the behavior of the new system designs have to be checked with experiments, but also the existing designs, if they are applied in the conditions that differ from what they were originally designed for. New procedures for existing reactors and new safety related systems have been developed for new nuclear power plant concepts. New experiments have been continuously needed.
Resumo:
Tässä diplomityössä oli tavoitteena suunnitella ja toteuttaa verkkoliiketoiminnan tehokkuusmittauksen ohjausvaikutusten analysointijärjestelmä. Verkkoliiketoiminta on monopoliasemassa olevaa liiketoimintaa, jossa ei ole kilpailusta johtuvaa pakotetta pitää liiketoimintaa tehokkaana ja hintoja alhaisina. Tämän vuoksi verkkoliiketoiminnan hinnoittelua ja toiminnan tehokkuutta tulee valvoa viranomaisen toimesta. Tehokkuusmittauksessa käytettäväksi menetelmäksi on valittu DEA-menetelmä (Data Envelopment Analysis). Tässä työssä on esitelty DEA-menetelmän teoreettiset perusteet sekä verkkoliiketoiminnan tehokkuusmittauksessa havaitut ongelmat. Näiden perusteella on määritelty analysointijärjestelmältä vaadittavat ominaisuudet sekä kehitetty kyseinen järjestelmä. Tärkeimmiksi järjestelmän ominaisuuksiksi osoittautuivat herkkyysanalyysin tekeminen ja etenkin sitä kautta suoritettava keskeytysten hinnan laskeminen sekä mahdollisuudet painokertoimien rajoittamiselle. Työn loppuosassa on esitelty järjestelmästä saatavia konkreettisia tuloksia, joiden avulla on pyritty havainnollistamaan järjestelmän käyttömahdollisuuksia.
Resumo:
Distributed storage systems are studied. The interest in such system has become relatively wide due to the increasing amount of information needed to be stored in data centers or different kinds of cloud systems. There are many kinds of solutions for storing the information into distributed devices regarding the needs of the system designer. This thesis studies the questions of designing such storage systems and also fundamental limits of such systems. Namely, the subjects of interest of this thesis include heterogeneous distributed storage systems, distributed storage systems with the exact repair property, and locally repairable codes. For distributed storage systems with either functional or exact repair, capacity results are proved. In the case of locally repairable codes, the minimum distance is studied. Constructions for exact-repairing codes between minimum bandwidth regeneration (MBR) and minimum storage regeneration (MSR) points are given. These codes exceed the time-sharing line of the extremal points in many cases. Other properties of exact-regenerating codes are also studied. For the heterogeneous setup, the main result is that the capacity of such systems is always smaller than or equal to the capacity of a homogeneous system with symmetric repair with average node size and average repair bandwidth. A randomized construction for a locally repairable code with good minimum distance is given. It is shown that a random linear code of certain natural type has a good minimum distance with high probability. Other properties of locally repairable codes are also studied.
Resumo:
Data mining, as a heatedly discussed term, has been studied in various fields. Its possibilities in refining the decision-making process, realizing potential patterns and creating valuable knowledge have won attention of scholars and practitioners. However, there are less studies intending to combine data mining and libraries where data generation occurs all the time. Therefore, this thesis plans to fill such a gap. Meanwhile, potential opportunities created by data mining are explored to enhance one of the most important elements of libraries: reference service. In order to thoroughly demonstrate the feasibility and applicability of data mining, literature is reviewed to establish a critical understanding of data mining in libraries and attain the current status of library reference service. The result of the literature review indicates that free online data resources other than data generated on social media are rarely considered to be applied in current library data mining mandates. Therefore, the result of the literature review motivates the presented study to utilize online free resources. Furthermore, the natural match between data mining and libraries is established. The natural match is explained by emphasizing the data richness reality and considering data mining as one kind of knowledge, an easy choice for libraries, and a wise method to overcome reference service challenges. The natural match, especially the aspect that data mining could be helpful for library reference service, lays the main theoretical foundation for the empirical work in this study. Turku Main Library was selected as the case to answer the research question: whether data mining is feasible and applicable for reference service improvement. In this case, the daily visit from 2009 to 2015 in Turku Main Library is considered as the resource for data mining. In addition, corresponding weather conditions are collected from Weather Underground, which is totally free online. Before officially being analyzed, the collected dataset is cleansed and preprocessed in order to ensure the quality of data mining. Multiple regression analysis is employed to mine the final dataset. Hourly visits are the independent variable and weather conditions, Discomfort Index and seven days in a week are dependent variables. In the end, four models in different seasons are established to predict visiting situations in each season. Patterns are realized in different seasons and implications are created based on the discovered patterns. In addition, library-climate points are generated by a clustering method, which simplifies the process for librarians using weather data to forecast library visiting situation. Then the data mining result is interpreted from the perspective of improving reference service. After this data mining work, the result of the case study is presented to librarians so as to collect professional opinions regarding the possibility of employing data mining to improve reference services. In the end, positive opinions are collected, which implies that it is feasible to utilizing data mining as a tool to enhance library reference service.
Resumo:
Tässä tutkielmassa tarkastellaan suomalaisen sijoitusportfolion hajauttamista asuinkiinteistöihin. Tutkielman tavoitteena on selvittää, pystyykö hajauttamisella tehostamaan portfoliota sekä tutkia kaupungin ja kokoluokan merkitystä kiinteistöihin hajauttamisessa. Tutkimusaineisto koostuu Suomen osakemarkkinoita kuvaavista toimialaindeksistä sekä asuinkiinteistöindekseistä. Asuinkiinteistöt ovat jaoteltu sekä kaupungeittain että kokoluokittain. Tutkimusaineisto on aikaperiodilta 1988Q3-2008Q3. Tutkimustulosten mukaan kiinteistöihin hajauttamisella voidaan tehostaa portfoliota. Varsinkin pienemmillä tuottotasoilla kiinteistöihin sijoitetaan merkittävästi. Korkeammilla tuottovaatimuksilla kiinteistösijoitus ei tuonut lisäarvoa portfolion hajautukseen.
Resumo:
A coupled system simulator, based on analytical circuit equations and a finite element method (FEM) model of the motor has been developed and it is used to analyse a frequency-converterfed industrial squirrel-cage induction motor. Two control systems that emulate the behaviour of commercial direct-torque-controlled (DTC) and vector-controlled industrial frequency converters have been studied, implemented in the simulation software and verified by extensive laboratory tests. Numerous factors that affect the operation of a variable speed drive (VSD) and its energy efficiency have been investigated, and their significance in the simulation of the VSD results has been studied. The dependency of the frequency converter, induction motor and system losses on the switching frequency is investigated by simulations and measurements at different speeds for both the vector control and the DTC. Intensive laboratory measurements have been carried out to verify the simulation results.
Resumo:
Today’s electrical machine technology allows increasing the wind turbine output power by an order of magnitude from the technology that existed only ten years ago. However, it is sometimes argued that high-power direct-drive wind turbine generators will prove to be of limited practical importance because of their relatively large size and weight. The limited space for the generator in a wind turbine application together with the growing use of wind energy pose a challenge for the design engineers who are trying to increase torque without making the generator larger. When it comes to high torque density, the limiting factor in every electrical machine is heat, and if the electrical machine parts exceed their maximum allowable continuous operating temperature, even for a short time, they can suffer permanent damage. Therefore, highly efficient thermal design or cooling methods is needed. One of the promising solutions to enhance heat transfer performances of high-power, low-speed electrical machines is the direct cooling of the windings. This doctoral dissertation proposes a rotor-surface-magnet synchronous generator with a fractional slot nonoverlapping stator winding made of hollow conductors, through which liquid coolant can be passed directly during the application of current in order to increase the convective heat transfer capabilities and reduce the generator mass. This doctoral dissertation focuses on the electromagnetic design of a liquid-cooled direct-drive permanent-magnet synchronous generator (LC DD-PMSG) for a directdrive wind turbine application. The analytical calculation of the magnetic field distribution is carried out with the ambition of fast and accurate predicting of the main dimensions of the machine and especially the thickness of the permanent magnets; the generator electromagnetic parameters as well as the design optimization. The focus is on the generator design with a fractional slot non-overlapping winding placed into open stator slots. This is an a priori selection to guarantee easy manufacturing of the LC winding. A thermal analysis of the LC DD-PMSG based on a lumped parameter thermal model takes place with the ambition of evaluating the generator thermal performance. The thermal model was adapted to take into account the uneven copper loss distribution resulting from the skin effect as well as the effect of temperature on the copper winding resistance and the thermophysical properties of the coolant. The developed lumpedparameter thermal model and the analytical calculation of the magnetic field distribution can both be integrated with the presented algorithm to optimize an LC DD-PMSG design. Based on an instrumented small prototype with liquid-cooled tooth-coils, the following targets have been achieved: experimental determination of the performance of the direct liquid cooling of the stator winding and validating the temperatures predicted by an analytical thermal model; proving the feasibility of manufacturing the liquid-cooled tooth-coil winding; moreover, demonstration of the objectives of the project to potential customers.
Resumo:
Tämän työn tavoitteena oli rakentaa investointi- ja kustannusmalli yritykselle, jonka avulla voidaan arvioida uusien tuotteiden kustannuksia sekä niihin liittyvien laiteinvestointien kustannuksia. Kustannusmalli on rakennettu Microsoft Excel – ohjelman avulla. Mallin tavoitteena oli saada tarkempaa kustannustietoa uusista suunnitelluista putkista sekä niiden lämmöneristävyydestä. Aiemmin tällaista mallia ei ole ollut käytössä yrityksen tuotekehityksessä vaan siellä on laskettu kustannuksia aina tapauskohtaisesti, jolloin laskentoihin on kulutettu enemmän aikaa. Työssä hyödynnetään kustannuslaskennan ja investoinnin teorioita kustannusmallin rakentamiseen. Työn empiirisessä osiossa käydään läpi, kuinka kustannusmalli on rakennettu ja minkälaisia ominaisuuksia kustannusmalli sisältää. Empiirisessä osiossa myös testataan kyseisen mallin toimivuutta, jossa lasketaan kustannukset yhdelle suunnitellulle tuoteryhmälle. Tuloksena tässä työssä saatiin rakennettua toimiva kustannusmalli, jonka ominaisuutena on yksinkertaisuus ja datan helppo muokattavuus. Kustannusmallia voidaan käyttää aina uudelleen ja se voidaan myös laajentaa koskemaan useampia tuoteryhmiä.
Resumo:
Wind is one of the most compelling forms of indirect solar energy. Available now, the conversion of wind power into electricity is and will continue to be an important element of energy self-sufficiency planning. This paper is one in a series intended to report on the development of a new type of generator for wind energy; a compact, high-power, direct-drive permanent magnet synchronous generator (DD-PMSG) that uses direct liquid cooling (LC) of the stator windings to manage Joule heating losses. The main param-eters of the subject LC DD-PMSG are 8 MW, 3.3 kV, and 11 Hz. The stator winding is cooled directly by deionized water, which flows through the continuous hollow conductor of each stator tooth-coil winding. The design of the machine is to a large degree subordinate to the use of these solid-copper tooth-coils. Both steady-state and timedependent temperature distributions for LC DD-PMSG were examined with calculations based on a lumpedparameter thermal model, which makes it possible to account for uneven heat loss distribution in the stator conductors and the conductor cooling system. Transient calculations reveal the copper winding temperature distribution for an example duty cycle during variable-speed wind turbine operation. The cooling performance of the liquid cooled tooth-coil design was predicted via finite element analysis. An instrumented cooling loop featuring a pair of LC tooth-coils embedded in a lamination stack was built and laboratory tested to verify the analytical model. Predicted and measured results were in agreement, confirming the predicted satisfactory operation of the LC DD-PMSG cooling technology approach as a whole.