26 resultados para Forecasting Volatility


Relevância:

20.00% 20.00%

Publicador:

Resumo:

This work presents a procedure for electric load forecasting based on adaptive multilayer feedforward neural networks trained by the Backpropagation algorithm. The neural network architecture is formulated by two parameters, the scaling and translation of the postsynaptic functions at each node, and the use of the gradient-descendent method for the adjustment in an iterative way. Besides, the neural network also uses an adaptive process based on fuzzy logic to adjust the network training rate. This methodology provides an efficient modification of the neural network that results in faster convergence and more precise results, in comparison to the conventional formulation Backpropagation algorithm. The adapting of the training rate is effectuated using the information of the global error and global error variation. After finishing the training, the neural network is capable to forecast the electric load of 24 hours ahead. To illustrate the proposed methodology it is used data from a Brazilian Electric Company. © 2003 IEEE.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The effect of the ionosphere on the signals of Global Navigation Satellite Systems (GNSS), such as the Global Positionig System (GPS) and the proposed European Galileo, is dependent on the ionospheric electron density, given by its Total Electron Content (TEC). Ionospheric time-varying density irregularities may cause scintillations, which are fluctuations in phase and amplitude of the signals. Scintillations occur more often at equatorial and high latitudes. They can degrade navigation and positioning accuracy and may cause loss of signal tracking, disrupting safety-critical applications, such as marine navigation and civil aviation. This paper addresses the results of initial research carried out on two fronts that are relevant to GNSS users if they are to counter ionospheric scintillations, i.e. forecasting and mitigating their effects. On the forecasting front, the dynamics of scintillation occurrence were analysed during the severe ionospheric storm that took place on the evening of 30 October 2003, using data from a network of GPS Ionospheric Scintillation and TEC Monitor (GISTM) receivers set up in Northern Europe. Previous results [1] indicated that GPS scintillations in that region can originate from ionospheric plasma structures from the American sector. In this paper we describe experiments that enabled confirmation of those findings. On the mitigation front we used the variance of the output error of the GPS receiver DLL (Delay Locked Loop) to modify the least squares stochastic model applied by an ordinary receiver to compute position. This error was modelled according to [2], as a function of the S4 amplitude scintillation index measured by the GISTM receivers. An improvement of up to 21% in relative positioning accuracy was achieved with this technnique.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

An agent based model for spatial electric load forecasting using a local movement approach for the spatiotemporal allocation of the new loads in the service zone is presented. The density of electrical load for each of the major consumer classes in each sub-zone is used as the current state of the agents. The spatial growth is simulated with a walking agent who starts his path in one of the activity centers of the city and goes to the limits of the city following a radial path depending on the different load levels. A series of update rules are established to simulate the S growth behavior and the complementarity between classes. The results are presented in future load density maps. The tests in a real system from a mid-size city show a high rate of success when compared with other techniques. The most important features of this methodology are the need for few data and the simplicity of the algorithm, allowing for future scalability. © 2009 IEEE.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

A method for spatial electric load forecasting using multi-agent systems, especially suited to simulate the local effect of special loads in distribution systems is presented. The method based on multi-agent systems uses two kinds of agents: reactive and proactive. The reactive agents represent each sub-zone in the service zone, characterizing each one with their corresponding load level, represented in a real number, and their relationships with other sub-zones represented in development probabilities. The proactive agent carry the new load expected to be allocated because of the new special load, this agent distribute the new load in a propagation pattern. The results are presented with maps of future expected load levels in the service zone. The method is tested with data from a mid-size city real distribution system, simulating the effect of a load with attraction and repulsion attributes. The method presents good results and performance. © 2011 IEEE.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This paper proposes a filter based on a general regression neural network and a moving average filter, for preprocessing half-hourly load data for short-term multinodal load forecasting, discussed in another paper. Tests made with half-hourly load data from nine New Zealand electrical substations demonstrate that this filter is able to handle noise, missing data and abnormal data. © 2011 IEEE.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Multinodal load forecasting deals with the loads of several interest nodes in an electrical network system, which is also known as bus load forecasting. To perform this demand, it is necessary a technique that is precise, trustable and has a short-time processing. This paper proposes two methodologies based on general regression neural networks for short-term multinodal load forecasting. The first individually forecast the local loads and the second forecast the global load and individually forecast the load participation factors to estimate the local loads. To design the forecasters it wasn't necessary the previous study of the local loads. Tests were made using a New Zealand distribution subsystem and the results obtained are compatible with the ones founded in the specialized literature. © 2011 IEEE.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

When dealing with spatio-temporal simulations of load growth inside a service zone, one of the most important problems faced by a Distribution Utility is how to represent the different relationships among different areas. A new load in a certain part of the city could modify the load growth in other parts of the city, even outside of its radius of influence. These interactions are called Urban Dynamics. This work aims to discuss how to implement Urban Dynamics considerations into the spatial electric load forecasting simulations using multi-agent simulations. To explain the approach, three examples are introduced, including the effect of an attraction load, the effect of a repulsive load, and the effect of several attraction/repulsive loads at the same time when considering the natural load growth. © 2012 IEEE.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The Box-Cox transformation is a technique mostly utilized to turn the probabilistic distribution of a time series data into approximately normal. And this helps statistical and neural models to perform more accurate forecastings. However, it introduces a bias when the reversion of the transformation is conducted with the predicted data. The statistical methods to perform a bias-free reversion require, necessarily, the assumption of Gaussianity of the transformed data distribution, which is a rare event in real-world time series. So, the aim of this study was to provide an effective method of removing the bias when the reversion of the Box-Cox transformation is executed. Thus, the developed method is based on a focused time lagged feedforward neural network, which does not require any assumption about the transformed data distribution. Therefore, to evaluate the performance of the proposed method, numerical simulations were conducted and the Mean Absolute Percentage Error, the Theil Inequality Index and the Signal-to-Noise ratio of 20-step-ahead forecasts of 40 time series were compared, and the results obtained indicate that the proposed reversion method is valid and justifies new studies. (C) 2014 Elsevier B.V. All rights reserved.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)