Techniques to improve forecasting models: applications to energy demand and price

This thesis is a study of three techniques to improve performance of some standard fore-casting models, application to the energy demand and prices. We focus on forecasting demand and price one-day ahead. First, the wavelet transform was used as a pre-processing procedure with two approaches: multicomponent-forecasts and direct-forecasts. We have empirically compared these approaches and found that the former consistently outperformed the latter. Second, adaptive models were introduced to continuously update model parameters in the testing period by combining ?lters with standard forecasting methods. Among these adaptive models, the adaptive LR-GARCH model was proposed for the fi?rst time in the thesis. Third, with regard to noise distributions of the dependent variables in the forecasting models, we used either Gaussian or Student-t distributions. This thesis proposed a novel algorithm to infer parameters of Student-t noise models. The method is an extension of earlier work for models that are linear in parameters to the non-linear multilayer perceptron. Therefore, the proposed method broadens the range of models that can use a Student-t noise distribution. Because these techniques cannot stand alone, they must be combined with prediction models to improve their performance. We combined these techniques with some standard forecasting models: multilayer perceptron, radial basis functions, linear regression, and linear regression with GARCH. These techniques and forecasting models were applied to two datasets from the UK energy markets: daily electricity demand (which is stationary) and gas forward prices (non-stationary). The results showed that these techniques provided good improvement to prediction performance.

Measurement of key compositional parameters in two species of energy grass by Fourier transform infrared spectroscopy

Two energy grass species, switch grass, a North American tuft grass, and reed canary grass, a European native, are likely to be important sources of biomass in Western Europe for the production of biorenewable energy. Matching chemical composition to conversion efficiency is a primary goal for improvement programmes and for determining the quality of biomass feed-stocks prior to use and there is a need for methods which allow cost effective characterisation of chemical composition at high rates of sample through-put. In this paper we demonstrate that nitrogen content and alkali index, parameters greatly influencing thermal conversion efficiency, can be accurately predicted in dried samples of these species grown under a range of agronomic conditions by partial least square regression of Fourier transform infrared spectra (R2 values for plots of predicted vs. measured values of 0.938 and 0.937, respectively). We also discuss the prediction of carbon and ash content in these samples and the application of infrared based predictive methods for the breeding improvement of energy grasses.

Intermediate pyrolysis:a sustainable biomass-to-energy concept-biothermal valorisation of biomass (BtVB) process

Wastewater treatment coupled with energy crop cultivation provides an attractive source of cheap feedstock. This study reviews an advanced, closed-loop bioenergy conversion process [biothermal valorisation of biomass (BtVB)], in which pyroformer is coupled to a gasifier. BtVB process was developed at European Bioenergy Research Institute (EBRI), Aston University, UK and demonstrates an improved method for thermal conversion of ash-rich biomass.

Technoeconomic modelling of coal conversion processes for liquid fuel production

Since the oil crisis of 1973 considerable interest has been shown in the production of liquid fuels from alternative sources. In particular processes utilizing coal as the feedstock have received considerable interest. These processes can be divided into direct and indirect liquefaction and pyrolysis. This thesis describes the modelling of indirect coal liquefaction processes for the purpose of performing technical and economic assessment of the production of liquid fuels from coal and lignite, using a variety of gasification and synthesis gas liquefaction technologies. The technologies were modeled on a 'step model' basis where a step is defined as a combination of individual unit operations which together perform a significant function on the process streams, such as a methanol synthesis step or a gasification and physical gas cleaning step. Sample results of the modelling, covering a wide range of gasifiers, liquid synthesis processes and products are presented in this thesis. Due to the large number of combinations of gasifier, liquid synthesis processes, products and economic sensitivity cases, a complete set of results is impractical to present in a single publication. The main results show that methanol is the cheapest fuel to produce from coal followed by fuel alcohol, diesel from the Shell Middle Distillate Synthesis process,gasoline from Mobil Methanol to Gasoline (MTG) process, diesel from the Mobil Methanol Olefins Gasoline Diesel (MOGD) process and finally gasoline from the same process. Some variation in production costs of all the products was shown depending on type of gasifier chosen and feedstock.

Interventions against obesity through increased lipolysis in adipose tissue

Obesity is a disease of excess adiposity affecting> 17% of men and >20% of women in Britain. Clinically, it is defined by a Body Mass Index (BMI, kg/m2) of 2:30. Obesity is a confounding factor that promotes insulin resistance, hyperinsulinaemia and type 2 diabetes. Type 2 diabetes accounts for >90% of all cases of diabetes, with a prevalence of 2-6% of adults in most western societies, a majority of which are overweight or obese. Weight loss in obese patients reduces the risk of developing diabetes by >50%. This thesis has investigated the first part of a two-stage therapeutic intervention against obesity in which adipose tissue lipolysis will be combined with increased energy expenditure: the approach is also designed to consider agents that will benefit glycaemic control in coexistent obesity and diabetes by improving insulin sensitivity. Rodent and human in vitro models of adipocyte biology and skeletal muscle have been developed, characterised and evaluated. They include isolated epididymal and parametrial adipocytes of lean and obese diabetic ob/ob mice, cultured 3T3-Ll preadipocytes, isolated human omental and subcutaneous adipocytes and rat L6 cultured muscle cells. Compounds investigated for anti-obesity and anti-diabetic properties include M2 (sibutramine metabolite), 3-guanidinopropionic acid and mazindol. In vivo studies were undertaken to investigate these compounds further in lean and ob/ob mice. In vivo studies indicated that M2 and 3-guanidinopropionic acid reduced body weight gain in ob/ob mice. The three compounds increased lipolysis in adipocytes isolated from lean and ob/ob mice and human adipose depots. The direct action of these compounds was mediated via a pathway involving the f3 adrenoceptors and components of the lipolytic signalling pathway, including protein kinase A and p38 MAP kinase. In addition, M2 and mazindol were capable of increasing glucose uptake into insulin sensitive tissues. M2 and mazindol can act directly on adipose tissue and skeletal muscle to increase glucose uptake via a pathway involving new protein synthesis and activation of the glucose transporters. The M2-stimulated pathway is activated by the conversion of phosphatidylinositol bisphosphate to phosphatidylinositol trisphosphate by phosphatidylinositol 3-kinase. Thus, M2, mazindol and 3-GPA showed pharmacodynamic properties which suggested they might be potential therapeutic treatments for obesity and diabetes.

Energy conservation measures on an industrial site

World and UK energy resources and use are reviewed and the role of energy conservation in energy policy identified. In considering various energy conservation measures, a distinction is made between energy intensive and non-intensive industries and also between direct and indirect uses of energy. Particular attention is given to the non-intensive user of energy. Energy use on one such industrial site has been studied to determine the most effective energy saving measures in the short term. Here it is estimated that over 65% of energy is consumed for indirect purposes, mainly for heating and lighting buildings. Emphasis is placed on energy auditing techniques and those energy saving measures requiring greater technical, economic and organisational resources to secure their implementation. Energy auditing techniques include the use of aerial thermography and snow formation surveys to detect heat losses. Qualitative and quantitative interpretations are carried out, but restricted mainly to evaluating building roof heat losses. From the energy auditing exercise, it is confirmed that the intermittent heating of buildings is the largest and most cost effective fuel saving measure. This was implemented on the site and a heat monitoring programme established to verify results. Industrial combined heat and power generation is investigated. A proposal for the site demonstrates that there are several obstacles to its successful implementation. By adopting an alternative financial rationale, a way of overcoming these obstacles is suggested. A useful by-product of the study is the classification of industrial sites according to the nature of industrial energy demand patterns. Finally, energy saving measures implemented on the site are quantlfied using comparative verification methods. Overall fuel savings of 13% are indicated. Cumulative savings in heating fuel amount to 26% over four years although heated area increased by approximately 25%.

Production of renewable phenolic resins by thermochemical conversion of biomass: a review

This review covers the production and utilisation of liquids from the thermal processing of biomass and related materials to substitute for synthetic phenol and formaldehyde in phenol formaldehyde resins. These resins are primarily employed in the manufacture of wood panels such as plywood, MDF, particle-board and OSB. The most important thermal conversion methods for this purpose are fast pyrolysis and vacuum pyrolysis, pressure liquefaction and phenolysis. Many feedstocks have been tested for their suitability as sources of phenolics including hard and softwoods, bark and residual lignins. Resins have been prepared utilising either the whole liquid product, or a phenolics enriched fraction obtained after fractional condensation or further processing, such as solvent extraction. None of the phenolics production and fractionation techniques covered in this review are believed to allow substitution of 100% of the phenol content of the resin without impacting its effectiveness compared to commercial formulations based on petroleum derived phenol. This survey shows that considerable progress has been made towards reaching the goal of a price competitive renewable resin, but that further research is required to meet the twin challenges of low renewable resin cost and satisfactory quality requirements. Particular areas of concern are wood panel press times, variability of renewable resin properties, odour, lack of reactive sites compared to phenol and potential for increased emissions of volatile organic compounds.

Energy saving and solar electricity in fan-ventilated greenhouses

Greenhouse cultivation is an energy intensive process therefore it is worthwhile to introduce energy saving measures and alternative energy sources. Here we show that there is scope for energy saving in fan ventilated greenhouses. Measurements of electricity usage as a function of fan speed have been performed for two models of 1.25 m diameter greenhouse fans and compared to theoretical values. Reducing the speed can cut the energy usage per volume of air moved by more than 70%. To minimize the capital cost of low-speed operation, a cooled greenhouse has been built in which the fan speed responds to sunlight such that full speed is reached only around noon. The energy saving is about 40% compared to constant speed operation. Direct operation of fans from solar-photovoltaic modules is also viable as shown from experiments with a fan driven by a brushless DC motor. On comparing the Net Present Value costs of the different systems over a 10 year amortization period (with and without a carbon tax to represent environmental costs) we find that sunlight-controlled system saves money under all assumptions about taxation and discount rates. The solar-powered system, however, is only profitable for very low discount rates, due to the high initial capital costs. Nonetheless this system could be of interest for its reliability in developing countries where mains electricity is intermittent. We recommend that greenhouse fan manufacturers improve the availability of energy-saving designs such as those described here.

Sustainable energy from paper industry wastes

Secondary fibre paper mills are significant users of both heat and electricity which is mainly derived from the combustion of fossil fuels. The cost of producing this energy is increasing year upon year. These mills are also significant producers of fibrous sludge and reject waste material which can contain high amounts of useful energy. Currently the majority of these waste fractions are disposed of by landfill, land-spread or incineration using natural gas. These disposal methods not only present environmental problems but are also very costly. The focus of this work was to utilise the waste fractions produced at secondary fibre paper mills for the on-site production of combined heat and power (CHP) using advanced thermal conversion methods (gasification and pyrolysis), well suited to relatively small scales of throughput. The heat and power can either be used on-site or exported. The first stage of the work was the development of methods to condition selected paper industry wastes to enable thermal conversion. This stage required detailed characterisation of the waste streams in terms of proximate and ultimate analysis and heat content. Suitable methods to dry and condition the wastes in preparation for thermal conversion were also explored. Through trials at pilot scale with both fixed bed downdraft gasification and intermediate pyrolysis systems, the energy recovered from selected wastes and waste blends in the form of product gas and pyrolysis products was quantified. The optimal process routes were selected based on the experimental results, and implementation studies were carried out at the selected candidate mills. The studies consider the pre-processing of the wastes, thermal conversion, and full integration of the energy products. The final stage of work was an economic analysis to quantify economic gain, return on investment and environmental benefits from the proposed processes.

Decentralised off-grid electricity generation in India using intermediate pyrolysis of residue straws

Use of agricultural residues, like wheat or rice straw for energy generation, is the most effective measure in terms of costs and availability. The present paper focuses the need of such measure, its impact on the environment as practiced today (open burning). The application of intermediate pyrolysis technology for straw conversion in India is discussed herein. A 20 kg/h Pyroformer has been coupled to a direct quenching system without filtration. The process temperature was around 360 ?C and the yields for the product fractions, char pyrolysis oil, and non-condensable gas fractions were, 32%, 35%, and 33% respectively. The pyrolysis oil was condensed in a quenching unit using bio-diesel or diesel. The blend produced was 30 % pyrolysis liquid and 70 % bio-diesel. The engine has been tested with the pyro-oil/biooil mixture over a long term (75 hours). An overall economic analysis of the process has been carried out.

Survey of influence of biomass mineral matter in thermochemical conversion of short rotation willow coppice

Short rotation willow coppice (SRC) has been investigated for the influence of K, Ca, Mg, Fe and P on its pyrolysis and combustion behaviours. These metals are the typical components that appear in biomass. The willow sample was pretreated to remove salts and metals by hydrochloric acid, and this demineralised sample was impregnated with each individual metal at the same mol g biomass (2.4 × 10 mol g demineralised willow). Characterisation was performed using thermogravimetric analysis (TGA), and differential thermal analysis (DTA) for combustion. In pyrolysis, volatile fingerprints were measured by means of pyrolysis-gas chromatography-mass spectrometry (PY-GC-MS). The yields and distribution of pyrolysis products have been influenced by the presence of the catalysts. Most notably, both potassium and phosphorous strongly catalysed the pyrolysis, modifying both the yield and distribution of reaction products. Temperature programmed combustion TGA indicates that combustion of biomass char is catalysed by all the metals, while phosphorus strongly inhibits the char combustion. In this case, combustion rates follow the order for volatile release/combustion: P>K>Fe>Raw>HCl>Mg>Ca, and for char combustion K>Fe>raw>Ca-Mg>HCl>P. The samples impregnated with phosphorus and potassium were also studied for combustion under flame conditions, and the same trend was observed, i.e. both potassium and phosphorus catalyse the volatile release/combustion, while, in char combustion, potassium is a catalyst and phosphorus a strong inhibitor, i.e. K impregnated>(faster than) raw>demineralised»P impregnated.

Pyrolysis of contaminated energy crops and the characterisation of the gained biochar

The simultaneous use of willow as a vegetation filter and an energy crop can respond both to the increasing energy demand and to the problem of the soil and water contamination. Its characteristics guarantee that the resources are used economically. As a vegetation filter, willow uptakes organic and inorganic contaminants. As a fast growing energy crop it meets the requirements of rural areas without the exploitation of existing forestry. The aim of the research was to gather knowledge on the thermal behaviour of willow, uptaking contaminants and then used as an energy crop. For this reason pyrolysis experiments were performed in two different scales. In analytical scale metal-contaminated wood was investigated and bench scale pyrolysis experiments were performed with nitrogen-enriched willow, originated from a wastewater treatment plant. Results of the pyrolysis showed that 51-81 % of the wastewater derived nitrogen of willow was captured in the char product. Char had low surface area (1.4 to 5.4 m2/g), low bulk density (0.15–0.18 g/cm3), high pH values (7.8–9.4) and high water-holding capacity (1.8 to 4.3 cm3/g) while the bioavailability of char nutrients was low. Links were also established between the pyrolysis temperature and the product properties for maximising the biochar provided benefits for soil applications. Results also showed that the metal binding capacity of wood varied from one metal ion to another, char yield increased and levoglucosan yield decreased in their presence. While char yield was mainly affected by the concentration of the metal ions, levoglucosan yield was more dependent on the type of the ionic species. Combustion experiments were also carried out with metal-enriched char. The burnout temperatures, estimated ignition indices and the conversion indicate that the metal ions type and not the amount were the determining factors during the combustion. Results presented in the Thesis provide better understanding on the thermal behaviour of nitrogen-enriched and metal contaminated biomass which is crucial to design effective pyrolysis units and combustors. These findings are relevant for pyrolysis experiments, where the goal is to yield char for energetic or soil applications.

All-optical 42.6 Gbit/s NRZ to RZ format conversion by cross-phase modulation in single SOA

A 42.6 Gbit/s all-optical non-retum-to-zero (NRZ) to return-to-zero (RZ) format converter using a single SOA followed by an asymmetrical Mach-Zehnder interferometer is presented. The format converter generates a correctly-coded RZ signal with a controllable duty-cycle. It has the advantages of flexible input N RZ wavelength, preserved input polarity, negative bit error rate power penalty and low switching pulse energy (15fJ).

Conversion of a chirped Gaussian pulse to a soliton or a bound multisoliton state in quasi-lossless and lossy optical fiber spans

The formation of single-soliton or bound-multisoliton states from a single linearly chirped Gaussian pulse in quasi-lossless and lossy fiber spans is examined. The conversion of an input-chirped pulse into soliton states is carried out by virtue of the so-called direct Zakharov-Shabat spectral problem, the solution of which allows one to single out the radiative (dispersive) and soliton constituents of the beam and determine the parameters of the emerging bound state(s). We describe here how the emerging pulse characteristics (the number of bound solitons, the relative soliton power) depend on the input pulse chirp and amplitude. © 2007 Optical Society of America.

Thermo-chemical conversion of straw:Haloclean : a performance enhanced low temperature pyrolysis

Haloclean a performance enhanced low temperature pyrolysis for biomass developed by Forschungszentrum Karlsruhe and Sea Marconi Is closing the gap between classical and fast pyrolysis approaches. For pyrolysis of straw (chaffed-, finely ground and pellets) temperature ranges between 320 to 420°C and residence times of only 1 to 5 minutes can be realized. Liquid yields of up to 45 wt-% and 35 wt-% of solids are possible. Solid yields can be increased up to 73 wt-% while loosing 4.5 % of the feed energy by pyrolysis gases only. Toxicity tests of the fractions do not show relevant numbers.