Short-term electricity demand and gas price forecasts using wavelet transforms and adaptive models

This paper presents some forecasting techniques for energy demand and price prediction, one day ahead. These techniques combine wavelet transform (WT) with fixed and adaptive machine learning/time series models (multi-layer perceptron (MLP), radial basis functions, linear regression, or GARCH). To create an adaptive model, we use an extended Kalman filter or particle filter to update the parameters continuously on the test set. The adaptive GARCH model is a new contribution, broadening the applicability of GARCH methods. We empirically compared two approaches of combining the WT with prediction models: multicomponent forecasts and direct forecasts. These techniques are applied to large sets of real data (both stationary and non-stationary) from the UK energy markets, so as to provide comparative results that are statistically stronger than those previously reported. The results showed that the forecasting accuracy is significantly improved by using the WT and adaptive models. The best models on the electricity demand/gas price forecast are the adaptive MLP/GARCH with the multicomponent forecast; their MSEs are 0.02314 and 0.15384 respectively.

Impact of electric vehicles on GB electricity demand and associated benefits for system control

This paper investigates the impact that electric vehicle uptake will have on the national electricity demand of Great Britain. Data from the National Travel Survey, and the Coventry and Birmingham Low Emissions Demonstration (CABLED) are used to model an electrical demand profile in a future scenario of significant electric vehicle market penetration. These two methods allow comparison of how conventional cars are currently used, and the resulting electrical demand with simple substitution of energy source, with data showing how electric vehicles are actually being used at present. The report finds that electric vehicles are unlikely to significantly impact electricity demand in GB. The paper also aims to determine whether electric vehicles have the potential to provide ancillary services to the grid operator, and if so, the capacity for such services that would be available. Demand side management, frequency response and Short term Operating Reserve (STOR) are the services considered. The report finds that electric cars are unlikely to provide enough moveable demand peak shedding to be worthwhile. However, it is found that controlling vehicle charging would provide sufficient power control to viably act as frequency response for dispatch by the transmission system operator. This paper concludes that electric vehicles have technical potential to aid management of the transmission network without adding a significant demand burden. © 2013 IEEE.

Optical fibre sensors with applications in gas and biological sensing

This thesis describes the study of various grating based optical fibre sensors for applications in refractive index sensing. The sensitivity of these sensors has been studied and in some cases enhanced using novel techniques. The major areas of development are as follows. The sensitivity of long period gratings (LPGs) to surrounding medium refractive index (SRI) for various periods was investigated. The most sensitive period of LPG was found to be around 160 µm and this was due to the core mode coupling to a single cladding mode but phase matching at two wavelength locations, creating two attenuation peaks, close to the waveguide dispersion turning point. Large angle tilted fibre gratings (TFGs) have similar behaviour to LPGs, in that they couple to the co-propagating cladding modes. The tilted structure of the index modulation within the core of the fibre gives rise to a polarisation dependency, differing the large angle TFG from a LPG. Since the large angle TFG couple to the cladding mode they are SRI sensitive, the sensitivity to SRI can be further increased through cladding etching using HF acid. The thinning of the cladding layer caused a reordering of the cladding modes and shifted to more SRI sensitive cladding modes as the investigation discovered. In a SRI range of 1.36 to 1.40 a sensitivity of 506.9 nm/URI was achieved for the etched large angle TFG, which is greater than the dual resonance LPG. UV inscribed LPGs were coated with sol-gel materials with high RIs. The high RI of the coating caused an increase in cladding mode effective index which in turn caused an increase in the LPG sensitivity to SRI. LPGs of various periods of LPG were coated with sol-gel TiO2 and the optimal thickness was found to vary for each period. By coating of the already highly SRI sensitive 160µm period LPG (which is a dual resonance) with a sol-gel TiO2, the SRI sensitivity was further increased with a peak value of 1458 nm/URI, which was an almost 3 fold increase compared to the uncoated LPG. LPGs were also inscribed using a femtosecond laser which produced a highly focused index change which was no uniform throughout the core of the optical fibre. The inscription technique gave rise to a large polarisation sensitivity and the ability to couple to multiple azimuthal cladding mode sets, not seen with uniform UV inscribed gratings. Through coupling of the core mode to multiple sets of cladding modes, attenuation peaks with opposite wavelength shifts for increasing SRI was observed. Through combining this opposite wavelength shifts, a SRI sensitivity was achieved greater than any single observed attenuations peak. The maximum SRI achieved was 1680 nm/URI for a femtosecond inscribed LPG of period 400 µm. Three different types of surface plasmon resonance (SPR) sensors with a multilayer metal top coating were investigated in D shape optical fibre. The sensors could be separated into two types, utilized a pre UV inscribed tilted Bragg grating and the other employed a post UV exposure to generate surface relief grating structure. This surface perturbation aided the out coupling of light from the core but also changed the sensing mechanism from SPR to localised surface plasmon resonance (LSPR). This greatly increased the SRI sensitivity, compared to the SPR sensors; with the gold coated top layer surface relief sensor producing the largest SRI sensitivity of 2111.5nm/URI was achieved. While, the platinum and silver coated top layer surface relief sensors also gave high SRI sensitivities but also the ability to produce resonances in air (not previously seen with the SPR sensors). These properties were employed in two applications. The silver and platinum surface relief devices were used as gas sensors and were shown to be capable of detecting the minute RI change of different gases. The calculated maximum sensitivities produced were 1882.1dB/URI and 1493.5nm/URI for silver and platinum, respectively. Using a DFB laser and power meter a cheap alternative approach was investigated which showed the ability of the sensors to distinguish between different gases and flow rates of those gases. The gold surface relief sensor was coated in a with a bio compound called an aptamer and it was able to detect various concentrations of a biological compound called Thrombin, ranging from 1mM to as low as 10fM. A solution of 2M NaCl was found to give the best stripping results for Thrombin from the aptamer and showed the reusability of the sensor. The association and disassociation constants were calculated to be 1.0638×106Ms-1 and 0.2482s-1, respectively, showing the high affinity of the Aptamer to thrombin. This supports existing working stating that aptamers could be alternative to enzymes for chemical detection and also helps to explain the low detection limit of the gold surface relief sensor.

Evaluation of remote sensing for the detection of landfill gas and leachate in an urban environment

The technique of remote sensing provides a unique view of the earth's surface and considerable areas can be surveyed in a short amount of time. The aim of this project was to evaluate whether remote sensing, particularly using the Airborne Thematic Mapper (ATM) with its wide spectral range, was capable of monitoring landfill sites within an urban environment with the aid of image processing and Geographical Information Systems (GIS) methods. The regions under study were in the West Midlands conurbation and consisted of a large area in what is locally known as the Black Country containing heavy industry intermingled with residential areas, and a large single active landfill in north Birmingham. When waste is collected in large volumes it decays and gives off pollutants. These pollutants, landfill gas and leachate (a liquid effluent), are known to be injurious to vegetation and can cause stress and death. Vegetation under stress can exhibit a physiological change, detectable by the remote sensing systems used. The chemical and biological reactions that create the pollutants are exothermic and the gas and leachate, if they leave the waste, can be warmer than their surroundings. Thermal imagery from the ATM (daylight and dawn) and thermal video were obtained and used to find thermal anomalies on the area under study. The results showed that vegetation stress is not a reliable indicator of landfill gas migration, as sites within an urban environment have a cover too complex for the effects to be identified. Gas emissions from two sites were successfully detected by all the thermal imagery with the thermal ATM being the best. Although the results were somewhat disappointing, recent technical advancements in the remote sensing systems used in this project would allow geo-registration of ATM imagery taken on different occasions and the elimination of the effects of solar insolation.

Technique for passive scene imaging of gas and vapor plumes using transmission-waveband modulation

A new approach to locating gas and vapor plumes is proposed that is entirely passive. By modulating the transmission waveband of a narrow-band filter, an intensity modulation is established that allows regions of an image to be identified as containing a specific gas with absorption characteristics aligned with the filter. A system built from readily available components was constructed to identify regions of NO. Initial results show that this technique was able to distinguish an absorption cell containing NO gas in a test scene. © 2012 Society of Photo-Optical Instrumentation Engineers (SPIE).

Combining the wavelet transform and forecasting models to predict gas forward prices

This paper presents a forecasting technique for forward energy prices, one day ahead. This technique combines a wavelet transform and forecasting models such as multi- layer perceptron, linear regression or GARCH. These techniques are applied to real data from the UK gas markets to evaluate their performance. The results show that the forecasting accuracy is improved significantly by using the wavelet transform. The methodology can be also applied to forecasting market clearing prices and electricity/gas loads.

The comparative impact of privatisation and regulation on productivity growth in the English and Welsh water and sewerage industry, 1985-99

After the 10 regional water authorities of England and Wales were privatized in November 1989, the successor WASCs (water and sewerage companies) faced a new regulatory regime that was designed to promote productivity growth while simultaneously improving drinking water and environmental quality. As legally mandated quality improvements necessitated a costly capital investment programme, the industry's economic regulator – the Office of Water Services – implemented a RPI + K pricing system, designed to compensate the WASCs for their capital investment programme while also encouraging faster rates of productivity growth. This paper considers the relative effects of privatization and regulation on productivity growth in the industry using both non-parametric and parametric methods to provide a crosscheck on the robustness of the results. While there is evidence that labour productivity improved after privatization, there is no evidence that privatization led to a growth in TFP (total factor productivity). However, there is some evidence of a small increase in the rate of TFP growth in the aftermath of a substantial tightening of the regulatory regime that took place in 1995. These results, therefore, are consistent with evidence from other research that privatization, in the absence of effective competition and/or regulation, is not necessarily associated with improved economic performance.

Calculating the balance between water resources and water demands:an approach using risk analysis

Predicting future need for water resources has traditionally been, at best, a crude mixture of art and science. This has prevented the evaluation of water need from being carried out in either a consistent or comprehensive manner. This inconsistent and somewhat arbitrary approach to water resources planning led to well publicised premature developments in the 1970's and 1980's but privatisation of the Water Industry, including creation of the Office of Water Services and the National Rivers Authority in 1989, turned the tide of resource planning to the point where funding of schemes and their justification by the Regulators could no longer be assumed. Furthermore, considerable areas of uncertainty were beginning to enter the debate and complicate the assessment It was also no longer appropriate to consider that contingencies would continue to lie solely on the demand side of the equation. An inability to calculate the balance between supply and demand may mean an inability to meet standards of service or, arguably worse, an excessive provision of water resources and excessive costs to customers. United Kingdom Water Industry Research limited (UKWlR) Headroom project in 1998 provided a simple methodology for the calculation of planning margins. This methodology, although well received, was not, however, accepted by the Regulators as a tool sufficient to promote resource development. This thesis begins by considering the history of water resource planning in the UK, moving on to discuss events following privatisation of the water industry post·1985. The mid section of the research forms the bulk of original work and provides a scoping exercise which reveals a catalogue of uncertainties prevalent within the supply-demand balance. Each of these uncertainties is considered in terms of materiality, scope, and whether it can be quantified within a risk analysis package. Many of the areas of uncertainty identified would merit further research. A workable, yet robust, methodology for evaluating the balance between water resources and water demands by using a spreadsheet based risk analysis package is presented. The technique involves statistical sampling and simulation such that samples are taken from input distributions on both the supply and demand side of the equation and the imbalance between supply and demand is calculated in the form of an output distribution. The percentiles of the output distribution represent different standards of service to the customer. The model allows dependencies between distributions to be considered, for improved uncertainties to be assessed and for the impact of uncertain solutions to any imbalance to be calculated directly. The method is considered a Significant leap forward in the field of water resource planning.

The impact of privatisation and regulation on the water and sewerage industry in England and Wales:a translog cost function approach

After the ten Regional Water Authorities (RWAs) of England and Wales were privatized in November 1989, the successor Water and Sewerage Companies (WASCs) faced a new regulatory regime that was designed to promote economic efficiency while simultaneously improving drinking water and environmental quality. As legally mandated quality improvements necessitated a costly capital investment programme, the industry's economic regulator, the Office of Water Services (Ofwat), implemented a retail price index (RPI)+K pricing system, which was designed to compensate the WASCs for their capital investment programme while also encouraging gains in economic efficiency. In order to analyse jointly the impact of privatization, as well as the impact of increasingly stringent economic and environmental regulation on the WASCs' economic performance, this paper estimates a translog multiple output cost function model for the period 1985–1999. Given the significant costs associated with water quality improvements, the model is augmented to include the impact of drinking water quality and environmental quality on total costs. The model is then employed to determine the extent of scale and scope economies in the water and sewerage industry, as well as the impact of privatization and economic regulation on economic efficiency.

Flowback of solids through distribution plates of gas fluidized beds and associated phenomena

This work is concerned with a study of certain phenomena related to the performance and design of distributors in gas fluidized beds with particular regard to flowback of solid particles. The work to be described is divided into two parts. I. In Part one, a review of published material pertaining to distribution plates, including details from the patent specifications, has been prepared. After a chapter on the determination of the incipient fluidizing velocity, the following aspects of multi-orifice distributor plates in gas fluidized beds have been studied: (i) The effect of the distributor on bubble formation related to the way in which even distribution of bubbles on the top surface of the fluidized bed is obtained, e.g. the desirable pressure drop ratio ?PD/?PB for the even distribution of gas across the bed. Ratios of distributor pressure drop ?PD to bed pressure drop at which stable fluidization occurs show reasonable agreement with industrial practice. There is evidence that larger diameter beds tend to be less stable than smaller diameter beds when these are operated with shallow beds. Experiments show that in the presence of the bed the distributor pressure drop is reduced relative to the pressure drop without the bed, and this pressure drop in the former condition is regarded as the appropriate parameter for the design of the distributor. (ii) Experimental measurements of bubble distribution at the surface has been used to indicate maldistribution within the bed. Maldistribution is more likely at low gas flow rates and with distributors having large fractional free area characteristics (i.e. with distributors having low pressure drops). Bubble sizes obtained from this study, as well as those of others, have been successfully correlated. The correlation produced implies the existence of a bubble at the surface of an orifice and its growth by the addition of excess gas from the fluidized bed. (iii) For a given solid system, the amount of defluidized particles stagnating on the distributor plate is influenced by the orifice spacing, bed diameter and gas flow rate, but independent of the initial bed height and the way the orifices are arranged on the distributor plate. II. In Part two, solids flowback through single and multi-orifice distributors in two-dimensional and cylindrical beds of solids fluidized with air has been investigated. Distributors equipped with long cylindrical nozzles have also been included in the study. An equation for the prediction of free flowback of solids through multi-orifice distributors has been derived. Under fluidized conditions two regimes of flowback have been differentiated, namely Jumping and weeping. Data in the weeping regime have been successfully correlated. The limiting gas velocity through the distributor orifices at which flowback is completely excluded is found to be indepnndent of bed height, but a function of distributor design and physical properties of gas and solid used. A criterion for the prediction of this velocity has been established. The decisive advantage of increasing the distributor thickness or using nozzles to minimize solids flowback in fluidized beds has been observed and the opportunity taken to explore this poorly studied subject area. It has been noted, probably for the first time, that with long nozzles, there exists a critical nozzle length above which uncontrollable downflow of solids occurs. A theoretical model for predicting the critical length of a bundle of nozzles in terms of gas velocity through the nozzles has been set up. Theoretical calculations compared favourably with experiments.

Pyrolysis of Napier grass in a fixed bed reactor:effect of operating conditions on product yields and characteristic

This study presents a report on pyrolysis of Napier grass stem in a fixed bed reactor. The effects of nitrogen flow (20 to 60 mL/min), and reaction temperature (450 to 650 degrees C) were investigated. Increasing the nitrogen flow from 20 to 30 mL/min increased the bio-oil yield and decreased both bio-char and non-condensable gas. 30 mL/min nitrogen flow resulted in optimum bio-oil yield and was used in the subsequent experiments. Reaction temperatures between 450 and 600 degrees C increased the bio-oil yield, with maximum yield of 32.26 wt% at 600 degrees C and a decrease in the corresponding bio-char and non-condensable gas. At 650 degrees C, reductions in the bio-oil and bio-char yields were recorded while the non-condensable gas increased. Water content of the bio-oil decreased with increasing reaction temperature, while density and viscosity increased. The observed pH and higher heating values were between 2.43 to 2.97, and 25.25 to 28.88 MJ/kg, respectively. GC-MS analysis revealed that the oil was made up of highly oxygenated compounds and requires upgrading. The bio-char and non-condensable gas were characterized, and the effect of reaction temperature on the properties was evaluated. Napier grass represents a good source of renewable energy when all pyrolysis products are efficiently utilized.

CFD modelling of the fast pyrolysis of biomass in fluidised bed reactors. Part B: Heat, momentum and mass transport in bubbling fluidised beds

The fluid–particle interaction inside a 150 g/h fluidised bed reactor is modelled. The biomass particle is injected into the fluidised bed and the heat, momentum and mass transport from the fluidising gas and fluidised sand is modelled. The Eulerian approach is used to model the bubbling behaviour of the sand, which is treated as a continuum. Heat transfer from the bubbling bed to the discrete biomass particle, as well as biomass reaction kinetics are modelled according to the literature. The particle motion inside the reactor is computed using drag laws, dependent on the local volume fraction of each phase. FLUENT 6.2 has been used as the modelling framework of the simulations with the whole pyrolysis model incorporated in the form of user-defined function (UDF). The study completes the fast pyrolysis modelling in bubbling fluidised bed reactors.

Studies in three phase gas-liquid-solid fluidised systems

The work is a logical continuation of research started at Aston some years ago when studies were conducted on fermentations in bubble columns. The present work highlights typical design and operating problems that could arise in such systems as waste water, chemical, biochemical and petroleum operations involving three-phase, gas-liquid-solid fluidisation; such systems are in increasing use. It is believed that this is one of few studies concerned with `true' three-phase, gas-liquid-solid fluidised systems, and that this work will contribute significantly to closing some of the gaps in knowledge in this area. The research work was mainly experimentally based and involved studies of the hydrodynamic parameters, phase holdups (gas and solid), particle mixing and segregation, and phase flow dynamics (flow regime and circulation patterns). The studies have focused particularly on the solid behaviour and the influence of properties of solids present on the above parameters in three-phase, gas-liquid-solid fluidised systems containing single particle components and those containing binary and ternary mixtures of particles. All particles were near spherical in shape and two particle sizes and total concentration levels were used. Experiments were carried out in two- and three-dimensional bubble columns. Quantitative results are presented in graphical form and are supported by qualitative results from visual studies which are also shown as schematic diagrams and in photographic form. Gas and solid holdup results are compared for air-water containing single, binary and ternary component particle mixtures. It should be noted that the criteria for selection of the materials used are very important if true three-phase fluidisation is to be achieved: this is very evident when comparing the results with those in the literature. The fluid flow and circulation patterns observed were assessed for validation of the generally accepted patterns, and the author believes that the present work provides more accurate insight into the modelling of liquid circulation in bubble columns. The characteristic bubbly flow at low gas velocity in a two-phase system is suppressed in the three-phase system. The degree of mixing within the system is found to be dependent on flow regime, liquid circulation and the ratio of solid phase physical properties. Evidence of strong `trade-off' of properties is shown; the overall solid holdup is believed to be a major parameter influencing the gas holdup structure.

Demand side management within a regional electricity company

The work presented in this thesis concerns itself with the application of Demand Side Management (DSM) by industrial subsector as applied to the UK electricity industry. A review of the origins of DSM in the US and the relevance of experience gained to the UK electricity industry is made. Reviews are also made of the current status of the UK electricity industry, the regulatory system, and the potential role of DSM within the prevalent industry environment. A financial appraisal of DSM in respect of the distribution business of a Regional Electricity Company (REC) is also made. This financial appraisal highlights the economic viability of DSM within the context of the current UK electricity industry. The background of the work presented above is then followed by the construction of a framework detailing the necessary requirements for expanding the commercial role of DSM to encompass benefits for the supply business of a REC. The derived framework is then applied, in part, to the UK ceramics manufacturing industry, and in full to the UK sanitaryware manufacturing industry. The application of the framework to the UK sanitaryware manufacturing industry has required the undertaking of a unique first-order energy audit of every such manufacturing site in the UK. As such the audit has revealed previously unknown data on the timings and magnitude of electricity demand and consumption attributable to end-use manufacturing technologies and processes. The audit also served to reveal the disparity in the attitudes toward energy services, and thus by implication towards DSM, of manufacturers within the same Standard Industrial Classification (SIC) code. In response to this, attempt is made to identify the underlying drivers which could cause this variation in attitude. A novel approach to the market segmentation of the companies within the UK ceramics manufacturing sector has been utilised to classify these companies in terms of their likelihood to participate in DSM programmes through the derived Energy Services approach. The market segmentation technique, although requiring further development to progress from a research based concept, highlights the necessity to look beyond the purely energy based needs of manufacturing industries when considering the utilisation of the Energy Services approach to facilitate DSM programs.

EEC energy policy and the UK:the Birmingham energy model

This paper examines the implications of the EEC common energy policy for the UK energy sector as represented by a long-term programming model. The model suggests that the UK will be a substantial net exporter of energy in 1985 and will therefore make an important contribution towards the EEC's efforts to meet its import dependency target of 50% or less of gross inland consumption. Furthermore, the UK energy sector could operate within the 1985 EEC energy policy constraints with relatively low extra cost up to the year 2020 (the end of the period covered by the model). The main effect of the constraints would be to bring forward the production of synthetic gas and oil from coal.