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.

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.

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%.

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.

Making energy service companies (ESCOS) future fit

Energy service companies (ESCOs) are faced with a range of challenges and opportunities associated with the rapidly changing and flexible requirements of energy customers (end users) and rapid improvements in technologies associated with energy and ICT. These opportunities for innovation include better prediction of energy demand, transparency of data to the end user, flexible and time dependent energy pricing and a range of novel finance models. The liberalisation of energy markets across the world has leads to a very small price differential between suppliers on the unit cost of energy. Energy companies are therefore looking to add additional layers of value using service models borrowed from the manufacturing industry. This opens a range of new product and service offerings to energy markets and consumers and has implications for the overall efficiency, utility and price of energy provision.

An intelligent broker agent for energy trading:an MDP approach

This paper details the development and evaluation of AstonTAC, an energy broker that successfully participated in the 2012 Power Trading Agent Competition (Power TAC). AstonTAC buys electrical energy from the wholesale market and sells it in the retail market. The main focus of the paper is on the broker’s bidding strategy in the wholesale market. In particular, it employs Markov Decision Processes (MDP) to purchase energy at low prices in a day-ahead power wholesale market, and keeps energy supply and demand balanced. Moreover, we explain how the agent uses Non-Homogeneous Hidden Markov Model (NHHMM) to forecast energy demand and price. An evaluation and analysis of the 2012 Power TAC finals show that AstonTAC is the only agent that can buy energy at low price in the wholesale market and keep energy imbalance low.

On the role of surface roughness in the aerodynamic performance and energy conversion of horizontal wind turbine blades:a review

Summary: Renewable energy is one of the main pillars of sustainable development, especially in developing economies. Increasing energy demand and the limitation of fossil fuel reserves make the use of renewable energy essential for sustainable development. Wind energy is considered to be one of the most important resources of renewable energy. In North African countries, such as Egypt, wind energy has an enormous potential; however, it faces quite a number of technical challenges related to the performance of wind turbines in the Saharan environment. Seasonal sand storms affect the performance of wind turbines in many ways, one of which is increasing the wind turbine aerodynamic resistance through the increase of blade surface roughness. The power loss because of blade surface deterioration is significant in wind turbines. The surface roughness of wind turbine blades deteriorates because of several environmental conditions such as ice or sand. This paper is the first review on the topic of surface roughness effects on the performance of horizontal-axis wind turbines. The review covers the numerical simulation and experimental studies as well as discussing the present research trends to develop a roadmap for better understanding and improvement of wind turbine performance in deleterious environments.

The reality of cross-disciplinary energy research in the United Kingdom:a social science perspective

Cross-disciplinary research is essential in understanding and reducing energy usage, however the reality of this collaboration comes with many challenges. This paper provides an insight into the integration of social science in energy research, drawing on the expertise and first hand experiences of a range of social science researchers (predominantly Early Career Researchers (ECRs)) working on UK cross-disciplinary projects in energy demand. These researchers, participants in a workshop dedicated to understanding the integration of social science in energy research, identified four groups of challenges to successful integration: Differing expectations of the role of social scientists; Working within academia; Feeling like a valued member of the team; and Communicating and comprehension between disciplines. Suggestions of how to negotiate those challenges included: Management and planning; Increasing contact; Sharing experience; and Understanding team roles. The paper offers a definition of ‘success’ in cross-disciplinary energy research from the perspective of social science ECRs, comprising external, internal and personal components. Using the logics of interdisciplinarity, this paper suggests that integration of the social sciences in the projects discussed may be partial at best and highlights a need to recognise the challenges ECRs face, in order to achieve full integration and equality of disciplines.

Comparison of configurations for high-recovery inland desalination systems

Desalination of brackish groundwater (BW) is an effective approach to augment water supply, especially for inland regions that are far from seawater resources. Brackish water reverse osmosis (BWRO) desalination is still subject to intensive energy consumption compared to the theoretical minimum energy demand. Here, we review some of the BWRO plants with various system arrangements. We look at how to minimize energy demands, as these contribute considerably to the cost of desalinated water. Different configurations of BWRO system have been compared from the view point of normalized specific energy consumption (SEC). Analysis is made at theoretical limits. The SEC reduction of BWRO can be achieved by (i) increasing number of stages, (ii) using an energy recovery device (ERD), or (iii) operating the BWRO in batch mode or closed circuit mode. Application of more stages not only reduces SEC but also improves water recovery. However, this improvement is less pronounced when the number of stages exceeds four. Alternatively and more favourably, the BWRO system can be operated in Closed Circuit Desalination (CCD) mode and gives a comparative SEC to that of the 3-stage system with a recovery ratio of 80%. A further reduction of about 30% in SEC can be achieved through batch-RO operation. Moreover, the costly ERDs and booster pumps are avoided with both CCD and batch-RO, thus furthering the effectiveness of lowering the costs of these innovative approaches. © 2012 by the authors.

Aβ(1-42) induced metabolic effects in a stem cell derived neuron and astrocyte network.

Alzheimer’s Disease (AD) is the most common form of dementia currently affecting more than 35 million people worldwide. Hypometabolism is a major feature of AD and appears decades before cognitive decline and pathological lesions. This has a detrimental impact on the brain which has a high energy demand. Current models of AD fail to mimic all the features of the disease, which has an impact on the development of new therapies. Human stem cell derived models of the brain have attracted a lot of attention in recent years as a tool to study neurodegenerative diseases. In this thesis, neurons and astrocytes derived from the human embryonal carcinoma cell line (NT2/D1) were utilised to determine the metabolic coupling between neurons and astrocytes with regards to responses to hypoglycaemia, neuromodulators and increase in neuronal activity. This model was then used to investigate the effects of Aß(1-42) on the metabolism of these NT2-derived co-cultures as well as pure astrocytes. Additionally primary cortical mixed neuronal and glial cultures were utilised to compare this model to a widely accepted in vitro model used in Alzheimer’s disease research. Co-cultures were found to respond to Aß(1-42) in similar way to human and in vivo models. Hypometabolism was characterised by changes in glucose metabolism, as well as lactate, pyruvate and glycogen. This led to a significant decrease in ATP and the ratio of NAD+/NADH. These results together with an increase in calcium oscillations and a decrease in GSH/GSSG ratio, suggests Aß-induces metabolic and oxidative stress. This situation could have detrimental effects in the brain which has a high energy demand, especially in terms of memory formation and antioxidant capacity.

Do intelligent heating controls out-smart ordinary users?

Nearly a third of UK gas and electricity is used in homes, of which 80% is for space heating and hot water provision. Rising consumer bills, concerns about climate change and the surge in personal digital technology use has provoked the development of intelligent domestic heating controls. Whilst the need for having suitable control of the home heating system is essential for reducing domestic energy use, these heating controls rely on appropriate user interaction to achieve a saving and it is unclear whether these ‘smart’ heating controls enhance the use of domestic heating or reduce energy demand. This paper describes qualitative research undertaken with a small sample of UK householders to understand how people use new heating controls installed in their homes and what the requirements are for improved smart heating control design. The paper identifies, against Nielsen’s usability heuristics, the divergence between the householder’s use, understanding and expectations of the heating system and the actual design of the system. Digital and smart heating control systems should be designed to maximise usability so that they can be effectively used for efficient heating control by all users. The research highlights the need for development of new systems to readdress the needs of users and redefine the system requirements.

The effects of the changing energy situation on demand for industrial heat exchangers

The Project arose during a period in which the World was still coming to terms with the effects and implications of the so called 'energy crisis' of 1973/74. Serck Heat Transfer is a manufacturer of heat exchangers which transfer heat between fluids of various sorts. As such the company felt that past and possible future changes in the energy situation could have an impact upon the demand for its products. The thesis represents the first attempt to examine the impact of changes in the energy situation (a major economic variable) on the long term demand for heat exchangers. The scope of the work was limited to the United Kingdom, this being the largest single market for Serek's products. The thesis analyses industrial heat exchanger markets and identifies those trends which are related to both the changing energy situation and the usage of heat exchangers. These trends have been interpreted In terms of projected values of heat exchanger demand. The projections cover the period 197S to the year 2000. Also examined in the thesis is the future energy situation both internationally and nationally and it is found that in the long term there will be increasing pressure on consumers to conserve energy through rising real prices. The possibility of a connection between energy consumption and heat exchanger demand is investigated and no significant correlation found. This appears to be because there are a number of determinants of demand besides energy related factors and also there is a wide diversity of individual markets for heat exchangers. Conclusions are that in all markets, bar one, the changing energy situation should lead to a higher level of heat exchanger demand than would otherwise be the case had the energy situation not changed. It is also pointed out that it is misleading to look at changes in one influence on the demand for a product and ignore others.

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.

Investigation of gas engine driven heat pump systems

Heat pumps are becoming increasingly popular, but poor electricity generating efficiency limits the potential energy savings of electrically powered units. Thus the work reported in this thesis concerns the development of a range of gas engine driven heat pumps for industrial and commercial heating applications, which recover heat from the prime mover, normally rejected to waste. Despite the convenience of using proprietary engine heat recovery packages, investigations have highlighted the necessity to ensure the engine and the heat recovery equipment are compatible. A problem common •to all air source heat pumps is the formation of frost on the evaporator, which must be removed periodically, with the expenditure of energy, to ensure the continued operation of the plant. An original fluidised bed defrosting mechanism is proposed, which prevents the build-up of this frost, and also improves system performance. Criticisms have been levelled against the rotary sliding vane compressor, in particular the effects of lubrication, which is essential. This thesis compares the rotary sliding vane compressor with other machines, and concludes that many of these criticisms are unfounded. A confidential market survey indicates an increasing demand for heat pumps up to and including 1990, and the technical support needed to penetrate this market is presented. Such support includes the development of a range of modular gas engine driven heat pumps, and a computer aided design for the selection of the optimum units. A case study of a gas engine driven heat pump for a swimming pool application which provided valuable experience is included.

Development of an on-demand beam pulsing system for Pixe-analysis of thick targets

This work concerns the developnent of a proton irduced X-ray emission (PIXE) analysis system and a multi-sample scattering chamber facility. The characteristics of the beam pulsing system and its counting rate capabilities were evaluated by observing the ion-induced X-ray emission from pure thick copper targets, with and without beam pulsing operation. The characteristic X-rays were detected with a high resolution Si(Li) detector coupled to a rrulti-channel analyser. The removal of the pile-up continuum by the use of the on-demand beam pulsing is clearly demonstrated in this work. This new on-demand pu1sirg system with its counting rate capability of 25, 18 and 10 kPPS corresponding to 2, 4 am 8 usec main amplifier time constant respectively enables thick targets to be analysed more readily. Reproducibility tests of the on-demard beam pulsing system operation were checked by repeated measurements of the system throughput curves, with and without beam pulsing. The reproducibility of the analysis performed using this system was also checked by repeated measurements of the intensity ratios from a number of standard binary alloys during the experimental work. A computer programme has been developed to evaluate the calculations of the X-ray yields from thick targets bornbarded by protons, taking into account the secondary X-ray yield production due to characteristic X-ray fluorescence from an element energetically higher than the absorption edge energy of the other element present in the target. This effect was studied on metallic binary alloys such as Fe/Ni and Cr/Fe. The quantitative analysis of Fe/Ni and Cr/Fe alloy samples to determine their elemental composition taking into account the enhancement has been demonstrated in this work. Furthermore, the usefulness of the Rutherford backscattering (R.B.S.) technique to obtain the depth profiles of the elements in the upper micron of the sample is discussed.