947 resultados para PROBABILISTIC FORECASTS


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As a highly urbanized and flood prone region, Flanders has experienced multiple floods causing significant damage in the past. In response to the floods of 1998 and 2002 the Flemish Environment Agency, responsible for managing 1 400 km of unnavigable rivers, started setting up a real time flood forecasting system in 2003. Currently the system covers almost 2 000 km of unnavigable rivers, for which flood forecasts are accessible online (www.waterinfo.be). The forecasting system comprises more than 1 000 hydrologic and 50 hydrodynamic models which are supplied with radar rainfall, rainfall forecasts and on-site observations. Forecasts for the next 2 days are generated hourly, while 10 day forecasts are generated twice a day. Additionally, twice daily simulations based on percentile rainfall forecasts (from EPS predictions) result in uncertainty bands for the latter. Subsequent flood forecasts use the most recent rainfall predictions and observed parameters at any time while uncertainty on the longer-term is taken into account. The flood forecasting system produces high resolution dynamic flood maps and graphs at about 200 river gauges and more than 3 000 forecast points. A customized emergency response system generates phone calls and text messages to a team of hydrologists initiating a pro-active response to prevent upcoming flood damage. The flood forecasting system of the Flemish Environment Agency is constantly evolving and has proven to be an indispensable tool in flood crisis management. This was clearly the case during the November 2010 floods, when the agency issued a press release 2 days in advance allowing water managers, emergency services and civilians to take measures.

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Este estudo investiga o poder preditivo fora da amostra, um mês à frente, de um modelo baseado na regra de Taylor para previsão de taxas de câmbio. Revisamos trabalhos relevantes que concluem que modelos macroeconômicos podem explicar a taxa de câmbio de curto prazo. Também apresentamos estudos que são céticos em relação à capacidade de variáveis macroeconômicas preverem as variações cambiais. Para contribuir com o tema, este trabalho apresenta sua própria evidência através da implementação do modelo que demonstrou o melhor resultado preditivo descrito por Molodtsova e Papell (2009), o “symmetric Taylor rule model with heterogeneous coefficients, smoothing, and a constant”. Para isso, utilizamos uma amostra de 14 moedas em relação ao dólar norte-americano que permitiu a geração de previsões mensais fora da amostra de janeiro de 2000 até março de 2014. Assim como o critério adotado por Galimberti e Moura (2012), focamos em países que adotaram o regime de câmbio flutuante e metas de inflação, porém escolhemos moedas de países desenvolvidos e em desenvolvimento. Os resultados da nossa pesquisa corroboram o estudo de Rogoff e Stavrakeva (2008), ao constatar que a conclusão da previsibilidade da taxa de câmbio depende do teste estatístico adotado, sendo necessária a adoção de testes robustos e rigorosos para adequada avaliação do modelo. Após constatar não ser possível afirmar que o modelo implementado provém previsões mais precisas do que as de um passeio aleatório, avaliamos se, pelo menos, o modelo é capaz de gerar previsões “racionais”, ou “consistentes”. Para isso, usamos o arcabouço teórico e instrumental definido e implementado por Cheung e Chinn (1998) e concluímos que as previsões oriundas do modelo de regra de Taylor são “inconsistentes”. Finalmente, realizamos testes de causalidade de Granger com o intuito de verificar se os valores defasados dos retornos previstos pelo modelo estrutural explicam os valores contemporâneos observados. Apuramos que o modelo fundamental é incapaz de antecipar os retornos realizados.

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We consider multistage stochastic linear optimization problems combining joint dynamic probabilistic constraints with hard constraints. We develop a method for projecting decision rules onto hard constraints of wait-and-see type. We establish the relation between the original (in nite dimensional) problem and approximating problems working with projections from di erent subclasses of decision policies. Considering the subclass of linear decision rules and a generalized linear model for the underlying stochastic process with noises that are Gaussian or truncated Gaussian, we show that the value and gradient of the objective and constraint functions of the approximating problems can be computed analytically.

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Present day weather forecast models usually cannot provide realistic descriptions of local and particulary extreme weather conditions. However, for lead times of about a small number of days, they provide reliable forecast of the atmospheric circulation that encompasses the subscale processes leading to extremes. Hence, forecasts of extreme events can only be achieved through a combination of dynamical and statistical analysis methods, where a stable and significant statistical model based on prior physical reasoning establishes posterior statistical-dynamical model between the local extremes and the large scale circulation. Here we present the development and application of such a statistical model calibration on the besis of extreme value theory, in order to derive probabilistic forecast for extreme local temperature. The dowscaling applies to NCEP/NCAR re-analysis, in order to derive estimates of daily temperature at Brazilian northeastern region weather stations

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In this paper an efficient algorithm for probabilistic analysis of unbalanced three-phase weakly-meshed distribution systems is presented. This algorithm uses the technique of Two-Point Estimate Method for calculating the probabilistic behavior of the system random variables. Additionally, the deterministic analysis of the state variables is performed by means of a Compensation-Based Radial Load Flow (CBRLF). Such load flow efficiently exploits the topological characteristics of the network. To deal with distributed generation, a strategy to incorporate a simplified model of a generator in the CBRLF is proposed. Thus, depending on the type of control and generator operation conditions, the node with distributed generation can be modeled either as a PV or PQ node. To validate the efficiency of the proposed algorithm, the IEEE 37 bus test system is used. The probabilistic results are compared with those obtained using the Monte Carlo method.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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This work presents a methodology for elastic-plastic fracture reliability analysis of plane and axisymmetric structures. The structural reliability analysis is accomplished by means of the FORM analytical method. The virtual crack extension technique based on a direct minimization of potencial energy is utililized for the calculation of the energy release rate. Results are presented to illustrate the performance of the adopted methodology.

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One of the major problems facing Blast Furnaces is the occurrence of cracks in taphole mud, as the underlying causes are not easily identifiable. The absence of this knowledge makes it difficult the use of conventional techniques for predictability and mitigation. This paper will address the application of Probabilistic Neural Network using the Matlab software as a means to detect and control such cracks. The most relevant BF operational variables were picked through the statistic tool "Principal Component Analysis - PCA." Based upon the selection of these variables a probabilistic neural network was built. A set of BF operational data, consisting of 30 controlling variables, was divided into 2 groups, one of which for network training, and the other one to validate the neural network. The neural network got 98% of the cases right. The results show the effectiveness of this tool for crack prediction in relation to clay intrinsic properties and as a result of the fluctuation in operational variables.

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In this paper a framework based on the decomposition of the first-order optimality conditions is described and applied to solve the Probabilistic Power Flow (PPF) problem in a coordinated but decentralized way in the context of multi-area power systems. The purpose of the decomposition framework is to solve the problem through a process of solving smaller subproblems, associated with each area of the power system, iteratively. This strategy allows the probabilistic analysis of the variables of interest, in a particular area, without explicit knowledge of network data of the other interconnected areas, being only necessary to exchange border information related to the tie-lines between areas. An efficient method for probabilistic analysis, considering uncertainty in n system loads, is applied. The proposal is to use a particular case of the point estimate method, known as Two-Point Estimate Method (TPM), rather than the traditional approach based on Monte Carlo simulation. The main feature of the TPM is that it only requires resolve 2n power flows for to obtain the behavior of any random variable. An iterative coordination algorithm between areas is also presented. This algorithm solves the Multi-Area PPF problem in a decentralized way, ensures the independent operation of each area and integrates the decomposition framework and the TPM appropriately. The IEEE RTS-96 system is used in order to show the operation and effectiveness of the proposed approach and the Monte Carlo simulations are used to validation of the results. © 2011 IEEE.

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This paper presents an approach for probabilistic analysis of unbalanced three-phase weakly meshed distribution systems considering uncertainty in load demand. In order to achieve high computational efficiency this approach uses both an efficient method for probabilistic analysis and a radial power flow. The probabilistic approach used is the well-known Two-Point Estimate Method. Meanwhile, the compensation-based radial power flow is used in order to extract benefits from the topological characteristics of the distribution systems. The generation model proposed allows modeling either PQ or PV bus on the connection point between the network and the distributed generator. In addition allows control of the generator operating conditions, such as the field current and the power delivery at terminals. Results on test with IEEE 37 bus system is given to illustrate the operation and effectiveness of the proposed approach. A Monte Carlo Simulations method is used to validate the results. © 2011 IEEE.

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The system reliability depends on the reliability of its components itself. Therefore, it is necessary a methodology capable of inferring the state of functionality of these components to establish reliable indices of quality. Allocation models for maintenance and protective devices, among others, have been used in order to improve the quality and availability of services on electric power distribution systems. This paper proposes a methodology for assessing the reliability of distribution system components in an integrated way, using probabilistic models and fuzzy inference systems to infer about the operation probability of each component. © 2012 IEEE.

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Includes bibliography

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Includes bibliography