997 resultados para BL-GARCH process
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by Reinhart Hoerning
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This thesis investigates the modelling of drying processes for the promotion of market-led Demand Side Management (DSM) as applied to the UK Public Electricity Suppliers. A review of DSM in the electricity supply industry is provided, together with a discussion of the relevant drivers supporting market-led DSM and energy services (ES). The potential opportunities for ES in a fully deregulated energy market are outlined. It is suggested that targeted industrial sector energy efficiency schemes offer significant opportunity for long term customer and supplier benefit. On a process level, industrial drying is highlighted as offering significant scope for the application of energy services. Drying is an energy-intensive process used widely throughout industry. The results of an energy survey suggest that 17.7 per cent of total UK industrial energy use derives from drying processes. Comparison with published work indicates that energy use for drying shows an increasing trend against a background of reducing overall industrial energy use. Airless drying is highlighted as offering potential energy saving and production benefits to industry. To this end, a comprehensive review of the novel airless drying technology and its background theory is made. Advantages and disadvantages of airless operation are defined and the limited market penetration of airless drying is identified, as are the key opportunities for energy saving. Limited literature has been found which details the modelling of energy use for airless drying. A review of drying theory and previous modelling work is made in an attempt to model energy consumption for drying processes. The history of drying models is presented as well as a discussion of the different approaches taken and their relative merits. The viability of deriving energy use from empirical drying data is examined. Adaptive neuro fuzzy inference systems (ANFIS) are successfully applied to the modelling of drying rates for 3 drying technologies, namely convective air, heat pump and airless drying. The ANFIS systems are then integrated into a novel energy services model for the prediction of relative drying times, energy cost and atmospheric carbon dioxide emission levels. The author believes that this work constitutes the first to use fuzzy systems for the modelling of drying performance as an energy services approach to DSM. To gain an insight into the 'real world' use of energy for drying, this thesis presents a unique first-order energy audit of every ceramic sanitaryware manufacturing site in the UK. Previously unknown patterns of energy use are highlighted. Supplementary comments on the timing and use of drying systems are also made. The limitations of such large scope energy surveys are discussed.
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Drying is an important unit operation in process industry. Results have suggested that the energy used for drying has increased from 12% in 1978 to 18% of the total energy used in 1990. A literature survey of previous studies regarding overall drying energy consumption has demonstrated that there is little continuity of methods and energy trends could not be established. In the ceramics, timber and paper industrial sectors specific energy consumption and energy trends have been investigated by auditing drying equipment. Ceramic products examined have included tableware, tiles, sanitaryware, electrical ceramics, plasterboard, refractories, bricks and abrasives. Data from industry has shown that drying energy has not varied significantly in the ceramics sector over the last decade, representing about 31% of the total energy consumed. Information from the timber industry has established that radical changes have occurred over the last 20 years, both in terms of equipment and energy utilisation. The energy efficiency of hardwood drying has improved by 15% since the 1970s, although no significant savings have been realised for softwood. A survey estimating the energy efficiency and operating characteristics of 192 paper dryer sections has been conducted. Drying energy was found to increase to nearly 60% of the total energy used in the early 1980s, but has fallen over the last decade, representing 23% of the total in 1993. These results have demonstrated that effective energy saving measures, such as improved pressing and heat recovery, have been successfully implemented since the 1970s. Artificial neural networks have successfully been applied to model process characteristics of microwave and convective drying of paper coated gypsum cove. Parameters modelled have included product moisture loss, core gypsum temperature and quality factors relating to paper burning and bubbling defects. Evaluation of thermal and dielectric properties have highlighted gypsum's heat sensitive characteristics in convective and electromagnetic regimes. Modelling experimental data has shown that the networks were capable of simulating drying process characteristics to a high degree of accuracy. Product weight and temperature were predicted to within 0.5% and 5C of the target data respectively. Furthermore, it was demonstrated that the underlying properties of the data could be predicted through a high level of input noise.
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The paper considers various extended asymmetric multivariate conditional volatility models, and derives appropriate regularity conditions and associated asymptotic theory. This enables checking of internal consistency and allows valid statistical inferences to be drawn based on empirical estimation. For this purpose, we use an underlying vector random coefficient autoregressive process, for which we show the equivalent representation for the asymmetric multivariate conditional volatility model, to derive asymptotic theory for the quasi-maximum likelihood estimator. As an extension, we develop a new multivariate asymmetric long memory volatility model, and discuss the associated asymptotic properties.
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This paper outlines a process for fleet safety training based on research and management development programmes undertaken at the University of Huddersfield in the UK (www.hud.ac.uk/sas/trans/transnews.htm) and CARRS-Q in Australia (www.carrsq.qut.edu.au/staff/Murray.jsp) over the past 10 years.