Electricity market price spike forecast with data mining techniques

Electricity market price forecast is a changeling yet very important task for electricity market managers and participants. Due to the complexity and uncertainties in the power grid, electricity prices are highly volatile and normally carry with spikes. which may be (ens or even hundreds of times higher than the normal price. Such electricity spikes are very difficult to be predicted. So far. most of the research on electricity price forecast is based on the normal range electricity prices. This paper proposes a data mining based electricity price forecast framework, which can predict the normal price as well as the price spikes. The normal price can be, predicted by a previously proposed wavelet and neural network based forecast model, while the spikes are forecasted based on a data mining approach. This paper focuses on the spike prediction and explores the reasons for price spikes based on the measurement of a proposed composite supply-demand balance index (SDI) and relative demand index (RDI). These indices are able to reflect the relationship among electricity demand, electricity supply and electricity reserve capacity. The proposed model is based on a mining database including market clearing price, trading hour. electricity), demand, electricity supply and reserve. Bayesian classification and similarity searching techniques are used to mine the database to find out the internal relationships between electricity price spikes and these proposed. The mining results are used to form the price spike forecast model. This proposed model is able to generate forecasted price spike, level of spike and associated forecast confidence level. The model is tested with the Queensland electricity market data with promising results. Crown Copyright (C) 2004 Published by Elsevier B.V. All rights reserved.

Modelling predicts positive and negative interactions between three Australian tropical tree species in monoculture and binary mixture

Computer modelling promises to. be an important tool for analysing and predicting interactions between trees within mixed species forest plantations. This study explored the use of an individual-based mechanistic model as a predictive tool for designing mixed species plantations of Australian tropical trees. The 'spatially explicit individually based-forest simulator' (SeXI-FS) modelling system was used to describe the spatial interaction of individual tree crowns within a binary mixed-species experiment. The three-dimensional model was developed and verified with field data from three forest tree species grown in tropical Australia. The model predicted the interactions within monocultures and binary mixtures of Flindersia brayleyana, Eucalyptus pellita and Elaeocarpus grandis, accounting for an average of 42% of the growth variation exhibited by species in different treatments. The model requires only structural dimensions and shade tolerance as species parameters. By modelling interactions in existing tree mixtures, the model predicted both increases and reductions in the growth of mixtures (up to +/- 50% of stem volume at 7 years) compared to monocultures. This modelling approach may be useful for designing mixed tree plantations. (c) 2006 Published by Elsevier B.V.

Multidimensional modelling to investigate interspecies hydrogen transfer in anaerobic biofilms

Anaerobic digestion is a multistep process, mediated by a functionally and phylogenetically diverse microbial population. One of the crucial steps is oxidation of organic acids, with electron transfer via hydrogen or formate from acetogenic bacteria to methanogens. This syntrophic microbiological process is strongly restricted by a thermodynamic limitation on the allowable hydrogen or formate concentration. In order to study this process in more detail, we developed an individual-based biofilm model which enables to describe the processes at a microbial resolution. The biochemical model is the ADM1, implemented in a multidimensional domain. With this model, we evaluated three important issues for the syntrophic relationship: (i) is there a fundamental difference in using hydrogen or formate as electron carrier? (ii) Does a thermodynamic-based inhibition function produced substantially different results from an empirical function? and; (iii) Does the physical colocation of acetogens and methanogens follow directly from a general model. Hydrogen or formate as electron carrier had no substantial impact on model results. Standard inhibition functions or thermodynamic inhibition function gave similar results at larger substrate field grid sizes (> 10 mu m), but at smaller grid sizes, the thermodynamic-based function reduced the number of cells with long interspecies distances (> 2.5 mu m). Therefore, a very fine grid resolution is needed to reflect differences between the thermodynamic function, and a more generic inhibition form. The co-location of syntrophic bacteria was well predicted without a need to assume a microbiological based mechanism (e.g., through chemotaxis) of biofilm formation.

Prediction of HLA-DQ3.2 beta ligands: evidence of multiple registers in class II binding peptides

Motivation: While processing of MHC class II antigens for presentation to helper T-cells is essential for normal immune response, it is also implicated in the pathogenesis of autoimmune disorders and hypersensitivity reactions. Sequence-based computational techniques for predicting HLA-DQ binding peptides have encountered limited success, with few prediction techniques developed using three-dimensional models. Methods: We describe a structure-based prediction model for modeling peptide-DQ3.2 beta complexes. We have developed a rapid and accurate protocol for docking candidate peptides into the DQ3.2 beta receptor and a scoring function to discriminate binders from the background. The scoring function was rigorously trained, tested and validated using experimentally verified DQ3.2 beta binding and non-binding peptides obtained from biochemical and functional studies. Results: Our model predicts DQ3.2 beta binding peptides with high accuracy [area under the receiver operating characteristic (ROC) curve A(ROC) > 0.90], compared with experimental data. We investigated the binding patterns of DQ3.2 beta peptides and illustrate that several registers exist within a candidate binding peptide. Further analysis reveals that peptides with multiple registers occur predominantly for high-affinity binders.

Bayesian retrieval of scatterometer wind fields

The retrieval of wind fields from scatterometer observations has traditionally been separated into two phases; local wind vector retrieval and ambiguity removal. Operationally, a forward model relating wind vector to backscatter is inverted, typically using look up tables, to retrieve up to four local wind vector solutions. A heuristic procedure, using numerical weather prediction forecast wind vectors and, often, some neighbourhood comparison is then used to select the correct solution. In this paper we develop a Bayesian method for wind field retrieval, and show how a direct local inverse model, relating backscatter to wind vector, improves the wind vector retrieval accuracy. We compare these results with the operational U.K. Meteorological Office retrievals, our own CMOD4 retrievals and a neural network based local forward model retrieval. We suggest that the neural network based inverse model, which is extremely fast to use, improves upon current forward models when used in a variational data assimilation scheme.

A semi-oriented radial measure for measuring the efficiency of decision making units with negative data, using DEA

Data Envelopment Analysis (DEA) is a nonparametric method for measuring the efficiency of a set of decision making units such as firms or public sector agencies, first introduced into the operational research and management science literature by Charnes, Cooper, and Rhodes (CCR) [Charnes, A., Cooper, W.W., Rhodes, E., 1978. Measuring the efficiency of decision making units. European Journal of Operational Research 2, 429–444]. The original DEA models were applicable only to technologies characterized by positive inputs/outputs. In subsequent literature there have been various approaches to enable DEA to deal with negative data. In this paper, we propose a semi-oriented radial measure, which permits the presence of variables which can take both negative and positive values. The model is applied to data on a notional effluent processing system to compare the results with those yielded by two alternative methods for dealing with negative data in DEA: The modified slacks-based model suggested by Sharp et al. [Sharp, J.A., Liu, W.B., Meng, W., 2006. A modified slacks-based measure model for data envelopment analysis with ‘natural’ negative outputs and inputs. Journal of Operational Research Society 57 (11) 1–6] and the range directional model developed by Portela et al. [Portela, M.C.A.S., Thanassoulis, E., Simpson, G., 2004. A directional distance approach to deal with negative data in DEA: An application to bank branches. Journal of Operational Research Society 55 (10) 1111–1121]. A further example explores the advantages of using the new model.

Identification of industrial sources of airborne heavy metal pollution in urban areas

The research examines the deposition of airborne particles which contain heavy metals and investigates the methods that can be used to identify their sources. The research focuses on lead and cadmium because these two metals are of growing public and scientific concern on environmental health grounds. The research consists of three distinct parts. The first is the development and evaluation of a new deposition measurement instrument - the deposit cannister - designed specifically for large-scale surveys in urban areas. The deposit cannister is specifically designed to be cheap, robust, and versatile and therefore to permit comprehensive high-density urban surveys. The siting policy reduces contamination from locally resuspended surface-dust. The second part of the research has involved detailed surveys of heavy metal deposition in Walsall, West Midlands, using the new high-density measurement method. The main survey, conducted over a six-week period in November - December 1982, provided 30-day samples of deposition at 250 different sites. The results have been used to examine the magnitude and spatial variability of deposition rates in the case-study area, and to evaluate the performance of the measurement method. The third part of the research has been to conduct a 'source-identification' exercise. The methods used have been Receptor Models - Factor Analysis and Cluster Analysis - and a predictive source-based deposition model. The results indicate that there are six main source processes contributing to deposition of metals in the Walsall area: coal combustion, vehicle emissions, ironfounding, copper refining and two general industrial/urban processes. |A source-based deposition model has been calibrated using facctorscores for one source factor as the dependent variable, rather than metal deposition rates, thus avoiding problems traditionally encountered in calibrating models in complex multi-source areas. Empirical evidence supports the hypothesised associatlon of this factor with emissions of metals from the ironfoundry industry.

A combination of cyclone and vert techniques for the management of construction projects

Many planning and control tools, especially network analysis, have been developed in the last four decades. The majority of them were created in military organization to solve the problem of planning and controlling research and development projects. The original version of the network model (i.e. C.P.M/PERT) was transplanted to the construction industry without the consideration of the special nature and environment of construction projects. It suited the purpose of setting up targets and defining objectives, but it failed in satisfying the requirement of detailed planning and control at the site level. Several analytical and heuristic rules based methods were designed and combined with the structure of C.P.M. to eliminate its deficiencies. None of them provides a complete solution to the problem of resource, time and cost control. VERT was designed to deal with new ventures. It is suitable for project evaluation at the development stage. CYCLONE, on the other hand, is concerned with the design and micro-analysis of the production process. This work introduces an extensive critical review of the available planning techniques and addresses the problem of planning for site operation and control. Based on the outline of the nature of site control, this research developed a simulation based network model which combines part of the logics of both VERT and CYCLONE. Several new nodes were designed to model the availability and flow of resources, the overhead and operating cost and special nodes for evaluating time and cost. A large software package is written to handle the input, the simulation process and the output of the model. This package is designed to be used on any microcomputer using MS-DOS operating system. Data from real life projects were used to demonstrate the capability of the technique. Finally, a set of conclusions are drawn regarding the features and limitations of the proposed model, and recommendations for future work are outlined at the end of this thesis.

Development of an electric heat pump for domestic use

This thesis records the design and development of an electrically driven, air to water, vapour compression heat pump of nominally 6kW heat output, for residential space heating. The study was carried out on behalf of GEC Research Ltd through the Interdisciplinary Higher Degrees Scheme at Aston University. A computer based mathematical model of the vapour compression cycle was produced as a design aid, to enable the effects of component design changes or variations in operating conditions to be predicted. This model is supported by performance testing of the major components, which revealed that improvements in the compressor isentropic efficiency offer the greatest potential for further increases in cycle COPh. The evaporator was designed from first principles, and is based on wire-wound heat transfer tubing. Two evaporators, of air side area 10.27 and 16.24m2, were tested in a temperature and humidity controlled environment, demonstrating that the benefits of the large coil are greater heat pump heat output and lower noise levels. A systematic study of frost growth rates suggested that this problem is most severe at the conditions of saturated air at 0oC combined with low condenser water temperature. A dynamic simulation model was developed to predict the in-service performance of the heat pump. This study confirmed the importance of an adequate radiator area for heat pump installations. A prototype heat pump was designed and manufactured, consisting of a hermetic reciprocating compressor, a coaxial tube condenser and a helically coiled evaporator, using Refrigerant 22. The prototype was field tested in a domestic environment for one and a half years. The installation included a comprehensive monitoring system. Initial problems were encountered with defrosting and compressor noise, both of which were solved. The unit then operated throughout the 1985/86 heating season without further attention, producing a COPh of 2.34.

Bandwidth management of WiMAX systems and performance modeling

WiMAX has been introduced as a competitive alternative for metropolitan broadband wireless access technologies. It is connection oriented and it can provide very high data rates, large service coverage, and flexible quality of services (QoS). Due to the large number of connections and flexible QoS supported by WiMAX, the uplink access in WiMAX networks is very challenging since the medium access control (MAC) protocol must efficiently manage the bandwidth and related channel allocations. In this paper, we propose and investigate a cost-effective WiMAX bandwidth management scheme, named the WiMAX partial sharing scheme (WPSS), in order to provide good QoS while achieving better bandwidth utilization and network throughput. The proposed bandwidth management scheme is compared with a simple but inefficient scheme, named the WiMAX complete sharing scheme (WCPS). A maximum entropy (ME) based analytical model (MEAM) is proposed for the performance evaluation of the two bandwidth management schemes. The reason for using MEAM for the performance evaluation is that MEAM can efficiently model a large-scale system in which the number of stations or connections is generally very high, while the traditional simulation and analytical (e.g., Markov models) approaches cannot perform well due to the high computation complexity. We model the bandwidth management scheme as a queuing network model (QNM) that consists of interacting multiclass queues for different service classes. Closed form expressions for the state and blocking probability distributions are derived for those schemes. Simulation results verify the MEAM numerical results and show that WPSS can significantly improve the network's performance compared to WCPS.

End-to-end versus hop-by-hop state refresh in soft state signaling protocols

The concept of soft state (i.e., the state that will expire unless been refreshed) has been widely used in the design of network signaling protocols. The approaches of refreshing state in multi-hop networks can be classified to end-to-end (E2E) and hop-by-hop (HbH) refreshes. In this article we propose an effective Markov chain based analytical model for both E2E and HbH refresh approaches. Simulations verify the analytical models, which can be used to study the impacts of link characteristics on the performance (e.g., state synchronization and message overhead), as a guide on configuration and optimization of soft state signaling protocols. © 2009 IEEE.

Coverage overlapping problems in applications of IEEE 802.15.4 wireless sensor networks

IEEE 802.15.4 standard is a relatively new standard designed for low power low data rate wireless sensor networks (WSN), which has a wide range of applications, e.g., environment monitoring, e-health, home and industry automation. In this paper, we investigate the problems of hidden devices in coverage overlapped IEEE 802.15.4 WSNs, which is likely to arise when multiple 802.15.4 WSNs are deployed closely and independently. We consider a typical scenario of two 802.15.4 WSNs with partial coverage overlapping and propose a Markov-chain based analytical model to reveal the performance degradation due to the hidden devices from the coverage overlapping. Impacts of the hidden devices and network sleeping modes on saturated throughput and energy consumption are modeled. The analytic model is verified by simulations, which can provide the insights to network design and planning when multiple 802.15.4 WSNs are deployed closely. © 2013 IEEE.

Performance modelling and analysis of multiple coexisting IEEE 802.15.4 wireless sensor networks

With the features of low-power and flexible networking capabilities IEEE 802.15.4 has been widely regarded as one strong candidate of communication technologies for wireless sensor networks (WSNs). It is expected that with an increasing number of deployments of 802.15.4 based WSNs, multiple WSNs could coexist with full or partial overlap in residential or enterprise areas. As WSNs are usually deployed without coordination, the communication could meet significant degradation with the 802.15.4 channel access scheme, which has a large impact on system performance. In this thesis we are motivated to investigate the effectiveness of 802.15.4 networks supporting WSN applications with various environments, especially when hidden terminals are presented due to the uncoordinated coexistence problem. Both analytical models and system level simulators are developed to analyse the performance of the random access scheme specified by IEEE 802.15.4 medium access control (MAC) standard for several network scenarios. The first part of the thesis investigates the effectiveness of single 802.15.4 network supporting WSN applications. A Markov chain based analytic model is applied to model the MAC behaviour of IEEE 802.15.4 standard and a discrete event simulator is also developed to analyse the performance and verify the proposed analytical model. It is observed that 802.15.4 networks could sufficiently support most WSN applications with its various functionalities. After the investigation of single network, the uncoordinated coexistence problem of multiple 802.15.4 networks deployed with communication range fully or partially overlapped are investigated in the next part of the thesis. Both nonsleep and sleep modes are investigated with different channel conditions by analytic and simulation methods to obtain the comprehensive performance evaluation. It is found that the uncoordinated coexistence problem can significantly degrade the performance of 802.15.4 networks, which is unlikely to satisfy the QoS requirements for many WSN applications. The proposed analytic model is validated by simulations which could be used to obtain the optimal parameter setting before WSNs deployments to eliminate the interference risks.

Coverage overlapping problems in applications of IEEE 802.15.4 wireless sensor networks

IEEE 802.15.4 standard is a relatively new standard designed for low power low data rate wireless sensor networks (WSN), which has a wide range of applications, e.g., environment monitoring, e-health, home and industry automation. In this paper, we investigate the problems of hidden devices in coverage overlapped IEEE 802.15.4 WSNs, which is likely to arise when multiple 802.15.4 WSNs are deployed closely and independently. We consider a typical scenario of two 802.15.4 WSNs with partial coverage overlapping and propose a Markov-chain based analytical model to reveal the performance degradation due to the hidden devices from the coverage overlapping. Impacts of the hidden devices and network sleeping modes on saturated throughput and energy consumption are modeled. The analytic model is verified by simulations, which can provide the insights to network design and planning when multiple 802.15.4 WSNs are deployed closely. © 2013 IEEE.

Informal dissemination scenarios and the effectiveness of evacuation warning dissemination of households:a simulation study

Timely warning of the public during large scale emergencies is essential to ensure safety and save lives. This ongoing study proposes an agent-based simulation model to simulate the warning message dissemination among the public considering both official channels and unofficial channels The proposed model was developed in NetLogo software for a hypothetical area, and requires input parameters such as effectiveness of each official source (%), estimated time to begin informing others, estimated time to inform others and estimated percentage of people (who do not relay the message). This paper demonstrates a means of factoring the behaviour of the public as informants into estimating the effectiveness of warningdissemination during large scale emergencies. The model provides a tool for the practitioner to test the potential impact of the informal channels on the overall warning time and sensitivity of the modelling parameters. The tool would help the practitioners to persuade evacuees to disseminate the warning message informing others similar to the ’Run to thy neighbour campaign conducted by the Red cross.