Modeling dynamic demand response using Monte Carlo simulation and interval mathematics for boundary estimation

With the rapid development of various technologies and applications in smart grid implementation, demand response has attracted growing research interests because of its potentials in enhancing power grid reliability with reduced system operation costs. This paper presents a new demand response model with elastic economic dispatch in a locational marginal pricing market. It models system economic dispatch as a feedback control process, and introduces a flexible and adjustable load cost as a controlled signal to adjust demand response. Compared with the conventional “one time use” static load dispatch model, this dynamic feedback demand response model may adjust the load to a desired level in a finite number of time steps and a proof of convergence is provided. In addition, Monte Carlo simulation and boundary calculation using interval mathematics are applied for describing uncertainty of end-user's response to an independent system operator's expected dispatch. A numerical analysis based on the modified Pennsylvania-Jersey-Maryland power pool five-bus system is introduced for simulation and the results verify the effectiveness of the proposed model. System operators may use the proposed model to obtain insights in demand response processes for their decision-making regarding system load levels and operation conditions.

PMU measurement based dynamic load modeling using SVC devices in online environment

Online dynamic load modeling has become possible with the availability of Static Voltage Compensator (SVC) and Phasor Measurement Unit (PMU) devices. The power of the load response to the small random bounded voltage fluctuations caused from SVC can be measured by PMU for modelling purposes. The aim of this paper is to illustrate the capability of identifying an aggregated load model from high voltage substation level in the online environment. The induction motor is used as the main test subject since it contributes the majority of the dynamic loads. A test system representing simple electromechanical generator model serving dynamic loads through the transmission network is used to verify the proposed method. Also, dynamic load with multiple induction motors are modeled to achieve a better realistic load representation.

Modeling Finite Buffer Effects on TCP Traffic over an IEEE 802.11 Infrastructure WLAN

The network scenario is that of an infrastructure IEEE 802.11 WLAN with a single AP with which several stations (STAs) are associated. The AP has a finite size buffer for storing packets. In this scenario, we consider TCP controlled upload and download file transfers between the STAs and a server on the wireline LAN (e.g., 100 Mbps Ethernet) to which the AP is connected. In such a situation, it is known (see, for example, (3), [9]) that because of packet loss due to finite buffers at the Ap, upload file transfers obtain larger throughputs than download transfers. We provide an analytical model for estimating the upload and download throughputs as a function of the buffer size at the AP. We provide models for the undelayed and delayed ACK cases for a TCP that performs loss recovery only by timeout, and also for TCP Reno.

State Dependent Attempt Rate Modeling of Single Cell IEEE 802.11 WLANs with Homogeneous Nodes and Poisson Arrivals

Analytical models of IEEE 802.11-based WLANs are invariably based on approximations, such as the well-known mean-field approximations proposed by Bianchi for saturated nodes. In this paper, we provide a new approach for modeling the situation when the nodes are not saturated. We study a State Dependent Attempt Rate (SDAR) approximation to model M queues (one queue per node) served by the CSMA/CA protocol as standardized in the IEEE 802.11 DCF. The approximation is that, when n of the M queues are non-empty, the attempt probability of the n non-empty nodes is given by the long-term attempt probability of n saturated nodes as provided by Bianchi's model. This yields a coupled queue system. When packets arrive to the M queues according to independent Poisson processes, we provide an exact model for the coupled queue system with SDAR service. The main contribution of this paper is to provide an analysis of the coupled queue process by studying a lower dimensional process and by introducing a certain conditional independence approximation. We show that the numerical results obtained from our finite buffer analysis are in excellent agreement with the corresponding results obtained from ns-2 simulations. We replace the CSMA/CA protocol as implemented in the ns-2 simulator with the SDAR service model to show that the SDAR approximation provides an accurate model for the CSMA/CA protocol. We also report the simulation speed-ups thus obtained by our model-based simulation.

Modeling and analysis of energy quantization effects on single electron inverter performance

In this paper, for the first time, the effects of energy quantization on single electron transistor (SET) inverter performance are analyzed through analytical modeling and Monte Carlo simulations. It is shown that energy quantization mainly changes the Coulomb blockade region and drain current of SET devices and thus affects the noise margin, power dissipation, and the propagation delay of SET inverter. A new analytical model for the noise margin of SET inverter is proposed which includes the energy quantization effects. Using the noise margin as a metric, the robustness of SET inverter is studied against the effects of energy quantization. A compact expression is developed for a novel parameter quantization threshold which is introduced for the first time in this paper. Quantization threshold explicitly defines the maximum energy quantization that an SET inverter logic circuit can withstand before its noise margin falls below a specified tolerance level. It is found that SET inverter designed with CT:CG=1/3 (where CT and CG are tunnel junction and gate capacitances, respectively) offers maximum robustness against energy quantization.

Stochastic Modeling of an Aircraft Traversing a Runway Using Time Series Analysis

Time series, from a narrow point of view, is a sequence of observations on a stochastic process made at discrete and equally spaced time intervals. Its future behavior can be predicted by identifying, fitting, and confirming a mathematical model. In this paper, time series analysis is applied to problems concerning runwayinduced vibrations of an aircraft. A simple mathematical model based on this technique is fitted to obtain the impulse response coefficients of an aircraft system considered as a whole for a particular type of operation. Using this model, the output which is the aircraft response can be obtained with lesser computation time for any runway profile as the input.

Modeling population growth and site specific control of the invasive Lantana camara L. (Verbenaceae) under differing fire regimes

It is at the population level that an invasion either fails or succeeds. Lantana camara L. (Verbenaceae) is a weed of great significance in Queensland Australia and globally but its whole life-history ecology is poorly known. Here we used 3 years of field data across four land use types (farm, hoop pine plantation and two open eucalyptus forests, including one with a triennial fire regime) to parameterise the weed’s vital rates and develop size-structured matrix models. Lantana camara in its re-colonization phase, as observed in the recently cleared hoop pine plantation, was projected to increase more rapidly (annual growth rate, λ = 3.80) than at the other three sites (λ 1.88–2.71). Elasticity analyses indicated that growth contributed more (64.6 %) to λ than fecundity (18.5 %) or survival (15.5 %), while across size groups, the contribution was of the order: juvenile (19–27 %) ≥ seed (17–28 %) ≥ seedling (16–25 %) > small adult (4–26 %) ≥ medium adult (7–20 %) > large adult (0–20 %). From a control perspective it is difficult to determine a single weak point in the life cycle of lantana that might be exploited to reduce growth below a sustaining rate. The triennial fire regime applied did not alter the population elasticity structure nor resulted in local control of the weed. However, simulations showed that, except for the farm population, periodic burning could work within 4–10 years for control of the weed, but fire frequency should increase to at least once every 2 years. For the farm, site-specific control may be achieved by 15 years if the biennial fire frequency is tempered with increased burning intensity.

High-Throughput Prediction of Acacia and Eucalypt Lignin Syringyl/Guaiacyl Content Using FT-Raman Spectroscopy and Partial Least Squares Modeling

High-throughput techniques are necessary to efficiently screen potential lignocellulosic feedstocks for the production of renewable fuels, chemicals, and bio-based materials, thereby reducing experimental time and expense while supplanting tedious, destructive methods. The ratio of lignin syringyl (S) to guaiacyl (G) monomers has been routinely quantified as a way to probe biomass recalcitrance. Mid-infrared and Raman spectroscopy have been demonstrated to produce robust partial least squares models for the prediction of lignin S/G ratios in a diverse group of Acacia and eucalypt trees. The most accurate Raman model has now been used to predict the S/G ratio from 269 unknown Acacia and eucalypt feedstocks. This study demonstrates the application of a partial least squares model composed of Raman spectral data and lignin S/G ratios measured using pyrolysis/molecular beam mass spectrometry (pyMBMS) for the prediction of S/G ratios in an unknown data set. The predicted S/G ratios calculated by the model were averaged according to plant species, and the means were not found to differ from the pyMBMS ratios when evaluating the mean values of each method within the 95 % confidence interval. Pairwise comparisons within each data set were employed to assess statistical differences between each biomass species. While some pairwise appraisals failed to differentiate between species, Acacias, in both data sets, clearly display significant differences in their S/G composition which distinguish them from eucalypts. This research shows the power of using Raman spectroscopy to supplant tedious, destructive methods for the evaluation of the lignin S/G ratio of diverse plant biomass materials.

Modeling Asymmetries in Financial Data with Multiplicative Error Models

This thesis addresses modeling of financial time series, especially stock market returns and daily price ranges. Modeling data of this kind can be approached with so-called multiplicative error models (MEM). These models nest several well known time series models such as GARCH, ACD and CARR models. They are able to capture many well established features of financial time series including volatility clustering and leptokurtosis. In contrast to these phenomena, different kinds of asymmetries have received relatively little attention in the existing literature. In this thesis asymmetries arise from various sources. They are observed in both conditional and unconditional distributions, for variables with non-negative values and for variables that have values on the real line. In the multivariate context asymmetries can be observed in the marginal distributions as well as in the relationships of the variables modeled. New methods for all these cases are proposed. Chapter 2 considers GARCH models and modeling of returns of two stock market indices. The chapter introduces the so-called generalized hyperbolic (GH) GARCH model to account for asymmetries in both conditional and unconditional distribution. In particular, two special cases of the GARCH-GH model which describe the data most accurately are proposed. They are found to improve the fit of the model when compared to symmetric GARCH models. The advantages of accounting for asymmetries are also observed through Value-at-Risk applications. Both theoretical and empirical contributions are provided in Chapter 3 of the thesis. In this chapter the so-called mixture conditional autoregressive range (MCARR) model is introduced, examined and applied to daily price ranges of the Hang Seng Index. The conditions for the strict and weak stationarity of the model as well as an expression for the autocorrelation function are obtained by writing the MCARR model as a first order autoregressive process with random coefficients. The chapter also introduces inverse gamma (IG) distribution to CARR models. The advantages of CARR-IG and MCARR-IG specifications over conventional CARR models are found in the empirical application both in- and out-of-sample. Chapter 4 discusses the simultaneous modeling of absolute returns and daily price ranges. In this part of the thesis a vector multiplicative error model (VMEM) with asymmetric Gumbel copula is found to provide substantial benefits over the existing VMEM models based on elliptical copulas. The proposed specification is able to capture the highly asymmetric dependence of the modeled variables thereby improving the performance of the model considerably. The economic significance of the results obtained is established when the information content of the volatility forecasts derived is examined.

Projecting future expansion of invasive species: Comparing and improving methodologies for species distribution modeling

Modeling the distributions of species, especially of invasive species in non-native ranges, involves multiple challenges. Here, we developed some novel approaches to species distribution modeling aimed at reducing the influences of such challenges and improving the realism of projections. We estimated species-environment relationships with four modeling methods run with multiple scenarios of (1) sources of occurrences and geographically isolated background ranges for absences, (2) approaches to drawing background (absence) points, and (3) alternate sets of predictor variables. We further tested various quantitative metrics of model evaluation against biological insight. Model projections were very sensitive to the choice of training dataset. Model accuracy was much improved by using a global dataset for model training, rather than restricting data input to the species’ native range. AUC score was a poor metric for model evaluation and, if used alone, was not a useful criterion for assessing model performance. Projections away from the sampled space (i.e. into areas of potential future invasion) were very different depending on the modeling methods used, raising questions about the reliability of ensemble projections. Generalized linear models gave very unrealistic projections far away from the training region. Models that efficiently fit the dominant pattern, but exclude highly local patterns in the dataset and capture interactions as they appear in data (e.g. boosted regression trees), improved generalization of the models. Biological knowledge of the species and its distribution was important in refining choices about the best set of projections. A post-hoc test conducted on a new Partenium dataset from Nepal validated excellent predictive performance of our “best” model. We showed that vast stretches of currently uninvaded geographic areas on multiple continents harbor highly suitable habitats for Parthenium hysterophorus L. (Asteraceae; parthenium). However, discrepancies between model predictions and parthenium invasion in Australia indicate successful management for this globally significant weed. This article is protected by copyright. All rights reserved.

Projecting future expansion of invasive species: Comparing and improving methodologies for species distribution modeling

Modeling the distributions of species, especially of invasive species in non-native ranges, involves multiple challenges. Here, we developed some novel approaches to species distribution modeling aimed at reducing the influences of such challenges and improving the realism of projections. We estimated species-environment relationships with four modeling methods run with multiple scenarios of (1) sources of occurrences and geographically isolated background ranges for absences, (2) approaches to drawing background (absence) points, and (3) alternate sets of predictor variables. We further tested various quantitative metrics of model evaluation against biological insight. Model projections were very sensitive to the choice of training dataset. Model accuracy was much improved by using a global dataset for model training, rather than restricting data input to the species’ native range. AUC score was a poor metric for model evaluation and, if used alone, was not a useful criterion for assessing model performance. Projections away from the sampled space (i.e. into areas of potential future invasion) were very different depending on the modeling methods used, raising questions about the reliability of ensemble projections. Generalized linear models gave very unrealistic projections far away from the training region. Models that efficiently fit the dominant pattern, but exclude highly local patterns in the dataset and capture interactions as they appear in data (e.g. boosted regression trees), improved generalization of the models. Biological knowledge of the species and its distribution was important in refining choices about the best set of projections. A post-hoc test conducted on a new Partenium dataset from Nepal validated excellent predictive performance of our “best” model. We showed that vast stretches of currently uninvaded geographic areas on multiple continents harbor highly suitable habitats for Parthenium hysterophorus L. (Asteraceae; parthenium). However, discrepancies between model predictions and parthenium invasion in Australia indicate successful management for this globally significant weed. This article is protected by copyright. All rights reserved.

Semantic Classes in Topic Detection and Tracking

Topic detection and tracking (TDT) is an area of information retrieval research the focus of which revolves around news events. The problems TDT deals with relate to segmenting news text into cohesive stories, detecting something new, previously unreported, tracking the development of a previously reported event, and grouping together news that discuss the same event. The performance of the traditional information retrieval techniques based on full-text similarity has remained inadequate for online production systems. It has been difficult to make the distinction between same and similar events. In this work, we explore ways of representing and comparing news documents in order to detect new events and track their development. First, however, we put forward a conceptual analysis of the notions of topic and event. The purpose is to clarify the terminology and align it with the process of news-making and the tradition of story-telling. Second, we present a framework for document similarity that is based on semantic classes, i.e., groups of words with similar meaning. We adopt people, organizations, and locations as semantic classes in addition to general terms. As each semantic class can be assigned its own similarity measure, document similarity can make use of ontologies, e.g., geographical taxonomies. The documents are compared class-wise, and the outcome is a weighted combination of class-wise similarities. Third, we incorporate temporal information into document similarity. We formalize the natural language temporal expressions occurring in the text, and use them to anchor the rest of the terms onto the time-line. Upon comparing documents for event-based similarity, we look not only at matching terms, but also how near their anchors are on the time-line. Fourth, we experiment with an adaptive variant of the semantic class similarity system. The news reflect changes in the real world, and in order to keep up, the system has to change its behavior based on the contents of the news stream. We put forward two strategies for rebuilding the topic representations and report experiment results. We run experiments with three annotated TDT corpora. The use of semantic classes increased the effectiveness of topic tracking by 10-30\% depending on the experimental setup. The gain in spotting new events remained lower, around 3-4\%. The anchoring the text to a time-line based on the temporal expressions gave a further 10\% increase the effectiveness of topic tracking. The gains in detecting new events, again, remained smaller. The adaptive systems did not improve the tracking results.