944 resultados para Model-based bootstrap


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Load modeling plays an important role in power system dynamic stability assessment. One of the widely used methods in assessing load model impact on system dynamic response is through parametric sensitivity analysis. Load ranking provides an effective measure of such impact. Traditionally, load ranking is based on either static or dynamic load model alone. In this paper, composite load model based load ranking framework is proposed. It enables comprehensive investigation into load modeling impacts on system stability considering the dynamic interactions between load and system dynamics. The impact of load composition on the overall sensitivity and therefore on ranking of the load is also investigated. Dynamic simulations are performed to further elucidate the results obtained through sensitivity based load ranking approach.

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Increasing global competition, rapid technological changes, advances in manufacturing and information technology and discerning customers are forcing supply chains to adopt improvement practices that enable them to deliver high quality products at a lower cost and in a shorter period of time. A lean initiative is one of the most effective approaches toward achieving this goal. In the lean improvement process, it is critical to measure current and desired performance level in order to clearly evaluate the lean implementation efforts. Many attempts have tried to measure supply chain performance incorporating both quantitative and qualitative measures but failed to provide an effective method of measuring improvements in performances for dynamic lean supply chain situations. Therefore, the necessity of appropriate measurement of lean supply chain performance has become imperative. There are many lean tools available for supply chains; however, effectiveness of a lean tool depends on the type of the product and supply chain. One tool may be highly effective for a supply chain involved in high volume products but may not be effective for low volume products. There is currently no systematic methodology available for selecting appropriate lean strategies based on the type of supply chain and market strategy This thesis develops an effective method to measure the performance of supply chain consisting of both quantitative and qualitative metrics and investigates the effects of product types and lean tool selection on the supply chain performance Supply chain performance matrices and the effects of various lean tools over performance metrics mentioned in the SCOR framework have been investigated. A lean supply chain model based on the SCOR metric framework is then developed where non- lean and lean as well as quantitative and qualitative metrics are incorporated in appropriate metrics. The values of appropriate metrics are converted into triangular fuzzy numbers using similarity rules and heuristic methods. Data have been collected from an apparel manufacturing company for multiple supply chain products and then a fuzzy based method is applied to measure the performance improvements in supply chains. Using the fuzzy TOPSIS method, which chooses an optimum alternative to maximise similarities with positive ideal solutions and to minimise similarities with negative ideal solutions, the performances of lean and non- lean supply chain situations for three different apparel products have been evaluated. To address the research questions related to effective performance evaluation method and the effects of lean tools over different types of supply chains; a conceptual framework and two hypotheses are investigated. Empirical results show that implementation of lean tools have significant effects over performance improvements in terms of time, quality and flexibility. Fuzzy TOPSIS based method developed is able to integrate multiple supply chain matrices onto a single performance measure while lean supply chain model incorporates qualitative and quantitative metrics. It can therefore effectively measure the improvements for supply chain after implementing lean tools. It is demonstrated that product types involved in the supply chain and ability to select right lean tools have significant effect on lean supply chain performance. Future study can conduct multiple case studies in different contexts.

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Extensible Markup Language ( XML) has emerged as a medium for interoperability over the Internet. As the number of documents published in the form of XML is increasing, there is a need for selective dissemination of XML documents based on user interests. In the proposed technique, a combination of Adaptive Genetic Algorithms and multi class Support Vector Machine ( SVM) is used to learn a user model. Based on the feedback from the users, the system automatically adapts to the user's preference and interests. The user model and a similarity metric are used for selective dissemination of a continuous stream of XML documents. Experimental evaluations performed over a wide range of XML documents, indicate that the proposed approach significantly improves the performance of the selective dissemination task, with respect to accuracy and efficiency.

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Extensible Markup Language ( XML) has emerged as a medium for interoperability over the Internet. As the number of documents published in the form of XML is increasing, there is a need for selective dissemination of XML documents based on user interests. In the proposed technique, a combination of Adaptive Genetic Algorithms and multi class Support Vector Machine ( SVM) is used to learn a user model. Based on the feedback from the users, the system automatically adapts to the user's preference and interests. The user model and a similarity metric are used for selective dissemination of a continuous stream of XML documents. Experimental evaluations performed over a wide range of XML documents, indicate that the proposed approach significantly improves the performance of the selective dissemination task, with respect to accuracy and efficiency.

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Mobile ad hoc networks (MANETs) is one of the successful wireless network paradigms which offers unrestricted mobility without depending on any underlying infrastructure. MANETs have become an exciting and im- portant technology in recent years because of the rapid proliferation of variety of wireless devices, and increased use of ad hoc networks in various applications. Like any other networks, MANETs are also prone to variety of attacks majorly in routing side, most of the proposed secured routing solutions based on cryptography and authentication methods have greater overhead, which results in latency problems and resource crunch problems, especially in energy side. The successful working of these mechanisms also depends on secured key management involving a trusted third authority, which is generally difficult to implement in MANET environ-ment due to volatile topology. Designing a secured routing algorithm for MANETs which incorporates the notion of trust without maintaining any trusted third entity is an interesting research problem in recent years. This paper propose a new trust model based on cognitive reasoning,which associates the notion of trust with all the member nodes of MANETs using a novel Behaviors-Observations- Beliefs(BOB) model. These trust values are used for detec- tion and prevention of malicious and dishonest nodes while routing the data. The proposed trust model works with the DTM-DSR protocol, which involves computation of direct trust between any two nodes using cognitive knowledge. We have taken care of trust fading over time, rewards, and penalties while computing the trustworthiness of a node and also route. A simulator is developed for testing the proposed algorithm, the results of experiments shows incorporation of cognitive reasoning for computation of trust in routing effectively detects intrusions in MANET environment, and generates more reliable routes for secured routing of data.

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State estimation is one of the most important functions in an energy control centre. An computationally efficient state estimator which is free from numerical instability/ill-conditioning is essential for security assessment of electric power grid. Whereas approaches to successfully overcome the numerical ill-conditioning issues have been proposed, an efficient algorithm for addressing the convergence issues in the presence of topological errors is yet to be evolved. Trust region (TR) methods have been successfully employed to overcome the divergence problem to certain extent. In this study, case studies are presented where the conventional algorithms including the existing TR methods would fail to converge. A linearised model-based TR method for successfully overcoming the convergence issues is proposed. On the computational front, unlike the existing TR methods for state estimation which employ quadratic models, the proposed linear model-based estimator is computationally efficient because the model minimiser can be computed in a single step. The model minimiser at each step is computed by minimising the linearised model in the presence of TR and measurement mismatch constraints. The infinity norm is used to define the geometry of the TR. Measurement mismatch constraints are employed to improve the accuracy. The proposed algorithm is compared with the quadratic model-based TR algorithm with case studies on the IEEE 30-bus system, 205-bus and 514-bus equivalent systems of part of Indian grid.

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A new thermal model based on Fourier series expansion method has been presented for dynamic thermal analysis on power devices. The thermal model based on the Fourier series method has been programmed in MATLAB SIMULINK and integrated with a physics-based electrical model previously reported. The model was verified for accuracy using a two-dimensional Fourier model and a two-dimensional finite difference model for comparison. To validate this thermal model, experiments using a 600V 50A IGBT module switching an inductive load, has been completed under high frequency operation. The result of the thermal measurement shows an excellent match with the simulated temperature variations and temperature time-response within the power module. ©2008 IEEE.

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In this paper, a disturbance controller is designed for making robotic system behave as a decoupled linear system according to the concept of internal model. Based on the linear system, the paper presents an iterative learning control algorithm to robotic manipulators. A sufficient condition for convergence is provided. The selection of parameter values of the algorithm is simple and easy to meet the convergence condition. The simulation results demonstrate the effectiveness of the algorithm..

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CONFIGR (CONtour FIgure GRound) is a computational model based on principles of biological vision that completes sparse and noisy image figures. Within an integrated vision/recognition system, CONFIGR posits an initial recognition stage which identifies figure pixels from spatially local input information. The resulting, and typically incomplete, figure is fed back to the “early vision” stage for long-range completion via filling-in. The reconstructed image is then re-presented to the recognition system for global functions such as object recognition. In the CONFIGR algorithm, the smallest independent image unit is the visible pixel, whose size defines a computational spatial scale. Once pixel size is fixed, the entire algorithm is fully determined, with no additional parameter choices. Multi-scale simulations illustrate the vision/recognition system. Open-source CONFIGR code is available online, but all examples can be derived analytically, and the design principles applied at each step are transparent. The model balances filling-in as figure against complementary filling-in as ground, which blocks spurious figure completions. Lobe computations occur on a subpixel spatial scale. Originally designed to fill-in missing contours in an incomplete image such as a dashed line, the same CONFIGR system connects and segments sparse dots, and unifies occluded objects from pieces locally identified as figure in the initial recognition stage. The model self-scales its completion distances, filling-in across gaps of any length, where unimpeded, while limiting connections among dense image-figure pixel groups that already have intrinsic form. Long-range image completion promises to play an important role in adaptive processors that reconstruct images from highly compressed video and still camera images.

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A constrained non-linear, physical model-based, predictive control (NPMPC) strategy is developed for improved plant-wide control of a thermal power plant. The strategy makes use of successive linearisation and recursive state estimation using extended Kalman filtering to obtain a linear state-space model. The linear model and a quadratic programming routine are used to design a constrained long-range predictive controller One special feature is the careful selection of a specific set of plant model parameters for online estimation, to account for time-varying system characteristics resulting from major system disturbances and ageing. These parameters act as nonstationary stochastic states and help to provide sufficient degrees-of-freedom to obtain unbiased estimates of controlled outputs. A 14th order non-linear plant model, simulating the dominant characteristics of a 200 MW oil-fired pou er plant has been used to test the NPMPC algorithm. The control strategy gives impressive simulation results, during large system disturbances and extremely high rate of load changes, right across the operating range. These results compare favourably to those obtained with the state-space GPC method designed under similar conditions.

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Artificial neural networks (ANNs) can be easily applied to short-term load forecasting (STLF) models for electric power distribution applications. However, they are not typically used in medium and long term load forecasting (MLTLF) electric power models because of the difficulties associated with collecting and processing the necessary data. Virtual instrument (VI) techniques can be applied to electric power load forecasting but this is rarely reported in the literature. In this paper, we investigate the modelling and design of a VI for short, medium and long term load forecasting using ANNs. Three ANN models were built for STLF of electric power. These networks were trained using historical load data and also considering weather data which is known to have a significant affect of the use of electric power (such as wind speed, precipitation, atmospheric pressure, temperature and humidity). In order to do this a V-shape temperature processing model is proposed. With regards MLTLF, a model was developed using radial basis function neural networks (RBFNN). Results indicate that the forecasting model based on the RBFNN has a high accuracy and stability. Finally, a virtual load forecaster which integrates the VI and the RBFNN is presented.

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It is convenient and effective to solve nonlinear problems with a model that has a linear-in-the-parameters (LITP) structure. However, the nonlinear parameters (e.g. the width of Gaussian function) of each model term needs to be pre-determined either from expert experience or through exhaustive search. An alternative approach is to optimize them by a gradient-based technique (e.g. Newton’s method). Unfortunately, all of these methods still need a lot of computations. Recently, the extreme learning machine (ELM) has shown its advantages in terms of fast learning from data, but the sparsity of the constructed model cannot be guaranteed. This paper proposes a novel algorithm for automatic construction of a nonlinear system model based on the extreme learning machine. This is achieved by effectively integrating the ELM and leave-one-out (LOO) cross validation with our two-stage stepwise construction procedure [1]. The main objective is to improve the compactness and generalization capability of the model constructed by the ELM method. Numerical analysis shows that the proposed algorithm only involves about half of the computation of orthogonal least squares (OLS) based method. Simulation examples are included to confirm the efficacy and superiority of the proposed technique.

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This paper presents a statistical model for the thermal behaviour of the line model based on lab tests and field measurements. This model is based on Partial Least Squares (PLS) multi regression and is used for the Dynamic Line Rating (DLR) in a wind intensive area. DLR provides extra capacity to the line, over the traditional seasonal static rating, which makes it possible to defer the need for reinforcement the existing network or building new lines. The proposed PLS model has a number of appealing features; the model is linear, so it is straightforward to use for predicting the line rating for future periods using the available weather forecast. Unlike the available physical models, the proposed model does not require any physical parameters of the line, which avoids the inaccuracies resulting from the errors and/or variations in these parameters. The developed model is compared with physical model, the Cigre model, and has shown very good accuracy in predicting the conductor temperature as well as in determining the line rating for future time periods. 

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In this paper we present TANC, i.e., a tree-augmented naive credal classifier based on imprecise probabilities; it models prior near-ignorance via the Extreme Imprecise Dirichlet Model (EDM) (Cano et al., 2007) and deals conservatively with missing data in the training set, without assuming them to be missing-at-random. The EDM is an approximation of the global Imprecise Dirichlet Model (IDM), which considerably simplifies the computation of upper and lower probabilities; yet, having been only recently introduced, the quality of the provided approximation needs still to be verified. As first contribution, we extensively compare the output of the naive credal classifier (one of the few cases in which the global IDM can be exactly implemented) when learned with the EDM and the global IDM; the output of the classifier appears to be identical in the vast majority of cases, thus supporting the adoption of the EDM in real classification problems. Then, by experiments we show that TANC is more reliable than the precise TAN (learned with uniform prior), and also that it provides better performance compared to a previous (Zaffalon, 2003) TAN model based on imprecise probabilities. TANC treats missing data by considering all possible completions of the training set, but avoiding an exponential increase of the computational times; eventually, we present some preliminary results with missing data.

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Ma thèse est composée de trois essais sur l'inférence par le bootstrap à la fois dans les modèles de données de panel et les modèles à grands nombres de variables instrumentales #VI# dont un grand nombre peut être faible. La théorie asymptotique n'étant pas toujours une bonne approximation de la distribution d'échantillonnage des estimateurs et statistiques de tests, je considère le bootstrap comme une alternative. Ces essais tentent d'étudier la validité asymptotique des procédures bootstrap existantes et quand invalides, proposent de nouvelles méthodes bootstrap valides. Le premier chapitre #co-écrit avec Sílvia Gonçalves# étudie la validité du bootstrap pour l'inférence dans un modèle de panel de données linéaire, dynamique et stationnaire à effets fixes. Nous considérons trois méthodes bootstrap: le recursive-design bootstrap, le fixed-design bootstrap et le pairs bootstrap. Ces méthodes sont des généralisations naturelles au contexte des panels des méthodes bootstrap considérées par Gonçalves et Kilian #2004# dans les modèles autorégressifs en séries temporelles. Nous montrons que l'estimateur MCO obtenu par le recursive-design bootstrap contient un terme intégré qui imite le biais de l'estimateur original. Ceci est en contraste avec le fixed-design bootstrap et le pairs bootstrap dont les distributions sont incorrectement centrées à zéro. Cependant, le recursive-design bootstrap et le pairs bootstrap sont asymptotiquement valides quand ils sont appliqués à l'estimateur corrigé du biais, contrairement au fixed-design bootstrap. Dans les simulations, le recursive-design bootstrap est la méthode qui produit les meilleurs résultats. Le deuxième chapitre étend les résultats du pairs bootstrap aux modèles de panel non linéaires dynamiques avec des effets fixes. Ces modèles sont souvent estimés par l'estimateur du maximum de vraisemblance #EMV# qui souffre également d'un biais. Récemment, Dhaene et Johmans #2014# ont proposé la méthode d'estimation split-jackknife. Bien que ces estimateurs ont des approximations asymptotiques normales centrées sur le vrai paramètre, de sérieuses distorsions demeurent à échantillons finis. Dhaene et Johmans #2014# ont proposé le pairs bootstrap comme alternative dans ce contexte sans aucune justification théorique. Pour combler cette lacune, je montre que cette méthode est asymptotiquement valide lorsqu'elle est utilisée pour estimer la distribution de l'estimateur split-jackknife bien qu'incapable d'estimer la distribution de l'EMV. Des simulations Monte Carlo montrent que les intervalles de confiance bootstrap basés sur l'estimateur split-jackknife aident grandement à réduire les distorsions liées à l'approximation normale en échantillons finis. En outre, j'applique cette méthode bootstrap à un modèle de participation des femmes au marché du travail pour construire des intervalles de confiance valides. Dans le dernier chapitre #co-écrit avec Wenjie Wang#, nous étudions la validité asymptotique des procédures bootstrap pour les modèles à grands nombres de variables instrumentales #VI# dont un grand nombre peu être faible. Nous montrons analytiquement qu'un bootstrap standard basé sur les résidus et le bootstrap restreint et efficace #RE# de Davidson et MacKinnon #2008, 2010, 2014# ne peuvent pas estimer la distribution limite de l'estimateur du maximum de vraisemblance à information limitée #EMVIL#. La raison principale est qu'ils ne parviennent pas à bien imiter le paramètre qui caractérise l'intensité de l'identification dans l'échantillon. Par conséquent, nous proposons une méthode bootstrap modifiée qui estime de facon convergente cette distribution limite. Nos simulations montrent que la méthode bootstrap modifiée réduit considérablement les distorsions des tests asymptotiques de type Wald #$t$# dans les échantillons finis, en particulier lorsque le degré d'endogénéité est élevé.