Essays on mixed-frequency data : forecasting and unit root testing

Doutoramento em Economia

Quantifying the Resilience of an Urban Traffic-Electric Power Coupled System

Transportation system resilience has been the subject of several recent studies. To assess the resilience of a transportation network, however, it is essential to model its interactions with and reliance on other lifelines. In this work, a bi-level, mixed-integer, stochastic program is presented for quantifying the resilience of a coupled traffic-power network under a host of potential natural or anthropogenic hazard-impact scenarios. A two-layer network representation is employed that includes details of both systems. Interdependencies between the urban traffic and electric power distribution systems are captured through linking variables and logical constraints. The modeling approach was applied on a case study developed on a portion of the signalized traffic-power distribution system in southern Minneapolis. The results of the case study show the importance of explicitly considering interdependencies between critical infrastructures in transportation resilience estimation. The results also provide insights on lifeline performance from an alternative power perspective.

Credit risk & forward price models

Doutoramento em Gestão

Propuesta de un modelo de remuneración variable, basado en sistema de evaluación de desempeño por competencias, para el personal de la dirección provincial del Consejo de la Judicatura del Azuay

RESUMEN Todo proceso de evaluación tiene unos efectos, los explícitos son los que acaparan la atención de los evaluados y evaluadores, olvidándose de los efectos implícitos. Sin embargo, el auténtico poder de la evaluación está en los efectos implícitos. De esta manera al final se impondrá el modelo de intervención o gestión que subyace en toda evaluación, siendo la fuerza invisible de la evaluación, y en ocasiones utilizada para evitar conflictos dentro de la Administración pública, al permitir imponer un modelo de gestión. La investigación se basó en un conjunto de variables, acciones e interrogantes que fueron orientadas para que se cumplan los objetivos acerca de la evaluación de competencias en base del desempeño de los profesionales del Consejo de la Judicatura del Azuay.

Real-time load-side control of electric power systems

Two trends are emerging from modern electric power systems: the growth of renewable (e.g., solar and wind) generation, and the integration of information technologies and advanced power electronics. The former introduces large, rapid, and random fluctuations in power supply, demand, frequency, and voltage, which become a major challenge for real-time operation of power systems. The latter creates a tremendous number of controllable intelligent endpoints such as smart buildings and appliances, electric vehicles, energy storage devices, and power electronic devices that can sense, compute, communicate, and actuate. Most of these endpoints are distributed on the load side of power systems, in contrast to traditional control resources such as centralized bulk generators. This thesis focuses on controlling power systems in real time, using these load side resources. Specifically, it studies two problems.

(1) Distributed load-side frequency control: We establish a mathematical framework to design distributed frequency control algorithms for flexible electric loads. In this framework, we formulate a category of optimization problems, called optimal load control (OLC), to incorporate the goals of frequency control, such as balancing power supply and demand, restoring frequency to its nominal value, restoring inter-area power flows, etc., in a way that minimizes total disutility for the loads to participate in frequency control by deviating from their nominal power usage. By exploiting distributed algorithms to solve OLC and analyzing convergence of these algorithms, we design distributed load-side controllers and prove stability of closed-loop power systems governed by these controllers. This general framework is adapted and applied to different types of power systems described by different models, or to achieve different levels of control goals under different operation scenarios. We first consider a dynamically coherent power system which can be equivalently modeled with a single synchronous machine. We then extend our framework to a multi-machine power network, where we consider primary and secondary frequency controls, linear and nonlinear power flow models, and the interactions between generator dynamics and load control.

(2) Two-timescale voltage control: The voltage of a power distribution system must be maintained closely around its nominal value in real time, even in the presence of highly volatile power supply or demand. For this purpose, we jointly control two types of reactive power sources: a capacitor operating at a slow timescale, and a power electronic device, such as a smart inverter or a D-STATCOM, operating at a fast timescale. Their control actions are solved from optimal power flow problems at two timescales. Specifically, the slow-timescale problem is a chance-constrained optimization, which minimizes power loss and regulates the voltage at the current time instant while limiting the probability of future voltage violations due to stochastic changes in power supply or demand. This control framework forms the basis of an optimal sizing problem, which determines the installation capacities of the control devices by minimizing the sum of power loss and capital cost. We develop computationally efficient heuristics to solve the optimal sizing problem and implement real-time control. Numerical experiments show that the proposed sizing and control schemes significantly improve the reliability of voltage control with a moderate increase in cost.

Paléoécologie d’une tourbière à pergélisol en dégradation du sud des Territoires du Nord-Ouest : implications pour le cycle du carbone

Les tourbières ont contribué à refroidir le climat terrestre pendant l’Holocène en accumulant un réservoir de carbone important. Dans la forêt boréale canadienne, les sols gelés en permanence (pergélisols) sont répandus et ceux-ci sont principalement localisés dans les tourbières où ils forment des plateaux surélevés. Le dégel du pergélisol, causé entre autres par le réchauffement atmosphérique ou d’autres perturbations, provoque l’effondrement des plateaux et la saturation en eau du sol ce qui modifie entre autres le couvert végétal et le cycle du carbone. Les modélisations suggèrent que les latitudes nordiques seront les plus affectées par le réchauffement climatique alors qu’on y observe déjà un recul du couvert du pergélisol. Il est primordial de comprendre comment le dégel du pergélisol affecte la fonction de puits de carbone des tourbières puisque des rétroactions sur le climat sont possibles si une grande quantité de gaz à effet de serre est émise ou séquestrée. J’utilise une chronoséquence représentant le temps depuis le dégel d’un plateau de pergélisol des Territoires du Nord-Ouest pour comprendre les facteurs influençant l’aggradation et la dégradation du pergélisol dans les tourbières et évaluer l’effet du dégel sur l’accumulation de carbone et la préservation du carbone déjà accumulé. Les taux d’accumulation de carbone associés à la présence de pergélisol dans le passé et au présent sont lents, et la tourbe est moins décomposée dans les secteurs ayant été affectés plus longtemps par le pergélisol. En somme, le pergélisol réduit l’accumulation de carbone en surface mais permet une meilleure préservation du carbone déjà accumulé.

MODELING AND HARDWARE-IN-THE-LOOP SIMULATION OF POWER-SPLIT HYBRID ELECTRIC VEHICLES

Conventional vehicles are creating pollution problems, global warming and the extinction of high density fuels. To address these problems, automotive companies and universities are researching on hybrid electric vehicles where two different power devices are used to propel a vehicle. This research studies the development and testing of a dynamic model for Prius 2010 Hybrid Synergy Drive (HSD), a power-split device. The device was modeled and integrated with a hybrid vehicle model. To add an electric only mode for vehicle propulsion, the hybrid synergy drive was modified by adding a clutch to carrier 1. The performance of the integrated vehicle model was tested with UDDS drive cycle using rule-based control strategy. The dSPACE Hardware-In-the-Loop (HIL) simulator was used for HIL simulation test. The HIL simulation result shows that the integration of developed HSD dynamic model with a hybrid vehicle model was successful. The HSD model was able to split power and isolate engine speed from vehicle speed in hybrid mode.

Age-Dependent Fragility and Life-Cycle Cost Analysis of Timber and Steel Distribution Poles Subjected to Hurricanes

Power distribution systems are susceptible to extreme damage from natural hazards especially hurricanes. Hurricane winds can knock down distribution poles thereby causing damage to the system and power outages which can result in millions of dollars in lost revenue and restoration costs. Timber has been the dominant material used to support overhead lines in distribution systems. Recently however, utility companies have been searching for a cost-effective alternative to timber poles due to environmental concerns, durability, high cost of maintenance and need for improved aesthetics. Steel has emerged as a viable alternative to timber due to its advantages such as relatively lower maintenance cost, light weight, consistent performance, and invulnerability to wood-pecker attacks. Both timber and steel poles are prone to deterioration over time due to decay in the timber and corrosion of the steel. This research proposes a framework for conducting fragility analysis of timber and steel poles subjected to hurricane winds considering deterioration of the poles over time. Monte Carlo simulation was used to develop the fragility curves considering uncertainties in strength, geometry and wind loads. A framework for life-cycle cost analysis is also proposed to compare the steel and timber poles. The results show that steel poles can have superior reliability and lower life-cycle cost compared to timber poles, which makes them suitable substitutes.

DOING MORE WITH SHORT PERIOD DATA: DETERMINING MAGNITUDES FROM CLIPPED AND OVER-RUN SEISMIC DATA AT MOUNT ST. HELENS

How can we calculate earthquake magnitudes when the signal is clipped and over-run? When a volcano is very active, the seismic record may saturate (i.e., the full amplitude of the signal is not recorded) or be over-run (i.e., the end of one event is covered by the start of a new event). The duration, and sometimes the amplitude, of an earthquake signal are necessary for determining event magnitudes; thus, it may be impossible to calculate earthquake magnitudes when a volcano is very active. This problem is most likely to occur at volcanoes with limited networks of short period seismometers. This study outlines two methods for calculating earthquake magnitudes when events are clipped and over-run. The first method entails modeling the shape of earthquake codas as a power law function and extrapolating duration from the decay of the function. The second method draws relations between clipped duration (i.e., the length of time a signal is clipped) and the full duration. These methods allow for magnitudes to be determined within 0.2 to 0.4 units of magnitude. This error is within the range of analyst hand-picks and is within the acceptable limits of uncertainty when quickly quantifying volcanic energy release during volcanic crises. Most importantly, these estimates can be made when data are clipped or over-run. These methods were developed with data from the initial stages of the 2004-2008 eruption at Mount St. Helens. Mount St. Helens is a well-studied volcano with many instruments placed at varying distances from the vent. This fact makes the 2004-2008 eruption a good place to calibrate and refine methodologies that can be applied to volcanoes with limited networks.

Sustainable Energy Production in the United States: Life Cycle Assessment of Biofuels and Bioenergy

The United States of America is making great efforts to transform the renewable and abundant biomass resources into cost-competitive, high-performance biofuels, bioproducts, and biopower. This is the key to increase domestic production of transportation fuels and renewable energy, and reduce greenhouse gas and other pollutant emissions. This dissertation focuses specifically on assessing the life cycle environmental impacts of biofuels and bioenergy produced from renewable feedstocks, such as lignocellulosic biomass, renewable oils and fats. The first part of the dissertation presents the life cycle greenhouse gas (GHG) emissions and energy demands of renewable diesel (RD) and hydroprocessed jet fuels (HRJ). The feedstocks include soybean, camelina, field pennycress, jatropha, algae, tallow and etc. Results show that RD and HRJ produced from these feedstocks reduce GHG emissions by over 50% compared to comparably performing petroleum fuels. Fossil energy requirements are also significantly reduced. The second part of this dissertation discusses the life cycle GHG emissions, energy demands and other environmental aspects of pyrolysis oil as well as pyrolysis oil derived biofuels and bioenergy. The feedstocks include waste materials such as sawmill residues, logging residues, sugarcane bagasse and corn stover, and short rotation forestry feedstocks such as hybrid poplar and willow. These LCA results show that as much as 98% GHG emission savings is possible relative to a petroleum heavy fuel oil. Life cycle GHG savings of 77 to 99% were estimated for power generation from pyrolysis oil combustion relative to fossil fuels combustion for electricity, depending on the biomass feedstock and combustion technologies used. Transportation fuels hydroprocessed from pyrolysis oil show over 60% of GHG reductions compared to petroleum gasoline and diesel. The energy required to produce pyrolysis oil and pyrolysis oil derived biofuels and bioelectricity are mainly from renewable biomass, as opposed to fossil energy. Other environmental benefits include human health, ecosystem quality and fossil resources. The third part of the dissertation addresses the direct land use change (dLUC) impact of forest based biofuels and bioenergy. An intensive harvest of aspen in Michigan is investigated to understand the GHG mitigation with biofuels and bioenergy production. The study shows that the intensive harvest of aspen in MI compared to business as usual (BAU) harvesting can produce 18.5 billion gallons of ethanol to blend with gasoline for the transport sector over the next 250 years, or 32.2 billion gallons of bio-oil by the fast pyrolysis process, which can be combusted to generate electricity or upgraded to gasoline and diesel. Intensive harvesting of these forests can result in carbon loss initially in the aspen forest, but eventually accumulates more carbon in the ecosystem, which translates to a CO2 credit from the dLUC impact. Time required for the forest-based biofuels to reach carbon neutrality is approximately 60 years. The last part of the dissertation describes the use of depolymerization model as a tool to understand the kinetic behavior of hemicellulose hydrolysis under dilute acid conditions. Experiments are carried out to measure the concentrations of xylose and xylooligomers during dilute acid hydrolysis of aspen. The experiment data are used to fine tune the parameters of the depolymerization model. The results show that the depolymerization model successfully predicts the xylose monomer profile in the reaction, however, it overestimates the concentrations of xylooligomers.

Tin Oxide Based Composites Derived Using Electrostatic Spray Deposition Technique as Anodes for Li-Ion Batteries

Recent advances in the electric & hybrid electric vehicles and rapid developments in the electronic devices have increased the demand for high power and high energy density lithium ion batteries. Graphite (theoretical specific capacity: 372 mAh/g) used in commercial anodes cannot meet these demands. Amorphous SnO2 anodes (theoretical specific capacity: 781 mAh/g) have been proposed as alternative anode materials. But these materials have poor conductivity, undergo a large volume change during charging and discharging, large irreversible capacity loss leading to poor cycle performances. To solve the issues related to SnO2 anodes, we propose to synthesize porous SnO2 composites using electrostatic spray deposition technique. First, porous SnO2/CNT composites were fabricated and the effects of the deposition temperature (200,250, 300 oC) & CNT content (10, 20, 30, 40 wt %) on the electrochemical performance of the anodes were studied. Compared to pure SnO2 and pure CNT, the composite materials as anodes showed better discharge capacity and cyclability. 30 wt% CNT content and 250 oC deposition temperature were found to be the optimal conditions with regard to energy capacity whereas the sample with 20% CNT deposited at 250 oC exhibited good capacity retention. This can be ascribed to the porous nature of the anodes and the improvement in the conductivity by the addition of CNT. Electrochemical impedance spectroscopy studies were carried out to study in detail the change in the surface film resistance with cycling. By fitting EIS data to an equivalent circuit model, the values of the circuit components, which represent surface film resistance, were obtained. The higher the CNT content in the composite, lower the change in surface film resistance at certain voltage upon cycling. The surface resistance increased with the depth of discharge and decreased slightly at fully lithiated state. Graphene was also added to improve the performance of pure SnO2 anodes. The composites heated at 280 oC showed better energy capacity and energy density. The specific capacities of as deposited and post heat-treated samples were 534 and 737 mAh/g after 70 cycles. At the 70th cycle, the energy density of the composites at 195 °C and 280 °C were 1240 and 1760 Wh/kg, respectively, which are much higher than the commercially used graphite electrodes (37.2-74.4 Wh/kg). Both SnO2/CNTand SnO2/grapheme based composites with improved energy densities and capacities than pure SnO2 can make a significant impact on the development of new batteries for electric vehicles and portable electronics applications.

Development of Physics-based Models and Design Optimization of Power Electronic Conversion Systems

The main objective for physics based modeling of the power converter components is to design the whole converter with respect to physical and operational constraints. Therefore, all the elements and components of the energy conversion system are modeled numerically and combined together to achieve the whole system behavioral model. Previously proposed high frequency (HF) models of power converters are based on circuit models that are only related to the parasitic inner parameters of the power devices and the connections between the components. This dissertation aims to obtain appropriate physics-based models for power conversion systems, which not only can represent the steady state behavior of the components, but also can predict their high frequency characteristics. The developed physics-based model would represent the physical device with a high level of accuracy in predicting its operating condition. The proposed physics-based model enables us to accurately develop components such as; effective EMI filters, switching algorithms and circuit topologies [7]. One of the applications of the developed modeling technique is design of new sets of topologies for high-frequency, high efficiency converters for variable speed drives. The main advantage of the modeling method, presented in this dissertation, is the practical design of an inverter for high power applications with the ability to overcome the blocking voltage limitations of available power semiconductor devices. Another advantage is selection of the best matching topology with inherent reduction of switching losses which can be utilized to improve the overall efficiency. The physics-based modeling approach, in this dissertation, makes it possible to design any power electronic conversion system to meet electromagnetic standards and design constraints. This includes physical characteristics such as; decreasing the size and weight of the package, optimized interactions with the neighboring components and higher power density. In addition, the electromagnetic behaviors and signatures can be evaluated including the study of conducted and radiated EMI interactions in addition to the design of attenuation measures and enclosures.

Hybrid Power System Intelligent Operation and Protection Involving Distributed Architectures and Pulsed Loads

Efficient and reliable techniques for power delivery and utilization are needed to account for the increased penetration of renewable energy sources in electric power systems. Such methods are also required for current and future demands of plug-in electric vehicles and high-power electronic loads. Distributed control and optimal power network architectures will lead to viable solutions to the energy management issue with high level of reliability and security. This dissertation is aimed at developing and verifying new techniques for distributed control by deploying DC microgrids, involving distributed renewable generation and energy storage, through the operating AC power system. To achieve the findings of this dissertation, an energy system architecture was developed involving AC and DC networks, both with distributed generations and demands. The various components of the DC microgrid were designed and built including DC-DC converters, voltage source inverters (VSI) and AC-DC rectifiers featuring novel designs developed by the candidate. New control techniques were developed and implemented to maximize the operating range of the power conditioning units used for integrating renewable energy into the DC bus. The control and operation of the DC microgrids in the hybrid AC/DC system involve intelligent energy management. Real-time energy management algorithms were developed and experimentally verified. These algorithms are based on intelligent decision-making elements along with an optimization process. This was aimed at enhancing the overall performance of the power system and mitigating the effect of heavy non-linear loads with variable intensity and duration. The developed algorithms were also used for managing the charging/discharging process of plug-in electric vehicle emulators. The protection of the proposed hybrid AC/DC power system was studied. Fault analysis and protection scheme and coordination, in addition to ideas on how to retrofit currently available protection concepts and devices for AC systems in a DC network, were presented. A study was also conducted on the effect of changing the distribution architecture and distributing the storage assets on the various zones of the network on the system’s dynamic security and stability. A practical shipboard power system was studied as an example of a hybrid AC/DC power system involving pulsed loads. Generally, the proposed hybrid AC/DC power system, besides most of the ideas, controls and algorithms presented in this dissertation, were experimentally verified at the Smart Grid Testbed, Energy Systems Research Laboratory. All the developments in this dissertation were experimentally verified at the Smart Grid Testbed.

Paléoécologie d’une tourbière à pergélisol en dégradation du sud des Territoires du Nord-Ouest : implications pour le cycle du carbone

Les tourbières ont contribué à refroidir le climat terrestre pendant l’Holocène en accumulant un réservoir de carbone important. Dans la forêt boréale canadienne, les sols gelés en permanence (pergélisols) sont répandus et ceux-ci sont principalement localisés dans les tourbières où ils forment des plateaux surélevés. Le dégel du pergélisol, causé entre autres par le réchauffement atmosphérique ou d’autres perturbations, provoque l’effondrement des plateaux et la saturation en eau du sol ce qui modifie entre autres le couvert végétal et le cycle du carbone. Les modélisations suggèrent que les latitudes nordiques seront les plus affectées par le réchauffement climatique alors qu’on y observe déjà un recul du couvert du pergélisol. Il est primordial de comprendre comment le dégel du pergélisol affecte la fonction de puits de carbone des tourbières puisque des rétroactions sur le climat sont possibles si une grande quantité de gaz à effet de serre est émise ou séquestrée. J’utilise une chronoséquence représentant le temps depuis le dégel d’un plateau de pergélisol des Territoires du Nord-Ouest pour comprendre les facteurs influençant l’aggradation et la dégradation du pergélisol dans les tourbières et évaluer l’effet du dégel sur l’accumulation de carbone et la préservation du carbone déjà accumulé. Les taux d’accumulation de carbone associés à la présence de pergélisol dans le passé et au présent sont lents, et la tourbe est moins décomposée dans les secteurs ayant été affectés plus longtemps par le pergélisol. En somme, le pergélisol réduit l’accumulation de carbone en surface mais permet une meilleure préservation du carbone déjà accumulé.

Average-case analysis of power consumption in embedded systems

Power efficiency is one of the most important constraints in the design of embedded systems since such systems are generally driven by batteries with limited energy budget or restricted power supply. In every embedded system, there are one or more processor cores to run the software and interact with the other hardware components of the system. The power consumption of the processor core(s) has an important impact on the total power dissipated in the system. Hence, the processor power optimization is crucial in satisfying the power consumption constraints, and developing low-power embedded systems. A key aspect of research in processor power optimization and management is “power estimation”. Having a fast and accurate method for processor power estimation at design time helps the designer to explore a large space of design possibilities, to make the optimal choices for developing a power efficient processor. Likewise, understanding the processor power dissipation behaviour of a specific software/application is the key for choosing appropriate algorithms in order to write power efficient software. Simulation-based methods for measuring the processor power achieve very high accuracy, but are available only late in the design process, and are often quite slow. Therefore, the need has arisen for faster, higher-level power prediction methods that allow the system designer to explore many alternatives for developing powerefficient hardware and software. The aim of this thesis is to present fast and high-level power models for the prediction of processor power consumption. Power predictability in this work is achieved in two ways: first, using a design method to develop power predictable circuits; second, analysing the power of the functions in the code which repeat during execution, then building the power model based on average number of repetitions. In the first case, a design method called Asynchronous Charge Sharing Logic (ACSL) is used to implement the Arithmetic Logic Unit (ALU) for the 8051 microcontroller. The ACSL circuits are power predictable due to the independency of their power consumption to the input data. Based on this property, a fast prediction method is presented to estimate the power of ALU by analysing the software program, and extracting the number of ALU-related instructions. This method achieves less than 1% error in power estimation and more than 100 times speedup in comparison to conventional simulation-based methods. In the second case, an average-case processor energy model is developed for the Insertion sort algorithm based on the number of comparisons that take place in the execution of the algorithm. The average number of comparisons is calculated using a high level methodology called MOdular Quantitative Analysis (MOQA). The parameters of the energy model are measured for the LEON3 processor core, but the model is general and can be used for any processor. The model has been validated through the power measurement experiments, and offers high accuracy and orders of magnitude speedup over the simulation-based method.