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Wyszukujesz frazę "stochastic distribution" wg kryterium: Temat

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    Wyświetlanie 1-5 z 5
    Tytuł:
    Study on the impact of electric vehicle charging load on nodal voltage deviation
    Autorzy:
    Ma, G.
    Jiang, L.
    Chen, Y.
    Dai, C.
    Ju, R.
    Powiązania:
    https://bibliotekanauki.pl/articles/141119.pdf
    Data publikacji:
    2017
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    distribution network
    electric vehicle charging load (EVCL)
    stochastic load
    voltage deviation
    Opis:
    The promotion and application of electric vehicles will contribute to the solution of several problems, such as energy shortage and environmental pollution, and the achievement of country economy and energy security. But a large-scale vehicle-to-grid system may cause adverse effects in the distribution network operation, the power network planning and such other parts. First, this paper collects the factors that influence the electric vehicle charging load and establishes the EV charging load model with a Monte- Carlo method. Then, we analyze the effect that the EV charging load made on the nodal voltage deviation under different permeability based on the IEEE30 node system. At last, this research gets the conclusion that the nodal voltage deviation is closely related to EV permeability, node type and node location. This research conclusion will provide practical guidance to the charging station planning.
    Źródło:
    Archives of Electrical Engineering; 2017, 66, 3; 495-505
    1427-4221
    2300-2506
    Pojawia się w:
    Archives of Electrical Engineering
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    The Bayesian Methods of Jump Detection: The Example of Gas and EUA Contract Prices
    Autorzy:
    Kostrzewski, Maciej
    Powiązania:
    https://bibliotekanauki.pl/articles/2076144.pdf
    Data publikacji:
    2019
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    jump
    jump-diffusion model
    stochastic volatility
    double exponential distribution
    commodity markets
    Nauki Humanistyczne i Społeczne
    Opis:
    In the paper we present and apply a Bayesian jump-diffusion model and stochastic volatility models with jumps. The problem of how to classify an observation as a result of a jump is addressed, under the Bayesian approach, by introducing latent variables. The empirical study is focused on the time series of gas forward contract prices and EUA futures prices. We analyse the frequency of jumps and relate the moments in which jumps occur to calendar effects or political and economic events and decisions. The calendar effects explain many jumps in gas contract prices. The single jump is identified in the EUA futures prices under the SV-type models. The jump is detected on the day the European Parliament voted against the European Commission’s proposal of backloading. The Bayesian results are compared with the outcomes of selected non-Bayesian techniques used for detecting jumps.
    Źródło:
    Central European Journal of Economic Modelling and Econometrics; 2019, 2; 107-131
    2080-0886
    2080-119X
    Pojawia się w:
    Central European Journal of Economic Modelling and Econometrics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Estimation of stochastic traffic capacity using extreme value theory and censoring: a case study in Salem, New Hampshire
    Autorzy:
    Laflamme, E. M.
    Ossenbruggen, P. J.
    Powiązania:
    https://bibliotekanauki.pl/articles/224150.pdf
    Data publikacji:
    2018
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    stochastic capacity
    estimation of traffic
    daily flow maxima
    capacity distribution function
    censoring
    computational Bayesian method
    przepustowość ruchu
    szacowanie ruchu
    metoda bayesowska
    Opis:
    In this work, we introduce a method of estimating stochastic freeway capacity using elements of both extreme value theory and survival analysis. First, we define capacity data, or estimates of the capacity of the roadway, as the daily maximum flow values. Then, under a survival analysis premise, we introduce censoring into our definition. That is, on days when flows are sufficiently high and congestion occurs, corresponding flow maxima are considered true estimates of capacity; otherwise, for those days that do not observe high flows or congestion, flow maxima are deemed censored observations and capacities must be higher than the observations. By extreme value theory, the collection of flow maxima (block maxima) can be appropriately approximated with a generalized extreme value (GEV) distribution. Because of small sample sizes and the presence of censoring, a Bayesian framework is pursued for model fitting and parameter estimation. To lend credence to our proposed methodology, the procedure is applied to real-world traffic stream data collected by the New Hampshire Department of Transportation (NHDOT) at a busy location on Interstate I-93 near Salem, New Hampshire. Data were collected over a period of 11 months and raw data were aggregated into 15-minute intervals. To assess our procedure, and to provide proof of concept, several validation procedures are presented. First, using distinct training and validation subsets of our data, the procedure yields accurate predictions of highway capacity. Next, our procedure is applied to a training set to yield random capacities which are then used to predict breakdown in the validation set. The frequency of these predicted breakdowns is found to be statistically similar to observed breakdowns observed in our validation set. Lastly, after comparing our methodology to other methods of stochastic capacity estimation, we find our procedure to be highly successful.
    Źródło:
    Archives of Transport; 2018, 48, 4; 61-75
    0866-9546
    2300-8830
    Pojawia się w:
    Archives of Transport
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Polynomial chaos expansion method in estimating probability distribution of rotor-shaft dynamic responses
    Autorzy:
    Lasota, R.
    Stocki, R.
    Tauzowski, P.
    Szolc, T.
    Powiązania:
    https://bibliotekanauki.pl/articles/200053.pdf
    Data publikacji:
    2015
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    stochastic moment estimation
    sparse polynomial chaos expansion
    maximum entropy principle
    rotor
    uncertainties
    hybrid mechanical model
    random unbalance distribution
    zasada maksymalnej entropii
    wirnik
    niepewności
    model hybrydowy
    losowy rozkład asymetrii
    Opis:
    The main purpose of the study is an assessment of computational efficiency of selected numerical methods for estimation of vibrational response statistics of a large multi-bearing turbo-generator rotor-shaft system. The effective estimation of the probability distribution of structural responses is essential for robust design optimization and reliability analysis of such systems. The analyzed scatter of responses is caused by random residual unbalances as well as random stiffness and damping parameters of the journal bearings. A proper representation of these uncertain parameters leads to multidimensional stochastic models. Three estimation techniques are compared: Monte Carlo sampling, Latin hypercube sampling and the sparse polynomial chaos expansion method. Based on the estimated values of the first four statistical moments the probability density function of the maximal vibration amplitude is evaluated by the maximal entropy principle method. The method is inherently suited for an accurate representation of the probability density functions with an exponential behavior, which appears to be characteristic for the investigated rotor-shaft responses. Performing multiple numerical tests for a range of sample sizes it was found that the sparse polynomial chaos method provides the best balance between the accuracy and computational effectiveness in estimating the unknown probability distribution of the maximal vibration amplitude.
    Źródło:
    Bulletin of the Polish Academy of Sciences. Technical Sciences; 2015, 63, 2; 413-422
    0239-7528
    Pojawia się w:
    Bulletin of the Polish Academy of Sciences. Technical Sciences
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Surrogate synthesis of excitation systems for frame tangential eddy current probes
    Autorzy:
    Halchenko, Volodymir Yakovych
    Trembovetska, Ruslana Volodymyrivna
    Tychkov, Volodymir Volodymyrovych
    Powiązania:
    https://bibliotekanauki.pl/articles/1955174.pdf
    Data publikacji:
    2021
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    additive neural network regression
    eddy current probe
    stochastic optimization algorithm
    surrogate optimization
    uniform eddy current density distribution
    velocity effect
    addytywna regresja sieci neuronowej
    sonda prądów wirowych
    algorytm optymalizacji stochastycznej
    optymalizacja zastępcza
    równomierny rozkład gęstości prądów wirowych
    efekt prędkości
    Opis:
    Existing scientific studies devoted to the design of eddy-current probes with a priori given configuration of the electromagnetic excitation field, which provide a uniform eddy current density distribution, consider a wide class of such, but are limited to the case when the probe is stationary relative to the testing object. Therefore, the actual problem is the synthesis of moving tangential eddy current probes with a frame excitation system that provides a uniform eddy current density distribution in the testing object, the solution of which is proposed in this study. A mathematical method for nonlinear surrogate synthesis of excitation systems for frame moving tangential surface eddy current probes, which implements a uniform eddy current density distribution of the testing zone object, is proposed. A metamodel of the volumetric structure of the excitation system of the frame tangential eddy current probe, applied in the process of surrogate optimal parametric synthesis, has been created. The examples of nonlinear synthesis of excitation systems using modern metaheuristic stochastic algorithms for finding the global extremum are considered. The numerical results of the obtained solutions of the problems are presented. The efficiency of the synthesized structures of excitation systems in comparison with classical analogs is shown on the graphs of the eddy current density distribution on the object surface in the testing zone.
    Źródło:
    Archives of Electrical Engineering; 2021, 70, 4; 743-757
    1427-4221
    2300-2506
    Pojawia się w:
    Archives of Electrical Engineering
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-5 z 5

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