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    Wyświetlanie 1-10 z 10
    Tytuł:
    Bayesian Inference for State Space Model with Panel Data
    Autorzy:
    Pandey, Ranjita
    Chaturvedi, Anoop
    Powiązania:
    https://bibliotekanauki.pl/articles/466044.pdf
    Data publikacji:
    2016
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    Bayesian analysis
    Gibbs sampler
    conditional posterior densities
    predictive distribution
    Opis:
    The present work explores panel data set-up in a Bayesian state space model. The conditional posterior densities of parameters are utilized to determine the marginal posterior densities using the Gibbs sampler. An efficient one step ahead predictive density mechanism is developed to further the state of art in prediction-based decision making.
    Źródło:
    Statistics in Transition new series; 2016, 17, 2; 211-220
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment
    Autorzy:
    Lenart, Łukasz
    Powiązania:
    https://bibliotekanauki.pl/articles/2076445.pdf
    Data publikacji:
    2017
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    HICP
    seasonal volatility
    exponential smoothing
    nowcasting
    predictive distribution
    logscore
    Opis:
    The aim of this paper is to examine the problem of existing seasonal volatility in total and disaggregated HICP for Baltic Region countries (Denmark, Estonia, Latvia, Finland, Germany, Lithuania, Poland and Sweden). Using nonparametric tests, we found that in the case of m-o-m prices, including fruit, vegetables, and total HICP, the homogeneity of variance during seasons is rejected. Based on these findings, we propose an exponential smoothing model with periodic variance of error terms that capture the repetitive seasonal variation (in conditional or unconditional second moments). In a pseudo-real data experiment, the short-term forecasts (nowcasting) for the considered components of inflation were determined using different specifications of considered models. The forecasting performance of the models was measured using one of the scoring rules for probabilistic forecasts called logarithmic score. We found instead that while the periodic phenomenon in variance was statistically significant, the models with a periodic phenomenon in variance of error terms do not significantly improve forecasting performance in disaggregated cases and in the case of total HICP. The simpler models with constant variance of error term have comparative forecasting (nowcasting) performance over the alternative model
    Źródło:
    Central European Journal of Economic Modelling and Econometrics; 2017, 1; 29-67
    2080-0886
    2080-119X
    Pojawia się w:
    Central European Journal of Economic Modelling and Econometrics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Combining predictive distributions of electricity prices : does minimizing the CRPS lead to optimal decisions in day-ahead bidding?
    Autorzy:
    Nitka, Weronika
    Weron, Rafał
    Powiązania:
    https://bibliotekanauki.pl/articles/27315321.pdf
    Data publikacji:
    2023
    Wydawca:
    Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
    Tematy:
    decision support
    day-ahead electricity bidding
    predictive distribution
    combining forecast
    CRPS learning
    Opis:
    Probabilistic price forecasting has recently gained attention in power trading because decisions based on such predictions can yield significantly higher profits than those made with point forecasts alone. At the same time, methods are being developed to combine predictive distributions, since no model is perfect and averaging generally improves forecasting performance. In this article, we address the question of whether using CRPS learning, a novel weighting technique minimizing the continuous ranked probability score (CRPS), leads to optimal decisions in day-ahead bidding. To this end, we conduct an empirical study using hourly day-ahead electricity prices from the German EPEX market. We find that increasing the diversity of an ensemble can have a positive impact on accuracy. At the same time, the higher computational cost of using CRPS learning compared to an equal-weighted aggregation of distributions is not offset by higher profits, despite significantly more accurate predictions.
    Źródło:
    Operations Research and Decisions; 2023, 33, 3; 105--118
    2081-8858
    2391-6060
    Pojawia się w:
    Operations Research and Decisions
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Predictive diagenetic clay-mineral distribution in siliciclastic rocks as a tool for identifying sequence boundaries in non-marine successions: the Coalspur Formation, west-central Alberta
    Autorzy:
    Khidir, Ahmed
    Catuneanu, Ovtavian
    Powiązania:
    https://bibliotekanauki.pl/articles/94436.pdf
    Data publikacji:
    2009
    Wydawca:
    Uniwersytet im. Adama Mickiewicza w Poznaniu
    Tematy:
    sequence stratigraphy
    non-marine deposits
    siliciclastics
    diagenesis
    clay minerals
    stratygrafia sekwencji
    krzemionki
    diageneza
    minerały ilaste
    Opis:
    The study of upper Cretaceous - lower Tertiary fluvial deposits of the Coalspur Formation in the Foothills region of west-central Alberta reveals that the distribution of early authigenic kaolinite has a well-defined relation to the sequence stratigraphic framework. In this context, it has been observed that the kaolin mineral content increases in sandstones lying below subaerial unconformities, which mark the most significant stratigraphic hiatuses and hence the sequence boundaries in fully fluvial successions. The increased abundance of authigenic kaolinite immediately below sequence boundaries may have been caused by the infiltration of meteoric water during times of subaerial erosion, resulting in the dissolution of unstable minerals (e.g., micas and feldspar) and the formation of kaolinite and secondary porosity. It is therefore suggested that the change in clay mineral assemblages in the stratigraphic section depends in part on the position of the analyzed sandstone samples relative to the sequence boundaries. In a larger context, the method of using authigenic clays to delineate depositional sequences in non-marine successions needs to be evaluated on a case-by-case basis, as the diagnostic early diagenetic minerals underlying the sequence boundary may change as a function of palaeoclimate and also as a function of late diagenetic processes.
    Źródło:
    Geologos; 2009, 15, No. 3-4; 169-180
    1426-8981
    2080-6574
    Pojawia się w:
    Geologos
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Predykcyjne sterowanie ciśnieniem sieci wodociągowej w celu optymalizacji parametrów jej pracy
    Predictive pressure control of a water distribution network
    Autorzy:
    Wiglenda, R.
    Moczulski, W.
    Powiązania:
    https://bibliotekanauki.pl/articles/152757.pdf
    Data publikacji:
    2011
    Wydawca:
    Stowarzyszenie Inżynierów i Techników Mechaników Polskich
    Tematy:
    sterowanie predykcyjne
    Model Predictive Control
    MPC
    sterowanie ciśnieniem w sieci wodociągowej
    predictive control
    model predictive control
    pressure control of a water distribution network
    Opis:
    W artykule zaprezentowano wyniki badań dotyczących sterowania predykcyjnego ciśnieniem w sieci wodociągowej o wielu zasilaniach. Przedmiotem sterowania była optymalizacja parametrów pracy sieci, mająca na celu obniżenie ciśnienia w porze nocnej, w miejscach sieci, gdzie ze względu na ich położenie ponad poziomem morza występuje maksymalne ciśnienie, przy jednoczesnym zapewnieniu minimalnego wymaganego ciśnienia w pozostałych punktach sieci. Rezultat ten uzyskano przez manipulowanie ciśnieniami na zasilaniach, które daje pożądany przebieg linii ciśnień dla danej strefy. W budowie regulatora zastosowano algorytm Generalized Predictive Control (GPC), w którym model obiektu sterowanego zidentyfikowano w oparciu o dane otrzymane w wyniku eksperymentu numerycznego. Sprawdzenie poprawności rozwiązania przeprowadzono w środowisku Matlab® korzystając z przybornika Model Predictive Control™. Weryfikację działania metody oparto o dane i strukturę obiektu zidentyfikowane w ramach projektu prowadzonego we współpracy z PWiK Rybnik Sp. z. o. o. Otrzymane wyniki potwierdzają poprawność działania metody dla tak postawionego problemu eksploatacji sieci wodociągowych.
    The paper presents results of research on predictive control of a water distribution network with multiple supplies. The object of study was optimization of work parameters of a water distribution network in order to decrease the level of pressure at night for the places with the highest pressure values. This was achieved by manipulating the supply pressures to obtain the desired level of the pressure lines for a given area. The considered water distribution networks are shown in Figs. 1 and 2, whereas description of the network characteristic points is given in Tab. 1. The detailed discussion of selected water networks is contained in [1, 2, 3]. The authors made a deep literature review [4] and, as a result, selected the Generalized Predictive Control algorithm (see Fig. 4) as a framework for the predictive control. The schema of the predictive control for an exemplary water distribution network is shown in Fig. 5. The con-trolled plant was identified from a numerical experiment made on a network simulation model. An exemplary result of model identification is shown in Fig. 3. The solution was verified in the Matlab® environment with use of the Model Predictive Control™ toolbox. The results shown in Figs. 6-10 confirm that the method is a proper solution to this water distribution network maintenance problem. Implementation of the predictive control in a real water distribution network needs some costs to be incurred. However, it is expected that the costs will be returned soon, thanks to significant decrease in the number of malfunctions in the network caused by excessive hydraulic loads of the water network elements. In addition, it is possible to use the predictive control as a solution to the problem of undetected leakages whose level may be reduced with this method of control.
    Źródło:
    Pomiary Automatyka Kontrola; 2011, R. 57, nr 9, 9; 1028-1031
    0032-4140
    Pojawia się w:
    Pomiary Automatyka Kontrola
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Optimizing control by robustly feasible model predictive control and application to drinkingwater distribution systems
    Autorzy:
    Tran, V. N.
    Brdys, M. A.
    Powiązania:
    https://bibliotekanauki.pl/articles/91723.pdf
    Data publikacji:
    2011
    Wydawca:
    Społeczna Akademia Nauk w Łodzi. Polskie Towarzystwo Sieci Neuronowych
    Tematy:
    optimizing
    model predictive control
    MPC
    Robustly Feasible MPC
    RFMPC
    Drinking
    Water Distribution Systems
    DWDS
    genetic algorithm
    Opis:
    The paper considers optimizing Model Predictive Control (MPC) for nonlinear plants with output constraints under uncertainties. Although the MPC technology can handle the constraints in the model by solving constraint model based optimization task, satisfying the plant output constraints under the model uncertainty still remains a challenge. The paper proposes Robustly Feasible MPC (RFMPC), which achieves feasibility of the outputs in the controlled plant. The RFMPC which is applied to control quantity in Drinking Water Distribution Systems (DWDS) is illustrated by application to the DWDS example. In the simulation exercise, Genetic Algorithm is selected as the optimization solver and the reduced search space methodology is applied in the implementation under MATLABEPANET environment.
    Źródło:
    Journal of Artificial Intelligence and Soft Computing Research; 2011, 1, 1; 43-57
    2083-2567
    2449-6499
    Pojawia się w:
    Journal of Artificial Intelligence and Soft Computing Research
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Modelling the distribution performance in dairy industry: a predictive analysis
    Autorzy:
    Mor, Rahul S.
    Bhardwaj, Arvind
    Singh, Sarbjit
    Khan, Syed Abdul Rehman
    Powiązania:
    https://bibliotekanauki.pl/articles/1835473.pdf
    Data publikacji:
    2021
    Wydawca:
    Wyższa Szkoła Logistyki
    Tematy:
    distribution performance
    food supply chain
    dairy industry
    structural equation modelling
    SEM
    predictive analysis
    wydajność dystrybucji
    łańcuch dostaw żywności
    przemysł mleczarski
    modelowanie równań strukturalnych
    analiza predykcyjna
    Opis:
    Predictive analysis is a vital element to operations management as it facilitates real-time decision making and advanced planning on both strategy and performance. This paper identifies predictors to measure distribution performance in the dairy industry and to establish their importance. Methods: A distribution model is developed through exploratory structural equation modelling (SEM) techniques. The key performance predictors are marketing and distribution management, quality management, supply chain coordination, and brand management, which account for 71.5% of the variability in distribution performance. Results and conclusion: The predictors help improving the distribution performance, specifically in quality, order fill rate, and food safety. The outcomes of this research can help dairy professionals in managing their distribution channels, improving traceability, on-time delivery, and shipment accuracy. Consequently, these factors can improve distribution performance. Four predictors are elicited from the data to estimate the distribution performance and the relative importance of predictors is also established.
    Źródło:
    LogForum; 2021, 17, 3; 425-440
    1734-459X
    Pojawia się w:
    LogForum
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A combinatorial approach in predicting the outcome of tennis matches
    Autorzy:
    Šarčević, Ana
    Vranić, Mihaela
    Pintar, Damir
    Powiązania:
    https://bibliotekanauki.pl/articles/2055160.pdf
    Data publikacji:
    2021
    Wydawca:
    Uniwersytet Zielonogórski. Oficyna Wydawnicza
    Tematy:
    binomial distribution
    final score prediction
    independent distribution
    identical distribution
    predictive model
    rozkład dwumianowy
    przewidywanie wyniku końcowego
    rozkład identyczny
    model predykcji
    Opis:
    Tennis, as one of the most popular individual sports in the world, holds an important role in the betting world. There are two main categories of bets: pre-match betting, which is conducted before the match starts, and live betting, which allows placing bets during the sporting event. Betting systems rely on setting sports odds, something historically done by domain experts. Setting odds for live betting represents a challenge due to the need to follow events in real-time and react accordingly. In tennis, hierarchical models often stand out as a popular choice when trying to predict the outcome of the match. These models commonly leverage a recursive approach that aims to predict the winner or the final score starting at any point in the match. However, recursive expressions inherently contain computational complexity which hinders the efficiency of methods relying on them. This paper proposes a more resource-effective alternative in the form of a combinatorial approach based on a binomial distribution. The resulting accuracy of the combinatorial approach is identical to that of the recursive approach while being vastly more efficient when considering the execution time, making it a superior choice for live betting in this domain.
    Źródło:
    International Journal of Applied Mathematics and Computer Science; 2021, 31, 3; 525--538
    1641-876X
    2083-8492
    Pojawia się w:
    International Journal of Applied Mathematics and Computer Science
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Driving energy management of front-and-rear-motor-drive electric vehicle based on hybrid radial basis function
    Autorzy:
    Sun, Binbin
    Zhang, Tiezhu
    Ge, Wenqing
    Tan, Cao
    Gao, Song
    Powiązania:
    https://bibliotekanauki.pl/articles/224152.pdf
    Data publikacji:
    2019
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    electric vehicle
    drive
    energy management
    optimization
    torque distribution
    predictive model
    hardware test
    pojazd elektryczny
    napęd
    zarządzanie energią
    optymalizacja
    moment obrotowy
    model predykcyjny
    Opis:
    This paper presents mathematical methods to develop a high-efficiency and real-time driving energy management for a front-and-rear-motor-drive electric vehicle (FRMDEV), which is equipped with an induction motor (IM) and a permanent magnet synchronous motor (PMSM). First of all, in order to develop motor-loss models for energy optimization, database of with three factors, which are speed, torque and temperature, was created to characterize motor operation based on HALTON sequence method. The response surface model of motor loss, as the function of the motor-operation database, was developed with the use of Gauss radial basis function (RBF). The accuracy of the motor-loss model was verified according to statistical analysis. Then, in order to create a two-factor energy management strategy, the modification models of the torque required by driver (Td) and the torque distribution coefficient (β) were constructed based on the state of charge (SOC) of battery and the motor temperature, respectively. According to the motor-loss models, the fitness function for optimization was designed, where the influence of the non-work on system consumption was analyzed and calculated. The optimal β was confirmed with the use of the off-line particle swarm optimization (PSO). Moreover, to achieve both high accuracy and real-time performance under random vehicle operation, the predictive model of the optimal β was developed based on the hybrid RBF. The modeling and predictive accuracies of the predictive model were analyzed and verified. Finally, a hardware-in-loop (HIL) test platform was developed and the predictive model was tested. Test results show that, the developed predictive model of β based on hybrid RBF can achieve both real-time and economic performances, which is applicable to engineering application. More importantly, in comparison with the original torque distribution based on rule algorithm, the torque distribution based on hybrid RBF is able to reduce driving energy consumption by 9.51% under urban cycle.
    Źródło:
    Archives of Transport; 2019, 49, 1; 47-58
    0866-9546
    2300-8830
    Pojawia się w:
    Archives of Transport
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Modelowanie symulacyjne zmian zawartości chloru w wodzie wodociągowej w warunkach eksploatacyjnych wybranego systemu dystrybucji
    Simulation modeling of chlorine content variation in water for different operating conditions of the water distribution system
    Autorzy:
    Zimoch, Izabela
    Bartkiewicz, Ewelina
    Powiązania:
    https://bibliotekanauki.pl/articles/236756.pdf
    Data publikacji:
    2019
    Wydawca:
    Polskie Zrzeszenie Inżynierów i Techników Sanitarnych
    Tematy:
    system zaopatrzenia w wodę
    sieć wodociągowa
    jakość wody
    dezynfekcja wody
    chlor pozostały
    model symulacyjny jakości wody
    statystyczny model predykcyjny
    water supply system
    water pipe network
    water quality
    water disinfection
    free residual chlorine
    water quality simulation model
    predictive statistical model
    Opis:
    Modele symulacyjne (Epanet, Piccolo, Mike Net, WaterCad) są powszechnymi narzędziami analitycznymi, które umożliwiają badania różnych scenariuszy eksploatacyjnych systemów zaopatrzenia w wodę. Są one wykorzystywane między innymi do szacowania wartości parametrów hydraulicznych pracy sieci wodociągowej w zmiennych stanach zapotrzebowania na wodę. Modele hydrauliczne są również używane do modelowania zmian jakości wody, których zakres w dużej mierze zależy od warunków hydraulicznych pracy systemu wodociągowego. W artykule przedstawiono wyniki symulacji zaniku chloru według trzech scenariuszy pracy systemu zaopatrzenia w wodę, obejmujących minimalne, średnie i maksymalne zapotrzebowanie na wodę w 2017 r. Wyniki symulacji wykorzystano do zbudowania statystycznego modelu zmian zawartości chloru wolnego w wodzie wodociągowej, biorąc pod uwagę odległość od punktu wprowadzenia chloru, prędkość przepływu wody i szybkość zaniku chloru w strumieniu transportowanej wody. Zbudowany model wykazał, że warunki hydrauliczne pracy systemu wodociągowego miały duży wpływ na jakość transportowanej wody, podczas gdy wpływ współczynnika zaniku chloru był zdecydowanie mniejszy. Stwierdzono, że korzystne warunki hydrauliczne, z uwagi na jakość wody wodociągowej, wystąpiły przy przepływie wody w sieci z prędkością powyżej 0,5 m/s.
    Simulation models (Epanet, Piccolo, Mike Net, WaterCad) are common analytical tools employed to evaluate various operational scenarios of water supply systems. Their use includes estimating hydraulic conditions for variable water demand in water pipe networks. Hydraulic models are also used to design changes in water quality, the scope of which largely depends on hydraulic conditions of water supplies. The paper presents the simulation results of free residual chlorine decay according to three operational scenarios for the water supply system, including minimum, medium, and maximum water demand from year 2017. The results were used to build a statistical model of free residual chlorine concentration changes in water, considering the distance from the disinfectant dosing point, water flow velocity, and bulk chlorine decay rate. According to the constructed model, hydraulic conditions had a major impact on quality of the supplied water, while the free residual chlorine decay factor proved less significant. Favorable conditions with respect to tap water quality were noted for the water flow velocity above 0.5 m/s.
    Źródło:
    Ochrona Środowiska; 2019, 41, 1; 17-22
    1230-6169
    Pojawia się w:
    Ochrona Środowiska
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-10 z 10

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