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    Wyświetlanie 1-3 z 3
    Tytuł:
    Simulation and analysis of an isolated full-bridge DC/DC boost converter operating with a modified perturb and observe maximum power point tracking algorithm
    Autorzy:
    Matias, C. A.
    Medeiros, G. P.
    Moraes, P. H. F.
    Fernandes, B. de A.
    Alves, A. J.
    Calixto, W. P.
    Furriel, G. P.
    Powiązania:
    https://bibliotekanauki.pl/articles/136247.pdf
    Data publikacji:
    2017
    Wydawca:
    EEEIC International Barbara Leonowicz Szabłowska
    Tematy:
    energy efficiency
    geometric Brownian motion
    Monte Carlo simulation
    Opis:
    The purpose of the present study is to simulate and analyze an isolated full-bridge DC/DC boost converter, for photovoltaic panels, running a modified perturb and observe maximum power point tracking method. The zero voltage switching technique was used in order to minimize the losses of the converter for a wide range of solar operation. The efficiency of the power transfer is higher than 90% for large solar operating points. The panel enhancement due to the maximum power point tracking algorithm is 5.06%.
    Źródło:
    Transactions on Environment and Electrical Engineering; 2017, 2, 2; 45-50
    2450-5730
    Pojawia się w:
    Transactions on Environment and Electrical Engineering
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Methodology for measurement the energy efficiency involving solar heating systems using stochastic modelling
    Autorzy:
    Menita, B. G.
    Medeiros, G. P.
    Domingos, J. L.
    Domingues, E. G.
    Alves, A. J.
    Faria, A. F.
    Miguel, M. L. S.
    Calixto, W. P.
    Powiązania:
    https://bibliotekanauki.pl/articles/136254.pdf
    Data publikacji:
    2017
    Wydawca:
    EEEIC International Barbara Leonowicz Szabłowska
    Tematy:
    energy efficiency
    geometric brownian motion
    Monte Carlo simulation
    performance measurement
    verification
    solar water heating
    Opis:
    The purpose of the present study is to evaluate gains through measurement and verification methodology adapted from the International Performance Measurement and Verification Protocol, from case studies involving Energy Efficiency Projects in the Goias State, Brazil. This paper also presents the stochastic modelling for the generation of future scenarios of electricity saving resulted by these Energy Efficiency Projects. The model is developed by using the Geometric Brownian Motion Stochastic Process with Mean Reversion associated with the Monte Carlo simulation technique. Results show that the electricity saved from the replacement of electric showers by solar water heating systems in homes of low-income families has great potential to bring financial benefits to such families, and that the reduction in peak demand obtained from this Energy Efficiency Action is advantageous to the Brazilian electrical system. Results contemplate also the future scenarios of electricity saving and a sensitivity analysis in order to verify how values of some parameters influence on the results, once there is no historical data available for obtaining these values.
    Źródło:
    Transactions on Environment and Electrical Engineering; 2017, 2, 1; 42-51
    2450-5730
    Pojawia się w:
    Transactions on Environment and Electrical Engineering
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Normality assumption for the log-return of the stock prices
    Autorzy:
    Mota, Pedro
    Powiązania:
    https://bibliotekanauki.pl/articles/729892.pdf
    Data publikacji:
    2012
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    Anderson-Darling
    Black-Scholes
    Geometric Brownian motion
    Kolmogorov-Smirnov
    Log-return
    Normality test
    Shapiro-Wilks
    Opis:
    The normality of the log-returns for the price of the stocks is one of the most important assumptions in mathematical finance. Usually is assumed that the price dynamics of the stocks are driven by geometric Brownian motion and, in that case, the log-return of the prices are independent and normally distributed. For instance, for the Black-Scholes model and for the Black-Scholes pricing formula [4] this is one of the main assumptions. In this paper we will investigate if this assumption is verified in the real world, that is, for a large number of company stock prices we will test the normality assumption for the log-return of their prices. We will apply the Kolmogorov-Smirnov [10, 5], the Shapiro-Wilks [17, 16] and the Anderson-Darling [1, 2] tests for normality to a wide number of company prices from companies quoted in the Nasdaq composite index.
    Źródło:
    Discussiones Mathematicae Probability and Statistics; 2012, 32, 1-2; 47-58
    1509-9423
    Pojawia się w:
    Discussiones Mathematicae Probability and Statistics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-3 z 3

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