Markov switching of the electricity supply curve and power prices dynamics

Regime-switching models seem to well capture the main features of power prices behavior in deregulated markets. In a recent paper, we have proposed an equilibrium methodology to derive electricity prices dynamics from the interplay between supply and demand in a stochastic environment. In particular, assuming that the supply function is described by a power law where the exponent is a two-state strictly positive Markov process, we derived a regime switching dynamics of power prices in which regime switches are induced by transitions between Markov states.In this paper, we provide a dynamical model to describe the random behavior of power prices where the only non-Brownian component of the motion is endogenously introduced by Markov transitions in the exponent of the electricity supply curve. In this context, the stochastic process driving the switching mechanism becomes observable, and we will show that the non-Brownian component of the dynamics induced by transitions from Markov states is responsible for jumps and spikes of very high magnitude. The empirical analysis performed on three Australian markets confirms that the proposed approach seems quite flexible and capable of incorporating the main features of power prices time-series, thus reproducing the first four moments of log-returns empirical distributions in a satisfactory way.     

Long-term impacts of battery electric vehicles on the German electricity system

The emerging market for electric vehicles gives rise to an additional electricity demand. This new electricity demand will affect the electricity system. For quantifying those impacts a model-based approach, which covers long-term time horizons is necessary in order to consider the long lasting investment paths in electricity systems and the market development of electric mobility. Therefore, we apply a bottom-up electricity system model showing a detailed spatial resolution for different development paths of electric mobility in Germany until 2030. This model is based on a linear optimization which minimizes the discounted costs of the electricity system. We observe an increase of electricity exchange between countries and electricity generated by renewable energy sources. One major result turns out to be that electric vehicles can be integrated in the electricity system without increasing the system costs when a controlled (postponing) charging strategy for electric vehicles is applied. The impact on the power plant portfolio is insignificant. Another important side effect of electric vehicles is their substantial contribution to decreasing CO₂ emissions of the German transport sector. Hence, electric mobility might be an integral part of a sustainable energy system of tomorrow.     

Spatial price dynamics: From complex network perspective

The spatial price problem means that if the supply price plus the transportation cost is less than the demand price, there exists a trade. Thus, after an amount of exchange, the demand price will decrease. This process is continuous until an equilibrium state is obtained. However, how the trade network structure affects this process has received little attention. In this paper, we give a evolving model to describe the levels of spatial price on different complex network structures. The simulation results show that the network with shorter path length is sensitive to the variation of prices.     

Developments in geothermal energy in Mexico—Part thirty-two. Supply and demand perspectives for the year 2000

The participation of geothermal energy in the national electric power supply has steadily increased since its beginning in 1973 to a value of 50.4 PJ yr⁻¹, 5.4% of the total electric demand. The activities programmed by the Mexican government indicate that for the year 2000, an estimated 4.0% of the electricity demand could be satisfied by geothermal energy. A larger participation of geothermal and other alternative energy sources is needed in order to have a smooth energy transition and to continue exporting hydrocarbons beyond the year 2000. It is concluded that it is possible to achieve a geothermal energy participation in that year of around 5% of the net internal supply, as 13% of the electric power demand and 3% of the thermal demand.     

A generation-attraction model for renewable energy flows in Italy: A complex network approach

In recent years, in Italy, the trend of the electricity demand and the need to connect a large number of renewable energy power generators to the power-grid, developed a novel type of energy transmission/distribution infrastructure. The Italian Transmission System Operator (TSO) and the Distribution System Operator (DSO), worked on a new infrastructural model, based on electronic meters and information technology. In pursuing this objective it is crucial importance to understand how even more larger shares of renewable energy can be fully integrated, providing a constant and reliable energy background over space and time. This is particularly true for intermittent sources as photovoltaic installations due to the fine-grained distribution of them across the Country. In this work we use an over-simplified model to characterize the Italian power grid as a graph whose nodes are Italian municipalities and the edges cross the administrative boundaries between a selected municipality and its first neighbours, following a Delaunay triangulation. Our aim is to describe the power flow as a diffusion process over a network, and using open data on the solar irradiation at the ground level, we estimate the production of photovoltaic energy in each node. An attraction index was also defined using demographic data, in accordance with average per capita energy consumption data. The available energy on each node was calculated by finding the stationary state of a generation-attraction model.     

中低能速度能区离子与H,He原子碰撞中的经典电子俘获截面

Bohr-Lindhard模型被用来描述中低能速度能区离子—原子碰撞中的经典电子俘获过程。根据离子与原子的作用时间与碰撞参数的关系,建立俘获几率对碰撞参数的依赖性,碰撞参数范围被限定在俘获半径之内。在该模型的框架内,人们试图通过电子的空间分布函数来研究所有碰撞参数的贡献,但存在较为复杂的数值计算。基于Bohr-Lindhard模型,本工作提出通过简单的指数衰减函数来描述电子俘获几率对碰撞参数的依赖性,计算了Aq+(q = 2~6)-H碰撞中的单电子俘获截面和Aq+(q = 3~6)-He碰撞中的双电子俘获截面,计算结果与已有实验数据符合很好,很好地描述了低能和中能区的电子俘获截面随能量和电荷态的变化,该工作还可计算其他不同电荷态离子与He和H靶的电子俘获截面。     

Statistical approach to partial equilibrium analysis

A statistical approach to market equilibrium and efficiency analysis is proposed in this paper. One factor that governs the exchange decisions of traders in a market, named willingness price, is highlighted and constitutes the whole theory. The supply and demand functions are formulated as the distributions of corresponding willing exchange over the willingness price. The laws of supply and demand can be derived directly from these distributions. The characteristics of excess demand function are analyzed and the necessary conditions for the existence and uniqueness of equilibrium point of the market are specified. The rationing rates of buyers and sellers are introduced to describe the ratio of realized exchange to willing exchange, and their dependence on the market price is studied in the cases of shortage and surplus. The realized market surplus, which is the criterion of market efficiency, can be written as a function of the distributions of willing exchange and the rationing rates. With this approach we can strictly prove that a market is efficient in the state of equilibrium.     

Prediction of energy consumption and risk of excess demand in a distribution system

An empirical model for prediction of energy consumption in a distribution system is described. The model resembles a normalized radial basis function neural network whose neurons contain prototype joint data about the consumption process and the environment. A set of prototype patterns of consumption and environmental variables is formed from a record of a multi-component time series by a self-organized process. Prediction of energy consumption is performed by a conditional average estimator based upon known prototype patterns and given future values of environmental variables. Importance of these variables for the prediction is determined by a genetic algorithm. Prediction performance of the model is tested on a one-year-long consumption record of a gas distribution system. Prediction error is determined by the difference between predicted and actually observed consumption. Its value depends on time and amounts to a few percent of the actual consumption. The probability distribution of prediction error is estimated from a properly selected time interval of prediction. This distribution can be used to estimate the risk of energy demand beyond some prescribed value. For an optimization of the distribution process, a cost function that includes operation and control costs of a distribution system as well as penalties related to excess energy demand is proposed. Its minimum corresponds to an economically optimal energy distribution.     

面向纳米电路的改进型卷积核可制造性模型建模研究

囿于材料和工艺稳定性等原因, 纳米级集成电路制造依然基于193 nm激发光的工艺, 光刻波长远大于版图尺寸, 使得制造中光的干涉和衍射现象极大降低了分辨率, 影响了芯片质量, 因此版图在制造前需要使用可制造性模型进行查错. 传统模型对制造过程进行物理建模, 通过对模型中的矩阵进行分解得到卷积核, 所使用的物理模型不仅复杂, 而且应用难度高, 加之还有物理模型缺失的情况, 因此难以描述具有上千参数的生产线. 本文使用卷积的形式作为可制造性模型的框架, 通过优化算法提取版图到硅片轮廓这一过程的信息并以卷积核的形式体现出来, 卷积核中的每一个元素均为根据已知的生产线输入输出数据优化得出, 是描述制造过程的一个维度. 该模型克服了传统模型需要工艺参数等机密信息的缺陷, 同时具有更强的描述制造过程的能力; 模型甚至可以包含版图校正信息, 描述从版图到硅片轮廓这一全流程. 该模型在65 nm工艺下的实验结果表明该模型具有8 nm的精度.     

Evolutionary model of the growth and size of firms

The key idea of this model is that firms are the result of an evolutionary process. Based on demand and supply considerations the evolutionary model presented here derives explicitly Gibrat’s law of proportionate effects as the result of the competition between products. Applying a preferential attachment mechanism for firms, the theory allows to establish the size distribution of products and firms. Also established are the growth rate and price distribution of consumer goods. Taking into account the characteristic property of human activities to occur in bursts, the model allows also an explanation of the size–variance relationship of the growth rate distribution of products and firms. Further the product life cycle, the learning (experience) curve and the market size in terms of the mean number of firms that can survive in a market are derived. The model also suggests the existence of an invariant of a market as the ratio of total profit to total revenue. The relationship between a neo-classic and an evolutionary view of a market is discussed. The comparison with empirical investigations suggests that the theory is able to describe the main stylized facts concerning the size and growth of firms.     

The methodological features of studying energy efficiency of a combined mini-TPP on the basis of a gas-piston unit and a steam turbine

The technology of electricity production by a mini-thermal power plant, operating on combined cycles of Otto and Rankine, is considered. The main aspects of the investigation methodology are outlined. It is shown that the design and layout parameters of all the major energy elements of the developed technology allow implementing it in a block and modular version; and the efficiency of electricity supply for the proposed technology will be at least 50 %.     

一种基于忆阻交叉阵列的自适应三高斯模型及其在图像增强中的应用

在视觉图像处理中,可用三高斯模型来模拟视网膜神经节细胞的感受野,这可以在一定程度上对图像信息,比如图像的边缘、细节等信息进行增强.但是在对大量的图像进行处理时,为了达到比较理想的效果,就需要人为地来改变模型中的相关参数,这是一个十分耗时的过程.基于此,本文提出一种基于忆阻交叉阵列的自适应三高斯模型.这种模型是在传统三高斯模型的基础上,根据所需处理图像的局部特征,利用忆阻交叉阵列的特性动态地改变模型参数,以达到对局部图像最优增强的目的,从而使整幅图像的增强效果更好.首先,根据图像的局部亮度信息来确定忆阻器所需施加的脉冲电压的极性以及宽度;然后,根据所得忆阻值得到对应模型中参数的值;最后,可以得到局部增强模板,从而实现增强.本文分别选取了彩色和灰度图像进行了测试,定性和定量实验结果均表明,这种改进的三高斯模型不仅能够对图像边缘进行有效的增强,而且还可以极大地提高图像的对比度和清晰度,为忆阻器在图像处理方面的应用提供了新方向.     

基于元胞传输模型的楼梯区域行人运动

针对楼梯区域行人运动进行观测实验,获得行人上下楼过程中的运动数据,通过对数据进行整理与分析,绘制不同过程中流量-密度变化关系图.通过对流密关系图进行定量分析,掌握楼梯区域行人运动特征,并改进原有元胞传输模型,提出楼梯行人运动模型,仿真模拟行人运动过程.模型中,引入势能修正系数,利用异向行人对元胞势能的影响来改变行人的路径选择;引入流量修正系数,描述不同的物理参数对元胞边界最大流量的影响;引入偏移系数,修正移动规则,增强优先方向对行人路径选择行为的影响.然后,通过比较仿真结果与实验数据,对模型及引入参数进行验证和校准.最后,利用校正模型,模拟研究楼梯区域对向行人运动过程,并对势能修正参数进行了灵敏度分析,进一步研究模型参数对行人运动的影响.研究表明,该模型可以模拟刻画楼梯区域行人运动过程,同时验证了楼梯区域行人集散效率跟行人到达率与行人路径选择有关.     

Influence of government controls over the currency exchange rate in the evolution of Hurst's exponent: An autonomous agent-based model

We have studied the performance of the Hurst's index associated with the currency exchange rate in Brazil and Chile. It is shown that this index maps the degree of government control in the exchange rate. A model of supply and demand based in an autonomous agent is proposed, that simulates a virtual market of sale and purchase, where buyer or seller are forced to negotiate through an intermediary. According to this model, the average of the price of daily transactions correspond to the theoretical balance proposed by the law of supply and demand. The influence of an added tendency factor is also analyzed.     

Analytical Model for Atomic-Layer Deposition of Thin Films on the Walls of Cylindrical Holes with a Relatively High Aspect Ratio

A theoretical model that predicts the thickness of a film grown on the walls of high-aspect-ratio cylindrical hole using the atomic-layer deposition is proposed. The model can be used to calculate the critical time of precursor supply needed for conformal coating of the walls. An analytical model is derived to estimate the minimum time of precursor supply versus parameters of the technological process.

     

Electricity,Heat, and Gas Load Forecasting Based on Deep Multitask Learning in Industrial-Park Integrated Energy System

Different energy systems are closely connected with each other in industrial-park integrated energy system (IES). The energy demand forecasting has important impact on IES dispatching and planning. This paper proposes an approach of short-term energy forecasting for electricity, heat, and gas by employing deep multitask learning whose structure is constructed by deep belief network (DBN) and multitask regression layer. The DBN can extract abstract and effective characteristics in an unsupervised fashion, and the multitask regression layer above the DBN is used for supervised prediction. Then, subject to condition of practical demand and model integrity, the whole energy forecasting model is introduced, including preprocessing, normalization, input properties, training stage, and evaluating indicator. Finally, the validity of the algorithm and the accuracy of the energy forecasts for an industrial-park IES system are verified through the simulations using actual operating data from load system. The positive results turn out that the deep multitask learning has great prospects for load forecast.     

冰蓄冷系统中融冰负荷变化时运行策略的研究

分时蓄冷时负荷变化大,但可充分利用低谷电来制冰蓄冷,而在高峰时,制冷机不开以融冰供冷,满足空调负荷要求,真正起到在电网中削峰填谷作用。分时蓄冷时,负荷变化大,在融冰循环运行时,流量变化幅度随之变大,情况特殊,因此需要系统要有应对策略。     

Production or conservation in CHP networks?

In Sweden, Combined generation of Heat and Power (CHP) is in common practice. Different fuels are burnt in a boiler and the steam is used for generating electricity. The heat that has to be transferred from the condenser in the plant is used in the district heating grid. This grid is thus used as a cooling facility necessary for electricity production. However, energy conservation the Swedish building stock is also encouraged, and if this is utilized in district heated buildings it results in fewer possibilities for electricity production. This might be a major drawback when nuclear power is abolished, as is the result from a consensus some years ago. This paper deals with the question of whether it is better to conserve both heat and electricity, to save only one of the energy forms or if it is cheaper to produce more energy, instead of saving. A case study is presented dealing with Malmö, in the South of Sweden, and it is shown that energy conservation in district heated buildings cannot yield profitability: neither can conservation in the electricity grid, even if it gets closer to profitable savings. It is assumed that the total cost of heating, insulation and electricity is paid by the society and the minimum point for this cost will characterize the best solution.     

Investigation of the surface generation mechanism of mechanical polishing engineering ceramics using discrete element method

Machining technology about ceramics has been developed very fast over recent years due to the growing industrial demand of higher machining accuracy and better surface quality of ceramic elements, while the nature of hard and brittle ceramics makes it difficult to acquire damage-free and ultra-smooth surface. Ceramic bulk can be treated as an assemblage of discrete particles bonded together randomly as the micro-structure of ceramics consists of crystal particles and pores, and the inter-granular fracture of the ceramics can be naturally represented by the separation of particles due to breakage of bonds. Discrete element method (DEM) provides a promising approach for constructing an effective model to describe the tool–workpiece interaction and can serve as a predicting simulation tool in analyzing the complicated surface generation mechanism and is employed in this research to simulate the mechanical polishing process of ceramics and surface integrity. In this work, a densely packed particle assembly system of the polycrystalline Si₃N₄ has been generated using bonded-particle model to represent the ceramic workpiece numerically. The simulation results justify that the common critical depth of cut cannot be used as the effective parameters for evaluating brittle to ductile transformation in ceramic polishing process. Therefore, a generalized criterion of defining the range of ductile regime machining has been developed based on the numerical results. Furthermore, different distribution of pressure chain is observed with different depth of cut which ought to have intense relationship with special structure of ceramics. This study also justified the advantage of DEM model in its capability of revealing the mechanical behaviors of ceramics at micro-scale.