Electricity price forecasting through transfer function models

Forecasting electricity prices in presentday competitive electricity markets is a must for both producers and consumers because both need price estimates to develop their respective market bidding strategies. This paper proposes a transfer function model to predict electricity prices based on both past electricity prices and demands, and discuss the rationale to build it. The importance of electricity demand information is assessed. Appropriate metrics to appraise prediction quality are identified and used. Realistic and extensive simulations based on data from the PJM Interconnection for year 2003 are conducted. The proposed model is compared with naïve and other techniques.     

Exact boundary observability for 1‐D quasilinear wave equations

By means of a direct and constructive method based on the theory of semi‐global C² solution, the local exact boundary observability and an implicit duality between the exact boundary controllability and the exact boundary observability are shown for 1‐D quasilinear wave equations with various boundary conditions. Copyright © 2006 John Wiley & Sons, Ltd.     

Electron attenuation lengths in fullerene and fullerides

Using X-ray photoemission measurements, we have determined the attenuation length of C 1s photoelectrons in C₆₀ film to be 21.5 Å with the incident photon energy of Mg Kα radiation. The inelastic mean free path calculated with the TPP-2M algorithm coincides fairly well with the experimentally determined attenuation length, indicating the validity of the algorithm to fullerene and fullerides. The inelastic mean free paths for some fullerides, i.e. K₃C₆₀, K₆C₆₀, Ba₄C₆₀, Sm_2.75C₆₀ and Sm₆C₆₀ are calculated to help the quantitative analyses of the photoemission spectra for these compounds.     

On deformations of Hamiltonian actions

In this paper we generalize to coisotropic actions of compact Lie groups a theorem of Guillemin on deformations of Hamiltonian structures on compact symplectic manifolds. We show how one can reconstruct from the moment polytope the symplectic form on the manifold. Received: 21 March 2006     

Commutative idempotent residuated lattices

We investigate the variety of residuated lattices with a commutative and idempotent monoid reduct.     

On potentially <Emphasis Type="Italic">H</Emphasis>-graphic sequences

For given a graph H, a graphic sequence π = (d ₁, d ₂,..., d _n) is said to be potentially H-graphic if there is a realization of π containing H as a subgraph. In this paper, we characterize the potentially (K ₅ − e)-positive graphic sequences and give two simple necessary and sufficient conditions for a positive graphic sequence π to be potentially K ₅-graphic, where K _r is a complete graph on r vertices and K _r-e is a graph obtained from K _r by deleting one edge. Moreover, we also give a simple necessary and sufficient condition for a positive graphic sequence π to be potentially K ₆-graphic. Project supported by National Natural Science Foundation of China (No. 10401010).     

Sudoku’s french ancestors

This column is a place for those bits of contagious mathematics that travel from person to person in the community, because they are so elegant, suprising, or appealing that one has an urge to pass them on. Contributions are most welcome.