Mixture ratio modeling of dynamic systems

Any knowledge extraction relies (possibly implicitly) on a hypothesis about the modelled-data dependence. The extracted knowledge ultimately serves to a decision-making (DM). DM always faces uncertainty and this makes probabilistic modelling adequate. The inspected black-box modeling deals with “universal” approximators of the relevant probabilistic model. Finite mixtures with components in the exponential family are often exploited. Their attractiveness stems from their flexibility, the cluster interpretability of components and the existence of algorithms for processing high-dimensional data streams. They are even used in dynamic cases with mutually dependent data records while regression and auto-regression mixture components serve to the dependence modeling. These dynamic models, however, mostly assume data-independent component weights, that is, memoryless transitions between dynamic mixture components. Such mixtures are not universal approximators of dynamic probabilistic models. Formally, this follows from the fact that the set of finite probabilistic mixtures is not closed with respect to the conditioning, which is the key estimation and predictive operation. The paper overcomes this drawback by using ratios of finite mixtures as universally approximating dynamic parametric models. The paper motivates them, elaborates their approximate Bayesian recursive estimation and reveals their application potential.     

计及Spark和属性权重的售电套餐推荐方法

针对电力市场用户群庞大，交易过程中售电套餐选择困难的问题，在Spark环境下设计了一种售电套餐推荐方法，同时也解决了售电套餐推荐过程中在大数据环境下的可扩展性及实时性问题。首先，计算出每个套餐属性的权重值，从而计算得到售电套餐综合相似度。然后，计及用户和套餐两方面提出一种售电套餐推荐方法，实现售电套餐的精准推荐。实验表明，提出的推荐方法能够明显提高推荐的准确度，并且在分布式环境下具有良好的推荐效率和可扩展性。     

发夹式换热器管束流致振动数值模拟研究

运用计算流体力学方法,采用ANSYS CFX软件对发夹式换热器的壳侧流场进行了三维数值模拟。流场计算中采用多孔介质模型对管束区域进行简化,分析了壳侧流场的速度分布,结果表明:直管段部分的流体湍流强度大于弯管段,且外层管束所在区域为高流速区,受流体冲刷严重。结合流场信息,通过功率谱生成随机激振力,采用ABAQUS软件模拟计算了湍流激振下管束的振动响应,结果显示管束的面外均方根位移远大于面内位移,且弯管部分的振动位移最大。该研究结果可为发夹式换热器的性能分析和优化设计提供参考和依据。     

基于关键路径延时检测的自适应电压缩减技术

为了减小传统的最差情况设计方法引入的电压裕量,提出了一种变化可知的自适应电压缩减(AVS)技术,通过调整电源电压来降低电路功耗.自适应电压缩减技术基于检测关键路径的延时变化,基于此设计了一款预错误原位延时检测电路,可以检测关键路径延时并输出预错误信号,进而控制单元可根据反馈回的预错误信号的个数调整系统电压.本芯片采用SMIC180 nm工艺设计验证,仿真分析表明,采用自适应电压缩减技术后,4个目标验证电路分别节省功耗12.4％,11.3％,10.4％和11.6％.     

Backtesting portfolio value-at-risk with estimated portfolio weights

This article theoretically and empirically analyzes backtesting portfolio value-at-risk (VaR) with estimation risk in an intrinsically multi-variate framework. It particularly takes into account the estimation of portfolio weights in forecasting portfolio VaR and its impact on backtesting. It shows that the estimation risk from estimating portfolio weights and that from estimating the multi-variate dynamic model make the existing methods in a univariate framework inapplicable. It proposes a general theory to quantify estimation risk applicable to the present problem and suggests practitioners a simple but effective way to implement valid inference to overcome the effect of estimation risk in backtesting portfolio VaR. In particular, we apply our theory to the efficient mean-variance-skewness portfolio for a multi-variate generalized autoregressive conditional heteroscedasticity model with multi-variate general hyperbolic distributed innovations. Some Monte Carlo simulations and an empirical application demonstrate the merits of our method.     

Improved Input and State Estimation for Linear Stochastic Systems with Direct Feedthrough

This paper is concerned with the problem of joint input and state estimation for linear stochastic systems with direct feedthrough. Based on the fact that each unknown input between any two time steps is always bounded, a novel improved algorithm is proposed. Compared with existing results, this algorithm can effectively enhance estimation accuracy. Moreover, the stability of the algorithm is also discussed. Finally, an illustrative example is given to demonstrate the effectiveness of the proposed approach.     

Benchmark value determination of energy efficiency indexes for coal-fired power units based on data mining methods

The operational optimisation of coal-fired power units is important for saving energy and reducing losses in the electric power industry. One of the key issues is how to determine the benchmark values of the energy efficiency indexes of the units. Therefore, a new framework for determining these benchmark values is proposed, based on data mining methods. First, the energy efficiency key performance indicators (KPIs) associated with the net coal consumption rate (NCCR) were selected based on the domain knowledge. Second, the decision-making samples with minimal NCCR were acquired with the fuzzy C-means (FCM) clustering algorithm, and the corresponding clustering centres were employed as the benchmark values. Finally, based on the support vector regression (SVR) algorithm, the target values of the NCCR were obtained with the KPIs as input, and the energy saving potential was evaluated by comparing the target values with the historical values of the NCCR. An actual on-duty 1000 MW unit was taken as study unit, and the results show that the energy saving potential is remarkable when the operators adjust the KPIs based on the calculated benchmark values.     

Three-phase four-wire shunt active power filter based on the SOGI filter and Lyapunov function for DC bus control

The three-phase four-wire shunt active power filter (SAPF) was developed to suppress the harmonic currents generated by nonlinear loads, and for the compensation of unbalanced nonlinear load currents, reactive power, and the harmonic neutral current. In this work, we consider instantaneous reactive power theory (PQ theory) for reference current identification based on the following two algorithms: the classic low-pass filter (LPF) and the second-order generalized integrator (SOGI) filter. Furthermore, since an important process in SAPF control is the regulation of the DC bus voltage at the capacitor, a new controller based on the Lyapunov function is also proposed. A complete simulation of the resultant active filtering system confirms its validity, which uses the SOGI filter to extract the reference currents from the distorted line currents, compared with the traditional PQ theory based on LPF. In addition, the simulation performed also demonstrates the superiority of the proposed approach, for DC bus voltage control based on the Lyapunov function, compared with the traditional proportional-integral (PI) controller. Both novel approaches contribute towards an improvement in the overall performance of the system, which consists of a small rise and settling time, a very low or nonexistent overshoot, and the minimization of the total harmonic distortion (THD).     

Using electroencephalogram to continuously discriminate feelings of personal thermal comfort between uncomfortably hot and comfortable environments

Thermal comfort is an important factor for the design of buildings. Although it has been well recognized that many physiological parameters are linked to the state of thermal comfort or discomfort of humans, how to use physiological signal to judge the state of thermal comfort has not been well studied. In this paper, the feasibility of continuously determining feelings of personal thermal comfort was discussed by using electroencephalogram (EEG) signals in private space. In the study, 22 subjects were exposed to thermally comfortable and uncomfortably hot environments, and their EEG signals were recorded. Spectral power features of the EEG signals were extracted, and an ensemble learning method using linear discriminant analysis or support vector machine as a sub-classifier was used to build the discriminant model. The results show that an average discriminate accuracy of 87.9% can be obtained within a detection window of 60 seconds. This study indicates that it is feasible to distinguish whether a person feels comfortable or too hot in their private space by multi-channel EEG signals without interruption and suggests possibility for further applications in neuroergonomics.     

"人机环管"在煤矿供电安全管理中的应用

制定供电过程中消除安全隐患的针对性措施,可以为矿井安全生产提供必要保障。为探究煤矿供电管理中安全隐患的具体分析方法,首先介绍“人机环管”管理体系的建立过程和核心内容,接着以“人机环管”的管理方法分析了供电管理中的普遍问题。在分析供电管理中的具体问题时,分别得出了“人”“机”“环”“管”4方面的具体措施。分析认为,“人机环管”方法可以有效查找出存在的安全隐患,进而保证煤矿供电系统的安全可靠。