New sampling strategies to reduce the effect of autocorrelation on the synthetic T2 chart to monitor bivariate process

In this paper, synthetic T² chart is developed to monitor bivariate process with correlated variables and autocorrelated observations. The proposed chart is a combination of the Hotelling's T² chart and the conforming run length chart. The operation and design of the chart are described when observations are autocorrelated and cross correlated. The first‐order vector autoregressive process VAR (1) is used to model the bivariate data from an autocorrelated process of interest. Using an average run length as performance measure criterion in the VAR (1) model, it is observed that autocorrelation seriously impact the performance of the synthetic T² chart. To reduce the effect of autocorrelation on the performance of the synthetic T² chart, the skip and mixed sampling strategies are implemented to form rational subgroups in the construction of synthetic T² chart. The average run length performance of the synthetic T² chart implementing these strategies is compared with that of the standard strategy of formation of rational subgroups. It is observed that implementing skip and mixed sampling strategies within rational subgroup improves the performance of the synthetic T² chart.     

动力煤期货价格波动对我国煤炭经济影响研究*

采用中国煤炭价格指数、中国煤炭市场景气指数、中国煤炭市场预期指数和煤炭行业失业率作为我国煤炭经济发展的代表变量,选取2013年9月～2018年7月之间的交易数据,构建VAR模型,研究了动力煤期货价格与中国煤炭价格指数、中国煤炭市场景气指数、中国煤炭市场预期指数和煤炭行业失业率之间的动态关系。格兰杰因果检验表明:国内动力煤期货价格是中国煤炭价格指数、中国煤炭市场景气指数、中国煤炭市场预期指数和煤炭行业失业率的格兰杰原因。脉冲响应和方差分解分析表明:动力煤期货价格波动会引起中国煤炭市场景气度同方向变动;滞后2阶的动力煤期货价格上涨会使得中国煤炭市场预期指数上升;滞后2阶动力煤期货价格上涨,失业率降低。长期来看,动力煤期货价格上涨会使得失业率降低,动力煤期货价格与我国煤炭经济发展之间呈现动态均衡关系。     

基于模糊逻辑的变电站电压无功控制系统的设计与仿真

提出一种用于综合控制并联电容器和有载调压变压器分接头切换的模糊控制算法,设计了相应的控制系统,并进行了仿真实验,实验结果表明通过模糊逻辑控制的电压和无功波形平滑,效果好;变压器挡位和电容器调节次数较少,投切次数也较少。     

Chaos embedded krill herd algorithm for optimal VAR dispatch problem of power system

Chaotic krill herd algorithm (KHA) (CKHA) is proposed in this paper to solve the optimal VAR dispatch problem of power system considering either minimization of real power loss or that of absolute value of total voltage deviation or improvements of voltage profile as an objective while satisfying all the equality and the inequality constraints of the power system network. Detailed studies of different chaotic maps are illustrated. Among these, Logistic map is considered in the proposed technique to improve the performance of the basic KHA. The performance of the proposed CKHA is implemented, successfully, on standard IEEE 14- and IEEE 118-bus test power systems in which the control of bus voltages, tap position of transformers and reactive power sources are involved. The results offered by the proposed CKHA are compared to other evolutionary optimization based techniques surfaced in the recent state-of-the-art literature. Simulation results indicate that the proposed CKHA approach yields better optimization efficacy over some other recent popular techniques in terms of results offered, effectiveness, quality of solution and convergence speed.     

Measure of bullwhip effect in supply chains with first-order bivariate vector autoregression time-series demand model

With supply chains becoming increasingly global, the issue of bullwhip effect, a phenomenon attributable to demand fluctuation in the upstream section of the supply chains, has received greater attention from many researchers. However, most existing research studies on quantifying the bullwhip effect were conducted under the first-order autoregressive [AR(1)] incoming demand process or its variants as the fundamental demand process, thereby failing to account for the retailer demand dependency. This research work thus examined the bullwhip effect for the first-order bivariate vector autoregression [VAR(1)] demand process in a two-stage supply chain consisting of one supplier and two retailers. The impacts of the correlation parameters of the demand process, the correlation coefficient between the two error terms, and the variances of the error terms on the bullwhip effect were investigated. As such, the measure of the bullwhip effect was established using an analytical approach in which the minimum mean square error (MMSE) forecasting method and the base stock policy were applied to all members of the supply chain. Numerical experiments were then conducted to illustrate the behavior of the bullwhip effect with respect to various parameters of the demand processes to see in which situations the bullwhip effect would be absent. In addition, an evaluation of the inventory variance ratio was analyzed.     

基于直接功率控制的SVG系统的研究

文章给出了SVG主电路拓扑结构,分析了其基本原理,采用基于瞬时无功功率理论的直接功率控制方式,以电压空间矢量控制代替了传统直接功率控制系统中的滞环控制。最后通过matlab/simulink仿真验证了系统设计思想的正确性及优越性。     

A Gravitational Search Algorithm Based Static VAR Compensator Switching Function Optimization Technique for Minimum Harmonic Injection

Switching function optimization for minimum source harmonic injection for a static VAR compensator is presented. The static VAR compensator is configured with a fixed capacitor and insulated-gate bipolar transistor controlled reactor. The switching function is optimized for minimum source harmonic injection considering the desired fundamental voltage across load terminals. A gravitational search algorithm is employed for this purpose. It is observed that the proposed switching scheme with two different switching angles per half-cycle provides lower source harmonic injection compared to conventional switching, hence improving the source current harmonics. The switching angles are computed off-line using the gravitational search algorithm for varying modulation indices considering the minimum total harmonic distortion of the reactor voltage. The switching angles are stored in a processor as a function of the modulation index for on-line application using a piecewise mixed model approximation technique for low memory usage. It is observed that the proposed switching improves the source current total harmonic distortion on an average of 4 to 5% over most of the operating range compared to conventional switching without optimization. Various simulation and experimental results are presented on different loads to validate the proposed concept.     

基于情感分析的投资者情绪对房价波动的影响

为了探究房地产市场投资者情绪对我国房价波动的影响机制,基于情感分析方法构建了我国房地产市场上的投资者情绪指数,验证了该指数的有效性。通过构建VAR模型,综合运用脉冲响应、方差分解分析等方法,定量探究了投资者情绪与我国房价波动之间的动态影响关系。结果表明:构建的投资者情绪指数与房价有着高度的相关性;投资者情绪的正向变动在短期会显著地影响房价产生正向波动;投资者情绪对房价变化的贡献率远大于其他经济变量的贡献程度。对房地产市场的调控应当注重对于公众预期的管理,合理引导投资者情绪的变化。     

Fuzzy logic based static VAR compensators for enhancing the performance of synchronous and asynchronous motor loads

The paper presents a simple yet powerful fuzzy logic based static VAR compensator (FLSVC) applied to an industrial power network consisting of three phase synchronous and asynchronous motor loads. In the proposed fuzzy logic controller (FLC), the speed and acceleration variations of a specific machine are taken as the inputs. To demonstrate the effectiveness and capabilities of the employed FLSVC, several non-linear time-domain digital simulation tests are performed. The results show that over a wide range of operating conditions and disturbances, the FLSVC improves remarkably the voltage profile and the overall dynamic performance.     

A fault analysis of DC electric arc furnaces with SVC harmonic filters in a mini-mill plant

This paper proposes the most feasible solution to overcome the failure of the 2nd harmonic filter in the static VAR compensator (SVC) which operates with the DC electric arc furnace (EAF) at Gwangyang Steel Mill in Korea. In order to investigate the causes of this failure, various measurements were carried out on the DC EAF and the main transformer at the PCC (point of common connection). It was concluded that the two causes for the failure are; the inrush current in the main transformer, and the parallel resonance between the system impedance and the harmonic filter. Three solutions to suppress the transformer inrush current and another three solutions to avoid the parallel resonance are suggested. The feasibility of these solutions was verified through the computer simulation with PSCAD/EMTDC. The most feasible solution to avoid further failures of the 2nd harmonic filter was selected, based on the estimated result for the six optional solutions in the point of performance and cost.