Congestion management by determining optimal location of series FACTS devices using hybrid bacterial foraging and Nelder–Mead algorithm

In this paper, the Thyristor-Controlled Series-Compensated (TCSC) devices are located for congestion management in the power system by considering the non-smooth fuel cost function and penalty cost of emission. For this purpose, it is considered that the objective function of the proposed optimal power flow (OPF) problem is minimizing fuel and emission penalty cost of generators. A hybrid method that is the combination of the bacterial foraging (BF) algorithm with Nelder–Mead (NM) method (BF-NM) is employed to solve the OPF problems. The optimal location of the TCSC devices are then determined for congestion management. The size of the TCSC is obtained by using of the BF-NM algorithm to minimize the cost of generation, cost of emission, and cost of TCSC. The simulation results on IEEE 30-bus, modified IEEE 30-bus and IEEE 118-bus test system confirm the efficiency of the proposed method for finding the optimal location of the TCSC with non-smooth non-convex cost function and emission for congestion management in the power system. In addition, the results clearly show that a better solution can be achieved by using the proposed OPF problem in comparison with other intelligence methods.     

基于粒子群优化和支持向量机的花粉浓度预测模型

为了提高花粉浓度预报的准确率，解决现有花粉浓度预报准确率不高的问题，提出了一种基于粒子群优化（PSO）算法和支持向量机（SVM）的花粉浓度预报模型。首先，综合考虑气温、气温日较差、相对湿度、降水量、风力、日照时数等多种气象要素，选择与花粉浓度相关性较强的气象要素构成特征向量；其次，利用特征向量与花粉浓度数据建立SVM预测模型，并使用PSO算法找出最优参数；然后利用最优参数优化花粉浓度预测模型；最后，使用优化后的模型对花粉未来24 h浓度进行预测，并与未优化的SVM、多元线性回归法（MLR）、反向神经网络（BPNN）作对比。此外使用优化后的模型对某市南郊观象台和密云两个站点进行逐日花粉浓度预测。实验结果表明，相比其他预报方法，所提方法能有效提高花粉浓度未来24 h预测精度，并具有较高的泛化能力。     

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.     

基于后验概率的伪码预测研究

卫星通信对抗是电子对抗的一个重要领域，由于卫星链路一般采用扩频技术，传统的干扰方法难以奏效。通过分析伪随机序列的伪随机性，提出了基于后验概率的伪码预测方法。该方法可以根据接收到的伪码计算其后验概率，并以此来预测随后的伪码序列。仿真结果表明，该方法对短码有较好的预测效果。最后，给出了预测方法在瞄准式干扰中的具体应用。     

灰色预测模型在油气操作成本预测中的应用

油气操作成本是油气田生产消耗的主要项目，为了有效地控制油气操作成本，必须制定准确的油气操作成本计划。而油气操作成本在我国是最近几年才提出来的，数据项比较少，给油气操作成本预测带来一定的难度。为此，文章根据灰色预测的基本原理，采用灰色系统理论进行油气操作成本预测，就可以弥补对预测所需的数据少，而且也无须剔除不可比因素，只要所建模型能满足精度要求，预测结果就可以信赖。     

油气操作成本预测方法研究

油气操作成本在油气生产中占有较大的比重，油气操作成本的高低直接影响油田开发的经济效益。为了有效地控制油田油气操作成本，根据影响油气操作的因素，将油气操作成本按其影响因素进行分类，对基本运行费和油气处理费采用回归预测的方法，通过对相关数据的收集，建立对应的数学模型进行预测，对其他各项操作成本，采用单位费用和计划工作量进行预测，最后进行汇总，得到油气操作成本，其预测结果可作为油气操作成本计划制订的依据。该方法简单、操作性强，预测效果较好，在油田可以推广使用。     

稠油油藏污染井产能模型及压裂增产模型研究

对稠油油藏压裂的研究主要集中在施工方法和技术上，产能预测仍然使用达西流模型。笔者基于稠油的非牛顿特性，考虑流体的启动压力梯度，推导出了稠油储层污染前后的垂直井产能预测模型，以及污染井压裂前后的产能模型。分析了非牛顿流体流变特性参数对产能模型的影响，启动压力梯度越大，非牛顿性越强，影响就越明显。计算表明，无论是稠油油藏还是普通油藏，压裂增产是很明显的，但经验公式增产更明显，这说明了对稠油油藏非牛顿因素的影响是存在的。稠油油藏污染井压裂增产模型为稠油油藏的污染井压裂提供了理论依据。     

重复压裂气井产能模拟研究

由于重复压裂气井原有裂缝的失效程度难以评价。导致重复压裂气井的产能预测常常有很大的误差。为此，根据重复压裂气井的压前产量和舍水率，拟合了原有裂缝的有效率，在考虑新裂缝和原有裂缝共同作用的情况下，建立了气、水两相平面二维的裂缝-油藏数学模型，通过对模型的数值求解，对重复压裂气井进行了产能评价。研究表明，在考虑新、老裂缝共同作用下的产能评价方法，能更为准确地预测重复压裂后的生产动态情况，对压裂时机的确定、压后经济效益的预测都具有重要的指导意义。     

我国“十五“电力供需预测分析

分析“十五”期间我国电力需求预测和电力预测中的不确定因素,提出建议采取的措施。     

A model for preventive maintenance operations and forecasting

Equipment costs constitute the greatest majority of overall costs for semiconductor manufacturing. Therefore, maintaining high equipment availability has been regarded as one of the major goals in the industry. The ability to forecast correctly equipment preventive maintenance (PM) timing requirements not only can help optimizing equipment uptime but also minimizing negative impacts on manufacturing production efficiency. This research used grey theory and evaluation diagnosis to construct a PM forecasting model for prediction of PM timing of various machines. The results showed significant improvements of PM timing predictions compared to the existing method based on experience and an alternative method proposed by Li and Chang (Semiconductor Manufacturing Technology Workshop 2002: 10–11, pp. 275–277) for the same fab cases. Received: June 2005 / Accepted: December 2005