市场占有率分析-马尔可夫理论实证研究

以海尔、容声等冰箱的市场占有率为实例阐释马尔可夫链对市场进行预测与决策的全过程．同时在预测误差分析的基础上对基于马尔可夫分析的市场占有率预测模型进行了评析．     

大规模发输电系统充裕度评估的蒙特卡罗仿真

针对模拟法在大规模发输电系统充裕度评估中计算量十分巨大这一难题，本文提出了基于序贯蒙特卡罗仿真的充裕度评估模型。模型中采用分层模型和合并相同状态技术显著减少了计算量，从而使充裕度评估达到了实用化水平。依据本文算法编制了相应的软件，并利用该软件对IEEE-RTS系统和总元件数达324个的实际大规模发输电合成系统进行了计算，计算结果表明，该方法正确有效，计算结果合理并具有实际应用参考价值。     

电压骤降和瞬时供电中断概率评估的蒙特卡罗仿真

对动态电能质量中最主要的两个问题——电压骤降和瞬时供电中断进行了研究，提出了基于非序贯蒙特卡罗模拟和电磁暂态仿真相结合的电能质量概率评估新方法和相应的概率评估指标体系。算法利用蒙特卡罗仿真得到各种故障信息，并考虑保护设备的参数及各种故障类型，通过仿真程序PSCAD／EMTDC对蒙特卡罗模拟法随机产生的各种故障形态进行仿真计算，最后分析统计得到系统和敏感负荷点电能质量的各项概率指标。文中以RBTS标准测试系统为例进行了计算分析，算例表明了模型和算法的有效性。计算结果对规划调度有重要的参考价值。     

马尔可夫链在市场份额预测上的应用

本文运用马尔可夫链中的转移矩阵对产品在市场中的份额进行预测,并给出数学模型。通过此方法,减少了企业在市场中投放产品的盲目性,从而提高了企业的竞争力和产品的份额。     

基于马尔可夫链蒙特卡罗方法的电力系统暂态稳定概率评估

研究了一种电力系统暂态稳定概率评估方法,提出了利用马尔可夫链蒙特卡罗方法模拟负荷水平,考虑随机序列之间的相关性;模拟过程中,提出以故障信息作为输入特征、基于AdaBoost-DT的暂态稳定评估方法。新英格兰39节点测试系统的仿真表明,本文提出的马尔可夫链蒙特卡罗方法比传统的蒙特卡罗方法更快速收敛,同时AdaBoost-DT大幅减少仿真时间,且能有效预测暂态稳定性。     

基于灰色-加权马尔可夫链的光伏发电量预测

光伏发电量预测是光伏并网的一项基础性工作。运用灰色模型对光伏发电量进行总体趋势的预测后,加入了加权马尔可夫链预测理论,建立了灰色-加权马尔可夫链预测模型。该模型不仅考虑了GM(1,1)模型对指数增长序列的适应性,而且考虑了发电量数据随机波动的特点,用状态转移概率矩阵来描述这种波动性。将该模型运用于合肥某光伏电站的光伏发电量预测,结果表明加权马尔可夫链与灰色模型的结合,提高了对波动性较大的发电量数据预测的精度,验证了该模型的可行性和有效性。     

基于蒙特卡罗仿真的风力发电系统可靠性评价

风能存在随机性和波动性的缺点,风力发电对电力系统可靠性有一定影响。为全面评价风力发电并网后的经济性和可靠性,提出了基于序贯蒙特卡罗仿真的风力发电机组可靠性模型．并给出了详细算法,考虑了风能的随机特性和风力发电机组的强迫停运。采用该模型对风力发电机组进行概率仿真,并结合时序负荷模型,计算出不同设计方案下系统可靠性指标和经济指标。     

基于序贯蒙特卡罗仿真的发输电系统充裕度评估算法

可靠性评估可为电力系统的规划及运行提供决策依据,使供电能够经济连续并保证电能质量.通过对充裕度算法和蒙特卡罗仿真研究,建立了基于序贯蒙特卡罗模拟法的发输电系统充裕度评估模型.同时建立了主要元件故障模型,并且应用深度优先搜索算法进行网络拓扑分析,考虑了南于潮流计算方法局限性导致潮流不收敛或线路潮流过大情况的处理.通过编制相应程序以lEEE-RBTS和IEEE-RTS79为例计算了可靠性指标,验证了该算法和模型的正确性及可行性,为电网的规划设计及其安全运行提供了有价值的参考依据.     

基于马尔可夫链的光伏发电系统输出功率短期预测方法

提出了一种直接预测光伏电站出力的方法。该方法基于马尔科夫链,通过统计光伏电站历史功率数据建模,直接预测光伏电站出力。理论推导证明了该数学模型的可行性。以教育部光伏中心的光伏电站为例进行建模预测,证明了该方法的有效性,并通过调整模型参数获得了更加精确的结果。     

电力系统小扰动概率稳定性的蒙特卡罗仿真

计及发电方式、负荷水平及网络拓扑的不确定性,基于蒙特卡罗状态抽样方法,通过分析系统特征值、特征向量及参与因子等特征参数的概率特性和失稳概率研究电力系统小扰动概率稳定问题。分析中分别用离散分布随机变量和正态分布随机变量描述发输电元件状态及负荷水平的概率特性,并重点讨论了网络拓扑的不确定性对失稳概率指标的影响。一个两区域算例表明所提出的方法能够从概率统计意义上为小扰动稳定性分析及电力系统稳定器（PSS）的合理配置等提供更为丰富、全面的信息。     

Composite system well-being evaluation based on non-sequential Monte Carlo simulation

The reliability evaluation of composite power systems has historically been assessed using deterministic and probabilistic criteria and methods. The well-being approach was recently proposed in order to combine deterministic criteria with probabilistic methods and evaluates the system by healthy, marginal and risky states. This paper presents an efficient method for composite system well-being evaluation based on non-sequential Monte Carlo simulation. It is assumed that the system is coherent, and the frequency and duration indices are calculated by the conditional probability method. The system adequacy is evaluated by a non-linear power flow solved by the Newton–Raphson method and by an optimal power flow solved by the Interior Points method. Results are presented for the IEEE-RTS system with a constant load and with a variable load curve. It is demonstrated that the proposed method, as well as the assumed hypothesis, are valid and provide an efficient alternative for the well-being analysis of large scale power systems.     

基于蒙特卡罗仿真的校准结论风险分析

针对已有的单次校准结论风险,计量实验室更加需要总体校准结论风险来分析测量仪器的校准状态,提出将蒙特卡罗仿真方法应用于校准结论的风险分析中。通过对单次校准结论的风险分析得出影响误判率的参数;进而通过蒙特卡罗仿真法分析总体校准结论,结果显示,提高测量不确定度比一倍,误判率下降120%。最后,结合仿真过程建立总体校准风险的模型,通过分析总体校准结论的风险,提出可以降低错误判断风险的概率的方法,对校准工作具有一定的理论指导价值。     

Monte Carlo simulation for evaluating retail wheeling effects

A Monte Carlo simulation method for evaluating retail-wheeling effects on power systems is formulated and solution methods are presented. The effects of wheeling on operating cost, transmission losses, and system security are considered. For a specific operating condition, the effects are quantified by the sensitivity of specific quantities of interest with respect to power wheeling level. Quantities of interest are total operating cost, transmission losses and security, which is quantified with several indices. This model is utilized within a Monte Carlo simulation to calculate probability distribution functions of the incremental effects of wheeling on operating cost, transmission losses, and system security. The model and solution methods are applied on an example power system and the results are presented.     

基于蒙特卡洛模拟的电池储能系统容量优化配置

电池储能系统(BESS)可使风电场具备一定的发电计划跟踪能力,有必要研究风电场中的BESS容量优化问题。根据BESS技术特性与风功率波动特性制定发电计划,BESS分两部分运行,分别处于充、放电状态,交替平抑风功率与发电计划间的正、负偏差。一旦任一部分BESS到达满充或满放状态,则同时切换两部分BESS的工作状态。采用蒙特卡洛模拟技术对风-储混合电站一年内的运行状况进行模拟,并计算发电计划跟踪概率与BESS运行利润。在确保风-储混合电站按期望置信度跟踪发电计划的基础上,依据利润最大化的原则对BESS容量进行优化。基于某风电场历史数据的仿真实验证明了所提模型及算法的有效性。     

大型电力系统可靠性评估中的马尔可夫链蒙特卡洛方法

提出大型电力系统可靠性评估的一种新的蒙特卡洛模拟方法-马尔可夫链蒙特卡洛方法(Markov chain Monte Carlo, MCMC)。MCMC方法是一种特殊的蒙特卡洛方法,它将随机过程中的马尔可夫过程引入到蒙特卡洛模拟中,实现动态蒙特卡洛模拟。该方法通过重复抽样,建立一个平稳分布与系统概率分布相同的马尔可夫链,从而得到系统的状态样本。由于MCMC方法考虑了系统各个状态间的相互影响,相比于随机采样的蒙特卡洛方法所得到的独立样本序列,更准确模拟了电力系统运行实际情况。IEEE-RTS 24节点算例表明,该算法可快速收敛,节省计算时间,提高计算速度。同时,由于每条马尔可夫链均收敛于同一个分布,即所谓平稳分布,所以算法具有良好的稳定性。对西北330 kV电网的可靠性评估再次表明了该方法的正确性和有效性以及该方法用于大型电力系统的可靠性评估的优越性和潜力。     

Monte Carlo simulation of 2D TASER

A possibility to develop the so called TASER (Terahertz-Amplification-by-the-Stimulated-Emission-of- Radiation) by using two-dimensional (2D) electron transport in quantum well (QW) structures is investigated by Monte Carlo simulation of the optical-phonon-emission assisted transit-time resonance (OPTTR) of 2D electrons in momentum space under the low lattice temperature. A considerable extension of the frequency region for THz radiation generation (upto 5 times) when going from 3D- to 2D-case is predicted.     

Monte Carlo simulation of resonant phonon THz quantum cascade lasers

We report on Monte Carlo (MC) simulations aimed at the design and optimization of GaAs-based THz quantum cascade lasers. Results are presented for a GaAs/Al_0.15Ga_0.85As quantum cascade laser design based on LO phonon scattering depopulation, which operates at 2.8 THz. The obtained electron distribution functions in the subbands and the photoluminescence spectra are compared to experimental results. Also the dependence of the inversion and current density on the applied field is investigated, and the parasitic channels are identified based on the intersubband lifetimes.     

On a simple and accurate quantum correction for Monte Carlo simulation

We investigate a quantum-correction method for Monte Carlo device simulation. The method consists of reproducing quantum mechanical density-gradient simulation by classical drift-diffusion simulation with modified effective oxide thickness and work function and using these modifications subsequently in Monte Carlo simulation. This approach is found to be highly accurate and can be used fully automatically in a technology computer-aided design (TCAD) workbench project. As an example, the methodology is applied to the Monte Carlo simulation of the on-current scaling in p- and n-type MOSFETs corresponding to a 65 nm node technology. In particular, it turns out that considering only the total threshold voltage shift still involves a significant difference to a Monte Carlo simulation based on the combined correction of oxide thickness and work function. Ultimately, this quantum correction permits to consider surface scattering as a combination of specular and diffusive scattering where the conservation of energy and parallel wave vector in the specular part takes stress-induced band structure modifications and hence the corresponding surface mobility changes on a physical basis into account.     

Monte Carlo simulation of double gate MOSFET including multi sub-band description

A new two-dimensional self-consistent Monte-Carlo simulator including the multi sub-band transport in a 2D electron gas is described and applied to an ultra-thin Double Gate MOSFET. This approach takes into account both out of equilibrium transport and quantization effects. This method improves significantly microscopic insight into the operation of deep sub-100 nm CMOS devices. We analyze the ballistic, quantization and roughness effects in a 12 nm-long DGMOS transistor. In particular, we focus on the link between non-stationary transport and the evolution of sub-band occupancy along the channel.     

Monte Carlo simulation of polaron transport in DNA

Charge transport characteristics in a double-stranded DNA are discussed. Based on the polaron drift model, DNA was modeled as a 1D quantum wire. The phonon scattering rates were calculated by deformation potential theory, and the carrier dynamics in DNA were simulated by the Monte Carlo technique. The simulation result shows a rapid charge transport from the initial point. Lastly, the validity of the modeling is discussed.