含小水电分布式电源的配网线路串联补偿优化

以小水电接入电网为例进行分析研究,深入分析小水电给电网带来的不利影响,重点分析对变压器损耗和线路损耗这两方面的影响。最后,举例某地区小水电接入配电网进行分析研究,对丰水期的小水电加入串联补偿装置后线路电压的变化情况展开研究。     

IGBT串联均压方法综述

绝缘栅双极性晶体管IGBT(insulated gate bipolar transistor)在高电压场合应用时需串联使用满足电压需求。由于器件内部的性能差异和外围电路参数不一致等,引起IGBT模块之间电压不均衡问题,威胁其运行安全。综述了国内外IGBT串联均压方法的发展及其研究现状。根据均压方法机理的不同,将IGBT串联均压方法分为被动均压方法和主动均压方法两种,进一步将主动均压方法归纳为无源控制方法和有源控制方法两类。根据各类方法的基本电路拓扑分析了均压原理,梳理了不同方法在电路拓扑、参数选择和控制策略等方面的优化和最新进展。通过均压效果、附加损耗和可靠性等多方面对不同均压方法进行对比,被动均压方法拓扑简单不需外加控制电路更适合在低频应用场合,在高频应用场合中,准有源栅极控制法以单驱动与无源器件相结合的方式,具有良好的发展前景。最后对IGBT串联均压方法进行了展望。     

Estimation in Random Coefficient Autoregressive Models

Abstract. We propose the quasi‐maximum likelihood method to estimate the parameters of an RCA(1) process, i.e. a random coefficient autoregressive time series of order 1. The strong consistency and the asymptotic normality of the estimators are derived under optimal conditions.     

SOME PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE SIMULTANEOUS SWITCHING AUTOREGRESSIVE MODEL

Abstract. The simultaneous switching autoregressive (SSAR) model proposed by Kunitomo and Sato (A non-linearity in economic time series and disequilibrium econometric models. In Theory and Application of Mathematical Statistics (ed. A. Takemura). Tokyo:University of Tokyo Press (in Japanese), 1994; Asymmetry in economic time series and simultaneous switching autoregressive model. Struct. Change Econ. Dyn. , forthcoming (1994).) is a Markovian non-linear time series model. We investigate the finite sample as well as the asymptotic properties of the least squares estimator and the maximum likelihood (ML) estimator. Due to a specific simultaneity involved in the SSAR model, the least squares estimator is badly biased. However, the ML estimator under the assumption of Gaussian disturbances gives reasonable estimates.     

Time series forecasting by neural networks: A knee point-based multiobjective evolutionary algorithm approach

In this paper, we investigate the problem of time series forecasting using single hidden layer feedforward neural networks (SLFNs), which is optimized via multiobjective evolutionary algorithms. By utilizing the adaptive differential evolution (JADE) and the knee point strategy, a nondominated sorting adaptive differential evolution (NSJADE) and its improved version knee point-based NSJADE (KP-NSJADE) are developed for optimizing SLFNs. JADE aiming at refining the search area is introduced in nondominated sorting genetic algorithm II (NSGA-II). The presented NSJADE shows superiority on multimodal problems when compared with NSGA-II. Then NSJADE is applied to train SLFNs for time series forecasting. It is revealed that individuals with better forecasting performance in the whole population gather around the knee point. Therefore, KP-NSJADE is proposed to explore the neighborhood of the knee point in the objective space. And the simulation results of eight popular time series databases illustrate the effectiveness of our proposed algorithm in comparison with several popular algorithms.     

PET熔体输送系统中熔体温度自动控制方案

在热媒温度控制系统中以熔体温度作为主参数,组成串极调节系统。投入运行后,熔体温度稳定,调节阀动作平稳,效果良好。     

Determination of temporal information granules to improve forecasting in fuzzy time series

Partitioning the universe of discourse and determining intervals containing useful temporal information and coming with better interpretability are critical for forecasting in fuzzy time series. In the existing literature, researchers seldom consider the effect of time variable when they partition the universe of discourse. As a result, and there is a lack of interpretability of the resulting temporal intervals. In this paper, we take the temporal information into account to partition the universe of discourse into intervals with unequal length. As a result, the performance improves forecasting quality. First, time variable is involved in partitioning the universe through Gath–Geva clustering-based time series segmentation and obtain the prototypes of data, then determine suitable intervals according to the prototypes by means of information granules. An effective method of partitioning and determining intervals is proposed. We show that these intervals carry well-defined semantics. To verify the effectiveness of the approach, we apply the proposed method to forecast enrollment of students of Alabama University and the Taiwan Stock Exchange Capitalization Weighted Stock Index. The experimental results show that the partitioning with temporal information can greatly improve accuracy of forecasting. Furthermore, the proposed method is not sensitive to its parameters.     

Semantic weak signal tracing

The weak signal concept according to Ansoff has the aim to advance strategic early warning. It enables to predict the appearance of events in advance that are relevant for an organization. An example is to predict the appearance of a new and relevant technology for a research organization. Existing approaches detect weak signals based on an environmental scanning procedure that considers textual information from the internet. This is because about 80% of all data in the internet are textual information. The texts are processed by a specific clustering approach where clusters that represent weak signals are identified. In contrast to these related approaches, we propose a new methodology that investigates a sequence of clusters measured at successive points in time. This enables to trace the development of weak signals over time and thus, it enables to identify relevant weak signal developments for organization’s decision making in strategic early warning environment.     

FREQUENCY DOMAIN TESTS OF MULTIVARIATE GAUSSIANITY AND LINEARITY

A stationary multivariate time series { X _t } is defined as linear if it can be written in the form X _t = ∑^∞ _{j =−∞} A _j e _{t − j} where A _j are square matrices and e _t are independent and identically distributed random vectors. If the e _t } are normally distributed, then { X _t is a multivariate Gaussian linear process. This paper is concerned with the testing of departures of a vector stationary process from multivariate Gaussianity and linearity using the bispectral approach. First the definition and properties of cumulants of random matrices are used to obtain the expressions for the higher-order cumulant and spectral vectors of a linear vector process as defined above. Then it is shown that linearity of a vector process implies constancy of the modulus square of its normalized higher-order spectra whereas the component of such a vector process does not necessarily have a linear representation. Finally, statistics for the testing of multivariate Gaussianity and linearity are proposed.     

Parameter Estimation for Periodically Stationary Time Series

Abstract. The innovations algorithm can be used to obtain parameter estimates for periodically stationary time series models. In this paper, we compute the asymptotic distribution for these estimates in the case, where the innovations have a finite fourth moment. These asymptotic results are useful to determine which model parameters are significant. In the process, we also develop asymptotics for the Yule–Walker estimates.