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At least 991 records · Page 55

Stochastic Price Generation for Evaluating Wholesale Electricity Market Bidding Strategies

This work presents a novel method for generating electricity price scenarios from statistical properties of past electricity prices using a hybrid statistical and reduced-form stochastic model. Previous work in applying stochastic differential equations (SDE) to model electricity prices has focused on daily average prices. To extend stochastic price generation methods to hourly or sub-hourly pricing, we address several weaknesses in the state-of-the-art: (1) we replace the mean-reversion component of the SDE with an ARIMA process that is better able to characterize the daily and weekly trends; (2) we extend the price-spike, or jump process to account for conditional probabilities of price spikes occurring in consecutive time steps by replacing the traditional Poisson process for modeling jumps with a generalized point process model inspired by brain neuron models; and (3) we replace the traditional method of estimating spike intensity with empirical variance with a Markov process based on observed price spike intensity transitions. The method is demonstrated with electricity prices from the US ERCOT market and a use-case example is provided for bidding an energy storage unit into the day-ahead and real-time energy markets of ERCOT using stochastic optimization methods. Results show that the the synthetic price model out performs a (naive) persistence forecast model by resulting in 24% to 47% more in profits over 168 simulated days.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

The inclusion of semi-Markov reconfiguration transitions into the computer-aided Markov evaluator (CAME) program

The modifications to the rule-based CAME program which allow it to more accurately model the fault-handling processes of fault-tolerant systems are described. This new capability is added to the CAME program by modeling the fault-handling processes of fault-tolerant systems. The integrated airframe/propulsion control system architecture (IAPSA II) reference configuration currently under development is detailed.

Rosch, Gene↗

Multimodal parameter spaces of a complex multi-channel neuron model

One of the most common types of models that helps us to understand neuron behavior is based on the Hodgkin–Huxley ion channel formulation (HH model). A major challenge with inferring parameters in HH models is non-uniqueness: many different sets of ion channel parameter values produce similar outputs for the same input stimulus. Such phenomena result in an objective function that exhibits multiple modes (i.e., multiple local minima). This non-uniqueness of local optimality poses challenges for parameter estimation with many algorithmic optimization techniques. HH models additionally have severe non-linearities resulting in further challenges for inferring parameters in an algorithmic fashion. To address these challenges with a tractable method in high-dimensional parameter spaces, we propose using a particular Markov chain Monte Carlo (MCMC) algorithm, which has the advantage of inferring parameters in a Bayesian framework. The Bayesian approach is designed to be suitable for multimodal solutions to inverse problems. We introduce and demonstrate the method using a three-channel HH model. We then focus on the inference of nine parameters in an eight-channel HH model, which we analyze in detail. We explore how the MCMC algorithm can uncover complex relationships between inferred parameters using five injected current levels. The MCMC method provides as a result a nine-dimensional posterior distribution, which we analyze visually with solution maps or landscapes of the possible parameter sets. The visualized solution maps show new complex structures of the multimodal posteriors, and they allow for selection of locally and globally optimal value sets, and they visually expose parameter sensitivities and regions of higher model robustness. We envision these solution maps as enabling experimentalists to improve the design of future experiments, increase scientific productivity and improve on model structure and ideation when the MCMC algorithm is applied to experimental data.

97 MATHEMATICS AND COMPUTING↗

Comparison of several system identification methods for flexible structures

In the last few years various methods of identifying structural dynamics models from modal testing data have appeared. This paper presents a comparison of four of these algorithms: the Eigensystem Realization Algorithm (ERA), the modified version ERA/DC where DC indicates that it makes use of data correlations, the Q-Markov Cover algorithm, and an algorithm due to Moonen, DeMoor, Vandenberghe and Vandewalle. The comparison is made using a five mode computer model of the 20 meter Mini-Mast truss structure at NASA Langley Research Center, and various noise levels are superimposed to produce simulated data. The results show that for the example considered ERA/DC generally gives the best results; that ERA/DC is always at least as good as ERA which is shown to be a special case of ERA/DC; that Q-Markov requires the use of significantly more data than ERA/DC to produce comparable results; and that in some situations Q-Markov cannot produce comparable results.

Lew, J.-S.↗

Understanding the formation and evolution of interstellar ices: a Bayesian approach

Understanding the physical conditions of dark molecular clouds and star-forming regions is an inverse problem subject to complicated chemistry that varies nonlinearly with both time and the physical environment. In this paper, we apply a Bayesian approach based on a Markov chain Monte Carlo (MCMC) method for solving the nonlinear inverse problems encountered in astrochemical modeling. We use observations for ice and gas species in dark molecular clouds and a time-dependent, gas-grain chemical model to infer the values of the physical and chemical parameters that characterize quiescent regions of molecular clouds. We show evidence that in high-dimensional problems, MCMC algorithms provide a more efficient and complete solution than more classical strategies. The results of our MCMC method enable us to derive statistical estimates and uncertainties for the physical parameters of interest as a result of the Bayesian treatment.

79 ASTRONOMY AND ASTROPHYSICS↗

A general reconstruction of the recent expansion history of the universe

Distance measurements are currently the most powerful tool to study the expansion history of the universe without specifying its matter content nor any theory of gravitation. Assuming only an isotropic, homogeneous and flat universe, in this work we introduce a model-independent method to reconstruct directly the deceleration function via a piecewise function. Including a penalty factor, we are able to vary continuously the complexity of the deceleration function from a linear case to an arbitrary (n+1)-knots spline interpolation. We carry out a Monte Carlo (MC) analysis to determine the best penalty factor, evaluating the bias-variance trade-off, given the uncertainties of the SDSS-II and SNLS supernova combined sample (JLA), compilations of baryon acoustic oscillation (BAO) and H(z) data. The bias-variance analysis is done for three fiducial models with different features in the deceleration curve. We perform the MC analysis generating mock catalogs and computing their best-fit. For each fiducial model, we test different reconstructions using, in each case, more than 10{sup 4} catalogs in a total of about 5× 10{sup 5}. This investigation proved to be essential in determining the best reconstruction to study these data. We show that, evaluating a single fiducial model, the conclusions about the bias-variance ratio are misleading. We determine the reconstruction method in which the bias represents at most 10% of the total uncertainty. In all statistical analyses, we fit the coefficients of the deceleration function along with four nuisance parameters of the supernova astrophysical model. For the full sample, we also fit H{sub 0} and the sound horizon r{sub s}(z{sub d}) at the drag redshift. The bias-variance trade-off analysis shows that, apart from the deceleration function, all other estimators are unbiased. Finally, we apply the Ensemble Sampler Markov Chain Monte Carlo (ESMCMC) method to explore the posterior of the deceleration function up to redshift 1.3 (using only JLA) and 2.3 (JLA+BAO+H(z)). We obtain that the standard cosmological model agrees within 3σ level with the reconstructed results in the whole studied redshift intervals. Since our method is calibrated to minimize the bias, the error bars of the reconstructed functions are a good approximation for the total uncertainty.

79 ASTRONOMY AND ASTROPHYSICS↗

A new class of parametrization for dark energy without divergence

A new class of parametrization of the equation of state of dark energy is proposed in this paper. In contrast with the famous CPL parametrization, the equation of state with this new kind of parametrization does not divergent during the evolution of the Universe even in the future. By using the Markov Chain Monte Carlo (MCMC) method, we perform an observational constraint on two simplest dark energy models belonging to this new class of parametrization with the combined latest observational data from the type Ia supernova compilations including Union2(557), cosmic microwave background, and baryon acoustic oscillation.

79 ASTRONOMY AND ASTROPHYSICS↗

Commuter preferences for a first-mile/last-mile microtransit service in the United States

Transportation system models rely heavily upon value of time (VOT) estimates to predict customer behavior. Accurate VOT estimates are particularly vital for planning new services such as on-demand ride hailing or microtransit because customers’ sensitivity to wait time, walk time, and route detour time affects their likelihood of selecting these modes. If an incorrect VOT is assumed during service planning, then ridership will be depressed because of a mismatch between their preferences and how the system is designed. In this paper, we report on the measurement of VOT for microtransit, a shared first-mile/last-mile mobility service, obtained using stated preference microdata from four U.S. cities. Here, we found a median in-vehicle VOT for microtransit of $\$$18.63 (95% CI: $\$$13.39–$\$$24.46) and an access VOT of $\$$75.38 (95% CI: $\$$59.22–$\$$94.96). The former is practically equal to the VOT we found for respondents’ current modes ($\$$20.24, 95% CI: $\$$13.71–$\$$26.94). We also found that men, younger riders, the highly educated, and transit riders are more likely to be interested in microtransit. Since the disutility of time spent on microtransit is not higher than that of other modes, we believe this new service has the potential to attract riders, and particularly if the system is designed with low waiting and walking times.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Approximate inference for constructing astronomical catalogs from images

Here, we present a new, fully generative model for constructing astronomical catalogs from optical telescope image sets. Each pixel intensity is treated as a random variable with parameters that depend on the latent properties of stars and galaxies. These latent properties are themselves modeled as random. We compare two procedures for posterior inference. One procedure is based on Markov chain Monte Carlo (MCMC) while the other is based on variational inference (VI). The MCMC procedure excels at quantifying uncertainty, while the VI procedure is 1000 times faster. On a supercomputer, the VI procedure efficiently uses 665,000 CPU cores to construct an astronomical catalog from 50 terabytes of images in 14.6 minutes, demonstrating the scaling characteristics necessary to construct catalogs for upcoming astronomical surveys.

59 BASIC BIOLOGICAL SCIENCES↗

Real-time Identification and Control of Satellite Signal Impairments Solution and Application of the Stratonovich Equation Part 1. Theoretical Development

As satellite communications systems become both more complex and reliant with respect to their operating environment, it has become imperative to be able to identify, during real-time operation, the onset of one or more impairments to the quality of overall communications system integrity. One of the most important aspects to monitor of a satellite link operating within the Earth's atmosphere is the signal fading due to the occurrence of rain and/or phase scintillations. This, of course, must be done in the presence of the associated measurement uncertainty or potentially faulty measurement equipment such as in the Advanced Communication Technology Satellite (ACTS) experiment. In the present work, an approach originally suggested in 1991, and apparently still considered iconoclastic, will be significantly developed and applied to the satellite communications link on which the deleterious composite signal fade is the result of one or many component fade mechanisms. Through the measurement (with the attendant uncertainty or 'error' in the measurement) of such a composite fading satellite signal, it is desired to extract the level of each of the individual fading mechanisms so they can be appropriately mitigated before they impact the overall performance of the communications network. Rather than employing simple-minded deterministic filtering to the real-time fading, the present approach is built around all the models and/or descriptions used to describe the individual fade components, including their dynamic evolution. The latter is usually given by a first-order Langevin equation. This circumstance allows the description of the associated temporal transition probability densities of each of the component processes. By using this description, along with the real-time measurements of the composite fade (along with the measurement errors), one can obtain statistical estimates of the levels of each of the component fading mechanisms as well as their predicted values into the future. This is all accomplished by the use of the well-known Stratonovich integro-differential equation that results from the model of the measured signal fade that is also tailored to adaptively adjust the values of the parameters used in the statistical models of the individual fade mechanisms. Three examples of increasing complexity are addressed and solved for the iterative determination of fade component levels from the measured composite signal fade in the presence of measurement error and, in the last case, with uncertainty in the model parameters.

Countermeasure↗

An Easy Algorithm to Generate Colored Noise Sequences

The need for accurate and efficient simulation of the noise background arises in statistical significance tests for periodic signals buried in colored noise. This paper discusses techniques for generating colored-noise sequences which simulate processes with a given spectral density. Matlab routines based on the fast fractional difference algorithm are presented. These routines can create various stochastic models (e.g., first-order autoregressive (AR(1)), power law (PL), autoregressive fractionally integrated moving average ((1, d, 0)), and generalized Gauss Markov (GGM)) that serve as possible candidate null hypotheses to test against in various scenarios. Allan variance and power spectral density (PSD) show that our algorithms are accurate and efficient, and can be easily implemented for stationary noise models and non-stationary PLs with spectral indices up to 2. Our algorithms can also be extended to produce a non-stationary PL with a range-limited steeper PSD (spectral indices up to about 4) using a GGM approximation with a proper break frequency. The red-noise leakage effect on the periodogram is further discussed. The result shows that our GGM approximation has a potential for alleviating the red-noise leakage in the PSD estimates. The Timmer and Koenig procedure is also included for comparison.

79 ASTRONOMY AND ASTROPHYSICS↗

The Yale–Potsdam Stellar Isochrones

We introduce the Yale–Potsdam Stellar Isochrones (YaPSI), a new grid of stellar evolution tracks and isochrones of solar-scaled composition. In an effort to improve the Yonsei–Yale database, special emphasis is placed on the construction of accurate low-mass models (M{sub ∗}<0.6 M{sub ⊙}), and in particular on their mass–luminosity and mass–radius relations, both crucial for characterizing exoplanet-host stars, and, in turn, their planetary systems. The YaPSI models cover the mass range 0.15–5.0 M{sub ⊙} densely enough to permit detailed interpolation in mass, and the metallicity and helium abundance ranges [Fe/H] = −1.5 to +0.3 and Y {sub 0} = 0.25–0.37 are specified independently of each other (i.e., no fixed ΔY/ΔZ relation is assumed). The evolutionary tracks are calculated from the pre-main sequence up to the tip of the red giant branch. The isochrones, with ages between 1 Myr and 20 Gyr, provide UBVRI colors in the Johnson–Cousins system, and JHK colors in the homogenized Bessell and Brett system, derived from two different semi-empirical T{sub eff}–color calibrations from the literature. We also provide utility codes, such as an isochrone interpolator, in age, metallicity, and helium content, and an interface of the tracks with an open-source Monte Carlo Markov-Chain tool for the analysis of individual stars. Finally, we present comparisons of the YaPSI models with the best empirical mass–luminosity and mass–radius relations available to date, as well as isochrone fitting of well-studied stellar clusters.

79 ASTRONOMY AND ASTROPHYSICS↗

Deep Reinforcement Learning Enabled Physical-Model-Free Two-Timescale Voltage Control Method for Active Distribution Systems

Active distribution networks are being challenged by frequent and rapid voltage violations due to renewable energy integration. Conventional model-based voltage control methods rely on accurate parameters of the distribution networks, which are difficult to achieve in practice. This paper proposes a novel physical-model-free two-timescale voltage control framework for active distribution systems. To achieve fast control of PV inverters, the whole network is first partitioned into several subnetworks using voltage-reactive power sensitivity. Then, the scheduling of PV inverters in the multiple sub-networks is formulated as Markov games and solved by a multi-agent soft actor-critic (MASAC) algorithm, where each subnetwork is modeled as an intelligent agent. All agents are trained in a centralized manner to learn a coordinated strategy while being executed based on only local information for fast response. For the slower time-scale control, OLTCs and switched capacitors are coordinated by a single agent-based SAC algorithm using the global information with considering control behaviors of the inverters. Particularly, the two-level agents are trained concurrently with information exchange according to the reward signal calculated from the data-driven surrogate model. Comparative tests with different benchmark methods on IEEE 33-and 123-bus systems and 342-node low voltage distribution system demonstrate that the proposed method can effectively mitigate the fast voltage violations and achieve systematical coordination of different voltage regulation assets without the knowledge of accurate system model.

24 POWER TRANSMISSION AND DISTRIBUTION↗

A Bayesian approach for parameter estimation and prediction using a computationally intensive model

Bayesian methods have been successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model eta(theta), where theta denotes the uncertain, best input setting. Hence the statistical model is of the form y = eta(theta) + c, where epsilon accounts for measurement, and possibly other, error sources. When nonlinearity is present in eta(center dot), the resulting posterior distribution for the unknown parameters in the Bayesian formulation is typically complex and nonstandard, requiring computationally demanding computational approaches such as Markov chain Monte Carlo (MCMC) to produce multivariate draws from the posterior. Although generally applicable, MCMC requires thousands (or even millions) of evaluations of the physics model eta(center dot). This requirement is problematic if the model takes hours or days to evaluate. To overcome this computational bottleneck, we present an approach adapted from Bayesian model calibration. This approach combines output from an ensemble of computational model runs with physical measurements, within a statistical formulation, to carry out inference. A key component of this approach is a statistical response surface, or emulator, estimated from the ensemble of model runs. We demonstrate this approach with a case study in estimating parameters for a density functional theory model, using experimental mass/binding energy measurements from a collection of atomic nuclei. We also demonstrate how this approach produces uncertainties in predictions for recent mass measurements obtained at Argonne National Laboratory.

Higdon, Dave↗

General squark flavour mixing: constraints, phenomenology and benchmarks

Here, we present an extensive study of non-minimal flavour violation in the squark sector in the framework of the Minimal Supersymmetric Standard Model. We investigate the effects of multiple non-vanishing flavour-violating elements in the squark mass matrices by means of a Markov Chain Monte Carlo scanning technique and identify parameter combinations that are favoured by both current data and theoretical constraints. We then detail the resulting distributions of the flavour-conserving and flavour-violating model parameters. Based on this analysis, we propose a set of benchmark scenarios relevant for future studies of non-minimal flavour violation in the Minimal Supersymmetric Standard Model.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Exploring Effective Best Management Practices in the Miyun Reservoir Watershed, China

Miyun reservoir watershed is a major source of drinking water for China’s capital, Beijing, which has a population of 21.75 million. Recently, the capacity of the Miyun reservoir to supply clean drinking water is threatened by increasing eutrophication (or algae bloom), mainly due to the discharge of wastewater and excessive fertilization application in the upstream watershed. Therefore, there is an urgent need to design effective best management practices (BMPs) to reduce upstream nutrient load and improve water quality in the Miyun reservoir. In this study, we built a watershed model (i.e. the Soil and Water Assessment Tool) in the Miyun Reservoir Watershed (MRW), and calibrated and validated it using long term sediment, nitrogen (N) and phosphorus (P) data. Further, we developed a Markov Chain based multi-objective optimization program to explore optimal BMPs with tradeoffs between economic costs and water quality responses. With the watershed model and the multi-objective optimization algorithms, we explored potential effectiveness of BMPs under two scenarios that are currently being considered: scenario 1 assumes funding of BMP implementation is from national grants and targets high water quality standard, while scenario 2 assumes funding is from farmers and targets water quality that barely meet the drinking water standard. We found substantial discrepancy between these two scenarios with respect to type and spatial configuration of BMPs and associated economic costs, highlighting the need of reconciling concerns from different stakeholders in order to arrive at a BMP plan that all parties will agree upon. In addition, we found that cross-subwatershed coordination and targeting flood season instead of year-round water quality standards could pronouncedly reduce economic cost of BMP implementation while not substantially degrade water quality. The watershed scale optimization method developed here hold the promise serve as an effective tool to explore tradeoffs between economic costs, water quality improvements, and decisions makers and stakeholders’ concerns in BMPs design, thereby informing sustainable watershed scale water resources management.

Qiu, Jiali↗

Operation Optimization using Reinforcement Learning with Integrated Artificial Reasoning Framework

In large and complex systems, operational decision-making requires a systematic analysis with a vast amount of data from both process parameters and component status monitoring. In this paper, we present an integrated artificial reasoning approach for system state transition models that can help operational decision-making with explainable and traceable reasoning. The integrated artificial reasoning framework is a physics-based approach of defining the system structure in a Bayesian network, so we leveraged it in a Markov decision process (MDP) for finding optimal operational solutions. In our proposed framework, the MDP is implemented on a dynamic Bayesian network (DBN), which represents causalities in a system. The multilevel flow modeling was utilized in order to extract these causalities in a more efficient and objective manner. Since multilevel flow modeling is based on the fundamental energy and mass conservation laws, the target system is decomposed into several mass, energy, and information structures, which serve as the basis for a DBN. The MDP consists of the processes of finding a solution for the Bellman equation, which can be derived from the conditional probability equations of the constructed DBN. System operators can capture stochastic system dynamics as multiple subsystem state transitions based on their physical relations and uncertainties coming from the component degradation process or random failures. We analyzed a simplified example system to illustrate finding an optimal operational policy with this approach.

99 GENERAL AND MISCELLANEOUS↗

EXPLORING THE ROLE OF SUB-MICRON-SIZED DUST GRAINS IN THE ATMOSPHERES OF RED L0–L6 DWARFS

We examine the hypothesis that the red near-infrared colors of some L dwarfs could be explained by a “dust haze” of small particles in their upper atmospheres. This dust haze would exist in conjunction with the clouds found in dwarfs with more typical colors. We developed a model that uses Mie theory and the Hansen particle size distributions to reproduce the extinction due to the proposed dust haze. We apply our method to 23 young L dwarfs and 23 red field L dwarfs. We constrain the properties of the dust haze including particle size distribution and column density using Markov Chain Monte Carlo methods. We find that sub-micron-range silicate grains reproduce the observed reddening. Current brown dwarf atmosphere models include large-grain (1–100 μ m) dust clouds but not sub-micron dust grains. Our results provide a strong proof of concept and motivate a combination of large and small dust grains in brown dwarf atmosphere models.

79 ASTRONOMY AND ASTROPHYSICS↗