: This thesis applies neural network feature selection techniques to multivariate time series data to improve prediction of a target time series. Two approaches to feature selection are used. First, a subset enumeration method is used to determine which financial indicators are most useful for aiding in prediction of the S&P 500 futures daily price. The candidate indicators evaluated include RSI, Stochastics and several moving averages. Results indicate that the Stochastics and RSI indicators result in better prediction results than the moving averages. The second approach to feature selection is calculation of individual saliency metrics. A new decision boundary-based individual saliency metric, and a classifier independent saliency metric are developed and tested. Ruck's saliency metric, the decision boundary based saliency metric, and the classifier independent saliency metric are compared for a data set consisting of the RSI and Stochastics indicators as well as delayed closing price values. The decision based metric and the Ruck metric results are similar, but the classifier independent metric agrees with neither of the other metrics. The nine most salient features, determined by the decision boundary based metric, are used to train a neural network and the results are presented and compared to other published results. (AN)

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Nonlinear Time Series Analysis.

(1990). ENERGY FUNCTION ANALYSIS FOR POWER SYSTEM STABILITY. Electric Machines & Power Systems: Vol. 18, No. 2, pp. 209-210.

Energy function analysis for power system stability

ライブラリー Annual Energy Outlook 2000

Elementary Fixed Point Theorems * Theorem of Borsuk and Topological Transversality * Homology and Fixed Points * Leray-Schauder Degree and Fixed Point Index * The Lefschetz-Hopf Theory * Selected Topics * Index

Fixed Point Theory

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Stochastic Processes And Filtering Theory

Crowdsourcing relies on people’s contributions to meet product- or system-level objectives. Crowdsourcing-based methods have been implemented in various cyber-physical systems and realtime markets. This paper explores a framework for Crowdsourced Energy Systems (CES), where small-scale energy generation or energy trading is crowdsourced from distributed energy resources, electric vehicles, and shapable loads. The merits/pillars of energy crowdsourcing are discussed. Then, an operational model for CESs in distribution networks with different types of crowdsourcees is proposed. The model yields a market equilibrium depicting traditional and distributed generator and load setpoints. Given these setpoints, crowdsourcing incentives are designed to steer crowdsourcees to the equilibrium. As the number of crowdsourcees and energy trading transactions scales up, a secure energy trading platform is required. To that end, the presented framework is integrated with a lightweight Blockchain implementation and smart contracts. Numerical tests are provided to showcase the overall implementation.

Blockchain-Assisted Crowdsourced Energy Systems

Power system static voltage stability region boundary (SVSRB) is a complicated hypersurface in parameter space. Due to inequality constraints such as generator reactive power limits, different critical points on the SVSRB may be related to different groups of active constraints and can be associated with different types of loadability limit, which makes it difficult to approximate the whole SVSRB at once or assemble many local approximations of the SVSRB. To overcome the difficulty, this paper proposes an approach for globally approximating the whole SVSRB considering generator reactive power limits at one go. First, a parametric optimization model incorporating all inequality constraints is formulated to describe the SVSRB, where the optimal solutions are the critical points on the SVSRB. The optimality condition, i.e., parametric Karush–Kuhn–Tucker conditions (KKT conditions), is also derived. Then, by applying the Galerkin method to the parametric KKT conditions in an interior-point-method-like manner, the whole SVSRB is approximated and represented using a single polynomial expression. Case studies in a 10-bus system and IEEE 300-bus system verify the effectiveness and accuracy of the proposed method.

Global Approximation of Static Voltage Stability Region Boundaries Considering Generator Reactive Power Limits

Transmission–distribution coordinated energy management (TDCEM) is recognized as a promising solution to the challenge of high distributed energy resource (DER) penetration, but there is a lack of a distributed computation method that universally and effectively works for the TDCEM. To bridge this gap, this paper presents a generalized master–slave-splitting (G-MSS) method. This method is based on a general-purpose transmission–distribution coordination model called G-TDCM, which enables the G-MSS to be applicable to most of the central functions of the TDCEM. In this G-MSS method, a basic heterogeneous decomposition (HGD) algorithm is first derived from the heterogeneous decomposition of the coupling constraints in the optimality conditions of the G-TDCM. Its optimality and convergence properties are proved. Then, inspired by the sufficient conditions for convergence, a modified HGD algorithm that utilizes the subsystem's response function is developed and demonstrated to converge faster. The distributed G-MSS method is then demonstrated to successfully solve a series of central functions of the TDCEM, e.g., power flow, contingency analysis, voltage stability assessment, economic dispatch, and optimal power flow. The severe issues of over-voltage and erroneous assessment of the system security that are caused by DERs are thus resolved by the G-MSS method with modest computation cost.

Generalized Master–Slave-Splitting Method and Application to Transmission–Distribution Coordinated Energy Management

Battery swapping stations (BSSs) are ideal candidates for fast frequency regulation services (FFRS) due to their large battery stock capacity. In addition, BSSs can precharge batteries for customers and the batteries that are not in charging can provide a stable regulation capacity to the market. However, uncertainties, such as ACE signals and the EV per-hour visit counts, introduce stochastic nonlinear dynamics into the operation of a BSS-based FFRS. Currently, there is no quantification method to ensure its optimal economical operation. To close this gap, in this article, we propose a novel deep Q-learning-based FFRS capacity dynamic scheduling strategy. This method can autonomously schedule the hourly regulation capacity in real time to maximize the BSS's revenue for providing FFRS. Case studies using real-world data verify the efficacy of the proposed work.

Jianhui Wang

Papers

Blockchain-Assisted Crowdsourced Energy Systems

Global Approximation of Static Voltage Stability Region Boundaries Considering Generator Reactive Power Limits

Generalized Master–Slave-Splitting Method and Application to Transmission–Distribution Coordinated Energy Management

Vehicle to Grid Frequency Regulation Capacity Optimal Scheduling for Battery Swapping Station Using Deep Q-Network

A low-carbon economic dispatch model incorporated with consumption-side emission penalty scheme