Wrocław University of Technology

About: Wrocław University of Technology is a education organization based out in Wrocław, Poland. It is known for research contribution in the topics: Laser & Fuzzy logic. The organization has 13115 authors who have published 31279 publications receiving 338694 citations.

Modeling electricity prices: jump diffusion and regime switching

Abstract: In this paper we address the issue of modeling spot electricity prices. After summarizing the stylized facts about spot electricity prices, we review a number of models proposed in the literature. Afterwards we fit a jump diffusion and a regime switching model to spot prices from the Nordic power exchange and discuss the pros and cons of each one.

Potential Analysis of Stable Processes and its Extensions

Abstract: Boundary Potential Theory for Schr#x00F6 dinger Operators Based on Fractional Laplacian.- Nontangential Convergence for #x03B1 -harmonic Functions.- Eigenvalues and Eigenfunctions for Stable Processes.- Potential Theory of Subordinate Brownian Motion.

Properties of the C−H···H Dihydrogen Bond: An ab Initio and Topological Analysis

Abstract: The dihydrogen-bonded complexes of methane and its fluoro and chloro derivatives with lithium hydride are analyzed using ab initio methods as well as the Bader theory. All calculations were performed using Pople's basis sets (6-311++G(d,p), 6-311++G(2df,2pd), and 6-311++G(3df,3pd)) and the Dunning bases (aug-cc-pVDZ and aug-cc-pVTZ) within the MP2 method. The results of the calculations show that the binding energy for the analyzed complexes increases with the increase of the number of fluoro or chloro substituents, up to ∼7 kcal/mol. In the same order there is an increase of the electrostatic energy term, showing that for the CF3H···HLi complex the dihydrogen bond interaction is similar in nature as for the water dimer where a conventional O−H···O hydrogen bond exists, while for the CCl3H···HLi dimer the exchange energy term outweighs the electrostatic energy. Hence, the other attractive energy terms are important. A topological analysis based on the Bader theory supports the results of the ab initio cal...

Scheduling jobs with position-dependent processing times

Abstract: The paper is devoted to some single machine scheduling problems, where job processing times are defined by functions dependent on their positions in the sequence. It is assumed that each job is available for processing at its ready time. We prove some properties of the special cases of the problems for the following optimization criteria: makespan, total completion time and total weighted completion time. We prove strong NP-hardness of the makespan minimization problem for two different models of job processing time. The reductions are done from the well-known 3-Partition Problem. In order to solve the makespan minimization problems, we suggest the Earliest Ready Date algorithms, for which the worst-case ratios are calculated. We also prove that the makespan minimization problem with job ready times is equivalent to the maximum lateness minimization problem.

Probabilistic Load Forecasting via Quantile Regression Averaging on Sister Forecasts

Abstract: The majority of the load forecasting literature has been on point forecasting, which provides the expected value for each step throughout the forecast horizon. In the smart grid era, the electricity demand is more active and less predictable than ever before. As a result, probabilistic load forecasting, which provides additional information on the variability and uncertainty of future load values, is becoming of great importance to power systems planning and operations. This paper proposes a practical methodology to generate probabilistic load forecasts by performing quantile regression averaging on a set of sister point forecasts. There are two major benefits of the proposed approach. It can leverage the development in the point load forecasting literature over the past several decades and it does not rely so much on high-quality expert forecasts, which are rarely achievable in load forecasting practice. To demonstrate the effectiveness of the proposed approach and make the results reproducible to the load forecasting community, we construct a case study using the publicly available data from the Global Energy Forecasting Competition 2014. Compared with several benchmark methods, the proposed approach leads to dominantly better performance as measured by the pinball loss function and the Winkler score.