Sökning: "stochastic modeling"

Visar resultat 11 - 15 av 181 avhandlingar innehållade orden stochastic modeling.

  1. 11. Stochastic Modeling and Optimization under Uncertainty of a Hydro Power System

    Författare :Roger Halldin; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Statistik; actuarial mathematics; programming; operations research; Statistics; energy derivatives; multistage stochastic programs; electricity prices; principal component analysis; Scenario trees; inflow modeling; operationsanalys; programmering; aktuariematematik;

    Sammanfattning : Electricity bought and sold on the deregulated Nordic power market is dominated by hydro power. However, hydro power generation is restricted by the amount of water in reservoirs. The inflows to these reservoirs show a yearly cycle and seasonal planning of the production is necessary. Seasonal planning up to 1. LÄS MER

  3. 12. Efficient Trading in the Short-term Electricity Markets for Integration of Renewable Energy Sources : Multistage Stochastic and Agent-based Modeling Approaches for Continuous Intraday Electricity Market

    Författare :Priyanka Shinde; Mikael Amelin; Lennart Söder; Nikolaos Paterakis; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Continuous intraday electricity market; Virtual power plant; Trading strategy; Stochastic dual dynamic program; Agent-based modeling; Adaptive learning; Renewable energy sources; Cross-border intraday trading; Flow-based market coupling; Balancing market; Imbalance settlement cost; Randomized progressive hedging; Multistage stochastic programming; Energy storage; Intraday prices; Intraday price analysis; Time series analysis; Kontinuerliga intradagmarknaden; Virtuellt kraftverk; Handelsstrategi; Stokastisk dual dynamisk programmering; Agentbaserad modellering; Adaptivt l¨arande; F¨ornybara energik¨allor; Gr¨ans¨overskridande intradaghandel; Fl¨odesbaserad marknadskoppling; Balansmarknaden; Balansavr¨akningskostnader; Randomiserad progressive hedging; Stokastisk multiskedesprogrammering; Energilagring; Intradagpriser; Intradagprisanalys; Tidsserieanalys; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : This thesis investigates the role of different short-term electricity market design aspects that can facilitate better coordination of resources within the power system. The work also emphasizes on better cross-border integration of the short-term markets to improve the market liquidity, competition, social welfare, and flexibility in the system, which is essential for facilitating the integration of renewable sources. LÄS MER

  4. 13. Identification of stochastic systems : Subspace methods and covariance extension

    Författare :Anders Dahlen; KTH; []
    Nyckelord :Subspace identification; Time series; ARMA-modeling; Spectral estimation; Covariance extension; Asymptotic analysis;

    Sammanfattning : .... LÄS MER

  5. 14. The stochastic nature of intracellular control circuits

    Författare :Johan Paulsson; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Cell and molecular biology; Stochastic; mesoscopic; noise; gene; plasmid; metabolic; regulation; control; Cell- och molekylärbiologi; Cell and molecular biology; Cell- och molekylärbiologi; molekylärbiologi; Molecular Biology;

    Sammanfattning : Chemical reactions are probabilistic by nature, causing random fluctuations inconcentrations to emerge spontaneously. In conventional (macroscopic) kinetics this internal noise is ignored under the assumption that average copy numbers are so high that fluctuations are negligible in comparison. LÄS MER

  7. 15. Radio Channel Prediction Based on Parametric Modeling

    Författare :Ming Chen; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Wireless communications; channel prediction; GLRT; CRLB; NLLS; polynomial phase signal; Kalman filter; NILS.; sinusoidal modeling; channel modeling; MIMO;

    Sammanfattning : Long range channel prediction is a crucial technology for future wireless communications. The prediction of Rayleigh fading channels is studied in the frame of parametric modeling in this thesis.Suggested by the Jakes model for Rayleigh fading channels,deterministic sinusoidal models were adopted for long rangechannel prediction in early works. LÄS MER