Locational-based Coupling of Electricity Markets: Benefits from Coordinating Unit Commitment and Balancing Markets

We formulate a series of stochastic models for committing and dispatching electric generators subject to transmission limits. The models are used to estimate the benefits of electricity locational marginal pricing (LMP) that arise from better coordination of day-ahead commitment decisions and real-time balancing markets in adjacent power markets when there is significant uncertainty in demand and wind forecasts. The unit commitment models optimise schedules under either the full set of network constraints or a simplified net transfer capacity (NTC) constraint, considering the range of possible real-time wind and load scenarios. The NTC-constrained model represents the present approach for limiting day-ahead electricity trade in Europe. A subsequent redispatch model then creates feasible real-time schedules. Benefits of LMP arise from decreases in expected start-up and variable generation costs resulting from consistent consideration of the full set of network constraints both day-ahead and in real-time. Meanwhile, using LMP to coordinate adjacent balancing markets provides benefits because it allows intermarket flow schedules to be adjusted in real-time in response to changing conditions. These models are applied to a stylised four-node network, examining the effects of varying system characteristics on the magnitude of the locational-based unit commitment benefits and the benefits of intermarket balancing. Although previous www.eprg.group.cam.ac.uk EPRG WORKING PAPER studies have examined the benefits of LMP, these usually examine one specific system, often without a discussion of the sources of these benefits, and with simplifying assumptions about unit commitment. We conclude that both categories of benefits are situation dependent, such that small parameter changes can lead to large changes in expected benefits. Although both can amount to a significant percentage of operating costs, we find that the benefits of balancing market coordination are generally larger than the unit commitment benefits

Likelihood estimators for multivariate extremes

The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of componentwise maxima, high threshold exceedances or point processes, yielding different but related asymptotic characterizations and estimators. The present paper clarifies the connections between the main likelihood estimators, and assesses their practical performance. We investigate their ability to estimate the extremal dependence structure and to predict future extremes, using exact calculations and simulation, in the case of the logistic model

Exact and heuristic reactive planning procedures for multi-mode resource-constrained projects.

The multi-mode resource-constrained project scheduling problem (MRCPSP) involves the determination of a baseline schedule of the project activities, which can be executed in multiple modes, satisfying the precedence relations and resource constraints while minimizing the project duration. During the execution of the project, the baseline schedule may become infeasible due to activity duration and resource disruptions. We propose and evaluate a number of dedicated exact reactive scheduling procedures as well as a tabu search heuristic for repairing a disrupted schedule. We report on promising computational results obtained on a set of benchmark problems.Project scheduling; Uncertainty; Reactive scheduling; Multi-mode RCPSP;

Seeing What You're Told: Sentence-Guided Activity Recognition In Video

We present a system that demonstrates how the compositional structure of events, in concert with the compositional structure of language, can interplay with the underlying focusing mechanisms in video action recognition, thereby providing a medium, not only for top-down and bottom-up integration, but also for multi-modal integration between vision and language. We show how the roles played by participants (nouns), their characteristics (adjectives), the actions performed (verbs), the manner of such actions (adverbs), and changing spatial relations between participants (prepositions) in the form of whole sentential descriptions mediated by a grammar, guides the activity-recognition process. Further, the utility and expressiveness of our framework is demonstrated by performing three separate tasks in the domain of multi-activity videos: sentence-guided focus of attention, generation of sentential descriptions of video, and query-based video search, simply by leveraging the framework in different manners.Comment: To appear in CVPR 201

Machine Learning Applications in Spacecraft State and Environment Estimation

There are some problems in spacecraft systems engineering with highly non-linear characteristics and noise where traditional nonlinear estimation techniques fail to yield accurate results. In this thesis, we consider approaching two such problems using kernel methods in machine learning. First, we present a novel formulation and solution to orbit determination of spacecraft and spacecraft groups which can be applied with very weakly observable and highly noisy scenarios. We present a ground station network architecture that can perform orbit determination using Doppler-only observations over the network. Second, we present a machine learning solution to the spacecraft magnetic field interference cancellation problem using distributed magnetometers paving the way for space magnetometry with boom-less CubeSats. We present an approach to orbit determination under very broad conditions that are satisfied for n-body problems. We show that domain generalization and distribution regression techniques can learn to estimate orbits of a group of satellites and identify individual satellites especially with prior understanding of correlations between orbits and provide asymptotic convergence conditions. The approach presented requires only observability of the dynamical system and visibility of the spacecraft and is particularly useful for autonomous spacecraft operations using low-cost ground stations or sensors. With the absence of linear region constraints in the proposed method, we are able to identify orbits that are 800 km apart and reduce orbit uncertainty by 92.5% to under 60 km with noisy Doppler-only measurements. We present an architecture for collaborative orbit determination using networked ground stations. We focus on clusters of satellites deployed in low Earth orbit and measurements of their Doppler-shifted transmissions made by low-gain antenna systems in a software-defined federated ground station network. We develop a network architecture enabling scheduling and tracking with uncertain orbit information. For the proposed network, we also present scheduling and coordinated tracking algorithms for tracking with the purpose of generating measurements for orbit determination. We validate our algorithms and architecture with its application to high fidelity simulations of different networked orbit determination scenarios. We demonstrate how these low-cost ground stations can be used to provide accurate and timely orbital tracking information for large satellite deployments, which is something that remains a challenge for current tracking systems. Last, we present a novel approach and algorithm to the problem of magnetic field interference cancellation of time-varying interference using distributed magnetometers and spacecraft telemetry with particular emphasis on the computational and power requirements of CubeSats. The spacecraft magnetic field interference cancellation problem involves estimation of noise when the number of interfering sources far exceed the number of sensors required to decouple the noise from the signal. The proposed approach models this as a contextual bandit learning problem and the proposed algorithm learns to identify the optimal low-noise combination of distributed magnetometers based on indirect information gained on spacecraft currents through telemetry. Experimental results based on on-orbit spacecraft telemetry shows a 50% reduction in interference compared to the best magnetometer.PHDElectrical Engineering: SystemsUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttps://deepblue.lib.umich.edu/bitstream/2027.42/147688/1/srinag_1.pd

From software architecture to analysis models and back: Model-driven refactoring aimed at availability improvement

Abstract Context With the ever-increasing evolution of software systems, their architecture is subject to frequent changes due to multiple reasons, such as new requirements. Appropriate architectural changes driven by non-functional requirements are particularly challenging to identify because they concern quantitative analyses that are usually carried out with specific languages and tools. A considerable number of approaches have been proposed in the last decades to derive non-functional analysis models from architectural ones. However, there is an evident lack of automation in the backward path that brings the analysis results back to the software architecture. Objective In this paper, we propose a model-driven approach to support designers in improving the availability of their software systems through refactoring actions. Method The proposed framework makes use of bidirectional model transformations to map UML models onto Generalized Stochastic Petri Nets (GSPN) analysis models and vice versa. In particular, after availability analysis, our approach enables the application of model refactoring, possibly based on well-known fault tolerance patterns, aimed at improving the availability of the architectural model. Results We validated the effectiveness of our approach on an Environmental Control System. Our results show that the approach can generate: (i) an analyzable availability model from a software architecture description, and (ii) valid software architecture models back from availability models. Finally, our results highlight that the application of fault tolerance patterns significantly improves the availability in each considered scenario. Conclusion The approach integrates bidirectional model transformation and fault tolerance techniques to support the availability-driven refactoring of architectural models. The results of our experiment showed the effectiveness of the approach in improving the software availability of the system