Long-Term Load Forecasting Considering Volatility Using Multiplicative Error Model

Long-term load forecasting plays a vital role for utilities and planners in terms of grid development and expansion planning. An overestimate of long-term electricity load will result in substantial wasted investment in the construction of excess power facilities, while an underestimate of future load will result in insufficient generation and unmet demand. This paper presents first-of-its-kind approach to use multiplicative error model (MEM) in forecasting load for long-term horizon. MEM originates from the structure of autoregressive conditional heteroscedasticity (ARCH) model where conditional variance is dynamically parameterized and it multiplicatively interacts with an innovation term of time-series. Historical load data, accessed from a U.S. regional transmission operator, and recession data for years 1993-2016 is used in this study. The superiority of considering volatility is proven by out-of-sample forecast results as well as directional accuracy during the great economic recession of 2008. To incorporate future volatility, backtesting of MEM model is performed. Two performance indicators used to assess the proposed model are mean absolute percentage error (for both in-sample model fit and out-of-sample forecasts) and directional accuracy.Comment: 19 pages, 11 figures, 3 table

Quantum Chinos Game: winning strategies through quantum fluctuations

We apply several quantization schemes to simple versions of the Chinos game. Classically, for two players with one coin each, there is a symmetric stable strategy that allows each player to win half of the times on average. A partial quantization of the game (semiclassical) allows us to find a winning strategy for the second player, but it is unstable w.r.t. the classical strategy. However, in a fully quantum version of the game we find a winning strategy for the first player that is optimal: the symmetric classical situation is broken at the quantum level.Comment: REVTEX4.b4 file, 3 table

A massively parallel exponential integrator for advection-diffusion models

This work considers the Real Leja Points Method (ReLPM) for the exponential integration of large-scale sparse systems of ODEs, generated by Finite Element or Finite Difference discretizations of 3-D advection-diffusion models. We present an efficient parallel implementation of ReLPM for polynomial interpolation of the matrix exponential propagators. A scalability analysis of the most important computational kernel inside the code, the parallel sparse matrix\u2013vector product, has been performed, as well as an experimental study of the communication overhead. As a result of this study an optimized parallel sparse matrix\u2013vector product routine has been implemented. The resulting code shows good scaling behavior even when using more than one thousand processors. The numerical results presented on a number of very large test cases gives experimental evidence that ReLPM is a reliable and efficient tool for the simulation of complex hydrodynamic processes on parallel architectures

Gauge-invariant tree-level photoproduction amplitudes with form factors

We show how the gauge-invariance formulation given by Haberzettl is implemented in practice for photoproduction amplitudes at the tree level with form factors describing composite nucleons. We demonstrate that, in contrast to Ohta's gauge-invariance prescription, this formalism allows electric current contributions to be multiplied by a form factor, i.e., it does not require that they be treated like bare currents. While different in detail, this nevertheless lends support to previous ad hoc approaches which multiply the Born amplitudes by an overall form factor. Numerical results for kaon photoproduction off the nucleon are given. They show that the gauge procedure by Haberzettl leads to much improved $\chi^2$ values as compared to Ohta's prescription.Comment: 5 pages, RevTeX, two eps figure

Dynamical coupled-channel approach to hadronic and electromagnetic production of kaon-hyperon on the proton

A dynamical coupled-channel formalism for processes $\pi N \to KY$ and $\gamma N \to KY$ is presented which provides a comprehensive investigation of recent data on the $\gamma p \to K^+ \Lambda$ reaction. The non-resonant interactions within the subspace $KY\oplus\pi N$ are derived from effective Lagrangians, using a unitary transformation method. The calculations of photoproduction amplitudes are simplified by casting the coupled-channel equations into a form such that the empirical $\gamma N \to \pi N$ amplitudes are input and only the parameters associated with the $KY$ channel are determined by performing $\chi^2$-fits to all of the available data for $\pi^- p \to K^\circ\Lambda, K^\circ\Sigma^\circ$ and $\gamma p \to K^+\Lambda$. Good agreement between our models and those data are obtained. In the fits to $\pi N \to KY$ channels, most of the parameters are constrained within $\pm 20$ of the values given by the Particle Data Group and/or quark model predictions, while for $\gamma p \to K^+ \Lambda$ parameters, ranges compatible with broken $SU(6)\otimes O(3)$ symmetry are imposed. The main reaction mechanisms in $K^+ \Lambda$ photoproduction are singled out and issues related to newly suggested resonances $S_{11}$, $P_{13}$, and $D_{13}$ are studied. Results illustrating the importance of using a coupled-channel treatment are reported. Meson cloud effects on the $\gamma N \to N^*$ transitions are also discussed.Comment: Accepted Physical Review

Form factors and photoproduction amplitudes

We examine the use of phenomenological form factors in tree level amplitudes for meson photoproduction. Two common recipes are shown to be fundamentally incorrect. An alternate form consistent with gauge invariance and crossing symmetry is proposed.Comment: To be published in PR

Per capita de água frente as condições climáticas Cuiabá-MT, Brasil

O estudo teve por objetivo a determinação da intensidade de interveniência das variáveis climáticas sobre a quota per capita de água, bem como sua forma de comportamento frente a diferentes condições climáticas na cidade de Cuiabá, estado de Mato Grosso, Brasil. A metodologia empregada fundamentou-se na coleta de uma serie histórica de dados junto a diversas instituições do estado de Mato Grosso, no tratamento dos dados, proposição de modelos de regressão com diferentes modelos (lineares, polinomiais, exponenciais de natureza logarítmica e aritmética), analise de trajetórias e analise fatorial. Os resultados indicaram a não associação entre as variáveis originais, no entanto, verificou-se fraco intercorrelacionamento intrínseco entre as variáveis de clima e consumo per capita de água.Peer Reviewe

Alternative iterative methods for nonexpansive mappings, rates of convergence and applications

Alternative iterative methods for a nonexpansive mapping in a Banach space are proposed and proved to be convergent to a common solution to a fixed point problem and a variational inequality. We give rates of asymptotic regularity for such iterations using proof-theoretic techniques. Some applications of the convergence results are presented