Optimal experiment design in a filtering context with application to sampled network data

We examine the problem of optimal design in the context of filtering multiple random walks. Specifically, we define the steady state E-optimal design criterion and show that the underlying optimization problem leads to a second order cone program. The developed methodology is applied to tracking network flow volumes using sampled data, where the design variable corresponds to controlling the sampling rate. The optimal design is numerically compared to a myopic and a naive strategy. Finally, we relate our work to the general problem of steady state optimal design for state space models.Comment: Published in at http://dx.doi.org/10.1214/09-AOAS283 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Long-Term Voltage Stability Assessment of an Integrated Transmission Distribution System

Long-term voltage stability assessment (VSA) of independent transmission (T-VSA) and distribution (D-VSA)systems have been studied since long to estimate load margins. However, their impacts on each other have been neglected due to simplified assumptions i.e. in transmission systems, loads are assumed to be aggregated, and in distribution systems, substation bus voltage is assumed to be constant. This work investigates the VSA of integrated transmission-distribution (TD-VSA) using PV curve superimposition approach and reveals the possibility that the overall system loadability may be limited by the distribution system rather than the transmission system. In this paper, we analyze why T-VSA and D-VSA are not reliable enough to estimate true load margin of the overall system. The analysis has been verified on an integrated test system in different scenarios with and without DER penetration. Overall, the paper points out the need for integrated analysis and further builds a case why it is essential to develop a realistic co-simulation framework for a reliable long-term VSA of large-scale coupled T-D systems.Comment: accepted in IEEE NAPS conference 201

The Effect of Anticipated Tax Changes on Intertemporal Labor Supply and the Realization of Taxable Income

We use anticipated changes in tax rates associated with changes in family composition to estimate intertemporal labor supply elasticities and elasticities of taxable income with respect to the net-of-tax wage rate. Changes in the ages of children can affect marginal tax rates through provisions of the tax code that are tied to child age and dependent status. We identify behavioral responses to these tax changes by comparing families who experienced a tax rate change to families who had a similar change in dependents but no resulting tax rate change. A primary advantage of our approach is that these changes can be anticipated, allowing us to estimate substitution effects that are not confounded by life-cycle income effects. We estimate an intertemporal elasticity of family labor earnings of 0.75 for families earning between $35,000 and$85,000 in the Survey of Income and Program Participation (SIPP) and find very similar estimates using the IRS-NBER individual tax panel.