Forecasting Price Spikes in Electricity Markets

Electricity markets are considered to be the most volatile amongst commodity markets. The non-storability of electricity and the need for instantaneous balancing of demand and supply can often cause extreme short-lived fluctuations in electricity prices. These fluctuations are termed price spikes. In this paper, we employ a multiclass Support Vector Machine (SVM) model to forecast the occurrence of price spikes in the German intraday electricity market. As price spikes, we define the prices that lie above the 95th quantile estimated by fitting a Generalized Pareto distribution in the innovation distribution of an AR-EGARCH model. The generalization ability of the model is tested in an out-of-the-sample dataset consisting of 4080 hours. Furthermore, we compare the performance of our best SVM model against Neural Networks (NNs) and Gradient Boosted Machines (GBMs)

On Interference Management With Incomplete Side Information

The evolution towards next generation wireless networks has to serve high expectations and demands, therefore ongoing research has to tackle problems that have hitherto received less attention. A decisive step in this direction is to consolidate cohabitation paradigms into the envisioned communication protocols. There hasbeen increasing interest in enabling, possibly heterogeneous, entities to coexist harmoniously;recent studies have established theoretical gains that stem from coordinated interference embedding into various network architectures. To further bridgethe gap between theory and practice we need to explore uncharted dimensions of interference networks and, in particular, the limitations that arise in realistic scenarios. In this thesis, we consider the performance optimization and analysis of interference networks where the participating links have equal or unequal quality-of-service priorities. Link priorities are widely applied in the context of cognitive radio systems and are reflected in the metrics and the relative weights that are assigned to each link in the network. To integrate conditions that are encountered in practical systems we assume scenarios where the link of interest does not know perfectly the relevant design parameters, namely the channels, but instead has an estimate. We propose and analyze metrics that are suitable proxies for performance assessment in the considered scenarios and as a case-study we establish a framework for enhanced parameter acquisition. In the first part of this thesis, comprising the first three technical chapters, we focus on single-user system design within the interference network. In these chapters, the main goal is to optimize the design or analyze the performance, or even carry out both tasks, for the target link. We consider metrics that are widely adopted for performance assessment in wireless communications such as the instantaneous achievable rate (Chapter 2), its ergodic counterpart (Chapter 3), or the probability of decoding outage (Chapter 4). Our setups are fortuitous in that they have direct application to the well-known underlay cognitive radio framework. However, we provision for a wider context by occasionally casting the discussion at the more general level of cellular networks, as in Chapter 3. The presence of other communication links is reflected in the constraints that bound the outgoing interference power of the desired system, in each respective scenario, towards the unintended nodes. Limiting the inflicted interference is a way of mapping the remaining participants’ quality-of-service and subsequently their priority in the network. To capture realistic conditions, we pursue the aforementioned design targets under the assumption that the system of interest has incomplete knowledge of the channels that are involved in the problem formulation, namely in the objective and the constraints. One of our contributions is that we propose formulations that are tailored to the type of the available channel side-information and suitable for the, pertinent to the model, performance assessment. In several cases, we provide novel analytical solutions to the associated optimization problems and establish insights that naturally extend existing results into our scenarios. In the second thematic part, which maps to Chapter 5 of the thesis, we generalize our investigation to the joint design of multi-user interference networks. In this chapter, we seek to optimize the performance of all links simultaneously and in away that is beneficial for all the participants in the network. Under this premise, trade-offs inevitably arise and sets of solutions that are Pareto-optimal become the desirable goal. Even though this area is well-documented, the assumption of incomplete channel state information introduces a new dimension into the analysis; to settle the arising shortcoming we stipulate and tailor to our setup the definition of the outage rate-region, which essentially is a blend of the metrics used in the previous chapters. Thus the theoretical findings and results presented in this chapter generalize gracefully the content of the preceding part, which can be obtained as a snapshot of the generic model of Chapter 5. The analysis conducted in this chapter, along with the conclusions we draw, indicate that we can successfully replace orthogonal transmission schemes with cohabitation protocols. Throughout the thesis we appeal to the availability of incomplete channel-state information to render our models more realistic. However, the acquisition of any necessary exterior parameters is not explicitly accounted for, in the first two parts. To fill this gap, we present in Chapter 6 a short case-study, which is applicable to some of the setups considered in the thesis. In particular, we investigate enhancement techniques for improving the estimation of the instantaneous signal-to-noise ratio, when viewed as a deterministic parameter. Albeit its narrow scope, this study brings forth some interesting ideas for enhancing the quality of the available side-information.  QC 20150831</p

Объемные гидро-и пневмомашины

Приведены конструктивные разновидности объемных гидромашин, общие сведения, описание экспериментальных установок, методики проведения экспериментов и обработки опытных данных. Для студентов специальности 1-36 01 07 «Гидропневмосистемы мобильных и технологических машин» дневной и заочной форм обучения

Closed-form capacity formula for multi-antenna cognitive radio networks with asymmetric fading

A cognitive radio network with a multiple-input single-output secondary link and a multi-antenna primary receiver is considered. The secondary transmitter steers its transmission into the direction of its intended destination in order to maximize the received signal-to-noise ratio. Under this beam-forming strategy, the power allocation is optimized to achieve the ergodic capacity under the constraint that the long-term interference, caused at the primary receiver, will not exceed a predefined threshold. Assuming line-of-sight communication (Rician fading) for the secondary link and Rayleigh fading for the secondary-to-primary link channel, we derive the exact closed-form expression for the ergodic capacity. Numerical results corroborate theoretical findings and illustrate the manifold impact of the system parameters into its performance.QC 20150211</p

Методы анализа и расчета электронных схем

We study a multinode network, where a multiantenna transmitter T-x communicates with its desired receiver R-x, whereas a cluster P (sic) {P-x,P- n, n = 1,..., N} of unintended nodes is disturbed by the T-x-R-x (TR) communication. To prevent severe performance degradation, we impose a constraint on the total interference that is inflicted at the nodes of P. The TR link contains a line-of-sight component, whereas the propagation environment for each T-x-P-x, n link is shadowed. The T-x node is preprocessing the information sequence by means of a precoding matrix that is optimized to achieve the ergodic capacity under a constraint on the maximum admissible ergodic interference power, arriving on P. In this paper, we show that the optimum precoding strategy involves the transmission of a single stream over the precoding direction, i.e., the eigenvector of the precoding matrix, which corresponds to beamforming along the instantaneous direction of the TR-link channel. The solution of the remaining power allocation problem yields the optimal precoding matrix. For this setup, we provide an efficient stochastic characterization of the network, which allows us to obtain an analytical expression for the TR-link ergodic capacity; this problem has been previously open, even for the case of a single-antenna node T-x and a single-element set P. We complement the analysis by deriving the TR-link signal-to-noise ratio and the average bit error rate, which are associated with our transmission scheme. Numerical results corroborate the theoretical analysis and reveal an interplay between the network parameters and their impact on the TR-link performance.QC 20150707</p

Closed-Form Capacity Result for Interference-Limited Environments With Mixed Fading

We study a multinode network, where a multiantenna transmitter T-x communicates with its desired receiver R-x, whereas a cluster P (sic) {P-x,P- n, n = 1,..., N} of unintended nodes is disturbed by the T-x-R-x (TR) communication. To prevent severe performance degradation, we impose a constraint on the total interference that is inflicted at the nodes of P. The TR link contains a line-of-sight component, whereas the propagation environment for each T-x-P-x, n link is shadowed. The T-x node is preprocessing the information sequence by means of a precoding matrix that is optimized to achieve the ergodic capacity under a constraint on the maximum admissible ergodic interference power, arriving on P. In this paper, we show that the optimum precoding strategy involves the transmission of a single stream over the precoding direction, i.e., the eigenvector of the precoding matrix, which corresponds to beamforming along the instantaneous direction of the TR-link channel. The solution of the remaining power allocation problem yields the optimal precoding matrix. For this setup, we provide an efficient stochastic characterization of the network, which allows us to obtain an analytical expression for the TR-link ergodic capacity; this problem has been previously open, even for the case of a single-antenna node T-x and a single-element set P. We complement the analysis by deriving the TR-link signal-to-noise ratio and the average bit error rate, which are associated with our transmission scheme. Numerical results corroborate the theoretical analysis and reveal an interplay between the network parameters and their impact on the TR-link performance.QC 20150707</p

On Performance Trade-Offs in Cognitive Networks

In this paper we employ the recently proposed deterministic framework (Avestimehr et al.) to model and analyze cognitive networks. Despite its simplicity, this model captures fundamental aspects of networks and allows explicit calculation of the capacity of multicast relay networks. The performance results we obtain and the conclusions that we draw in the deterministic field can provide useful insights that can be applied on the analysis of Gaussian networks.© 2010 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.QC 2011111

Osmium mediated formation of heterocycles

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