Stochastic models which separate fractal dimension and Hurst effect

Fractal behavior and long-range dependence have been observed in an astonishing number of physical systems. Either phenomenon has been modeled by self-similar random functions, thereby implying a linear relationship between fractal dimension, a measure of roughness, and Hurst coefficient, a measure of long-memory dependence. This letter introduces simple stochastic models which allow for any combination of fractal dimension and Hurst exponent. We synthesize images from these models, with arbitrary fractal properties and power-law correlations, and propose a test for self-similarity.Comment: 8 pages, 2 figure

Criteria of efficiency for conformal prediction

We study optimal conformity measures for various criteria of efficiency of classification in an idealised setting. This leads to an important class of criteria of efficiency that we call probabilistic; it turns out that the most standard criteria of efficiency used in literature on conformal prediction are not probabilistic unless the problem of classification is binary. We consider both unconditional and label-conditional conformal prediction.Comment: 31 page

Using conditional kernel density estimation for wind power density forecasting

Of the various renewable energy resources, wind power is widely recognized as one of the most promising. The management of wind farms and electricity systems can benefit greatly from the availability of estimates of the probability distribution of wind power generation. However, most research has focused on point forecasting of wind power. In this paper, we develop an approach to producing density forecasts for the wind power generated at individual wind farms. Our interest is in intraday data and prediction from 1 to 72 hours ahead. We model wind power in terms of wind speed and wind direction. In this framework, there are two key uncertainties. First, there is the inherent uncertainty in wind speed and direction, and we model this using a bivariate VARMA-GARCH (vector autoregressive moving average-generalized autoregressive conditional heteroscedastic) model, with a Student t distribution, in the Cartesian space of wind speed and direction. Second, there is the stochastic nature of the relationship of wind power to wind speed (described by the power curve), and to wind direction. We model this using conditional kernel density (CKD) estimation, which enables a nonparametric modeling of the conditional density of wind power. Using Monte Carlo simulation of the VARMA-GARCH model and CKD estimation, density forecasts of wind speed and direction are converted to wind power density forecasts. Our work is novel in several respects: previous wind power studies have not modeled a stochastic power curve; to accommodate time evolution in the power curve, we incorporate a time decay factor within the CKD method; and the CKD method is conditional on a density, rather than a single value. The new approach is evaluated using datasets from four Greek wind farms

Computing Topology Preservation of RBF Transformations for Landmark-Based Image Registration

In image registration, a proper transformation should be topology preserving. Especially for landmark-based image registration, if the displacement of one landmark is larger enough than those of neighbourhood landmarks, topology violation will be occurred. This paper aim to analyse the topology preservation of some Radial Basis Functions (RBFs) which are used to model deformations in image registration. Mat\'{e}rn functions are quite common in the statistic literature (see, e.g. \cite{Matern86,Stein99}). In this paper, we use them to solve the landmark-based image registration problem. We present the topology preservation properties of RBFs in one landmark and four landmarks model respectively. Numerical results of three kinds of Mat\'{e}rn transformations are compared with results of Gaussian, Wendland's, and Wu's functions

Entangling the free motion of a particle pair: an experimental scenario

The concept of dissociation-time entanglement provides a means of manifesting non-classical correlations in the motional state of two counter-propagating atoms. In this article, we discuss in detail the requirements for a specific experimental implementation, which is based on the Feshbach dissociation of a molecular Bose-Einstein condensate of fermionic lithium. A sequence of two magnetic field pulses serves to delocalize both of the dissociation products into a superposition of consecutive wave packets, which are separated by a macroscopic distance. This allows to address them separately in a switched Mach-Zehnder configuration, permitting to conduct a Bell experiment with simple position measurements. We analyze the expected form of the two-particle wave function in a concrete experimental setup that uses lasers as atom guides. Assuming viable experimental parameters the setup is shown to be capable of violating a Bell inequality.Comment: 9 pages, 3 figures; corresponds to published versio

Modelling the demand and uncertainty of low voltage networks and the effect of non-domestic consumers

The increasing use and spread of low carbon technologies are expected to cause new patterns in electric demand and set novel challenges to a distribution network operator (DNO). In this study, we build upon a recently introduced method, called 'buddying', which simulates low voltage (LV) networks of both residential and non-domestic (e.g. shops, offices, schools, hospitals, etc.) customers through optimisation (via a genetic algorithm) of demands based on limited monitored and customer data. The algorithm assigns a limited but diverse number of monitored households (the 'buddies') to the unmonitored customers on a network. We study and compare two algorithms, one where substation monitoring data is available and a second where no substation information is used. Despite the roll out of monitoring equipment at domestic properties and/or substations, less data is available for commercial customers. This study focuses on substations with commercial customers most of which have no monitored 'buddy', in which case a profile must be created. Due to the volatile nature of the low voltage networks, uncertainty bounds are crucial for operational purposes. We introduce and demonstrate two techniques for modelling the confidence bounds on the modelled LV networks. The first method uses probabilistic forecast methods based on substation monitoring; the second only uses a simple bootstrap of the sample of monitored customers but has the advantage of not requiring monitoring at the substation. These modelling tools, buddying and uncertainty bounds, can give further insight to a DNO to better plan and manage the network when limited information is available