Search results for: stochastic extreme wind load
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4813

Search results for: stochastic extreme wind load

4483 Short Term Distribution Load Forecasting Using Wavelet Transform and Artificial Neural Networks

Authors: S. Neelima, P. S. Subramanyam

Abstract:

The major tool for distribution planning is load forecasting, which is the anticipation of the load in advance. Artificial neural networks have found wide applications in load forecasting to obtain an efficient strategy for planning and management. In this paper, the application of neural networks to study the design of short term load forecasting (STLF) Systems was explored. Our work presents a pragmatic methodology for short term load forecasting (STLF) using proposed two-stage model of wavelet transform (WT) and artificial neural network (ANN). It is a two-stage prediction system which involves wavelet decomposition of input data at the first stage and the decomposed data with another input is trained using a separate neural network to forecast the load. The forecasted load is obtained by reconstruction of the decomposed data. The hybrid model has been trained and validated using load data from Telangana State Electricity Board.

Keywords: electrical distribution systems, wavelet transform (WT), short term load forecasting (STLF), artificial neural network (ANN)

Procedia PDF Downloads 405
4482 Analyzing the Feasibility of Low-Cost Composite Wind Turbine Blades for Residential Energy Production

Authors: Aravindhan Nepolean, Chidamabaranathan Bibin, Rajesh K., Gopinath S., Ashok Kumar R., Arun Kumar S., Sadasivan N.

Abstract:

Wind turbine blades are an important parameter for surging renewable energy production. Optimizing blade profiles and developing new materials for wind turbine blades take a lot of time and effort. Even though many standards for wind turbine blades have been developed for large-scale applications, they are not more effective in small-scale applications. We used acrylonitrile-butadiene-styrene to make small-scale wind turbine blades in this study (ABS). We chose the material because it is inexpensive and easy to machine into the desired form. They also have outstanding chemical, stress, and creep resistance. The blade measures 332 mm in length and has a 664 mm rotor diameter. A modal study of blades is carried out, as well as a comparison with current e-glass fiber. They were able to balance the output with less vibration, according to the findings. Q blade software is used to simulate rotating output. The modal analysis testing and prototype validation of wind turbine blades were used for experimental validation.

Keywords: acrylonitrile-butadiene-styrene, e-glass fiber, modal, renewable energy, q-blade

Procedia PDF Downloads 134
4481 Non-Linear Control in Positioning of PMLSM by Estimates of the Load Force by MRAS Method

Authors: Maamar Yahiaoui, Abdelrrahmene Kechich, Ismail Elkhallile Bousserhene

Abstract:

This article presents a study in simulation by means of MATLAB/Simulink software of the nonlinear control in positioning of a linear synchronous machine with the esteemed force of load, to have effective control in the estimator in all tests the wished trajectory follows and the disturbance of load start. The results of simulation prove clearly that the control proposed can detect the reference of positioning the value estimates of load force equal to the actual value.

Keywords: mathematical model, Matlab, PMLSM, control, linearization, estimator, force, load, current

Procedia PDF Downloads 575
4480 Scheduling Jobs with Stochastic Processing Times or Due Dates on a Server to Minimize the Number of Tardy Jobs

Authors: H. M. Soroush

Abstract:

The problem of scheduling products and services for on-time deliveries is of paramount importance in today’s competitive environments. It arises in many manufacturing and service organizations where it is desirable to complete jobs (products or services) with different weights (penalties) on or before their due dates. In such environments, schedules should frequently decide whether to schedule a job based on its processing time, due-date, and the penalty for tardy delivery to improve the system performance. For example, it is common to measure the weighted number of late jobs or the percentage of on-time shipments to evaluate the performance of a semiconductor production facility or an automobile assembly line. In this paper, we address the problem of scheduling a set of jobs on a server where processing times or due-dates of jobs are random variables and fixed weights (penalties) are imposed on the jobs’ late deliveries. The goal is to find the schedule that minimizes the expected weighted number of tardy jobs. The problem is NP-hard to solve; however, we explore three scenarios of the problem wherein: (i) both processing times and due-dates are stochastic; (ii) processing times are stochastic and due-dates are deterministic; and (iii) processing times are deterministic and due-dates are stochastic. We prove that special cases of these scenarios are solvable optimally in polynomial time, and introduce efficient heuristic methods for the general cases. Our computational results show that the heuristics perform well in yielding either optimal or near optimal sequences. The results also demonstrate that the stochasticity of processing times or due-dates can affect scheduling decisions. Moreover, the proposed problem is general in the sense that its special cases reduce to some new and some classical stochastic single machine models.

Keywords: number of late jobs, scheduling, single server, stochastic

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4479 Low Cost Inertial Sensors Modeling Using Allan Variance

Authors: A. A. Hussen, I. N. Jleta

Abstract:

Micro-electromechanical system (MEMS) accelerometers and gyroscopes are suitable for the inertial navigation system (INS) of many applications due to the low price, small dimensions and light weight. The main disadvantage in a comparison with classic sensors is a worse long term stability. The estimation accuracy is mostly affected by the time-dependent growth of inertial sensor errors, especially the stochastic errors. In order to eliminate negative effect of these random errors, they must be accurately modeled. Where the key is the successful implementation that depends on how well the noise statistics of the inertial sensors is selected. In this paper, the Allan variance technique will be used in modeling the stochastic errors of the inertial sensors. By performing a simple operation on the entire length of data, a characteristic curve is obtained whose inspection provides a systematic characterization of various random errors contained in the inertial-sensor output data.

Keywords: Allan variance, accelerometer, gyroscope, stochastic errors

Procedia PDF Downloads 412
4478 Islanding Detection of Wind Turbine by Rate of Change of Frequency (ROCOF) and Rate of change of Power (ROCOP) Method

Authors: Vipulkumar Jagodana

Abstract:

Recently the use of renewable sources has increased, these sources include fuel cell, photo voltaic, and wind turbine. Islanding occurs when one portion of grid is isolated from remaining grid. Use of the renewable sources can provide continuous power to isolated portion in islanding condition. One of the common renewable sources is wind generation using wind turbine. The efficiency of wind generation can be increased in combination with conventional sources. When islanding occurs, few parameters change which may be frequency, voltage, active power, and harmonics. According to large change in one of these parameters islanding is detected. In this paper, two passive methods Rate of Change of Frequency (ROCOF) and Rate of change of Power (ROCOP) have been implemented for islanding detection of small wind-turbine. Islanding detection of both methods have been simulated in PSCAD. Simulation results show at different islanding inception angle response of ROCOF and ROCOP.

Keywords: islanding, adopted methods, PSCAD simulation, comparison

Procedia PDF Downloads 200
4477 Design of 100 kW Induction Generator for Wind Power Plant at Tamanjaya Village-Sukabumi

Authors: Andri Setiyoso, Agus Purwadi, Nanda Avianto Wicaksono

Abstract:

This paper present about induction generator design for 100kW power output capacity. Induction machine had been chosen because of the capability for energy conversion from electric energy to mechanical energy and vise-versa with operation on variable speed condition. Stator Controlled Induction Generator (SCIG) was applied as wind power plant in Desa Taman Jaya, Sukabumi, Indonesia. Generator was designed to generate power 100 kW with wind speed at 12 m/s and survival condition at speed 21 m/s.

Keywords: wind energy, induction generator, Stator Controlled Induction Generator (SCIG), variable speed generator

Procedia PDF Downloads 479
4476 Extreme Value Modelling of Ghana Stock Exchange Indices

Authors: Kwabena Asare, Ezekiel N. N. Nortey, Felix O. Mettle

Abstract:

Modelling of extreme events has always been of interest in fields such as hydrology and meteorology. However, after the recent global financial crises, appropriate models for modelling of such rare events leading to these crises have become quite essential in the finance and risk management fields. This paper models the extreme values of the Ghana Stock Exchange All-Shares indices (2000-2010) by applying the Extreme Value Theory to fit a model to the tails of the daily stock returns data. A conditional approach of the EVT was preferred and hence an ARMA-GARCH model was fitted to the data to correct for the effects of autocorrelation and conditional heteroscedastic terms present in the returns series, before EVT method was applied. The Peak Over Threshold (POT) approach of the EVT, which fits a Generalized Pareto Distribution (GPD) model to excesses above a certain selected threshold, was employed. Maximum likelihood estimates of the model parameters were obtained and the model’s goodness of fit was assessed graphically using Q-Q, P-P and density plots. The findings indicate that the GPD provides an adequate fit to the data of excesses. The size of the extreme daily Ghanaian stock market movements were then computed using the Value at Risk (VaR) and Expected Shortfall (ES) risk measures at some high quantiles, based on the fitted GPD model.

Keywords: extreme value theory, expected shortfall, generalized pareto distribution, peak over threshold, value at risk

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4475 Behavior of A Vertical Pile Under the Effect of an Inclined Load in Loose Sand

Authors: Fathi Mohamed Abdrabbo, Khaled Esayed Gaaver, Musab Musa Eldooma

Abstract:

This paper presents an attempt made to investigate the behavior of a single vertical steel hollow pile embedded in sand subjected to compressive inclined load at various inclination angles α through FEM package MIDAS GTS/NX 2019. The effect of the inclination angle and slenderness ratio on the performance of the pile was investigated. Inclined load caring capacity and pile stiffness, as well as lateral deformation profiles along with the pile, were presented. The global, vertical, and horizontal load displacements of pile head, as well as the deformation profiles along the pile and the pile stiffness, are significantly affected by α. It was observed that the P-Y curves of the pile-soil system are independent of α. Also, the slenderness ratios are markedly affecting the behavior of the pile. In addition, there was a noticeable effect of the horizontal load component of the applied load on the vertical behavior of the pile, whereas there was no influence of the presence of vertical load on the horizontal behavior of the pile.

Keywords: deep foundation, piles, inclined load, pile deformations

Procedia PDF Downloads 128
4474 Considering Effect of Wind Turbines in the Distribution System

Authors: Majed Ahmadi

Abstract:

In recent years, the high penetration of different types of renewable energy sources (RESs) has affected most of the available strategies. The main motivations behind the high penetration of RESs are clean energy, modular system and easy installation. Among different types of RESs, wind turbine (WT) is an interesting choice referring to the availability of wind in almost any area. The new technologies of WT can provide energy from residential applications to wide grid connected applications. Regarding the WT, advantages such as reducing the dependence on fossil fuels and enhancing the independence and flexibility of large power grid are the most prominent. Nevertheless, the high volatile nature of wind speed injects much uncertainty in the grid that if not managed optimally can put the analyses far from the reality.the aim of this project is scrutiny and to offer proper ways for renewing distribution networks with envisage the effects of wind power plants and uncertainties related to distribution systems including wind power generating plants output rate and consumers consuming rate and also decrease the incidents of the whole network losses, amount of pollution, voltage refraction and cost extent.to solve this problem we use dual point estimate method.And algorithm used in this paper is reformed bat algorithm, which will be under exact research furthermore the results.

Keywords: order renewal, wind turbines, bat algorithm, outspread production, uncertainty

Procedia PDF Downloads 250
4473 Integration of Hybrid PV-Wind in Three Phase Grid System Using Fuzzy MPPT without Battery Storage for Remote Area

Authors: Thohaku Abdul Hadi, Hadyan Perdana Putra, Nugroho Wicaksono, Adhika Prajna Nandiwardhana, Onang Surya Nugroho, Heri Suryoatmojo, Soedibjo

Abstract:

Access to electricity is now a basic requirement of mankind. Unfortunately, there are still many places around the world which have no access to electricity, such as small islands, where there could potentially be a factory, a plantation, a residential area, or resorts. Many of these places might have substantial potential for energy generation such us Photovoltaic (PV) and Wind turbine (WT), which can be used to generate electricity independently for themselves. Solar energy and wind power are renewable energy sources which are mostly found in nature and also kinds of alternative energy that are still developing in a rapid speed to help and meet the demand of electricity. PV and Wind has a characteristic of power depend on solar irradiation and wind speed based on geographical these areas. This paper presented a control methodology of hybrid small scale PV/Wind energy system that use a fuzzy logic controller (FLC) to extract the maximum power point tracking (MPPT) in different solar irradiation and wind speed. This paper discusses simulation and analysis of the generation process of hybrid resources in MPP and power conditioning unit (PCU) of Photovoltaic (PV) and Wind Turbine (WT) that is connected to the three-phase low voltage electricity grid system (380V) without battery storage. The capacity of the sources used is 2.2 kWp PV and 2.5 kW PMSG (Permanent Magnet Synchronous Generator) -WT power rating. The Modeling of hybrid PV/Wind, as well as integrated power electronics components in grid connected system, are simulated using MATLAB/Simulink.

Keywords: fuzzy MPPT, grid connected inverter, photovoltaic (PV), PMSG wind turbine

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4472 CFD Simulation Research on a Double Diffuser for Wind Turbines

Authors: Krzysztof Skiba, Zdzislaw Kaminski

Abstract:

Wind power is based on a variety of construction solutions to convert wind energy into electrical energy. These constructions are constrained by the correlation between their energy conversion efficiency and the area they occupy. Their energy conversion efficiency can be improved by wind tunnel tests of a rotor as a diffuser to optimize shapes of aerodynamic elements, to adapt these elements to changing conditions and to increase airflow intensity. This paper discusses the results of computer simulations and aerodynamic analyzes of this innovative diffuser design. The research aims at determining the aerodynamic phenomena triggered by the airflow inside this construction, and developing a design to improve the efficiency of the wind turbine. The research results enable us to design a diffuser with a double Venturi nozzle and specially shaped blades. The design of this type uses Bernoulli’s law on the behavior of the flowing medium in the tunnel of a decreasing diameter. The air flowing along the tunnel changes its velocity so the rotor inside such a decreased tunnel diameter rotates faster in this airflow than does the wind outside this tunnel, which makes the turbine more efficient. Additionally, airflow velocity is improved by applying aerodynamic rings with extended trailing edges to achieve controlled turbulent vortices.

Keywords: wind turbine, renewable energy, cfd, numerical analysis

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4471 Research of Street Aspect Ratio on a Wind Environmental Perspective

Authors: Qi Kan, Xiaoyu Ying

Abstract:

With a rapid urbanization in China, the high-density new urban-center districts have already changed the microclimate in the city. Because of the using characters of building the commercial pedestrian streets which have emerged massively making a large number of pedestrians appear in there, pedestrian comfort in the commercial streets of the new urban-center districts requires more attention. The different street spatial layout will change the wind environment in the street and then influence the pedestrian comfort. Computational fluid dynamics (CFD) models are used to study the correlation between the street aspect ratio and wind environment, under the simulation with relevant weather conditions. The results show that the wind speed in the city streets is inversely proportional to the street aspect ratio. The conclusion will provide an evaluation basis for urban planners and architects at the beginning stage of the design to effectively avoid the potential poor physical environment.

Keywords: street spatial layout, wind environment, street aspect ratio, pedestrian comfort

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4470 On Stochastic Models for Fine-Scale Rainfall Based on Doubly Stochastic Poisson Processes

Authors: Nadarajah I. Ramesh

Abstract:

Much of the research on stochastic point process models for rainfall has focused on Poisson cluster models constructed from either the Neyman-Scott or Bartlett-Lewis processes. The doubly stochastic Poisson process provides a rich class of point process models, especially for fine-scale rainfall modelling. This paper provides an account of recent development on this topic and presents the results based on some of the fine-scale rainfall models constructed from this class of stochastic point processes. Amongst the literature on stochastic models for rainfall, greater emphasis has been placed on modelling rainfall data recorded at hourly or daily aggregation levels. Stochastic models for sub-hourly rainfall are equally important, as there is a need to reproduce rainfall time series at fine temporal resolutions in some hydrological applications. For example, the study of climate change impacts on hydrology and water management initiatives requires the availability of data at fine temporal resolutions. One approach to generating such rainfall data relies on the combination of an hourly stochastic rainfall simulator, together with a disaggregator making use of downscaling techniques. Recent work on this topic adopted a different approach by developing specialist stochastic point process models for fine-scale rainfall aimed at generating synthetic precipitation time series directly from the proposed stochastic model. One strand of this approach focused on developing a class of doubly stochastic Poisson process (DSPP) models for fine-scale rainfall to analyse data collected in the form of rainfall bucket tip time series. In this context, the arrival pattern of rain gauge bucket tip times N(t) is viewed as a DSPP whose rate of occurrence varies according to an unobserved finite state irreducible Markov process X(t). Since the likelihood function of this process can be obtained, by conditioning on the underlying Markov process X(t), the models were fitted with maximum likelihood methods. The proposed models were applied directly to the raw data collected by tipping-bucket rain gauges, thus avoiding the need to convert tip-times to rainfall depths prior to fitting the models. One advantage of this approach was that the use of maximum likelihood methods enables a more straightforward estimation of parameter uncertainty and comparison of sub-models of interest. Another strand of this approach employed the DSPP model for the arrivals of rain cells and attached a pulse or a cluster of pulses to each rain cell. Different mechanisms for the pattern of the pulse process were used to construct variants of this model. We present the results of these models when they were fitted to hourly and sub-hourly rainfall data. The results of our analysis suggest that the proposed class of stochastic models is capable of reproducing the fine-scale structure of the rainfall process, and hence provides a useful tool in hydrological modelling.

Keywords: fine-scale rainfall, maximum likelihood, point process, stochastic model

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4469 Possibilities of Psychodiagnostics in the Context of Highly Challenging Situations in Military Leadership

Authors: Markéta Chmelíková, David Ullrich, Iva Burešová

Abstract:

The paper maps the possibilities and limits of diagnosing selected personality and performance characteristics of military leadership and psychology students in the context of coping with challenging situations. Individuals vary greatly inter-individually in their ability to effectively manage extreme situations, yet existing diagnostic tools are often criticized mainly for their low predictive power. Nowadays, every modern army focuses primarily on the systematic minimization of potential risks, including the prediction of desirable forms of behavior and the performance of military commanders. The context of military leadership is well known for its life-threatening nature. Therefore, it is crucial to research stress load in the specific context of military leadership for the purpose of possible anticipation of human failure in managing extreme situations of military leadership. The aim of the submitted pilot study, using an experiment of 24 hours duration, is to verify the possibilities of a specific combination of psychodiagnostic to predict people who possess suitable equipment for coping with increased stress load. In our pilot study, we conducted an experiment of 24 hours duration with an experimental group (N=13) in the bomb shelter and a control group (N=11) in a classroom. Both groups were represented by military leadership students (N=11) and psychology students (N=13). Both groups were equalized in terms of study type and gender. Participants were administered the following test battery of personality characteristics: Big Five Inventory 2 (BFI-2), Short Dark Triad (SD-3), Emotion Regulation Questionnaire (ERQ), Fatigue Severity Scale (FSS), and Impulsive Behavior Scale (UPPS-P). This test battery was administered only once at the beginning of the experiment. Along with this, they were administered a test battery consisting of the Test of Attention (d2) and the Bourdon test four times overall with 6 hours ranges. To better simulate an extreme situation – we tried to induce sleep deprivation - participants were required to try not to fall asleep throughout the experiment. Despite the assumption that a stay in an underground bomb shelter will manifest in impaired cognitive performance, this expectation has been significantly confirmed in only one measurement, which can be interpreted as marginal in the context of multiple testing. This finding is a fundamental insight into the issue of stress management in extreme situations, which is crucial for effective military leadership. The results suggest that a 24-hour stay in a shelter, together with sleep deprivation, does not seem to simulate sufficient stress for an individual, which would be reflected in the level of cognitive performance. In the context of these findings, it would be interesting in future to extend the diagnostic battery with physiological indicators of stress, such as: heart rate, stress score, physical stress, mental stress ect.

Keywords: bomb shelter, extreme situation, military leadership, psychodiagnostic

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4468 Modelling High-Frequency Crude Oil Dynamics Using Affine and Non-Affine Jump-Diffusion Models

Authors: Katja Ignatieva, Patrick Wong

Abstract:

We investigated the dynamics of high frequency energy prices, including crude oil and electricity prices. The returns of underlying quantities are modelled using various parametric models such as stochastic framework with jumps and stochastic volatility (SVCJ) as well as non-parametric alternatives, which are purely data driven and do not require specification of the drift or the diffusion coefficient function. Using different statistical criteria, we investigate the performance of considered parametric and nonparametric models in their ability to forecast price series and volatilities. Our models incorporate possible seasonalities in the underlying dynamics and utilise advanced estimation techniques for the dynamics of energy prices.

Keywords: stochastic volatility, affine jump-diffusion models, high frequency data, model specification, markov chain monte carlo

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4467 Least Squares Solution for Linear Quadratic Gaussian Problem with Stochastic Approximation Approach

Authors: Sie Long Kek, Wah June Leong, Kok Lay Teo

Abstract:

Linear quadratic Gaussian model is a standard mathematical model for the stochastic optimal control problem. The combination of the linear quadratic estimation and the linear quadratic regulator allows the state estimation and the optimal control policy to be designed separately. This is known as the separation principle. In this paper, an efficient computational method is proposed to solve the linear quadratic Gaussian problem. In our approach, the Hamiltonian function is defined, and the necessary conditions are derived. In addition to this, the output error is defined and the least-square optimization problem is introduced. By determining the first-order necessary condition, the gradient of the sum squares of output error is established. On this point of view, the stochastic approximation approach is employed such that the optimal control policy is updated. Within a given tolerance, the iteration procedure would be stopped and the optimal solution of the linear-quadratic Gaussian problem is obtained. For illustration, an example of the linear-quadratic Gaussian problem is studied. The result shows the efficiency of the approach proposed. In conclusion, the applicability of the approach proposed for solving the linear quadratic Gaussian problem is highly demonstrated.

Keywords: iteration procedure, least squares solution, linear quadratic Gaussian, output error, stochastic approximation

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4466 Modeling and Analysis of DFIG Based Wind Power System Using Instantaneous Power Components

Authors: Jaimala Ghambir, Tilak Thakur, Puneet Chawla

Abstract:

As per the statistical data, the Doubly-fed Induction Generator (DFIG) based wind turbine with variable speed and variable pitch control is the most common wind turbine in the growing wind market. This machine is usually used on the grid connected wind energy conversion system to satisfy grid code requirements such as grid stability, fault ride through (FRT), power quality improvement, grid synchronization and power control etc. Though the requirements are not fulfilled directly by the machine, the control strategy is used in both the stator as well as rotor side along with power electronic converters to fulfil the requirements stated above. To satisfy the grid code requirements of wind turbine, usually grid side converter is playing a major role. So in order to improve the operation capacity of wind turbine under critical situation, the intensive study of both machine side converter control and grid side converter control is necessary In this paper DFIG is modeled using power components as variables and the performance of the DFIG system is analysed under grid voltage fluctuations. The voltage fluctuations are made by lowering and raising the voltage values in the utility grid intentionally for the purpose of simulation keeping in view of different grid disturbances.

Keywords: DFIG, dynamic modeling, DPC, sag, swell, voltage fluctuations, FRT

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4465 Outstanding Lubricant Using Fluorographene as an Extreme Pressure Additive

Authors: Adriana Hernandez-Martinez, Edgar D. Ramon-Raygoza

Abstract:

Currently, there has been a great interest, during the last years, on graphene due to its lubricant properties on friction and antiwear processes. Likewise, fluorographene has also been gaining renown due to its excellent chemical and physical properties which have been mostly applied in the electronics industry. Nevertheless, its tribological properties haven’t been analyzed thoroughly. In this paper, fluorographene was examined as an extreme pressure additive and the nano lubricant made with a cutting fluid and fluorographene in the range of 0.01-0.5% wt, which proved to withstand 53.78% more pounds than the conventional product and 7.12% more than the nano lubricant with graphene in a range between 0.01-0.5% wt. Said extreme pressure test was carried out with a Pin and Vee Block Tribometer following an ASTM D3233A test. The fluorographene used has a low C/F ratio, which reflects a greater presence of atomic fluorine and its low oxygen percentage, supports the substitution of oxygen-containing groups by fluorine. XPS Spectra shows high atomic fluorine content of 56.12%, and SEM analysis details the formation of long and clear crystalline structures, in the fluorographene used.

Keywords: extreme pressure additive, fluorographene, nanofluids, nanolubricant

Procedia PDF Downloads 101
4464 Sliding Mode Control of Variable Speed Wind Energy Conversion Systems

Authors: Zine Souhila Rached, Mazari Benyounes Bouzid, Mohamed Amine, Allaoui Tayeb

Abstract:

Wind energy has many advantages, it does not pollute and it is an inexhaustible source. However, its high cost is a major constraint, especially on the less windy sites. The purpose of wind energy systems is to maximize energy efficiency, and extract maximum power from the wind speed. In other words, having a power coefficient is maximum and therefore the maximum power point tracking. In this case, the MPPT control becomes important.To realize this control, strategy conventional proportional and integral (PI) controller is usually used. However, this strategy cannot achieve better performance. This paper proposes a robust control of a turbine which optimizes its production, that is improve the quality and energy efficiency, namely, a strategy of sliding mode control. The proposed sliding mode control strategy presents attractive features such as robustness to parametric uncertainties of the turbine; the proposed sliding mode control approach has been simulated on three-blade wind turbine. The simulation result under Matlab\Simulink has validated the performance of the proposed MPPT strategy.

Keywords: wind turbine, maximum power point tracking, sliding mode, energy conversion systems

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4463 A Stochastic Volatility Model for Optimal Market-Making

Authors: Zubier Arfan, Paul Johnson

Abstract:

The electronification of financial markets and the rise of algorithmic trading has sparked a lot of interest from the mathematical community, for the market making-problem in particular. The research presented in this short paper solves the classic stochastic control problem in order to derive the strategy for a market-maker. It also shows how to calibrate and simulate the strategy with real limit order book data for back-testing. The ambiguity of limit-order priority in back-testing is dealt with by considering optimistic and pessimistic priority scenarios. The model, although it does outperform a naive strategy, assumes constant volatility, therefore, is not best suited to the LOB data. The Heston model is introduced to describe the price and variance process of the asset. The Trader's constant absolute risk aversion utility function is optimised by numerically solving a 3-dimensional Hamilton-Jacobi-Bellman partial differential equation to find the optimal limit order quotes. The results show that the stochastic volatility market-making model is more suitable for a risk-averse trader and is also less sensitive to calibration error than the constant volatility model.

Keywords: market-making, market-microsctrucure, stochastic volatility, quantitative trading

Procedia PDF Downloads 125
4462 Offshore Wind Assessment and Analysis for South Western Mediterranean Sea

Authors: Abdallah Touaibia, Nachida Kasbadji Merzouk, Mustapha Merzouk, Ryma Belarbi

Abstract:

accuracy assessment and a better understand of the wind resource distribution are the most important tasks for decision making before installing wind energy operating systems in a given region, there where our interest come to the Algerian coastline and its Mediterranean sea area. Despite its large coastline overlooking the border of Mediterranean Sea, there is still no strategy encouraging the development of offshore wind farms in Algerian waters. The present work aims to estimate the offshore wind fields for the Algerian Mediterranean Sea based on wind data measurements ranging from 1995 to 2018 provided of 24 years of measurement by seven observation stations focusing on three coastline cities in Algeria under a different measurement time step recorded from 30 min, 60 min, and 180 min variate from one to each other, two stations in Spain, two other ones in Italy and three in the coast of Algeria from the east Annaba, at the center Algiers, and to Oran taken place at the west of it. The idea behind consists to have multiple measurement points that helping to characterize this area in terms of wind potential by the use of interpolation method of their average wind speed values between these available data to achieve the approximate values of others locations where aren’t any available measurement because of the difficulties against the implementation of masts within the deep depth water. This study is organized as follow: first, a brief description of the studied area and its climatic characteristics were done. After that, the statistical properties of the recorded data were checked by evaluating wind histograms, direction roses, and average speeds using MatLab programs. Finally, ArcGIS and MapInfo soft-wares were used to establish offshore wind maps for better understanding the wind resource distribution, as well as to identify windy sites for wind farm installation and power management. The study pointed out that Cap Carbonara is the windiest site with an average wind speed of 7.26 m/s at 10 m, inducing a power density of 902 W/m², then the site of Cap Caccia with 4.88 m/s inducing a power density of 282 W/m². The average wind speed of 4.83 m/s is occurred for the site of Oran, inducing a power density of 230 W/m². The results indicated also that the dominant wind direction where the frequencies are highest for the site of Cap Carbonara is the West with 34%, an average wind speed of 9.49 m/s, and a power density of 1722 W/m². Then comes the site of Cap Caccia, where the prevailing wind direction is the North-west, about 20% and 5.82 m/s occurring a power density of 452 W/m². The site of Oran comes in third place with the North dominant direction with 32% inducing an average wind speed of 4.59 m/s and power density of 189 W/m². It also shown that the proposed method is either crucial in understanding wind resource distribution for revealing windy sites over a large area and more effective for wind turbines micro-siting.

Keywords: wind ressources, mediterranean sea, offshore, arcGIS, mapInfo, wind maps, wind farms

Procedia PDF Downloads 117
4461 Compilation of Load Spectrum of Loader Drive Axle

Authors: Wei Yongxiang, Zhu Haoyue, Tang Heng, Yuan Qunwei

Abstract:

In order to study the preparation method of gear fatigue load spectrum for loaders, the load signal of four typical working conditions of loader is collected. The signal that reflects the law of load change is obtained by preprocessing the original signal. The torque of the drive axle is calculated by using the rain flow counting method. According to the operating time ratio of each working condition, the two-dimensional load spectrum based on the real working conditions of the drive axle of loader is established by the cycle extrapolation and synthesis method. The two-dimensional load spectrum is converted into one-dimensional load spectrum by means of the mean of torque equal damage method. Torque amplification includes the maximum load torque of the main reduction gear. Based on the theory of equal damage, the accelerated cycles are calculated. In this way, the load spectrum of the loading condition of the drive axle is prepared to reflect loading condition of the loader. The load spectrum can provide reference for fatigue life test and life prediction of loader drive axle.

Keywords: load spectrum, axle, torque, rain-flow counting method, extrapolation

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4460 Investigation of Different Control Stratgies for UPFC Decoupled Model and the Impact of Location on Control Parameters

Authors: S. A. Al-Qallaf, S. A. Al-Mawsawi, A. Haider

Abstract:

In order to evaluate the performance of a unified power flow controller (UPFC), mathematical models for steady state and dynamic analysis are to be developed. The steady state model is mainly concerned with the incorporation of the UPFC in load flow studies. Several load flow models for UPFC have been introduced in literature, and one of the most reliable models is the decoupled UPFC model. In spite of UPFC decoupled load flow model simplicity, it is more robust compared to other UPFC load flow models and it contains unique capabilities. Some shortcoming such as additional set of nonlinear equations are to be solved separately after the load flow solution is obtained. The aim of this study is to investigate the different control strategies that can be realized in the decoupled load flow model (individual control and combined control), and the impact of the location of the UPFC in the network on its control parameters.

Keywords: UPFC, decoupled model, load flow, control parameters

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4459 Computational Simulations on Stability of Model Predictive Control for Linear Discrete-Time Stochastic Systems

Authors: Tomoaki Hashimoto

Abstract:

Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial time and a moving terminal time. This paper examines the stability of model predictive control for linear discrete-time systems with additive stochastic disturbances. A sufficient condition for the stability of the closed-loop system with model predictive control is derived by means of a linear matrix inequality. The objective of this paper is to show the results of computational simulations in order to verify the validity of the obtained stability condition.

Keywords: computational simulations, optimal control, predictive control, stochastic systems, discrete-time systems

Procedia PDF Downloads 406
4458 Implementation of a Low-Cost Instrumentation for an Open Cycle Wind Tunnel to Evaluate Pressure Coefficient

Authors: Cristian P. Topa, Esteban A. Valencia, Victor H. Hidalgo, Marco A. Martinez

Abstract:

Wind tunnel experiments for aerodynamic profiles display numerous advantages, such as: clean steady laminar flow, controlled environmental conditions, streamlines visualization, and real data acquisition. However, the experiment instrumentation usually is expensive, and hence, each test implies a incremented in design cost. The aim of this work is to select and implement a low-cost static pressure data acquisition system for a NACA 2412 airfoil in an open cycle wind tunnel. This work compares wind tunnel experiment with Computational Fluid Dynamics (CFD) simulation and parametric analysis. The experiment was evaluated at Reynolds of 1.65 e5, with increasing angles from -5° to 15°. The comparison between the approaches show good enough accuracy, between the experiment and CFD, additional parametric analysis results differ widely from the other methods, which complies with the lack of accuracy of the lateral approach due its simplicity.

Keywords: wind tunnel, low cost instrumentation, experimental testing, CFD simulation

Procedia PDF Downloads 155
4457 Wind Power Assessment for Turkey and Evaluation by APLUS Code

Authors: Ibrahim H. Kilic, A. B. Tugrul

Abstract:

Energy is a fundamental component in economic development and energy consumption is an index of prosperity and the standard of living. The consumption of energy per capita has increased significantly over the last decades, as the standard of living has improved. Turkey’s geographical location has several advantages for extensive use of wind power. Among the renewable sources, Turkey has very high wind energy potential. Information such as installation capacity of wind power plants in installation, under construction and license stages in the country are reported in detail. Some suggestions are presented in order to increase the wind power installation capacity of Turkey. Turkey’s economic and social development has led to a massive increase in demand for electricity over the last decades. Since the Turkey has no major oil or gas reserves, it is highly dependent on energy imports and is exposed to energy insecurity in the future. But Turkey does have huge potential for renewable energy utilization. There has been a huge growth in the construction of wind power plants and small hydropower plants in recent years. To meet the growing energy demand, the Turkish Government has adopted incentives for investments in renewable energy production. Wind energy investments evaluated the impact of feed-in tariffs (FIT) based on three scenarios that are optimistic, realistic and pessimistic with APLUS software that is developed for rational evaluation for energy market. Results of the three scenarios are evaluated in the view of electricity market for Turkey.

Keywords: APLUS, energy policy, renewable energy, wind power, Turkey

Procedia PDF Downloads 280
4456 Investigating Optical Properties of Unsaturated Polyurethane Matrix and Its Glass Fiber Composite Under Extreme Temperatures

Authors: Saad Ahmed, Sanjeev Khannaa

Abstract:

Glass fiber reinforced polymers are widely used in structural systems as load-bearing elements at both high and low temperatures. This investigation presents the evaluation of glass fiber reinforced unsaturated polyurethane under harsh conditions of changing temperature and moisture content. This study Explores how these parameters affect the optical properties of the polymer matrix and the composite. Using the hand layup method, the polyurethane resin was modified by E-glass fibers (15 vol. %) to manufacture fiber-reinforced composite. This work includes the preparation of glass-like polyurethane resin sheets and estimates all light transmittance properties at high and very low temperatures and wet conditions. All-optical properties were retested to evaluate the level of improvement or failure. The results found that when comprising reinforced composite fiber to the unreinforced specimens, the reinforced composite shows a fair optical property at high temperatures and good performance at low temperatures.

Keywords: unsaturated polyurethane, extreme temperatures, light transmittance, haze number

Procedia PDF Downloads 116
4455 Wind Speed Data Analysis in Colombia in 2013 and 2015

Authors: Harold P. Villota, Alejandro Osorio B.

Abstract:

The energy meteorology is an area for study energy complementarity and the use of renewable sources in interconnected systems. Due to diversify the energy matrix in Colombia with wind sources, is necessary to know the data bases about this one. However, the time series given by 260 automatic weather stations have empty, and no apply data, so the purpose is to fill the time series selecting two years to characterize, impute and use like base to complete the data between 2005 and 2020.

Keywords: complementarity, wind speed, renewable, colombia, characteri, characterization, imputation

Procedia PDF Downloads 141
4454 Power Control of a Doubly-Fed Induction Generator Used in Wind Turbine by RST Controller

Authors: A. Boualouch, A. Frigui, T. Nasser, A. Essadki, A.Boukhriss

Abstract:

This work deals with the vector control of the active and reactive powers of a Double-Fed Induction generator DFIG used as a wind generator by the polynomial RST controller. The control of the statoric power transfer between the machine and the grid is achieved by acting on the rotor parameters and control is provided by the polynomial controller RST. The performance and robustness of the controller are compared with PI controller and evaluated by simulation results in MATLAB/simulink.

Keywords: DFIG, RST, vector control, wind turbine

Procedia PDF Downloads 633