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Unit Roots and Structural Breaks

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ISBN: 9783038428114 9783038428121 Year: Pages: VI, 162 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Economics --- Mathematics
Added to DOAB on : 2018-04-13 15:24:38
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This book deals with problems related to unit roots and structural change, and the interplay between the two. The research agenda dealing with these topics have proved to be of importance to devise procedures that are reliable for inference and forecasting. Several important contributions have been made. Still, there is scope for improvements to and analyses of the existing procedures. This book provides contributions that follow up on what has been done and/or offer new perspectives on such issues and related ones.

Forecasting Models of Electricity Prices

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ISBN: 9783038424154 9783038424147 Year: Pages: VIII, 250 DOI: 10.3390/books978-3-03842-414-7 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Environmental Engineering
Added to DOAB on : 2017-06-09 09:21:40
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The new competitive electricity markets make it imperative for companies related to electricity production and retail to have tools in place for energy offers. Price forecasting is critical when making offers in electricity markets, since it is considerably more complex than demand forecasting and the level of uncertainty is higher. Knowing electricity prices beforehand makes it possible for generators to determine their optimal production strategy in order to maximize their profit. Similarly, consumers and retailers can plan their consumption and produce energy bids to maximize their utility. Therefore, price forecasting is instrumental both for producers, retailers and consumers.

Data-driven Methods for Fault Localization in Process Technology

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Book Series: Karlsruher Schriften zur Anthropomatik / Lehrstuhl für Interaktive Echtzeitsysteme, Karlsruher Institut für Technologie ; Fraunhofer-Inst. für Optronik, Systemtechnik und Bildauswertung IOSB Karlsruhe ISSN: 18636489 ISBN: 9783731500988 Year: Volume: 15 Pages: XVIII, 194 p. DOI: 10.5445/KSP/1000036427 Language: ENGLISH
Publisher: KIT Scientific Publishing
Subject: Computer Science
Added to DOAB on : 2019-07-30 20:02:02
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Control systems at production plants consist of a large number of process variables. When detecting abnormal behavior, these variables generate an alarm. Due to the interconnection of the plant's devices the fault can lead to an alarm flood. This again hides the original location of the causing device. In this work several data-driven approaches for root cause localization are proposed, compared and combined. All methods analyze disturbed process data for backtracking the propagation path.

Kernel Methods and Hybrid Evolutionary Algorithms in Energy Forecasting

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ISBN: 9783038972921 9783038972938 Year: Pages: 186 DOI: 10.3390/books978-3-03897-293-8 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Computer Science --- General and Civil Engineering
Added to DOAB on : 2018-10-22 10:01:53
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The development of kernel methods and hybrid evolutionary algorithms (HEAs) to support experts in energy forecasting is of great importance to improving the accuracy of the actions derived from an energy decision maker, and it is crucial that they are theoretically sound. In addition, more accurate or more precise energy demand forecasts are required when decisions are made in a competitive environment. Therefore, this is of special relevance in the Big Data era. These forecasts are usually based on a complex function combination. These models have resulted in over-reliance on the use of informal judgment and higher expense if lacking the ability to catch the data patterns. The novel applications of kernel methods and hybrid evolutionary algorithms can provide more satisfactory parameters in forecasting models. We aimed to attract researchers with an interest in the research areas described above. Specifically, we were interested in contributions towards the development of HEAs with kernel methods or with other novel methods (e.g., chaotic mapping mechanism, fuzzy theory, and quantum computing mechanism), which, with superior capabilities over the traditional optimization approaches, aim to overcome some embedded drawbacks and then apply these new HEAs to be hybridized with original forecasting models to significantly improve forecasting accuracy.

Financial Econometrics

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ISBN: 9783039216260 9783039216277 Year: Pages: 136 DOI: 10.3390/books978-3-03921-627-7 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Economics
Added to DOAB on : 2019-12-09 11:49:15
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Financial econometrics has developed into a very fruitful and vibrant research area in the last two decades. The availability of good data promotes research in this area, specially aided by online data and high-frequency data. These two characteristics of financial data also create challenges for researchers that are different from classical macro-econometric and micro-econometric problems. This Special Issue is dedicated to research topics that are relevant for analyzing financial data. We have gathered six articles under this theme.

Fractional Order Systems

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ISBN: 9783039216086 9783039216093 Year: Pages: 114 DOI: 10.3390/books978-3-03921-609-3 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Science (General) --- Mathematics
Added to DOAB on : 2019-12-09 11:49:16
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This book is focused on fractional order systems. Historically, fractional calculus has been recognized since the inception of regular calculus, with the first written reference dated in September 1695 in a letter from Leibniz to L’Hospital. Nowadays, fractional calculus has a wide area of applications in areas such as physics, chemistry, bioengineering, chaos theory, control systems engineering, and many others. In all those applications, we deal with fractional order systems in general. Moreover, fractional calculus plays an important role even in complex systems and therefore allows us to develop better descriptions of real-world phenomena. On that basis, fractional order systems are ubiquitous, as the whole real world around us is fractional. Due to this reason, it is urgent to consider almost all systems as fractional order systems.

Heat and Mass Transfer in Building Energy Performance Assessment

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ISBN: 9783039219261 9783039219278 Year: Pages: 122 DOI: 10.3390/books978-3-03921-927-8 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Technology (General) --- General and Civil Engineering --- Materials
Added to DOAB on : 2020-01-07 09:08:26
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The building industry is influenced by many factors and trends reflecting the current situation and developments in social, economic, technical, and scientific fields. One of the most important trends seeks to minimize the energy demand. This can be achieved by promoting the construction of buildings with better thermal insulating capabilities of their envelopes and better efficiency in heating, ventilation, and air conditioning systems. Any credible assessment of building energy performance includes the identification and simulation of heat and mass transfer phenomena in both the building envelope and the interior of the building. As the interaction between design elements, climate change, user behavior, heating effectiveness, ventilation, air conditioning systems, and lighting is not straightforward, the assessment procedure can present a complex and challenging task. The simulations should then involve all factors affecting the energy performance of the building in questions. However, the appropriate choice of physical model of heat and mass transfer for different building elements is not the only factor affecting the output of building energy simulations. The accuracy of the material parameters applied in the models as input data is another potential source of uncertainty. For instance, neglecting the dependence of hygric and thermal parameters on moisture content may affect the energy assessment in a significant way. Boundary conditions in the form of weather data sets represent yet another crucial factor determining the uncertainty of the outputs. In light of recent trends in climate change, this topic is vitally important. This Special Issue aims at providing recent developments in laboratory analyses, computational modeling, and in situ measurements related to the assessment of building energy performance based on the proper identification of heat and mass transfer processes in building structures.

Applied Econometrics

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ISBN: 9783038979265 9783038979272 Year: Pages: 222 DOI: 10.3390/books978-3-03897-927-2 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Science (General) --- Mathematics
Added to DOAB on : 2019-06-26 08:44:06
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Although the theme of the monograph is primarily related to “Applied Econometrics”, there are several theoretical contributions that are associated with empirical examples, or directions in which the novel theoretical ideas might be applied. The monograph is associated with significant and novel contributions in theoretical and applied econometrics; economics; theoretical and applied financial econometrics; quantitative finance; risk; financial modeling; portfolio management; optimal hedging strategies; theoretical and applied statistics; applied time series analysis; forecasting; applied mathematics; energy economics; energy finance; tourism research; tourism finance; agricultural economics; informatics; data mining; bibliometrics; and international rankings of journals and academics.

Keywords

inflation --- postage stamps --- price recovery --- historical time series --- EGARCH --- FHA loan --- home mortgage --- foreclosure --- default and prepayment --- unobserved heterogeneity --- duration models --- competing risks --- earnings forecasts --- earnings announcements --- financial markets --- financial analysts --- nonparametric time series modeling --- nonlinearity --- unified time series algorithm --- exploratory diagnostics --- control environment --- budgetary system and strategies --- operational control --- company performance --- economic growth --- economic freedom --- foreign direct investment --- panel data --- cash payments --- efficiency --- denomination range --- JEL Classification --- E42 --- E58 --- managing of financial health --- risk of bankruptcy --- prediction methods --- post-communist countries --- Misery Index --- inflation --- unemployment --- Probit and Logit models --- Okun’s law --- multivariate regression models --- heavy-tailed data --- Mahalanobis distances --- maximum likelihood estimator --- independent multivariate Student distribution --- uncorrelated multivariate Student distribution --- derivatives market --- economic development --- Granger-causality tests --- vector error correction model (VECM) --- DOLS --- FMOLS --- income inequality --- economic growth --- middle income countries --- Granger causality test --- system GMM --- oil price --- exchange rate --- trade balance --- cointegration --- frequency domain causality --- Nigeria --- Fama-French factor model --- market microstructure --- trading behavior --- panel data factor model --- social network model --- risk spillover --- abnormal returns

Urban Deformation Monitoring using Persistent Scatterer Interferometry and SAR tomography

Authors: --- ---
ISBN: 9783039211265 9783039211272 Year: Pages: 308 DOI: 10.3390/books978-3-03921-127-2 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Technology (General) --- General and Civil Engineering
Added to DOAB on : 2019-06-26 08:44:06
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This book focuses on remote sensing for urban deformation monitoring. In particular, it highlights how deformation monitoring in urban areas can be carried out using Persistent Scatterer Interferometry (PSI) and Synthetic Aperture Radar (SAR) Tomography (TomoSAR). Several contributions show the capabilities of Interferometric SAR (InSAR) and PSI techniques for urban deformation monitoring. Some of them show the advantages of TomoSAR in un-mixing multiple scatterers for urban mapping and monitoring. This book is dedicated to the technical and scientific community interested in urban applications. It is useful for choosing the appropriate technique and gaining an assessment of the expected performance. The book will also be useful to researchers, as it provides information on the state-of-the-art and new trends in this field

Keywords

SBAS-InSAR --- surface subsidence --- Sentinel-1A --- Wuhan --- engineering construction --- carbonate karstification --- water level changes --- reclamation settlements --- Lingang New City --- time series InSAR analysis --- terraSAR-X --- ENVISAT ASAR --- ALOS PALSAR --- time series analysis --- InSAR --- PS --- landslide --- subsidence --- land reclamation --- urbanization --- risk --- Istanbul --- Turkey --- Persistent Scatterer Interferometry (PSI) --- Sentinel-1 --- uplift --- expansive soils --- dewatering --- London --- synthetic aperture radar (SAR) --- SAR tomography --- deformation monitoring --- persistent scatterer interferometry (PSI) --- urban deformation monitoring --- radar interferometry --- displacement mapping --- spaceborne SAR --- differential interferometry --- differential tomography --- ERS-1/-2 --- PALSAR --- PALSAR-2 --- InSAR --- land subsidence --- reclaimed land --- Urayasu City --- SAR interferometry --- displacement monitoring --- Sentinel-1 --- permanent scatterers --- thermal dilation --- health monitoring --- SAR --- Sentinel-1 --- differential SAR interferometry --- atmospheric component --- modelling --- deformation time series --- validation --- multi-look SAR tomography --- multiple PS detection --- Capon estimation --- Generalized Likelihood Ratio Test --- synthetic aperture radar --- persistent scatterers --- differential interferometry --- tomography --- radar detection --- generalized likelihood ratio test --- sparse signals --- pursuit monostatic --- PS-InSAR --- urban monitoring --- skyscrapers --- urban subsidence --- Copernicus Sentinel-1 --- Persistent Scatterer Interferometry --- SNAP-StaMPS --- Rome --- synthetic aperture radar --- tomography --- polarimetry --- radar detection --- generalized likelihood ratio test --- sparse signals --- geological and geomorphological mapping --- Late-Quaternary deposits --- differential compaction --- multi-temporal DInSAR --- Venetian-Friulian Plain --- subsidence monitoring --- persistent scatterer interferometry --- asymmetric subsidence --- groundwater level variation --- Sepulveda Transit Corridor --- Los Angeles --- synthetic aperture radar --- persistent scatterers --- tomography --- differential interferometry --- polarimetry --- radar detection --- urban areas --- deformation

Intelligent Optimization Modelling in Energy Forecasting

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ISBN: 9783039283644 9783039283651 Year: Pages: 262 DOI: 10.3390/books978-3-03928-365-1 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Computer Science
Added to DOAB on : 2020-04-07 23:07:09
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Accurate energy forecasting is important to facilitate the decision-making process in order to achieve higher efficiency and reliability in power system operation and security, economic energy use, contingency scheduling, the planning and maintenance of energy supply systems, and so on. In recent decades, many energy forecasting models have been continuously proposed to improve forecasting accuracy, including traditional statistical models (e.g., ARIMA, SARIMA, ARMAX, multi-variate regression, exponential smoothing models, Kalman filtering, Bayesian estimation models, etc.) and artificial intelligence models (e.g., artificial neural networks (ANNs), knowledge-based expert systems, evolutionary computation models, support vector regression, etc.). Recently, due to the great development of optimization modeling methods (e.g., quadratic programming method, differential empirical mode method, evolutionary algorithms, meta-heuristic algorithms, etc.) and intelligent computing mechanisms (e.g., quantum computing, chaotic mapping, cloud mapping, seasonal mechanism, etc.), many novel hybrid models or models combined with the above-mentioned intelligent-optimization-based models have also been proposed to achieve satisfactory forecasting accuracy levels. It is important to explore the tendency and development of intelligent-optimization-based modeling methodologies and to enrich their practical performances, particularly for marine renewable energy forecasting.

Keywords

short-term load forecasting --- weighted k-nearest neighbor (W-K-NN) algorithm --- comparative analysis --- empirical mode decomposition (EMD) --- particle swarm optimization (PSO) algorithm --- intrinsic mode function (IMF) --- support vector regression (SVR) --- short term load forecasting --- crude oil price forecasting --- time series forecasting --- hybrid model --- complementary ensemble empirical mode decomposition (CEEMD) --- sparse Bayesian learning (SBL) --- multi-step wind speed prediction --- Ensemble Empirical Mode Decomposition --- Long Short Term Memory --- General Regression Neural Network --- Brain Storm Optimization --- substation project cost forecasting model --- feature selection --- data inconsistency rate --- modified fruit fly optimization algorithm --- deep convolutional neural network --- multi-objective grey wolf optimizer --- long short-term memory --- fuzzy time series --- LEM2 --- combination forecasting --- wind speed --- electrical power load --- crude oil prices --- time series forecasting --- improved complete ensemble empirical mode decomposition with adaptive noise (ICEEMDAN) --- kernel learning --- kernel ridge regression --- differential evolution (DE) --- artificial intelligence techniques --- energy forecasting --- condition-based maintenance --- asset management --- renewable energy consumption --- Gaussian processes regression --- state transition algorithm --- five-year project --- forecasting --- Markov-switching --- Markov-switching GARCH --- energy futures --- commodities --- portfolio management --- active investment --- diversification --- institutional investors --- energy price hedging --- metamodel --- ensemble --- individual --- regression --- interpolation

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