pwc-archive/papers-with-abstracts huggingface dataset:
An Adaptive Demand Response Framework using Price Elasticity Model in Distribution Networks: A Case Study
Authors: Vipin Chandra Pandey, Nikhil Gupta, K. R. Niazi, Anil Swarnkar, Rayees Ahmad Thokar
Date: 2021-05-31 00:00:00
Tasks: Sensitivity

Price elasticity model (PEM) is an appealing and modest model for assessing the potential of flexible demand in DR. It measures the customers demand sensitivity through elasticity in relation to price variation. However, application of PEM in DR is partially apprehensible on attributing the adaptability and adjustability with intertemporal constraints in DR. Thus, this article presents an adaptive economic DR framework with attributes of DR via a dynamic elasticity approach to model customers sensitivity. This dynamic elasticity is modeled through the deterministic and stochastic approaches. Both approaches envision the notion of load recovery for shiftable/flexible loads to make the proposed DR framework adaptive and adjustable relative to price variation. In stochastic approach, a geometric Brownian motion is employed to emulate load recovery with inclusion of intertemporal constraint of load flexibility. The proposed mathematical model shows what should be the customers elasticity value to achieve the factual DR. The case study is carried out on standard IEEE 33 distribution system bus load data to assess technical and socio-economic impact of DR on customers and is also compared with the exiting model.
Joint Stabilization and Regret Minimization through Switching in Over-Actuated Systems (extended version)
Authors: Jafar Abbaszadeh Chekan, Kamyar Azizzadenesheli, Cedric Langbort
Date: 2021-05-31 00:00:00

Adaptively controlling and minimizing regret in unknown dynamical systems while controlling the growth of the system state is crucial in real-world applications. In this work, we study the problem of stabilization and regret minimization of linear over-actuated dynamical systems. We propose an optimism-based algorithm that leverages possibility of switching between actuating modes in order to alleviate state explosion during initial time steps. We theoretically study the rate at which our algorithm learns a stabilizing controller and prove that it achieves a regret upper bound of $\mathcal{O}(\sqrt{T})$.
Eco-Driving of Connected and Autonomous Vehicles with Sequence-to-Sequence Prediction of Target Vehicle Velocity
Authors: Shobhit Gupta, Marcello Canova
Date: 2021-05-31 00:00:00
Tasks: Autonomous Vehicles, Decoder

The Eco-Driving control problem seeks to perform fuel efficient speed planning for a Connected and Autonomous Vehicle (CAV) that can exploit information available from advanced mapping, and from Vehicle-to-Everything (V2X) communication. The ability of an Eco-Driving strategy to adapt in real time to variable traffic scenarios where surrounding vehicles can be either connected or unconnected is critical for further development and deployment of this technology in the transportation sector. In this work, the Eco-Driving strategy, formulated as a receding-horizon optimal control problem, is integrated with a target vehicle speed prediction model and solved via Dynamic Programming (DP) to determine the optimal speed trajectory in the presence of a human-driven target vehicle. An encoder-decoder architecture analyzes the patterns in the target vehicle velocity recorded over a historic window using a Gated-Recurrent-Unit (GRU) based encoder and generates an estimate of the future velocity trajectory using the GRU based decoder. A sensitivity study is done to analyze the effect of the historical and prediction windows on the accuracy of the velocity predictor. The proposed Eco-Driving controller is evaluated through microscopic simulations using a traffic simulator.
Robustness of electricity systems with nearly 100% share of renewables: a worst-case study
Authors: Francisco Gutierrez-Garcia, Angel Arcos-Vargas, Antonio Gomez-Exposito
Date: 2021-05-30 00:00:00

Several research studies have shown that future sustainable electricity systems, mostly based on renewable generation and storage, are feasible with current technologies and costs. However, recent episodes of extreme weather conditions, probably associated with climate change, cast shades of doubt on whether the resulting generation portfolios are sufficiently robust to assure, at all times, a suitable balance between generation and demand, when adverse conditions are faced. To address this issue, this work elaborates a methodology intended to determine a sustainable electricity system that can endure extreme weather conditions, which are likely to occur. First, using hourly production and demand data from the last decade, along with estimates of new uses of electricity, a worst-case scenario is constructed, including the storage capacity and additional photovoltaic power which are needed to serve the demand on an hourly basis. Next, several key parameters which may have a significant influence on the LCOE are considered, and a sensitivity analysis is carried out to determine their real impact, significance and potential trends. The proposed methodology is then applied to the Spanish system. The results show that, under the hypotheses and conditions considered in this paper, it is possible to design a decarbonized electricity system that, taking advantage of existing sustainable assets, satisfies the long-term needs by providing a reliable supply at an average cost significantly lower than current market prices.
Incorporating forecasting and peer-to-peer negotiation frameworks into a distributed model predictive control approach for meshed electric networks
Authors: Pablo R. Baldivieso Monasterios, Nandor Verba, Euan A Morris, Thomas Morstyn, George. C, . Konstantopoulos, Elena Gaura, Stephen McArthur
Date: 2021-05-30 00:00:00
Tasks: energy trading, Model Predictive Control

Continuous integration of renewable energy sources into power networks is causing a paradigm shift in energy generation and distribution with regards to trading and control; the intermittent nature of renewable sources affects pricing of energy sold or purchased; the networks are subject to operational constraints, voltage limits at each node, rated capacities for the power electronic devices, current bounds for distribution lines. These economic and technical constraints coupled with intermittent renewable injection may pose a threat to system stability and performance. We propose a novel holistic approach to energy trading composed of a distributed predictive control framework to handle physical interactions, i,e., voltage constraints and power dispatch, together with a negotiation framework to determine pricing policies for energy transactions. We study the effect of forecasting generation and consumption on the overall network's performance and market behaviours. We provide a rigorous convergence analysis for both the negotiation framework and the distributed control. Lastly, we assess the impact of forecasting in the proposed system with the aid of testing scenarios.
A time-optimal feedback control for a particular case of the game of two cars
Authors: Aditya Chaudhari, Debraj Chakraborty
Date: 2020-01-06 00:00:00

In this paper, a time-optimal feedback solution to the game of two cars, for the case where the pursuer is faster and more agile than the evader, is presented. The concept of continuous subsets of the reachable set is introduced to characterize the time-optimal pursuit-evasion game under feedback strategies. Using these subsets it is shown that, if initially the pursuer is distant enough from the evader, then the feedback saddle point strategies for both the pursuer and the evader are coincident with one of the common tangents from the minimum radius turning circles of the pursuer to the minimum radius turning circles of the evader. Using geometry, four feasible tangents are identified and the feedback min-max strategy for the pursuer and the max-min strategy for the evader are derived by solving a $2 \times 2$ matrix game at each instant. Insignificant computational effort is involved in evaluating the pursuer and evader inputs using the proposed feedback control law and hence it is suitable for real-time implementation. The proposed law is validated further by comparing the resulting trajectories with those obtained by solving the differential game using numerical techniques.
The Balanced Mode Decomposition Algorithm for Data-Driven LPV Low-Order Models of Aeroservoelastic Systems
Authors: Andrea Iannelli, Urban Fasel, Roy S. Smith
Date: 2021-02-07 00:00:00
Tasks: Model Predictive Control

A novel approach to reduced-order modeling of high-dimensional time varying systems is proposed. It leverages the formalism of the Dynamic Mode Decomposition technique together with the concept of balanced realization. It is assumed that the only information available on the system comes from input, state, and output trajectories generated by numerical simulations or recorded and estimated during experiments, thus the approach is fully data-driven. The goal is to obtain an input-output low dimensional linear model which approximates the system across its operating range. Since the dynamics of aeroservoelastic systems markedly changes in operation (e.g. due to change in flight speed or altitude), time-varying features are retained in the constructed models. This is achieved by generating a Linear Parameter-Varying representation made of a collection of state-consistent linear time-invariant reduced-order models. The algorithm formulation hinges on the idea of replacing the orthogonal projection onto the Proper Orthogonal Decomposition modes, used in Dynamic Mode Decomposition-based approaches, with a balancing oblique projection constructed entirely from data. As a consequence, the input-output information captured in the lower-dimensional representation is increased compared to other projections onto subspaces of same or lower size. Moreover, a parameter-varying projection is possible while also achieving state-consistency. The validity of the proposed approach is demonstrated on a morphing wing for airborne wind energy applications by comparing the performance against two algorithms recently proposed in the literature. Comparisons cover both prediction accuracy and performance in model predictive control applications.
Social Cost Optimization for Prosumer Community with Two Price-Package Incentives in Two-Settlement Based Electricity Market
Authors: Jianzheng Wang, Guoqiang Hu
Date: 2021-05-29 00:00:00
Tasks: energy trading, Vocal Bursts Valence Prediction

In this paper, we consider a future electricity market consisting of aggregated energy prosumers, who are equipped with local wind power plants (WPPs) to support (part of) their energy demands and can also trade energy with day-ahead market (DAM) and energy balancing market (EBM). In addition, an energy aggregator (EA) is established, who can provide the trading gateways between prosumers and the markets. The EA is responsible for making pricing strategies on the prosumers to influence their trading behaviours such that the social benefit of the prosumer community is improved. Specifically, two price packages are provided by the EA: wholesale price (WP) package and lump-sum (LS) package, which can be flexibly selected by prosumers based on their own preferences. Analytical energy-trading strategies will be derived for WP prosumers and LS prosumers based on non-cooperative games and Nash resource allocation strategies, respectively. In this work, a social cost optimization problem will be formulated for the EA, where the detailed WP/LS selection plans are unknown in advance. Consequently, a stochastic Stackelberg game between prosumers and the EA is formulated, and a two-level stochastic convex programming algorithm is proposed to minimize the expectation of the social cost. The performance of the proposed algorithm is demonstrated with a two-settlement based market model in the simulation.
Detailed Primary and Secondary Distribution System Model Enhancement Using AMI Data
Authors: Karen Montano-Martinez, Sushrut Thakar, Shanshan Ma, Zahra Soltani, Student Member, Vijay Vittal, Life Fellow, Mojdeh Khorsand, Raja Ayyanar, Senior Member, Cynthia Rojas, Member, IEEE
Date: 2021-05-29 00:00:00
Tasks: Time Series, Time Series Analysis

Reliable and accurate distribution system modeling, including the secondary network, is essential in examining distribution system performance with high penetration of distributed energy resources (DERs). This paper presents a highly automated, novel method to enhance the accuracy of utility distribution feeder models to capture their performance by matching simulation results with corresponding field measurements. The method is demonstrated using an actual feeder from an electrical utility with high penetration of DERs. The method proposed uses advanced metering infrastructure (AMI) voltage and derived active power measurements at the customer level, and data acquisition systems (DAS) measurements at the feeder-head, in conjunction with an AC optimal power flow (ACOPF) to estimate customer active and reactive power consumption over a time horizon, while accounting for unmetered loads. Additionally, the method proposed estimates both voltage magnitude and angle for each phase at the unbalanced distribution substation. Furthermore, the accuracy of the method developed is verified by comparing the time-series power flow results obtained from the enhancement algorithm with OpenDSS results. The proposed approach seamlessly manages the data available from the optimization procedure through the final model verification automatically.
Improved Convergence Rate for a Distributed Two-Time-Scale Gradient Method under Random Quantization
Authors: Marcos M. Vasconcelos, Thinh T. Doan, Urbashi Mitra
Date: 2021-05-28 00:00:00
Tasks: Quantization

We study the so-called distributed two-time-scale gradient method for solving convex optimization problems over a network of agents when the communication bandwidth between the nodes is limited, and so information that is exchanged between the nodes must be quantized. Our main contribution is to provide a novel analysis, resulting to an improved convergence rate of this method as compared to the existing works. In particular, we show that the method converges at a rate $O(log_2 k/\sqrt k)$ to the optimal solution, when the underlying objective function is strongly convex and smooth. The key technique in our analysis is to consider a Lyapunov function that simultaneously captures the coupling of the consensus and optimality errors generated by the method.
Prediction of soft proton intensities in the near-Earth space using machine learning
Authors: Elena A. Kronberg, Tanveer Hannan, Jens Huthmacher, Marcus Münzer, Florian Peste, Ziyang Zhou, Max Berrendorf, Evgeniy Faerman, Fabio Gastaldello, Simona Ghizzardi, Philippe Escoubet, Stein Haaland, Artem Smirnov, Nithin Sivadas, Robert C. Allen, Andrea Tiengo, Raluca Ilie
Date: 2021-05-11 00:00:00
Tasks: Astronomy, BIG-bench Machine Learning

The spatial distribution of energetic protons contributes towards the understanding of magnetospheric dynamics. Based upon 17 years of the Cluster/RAPID observations, we have derived machine learning-based models to predict the proton intensities at energies from 28 to 1,885 keV in the 3D terrestrial magnetosphere at radial distances between 6 and 22 RE. We used the satellite location and indices for solar, solar wind and geomagnetic activity as predictors. The results demonstrate that the neural network (multi-layer perceptron regressor) outperforms baseline models based on the k-Nearest Neighbors and historical binning on average by ~80% and ~33\%, respectively. The average correlation between the observed and predicted data is about 56%, which is reasonable in light of the complex dynamics of fast-moving energetic protons in the magnetosphere. In addition to a quantitative analysis of the prediction results, we also investigate parameter importance in our model. The most decisive parameters for predicting proton intensities are related to the location: ZGSE direction and the radial distance. Among the activity indices, the solar wind dynamic pressure is the most important. The results have a direct practical application, for instance, for assessing the contamination particle background in the X-Ray telescopes for X-ray astronomy orbiting above the radiation belts. To foster reproducible research and to enable the community to build upon our work we publish our complete code, the data, as well as weights of trained models. Further description can be found in the GitHub project at https://github.com/Tanveer81/deep_horizon.
Pixel super-resolved lensless on-chip sensor with scattering multiplexing
Authors: Xuyang Chang, Shaowei Jiang, Yongcun Hu, Liheng Bian
Date: 2021-05-31 00:00:00
Tasks: Computational Efficiency, Distributed Optimization, Diversity, Super-Resolution

Lensless on-chip microscopy has shown great potential for biomedical imaging due to its large-area and high-throughput imaging capabilities. By combining the pixel super-resolution (PSR) technique, it can improve the resolution beyond the limit of the imaging detector. However, existing PSR techniques are restricted to the feature size and crosstalk of modulation components (such as spatial light modulator), which cannot efficiently encode target information. Besides, the reconstruction algorithms suffer from the trade-off between image quality, reconstruction resolution and computational efficiency. In this work, we constructed a novel integrated lensless on-chip sensor via scattering multiplexing, and reported a robust PSR algorithm for sample reconstruction. The sensor employed a scattering layer as a modulator, which was permanently integrated with the detector. Benefiting from the high-degree-of-freedom reconstruction of the scattering layer, we realized fine wavefront modulation with a small feature size. The integration engineering avoided repetitious calibration and reduce the measurement complexity. The reported PSR algorithm combines both model-driven and data-driven strategies to efficiently exploit the high-frequency information from the fine modulation. A series of experiments validated that the reported sensor provides a low-cost solution for large-scale microscopic imaging, with significant advantages in resolution, image contrast and noise robustness.
An infectious diseases hazard map for India based on mobility and transportation networks
Authors: Onkar Sadekar, Mansi Budamagunta, G. J. Sreejith, Sachin Jain, M. S. Santhanam
Date: 2021-05-24 00:00:00

We propose a risk measure and construct an infectious diseases hazard map for India. Given an outbreak location, a hazard index is assigned to each city using an effective distance that depends on inter-city mobilities instead of geographical distance. We demonstrate its utility using an SIR model augmented with air, rail, and road data between top 446 cities. Simulations show that the effective distance from outbreak location reliably predicts the time of arrival of infection in other cities. The hazard index predictions compare well with the observed spread of SARS-CoV-2. The hazard map can be useful in other outbreaks also.
Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations
Authors: Liang Jiang, Peter C. B. Phillips, Yubo Tao, Yichong Zhang
Date: 2021-05-31 00:00:00
Tasks: regression

Datasets from field experiments with covariate-adaptive randomizations (CARs) usually contain extra covariates in addition to the strata indicators. We propose to incorporate these additional covariates via auxiliary regressions in the estimation and inference of unconditional quantile treatment effects (QTEs) under CARs. We establish the consistency and limit distribution of the regression-adjusted QTE estimator and prove that the use of multiplier bootstrap inference is non-conservative under CARs. The auxiliary regression may be estimated parametrically, nonparametrically, or via regularization when the data are high-dimensional. Even when the auxiliary regression is misspecified, the proposed bootstrap inferential procedure still achieves the nominal rejection probability in the limit under the null. When the auxiliary regression is correctly specified, the regression-adjusted estimator achieves the minimum asymptotic variance. We also discuss forms of adjustments that can improve the efficiency of the QTE estimators. The finite sample performance of the new estimation and inferential methods is studied in simulations and an empirical application to a well-known dataset concerned with expanding access to basic bank accounts on savings is reported.
Asset volatility forecasting:The optimal decay parameter in the EWMA model
Authors: Axel A. Araneda
Date: 2021-05-29 00:00:00
Tasks: Time Series Analysis

The exponentially weighted moving average (EMWA) could be labeled as a competitive volatility estimator, where its main strength relies on computation simplicity, especially in a multi-asset scenario, due to dependency only on the decay parameter, $\lambda$. But, what is the best election for $\lambda$ in the EMWA volatility model? Through a large time-series data set of historical returns of the top US large-cap companies; we test empirically the forecasting performance of the EWMA approach, under different time horizons and varying the decay parameter. Using a rolling window scheme, the out-of-sample performance of the variance-covariance matrix is computed following two approaches. First, if we look for a fixed decay parameter for the full sample, the results are in agreement with the RiskMetrics suggestion for 1-month forecasting. In addition, we provide the full-sample optimal decay parameter for the weekly and bi-weekly forecasting horizon cases, confirming two facts: i) the optimal value is as a function of the forecasting horizon, and ii) for lower forecasting horizons the short-term memory gains importance. In a second way, we also evaluate the forecasting performance of EWMA, but this time using the optimal time-varying decay parameter which minimizes the in-sample variance-covariance estimator, arriving at better accuracy than the use of a fixed-full-sample optimal parameter.
Specification tests for GARCH processes
Authors: Giuseppe Cavaliere, Indeewara Perera, Anders Rahbek
Date: 2021-05-28 00:00:00
Tasks: valid

This paper develops tests for the correct specification of the conditional variance function in GARCH models when the true parameter may lie on the boundary of the parameter space. The test statistics considered are of Kolmogorov-Smirnov and Cram\'{e}r-von Mises type, and are based on a certain empirical process marked by centered squared residuals. The limiting distributions of the test statistics are not free from (unknown) nuisance parameters, and hence critical values cannot be tabulated. A novel bootstrap procedure is proposed to implement the tests; it is shown to be asymptotically valid under general conditions, irrespective of the presence of nuisance parameters on the boundary. The proposed bootstrap approach is based on shrinking of the parameter estimates used to generate the bootstrap sample toward the boundary of the parameter space at a proper rate. It is simple to implement and fast in applications, as the associated test statistics have simple closed form expressions. A simulation study demonstrates that the new tests: (i) have excellent finite sample behavior in terms of empirical rejection probabilities under the null as well as under the alternative; (ii) provide a useful complement to existing procedures based on Ljung-Box type approaches. Two data examples are considered to illustrate the tests.