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Estimation of Weibull Distribution Parameters for Wind Speed Characteristics Using Neural Network Algorithm
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作者 Musaed Alrashidi 《Computers, Materials & Continua》 SCIE EI 2023年第4期1073-1088,共16页
Harvesting the power coming from the wind provides a green andenvironmentally friendly approach to producing electricity. To facilitate theongoing advancement in wind energy applications, deep knowledge aboutwind regi... Harvesting the power coming from the wind provides a green andenvironmentally friendly approach to producing electricity. To facilitate theongoing advancement in wind energy applications, deep knowledge aboutwind regime behavior is essential. Wind speed is typically characterized bya statistical distribution, and the two-parameters Weibull distribution hasshown its ability to represent wind speeds worldwide. Estimation of Weibullparameters, namely scale (c) and shape (k) parameters, is vital to describethe observed wind speeds data accurately. Yet, it is still a challenging task.Several numerical estimation approaches have been used by researchers toobtain c and k. However, utilizing such methods to characterize wind speedsmay lead to unsatisfactory accuracy. Therefore, this study aims to investigatethe performance of the metaheuristic optimization algorithm, Neural NetworkAlgorithm (NNA), in obtaining Weibull parameters and comparing itsperformance with five numerical estimation approaches. In carrying out thestudy, the wind characteristics of three sites in Saudi Arabia, namely HaferAl Batin, Riyadh, and Sharurah, are analyzed. Results exhibit that NNA hashigh accuracy fitting results compared to the numerical estimation methods.The NNA demonstrates its efficiency in optimizing Weibull parameters at allthe considered sites with correlations exceeding 98.54. 展开更多
关键词 Weibull probability density function wind energy numerical estimation method metaheuristic optimization algorithm neural network algorithm
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Length estimation of extended targets based on bistatic high resolution range profile 被引量:1
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作者 屈泉酉 郭琨毅 盛新庆 《Journal of Beijing Institute of Technology》 EI CAS 2015年第3期387-391,共5页
The approach to estimate the length of extended targets by using the bistatic high resolution range profile( H RRP) is analyzed in this paper. The relationship between the bistatic H RRP and the monostatic H RRP of ... The approach to estimate the length of extended targets by using the bistatic high resolution range profile( H RRP) is analyzed in this paper. The relationship between the bistatic H RRP and the monostatic H RRP of extended targets are investigated. It is demonstrated by simulations that the target length measured by the bistatic H RRP is more meaningful and accurate than that by the monostatic HRRP,though the monostatic H RRP has been well developed and widely used in target recognizing and classification. The estimation results of a cone shaped target are present and compared at the end of the paper. To assure the reliability of the simulation,the bistatic H RRP is obtained through the scattering field data calculated by a fullwave numerical method,FE-BI-MLFMA. 展开更多
关键词 bistatic radar high resolution range profile(HRRP) full-wave numerical method length estimation
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Implied volatility estimation of bitcoin options and the stylized facts of option pricing
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作者 Noshaba Zulfiqar Saqib Gulzar 《Financial Innovation》 2021年第1期1508-1537,共30页
The recently developed Bitcoin futures and options contracts in cryptocurrency derivatives exchanges mark the beginning of a new era in Bitcoin price risk hedging.The need for these tools dates back to the market cras... The recently developed Bitcoin futures and options contracts in cryptocurrency derivatives exchanges mark the beginning of a new era in Bitcoin price risk hedging.The need for these tools dates back to the market crash of 1987,when investors needed better ways to protect their portfolios through option insurance.These tools provide greater flexibility to trade and hedge volatile swings in Bitcoin prices effectively.The violation of constant volatility and the log-normality assumption of the Black–Scholes option pricing model led to the discovery of the volatility smile,smirk,or skew in options markets.These stylized facts;that is,the volatility smile and implied volatilities implied by the option prices,are well documented in the option literature for almost all financial markets.These are expected to be true for Bitcoin options as well.The data sets for the study are based on short-dated Bitcoin options(14-day maturity)of two time periods traded on Deribit Bitcoin Futures and Options Exchange,a Netherlandsbased cryptocurrency derivative exchange.The estimated results are compared with benchmark Black–Scholes implied volatility values for accuracy and efficiency analysis.This study has two aims:(1)to provide insights into the volatility smile in Bitcoin options and(2)to estimate the implied volatility of Bitcoin options through numerical approximation techniques,specifically the Newton Raphson and Bisection methods.The experimental results show that Bitcoin options belong to the commodity class of assets based on the presence of a volatility forward skew in Bitcoin option data.Moreover,the Newton Raphson and Bisection methods are effective in estimating the implied volatility of Bitcoin options.However,the Newton Raphson forecasting technique converges faster than does the Bisection method. 展开更多
关键词 Bitcoin options Deribit Bitcoin smile Implied volatility estimation numerical estimation
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Estimation of Residual Exhaust Gas of Homogeneous Charge Compression Ignition Gasoline Engine Operating Under Negative Valve Overlap Strategy
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作者 Huanchun Gong 《Automotive Innovation》 EI CSCD 2019年第1期45-54,共10页
To meet the requirements of the homogeneous charge compression ignition gasoline engine’s rapid cylinder exhaust gas rate and accurate control of combustion phasing,a residual exhaust gas rate model was proposed.A he... To meet the requirements of the homogeneous charge compression ignition gasoline engine’s rapid cylinder exhaust gas rate and accurate control of combustion phasing,a residual exhaust gas rate model was proposed.A heat dissipation model for gas flow in the exhaust passage and exhaust pipe was established,and the exhaust gas was established.Flow through the exhaust valve was considered as an adiabatic expansion process,the exhaust temperature was used to estimate the temperature in the cylinder at the time that the valve was closed,and the cylinder exhaust gas rate was calculated.To meet the requirements of transient operating conditions,a first-order inertial link was used to correct the thermocouple temperature measurement.Addressing this delay problem and modification of the exhaust wall temperature according to different conditions effectively improved the accuracy of the model.The relative error between the calculated results of this model and the simulation results determined using GT-POWER software was within 3.5%. 展开更多
关键词 Residual exhaust gas Negative valve overlap angle Homogeneous charge compression ignition Gasoline engine numerical estimation
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