Prediction of stability in SG(Smart Grid)is essential in maintaining consistency and reliability of power supply in grid infrastructure.Analyzing the fluctuations in power generation and consumption patterns of smart ...Prediction of stability in SG(Smart Grid)is essential in maintaining consistency and reliability of power supply in grid infrastructure.Analyzing the fluctuations in power generation and consumption patterns of smart cities assists in effectively managing continuous power supply in the grid.It also possesses a better impact on averting overloading and permitting effective energy storage.Even though many traditional techniques have predicted the consumption rate for preserving stability,enhancement is required in prediction measures with minimized loss.To overcome the complications in existing studies,this paper intends to predict stability from the smart grid stability prediction dataset using machine learning algorithms.To accomplish this,pre-processing is performed initially to handle missing values since it develops biased models when missing values are mishandled and performs feature scaling to normalize independent data features.Then,the pre-processed data are taken for training and testing.Following that,the regression process is performed using Modified PSO(Particle Swarm Optimization)optimized XGBoost Technique with dynamic inertia weight update,which analyses variables like gamma(G),reaction time(tau1–tau4),and power balance(p1–p4)for providing effective future stability in SG.Since PSO attains optimal solution by adjusting position through dynamic inertial weights,it is integrated with XGBoost due to its scalability and faster computational speed characteristics.The hyperparameters of XGBoost are fine-tuned in the training process for achieving promising outcomes on prediction.Regression results are measured through evaluation metrics such as MSE(Mean Square Error)of 0.011312781,MAE(Mean Absolute Error)of 0.008596322,and RMSE(Root Mean Square Error)of 0.010636156 and MAPE(Mean Absolute Percentage Error)value of 0.0052 which determine the efficacy of the system.展开更多
Based on conventional particle swarm optimization(PSO),this paper presents an efficient and reliable heuristic approach using PSO with an adaptive random inertia weight(ARIW)strategy,referred to as the ARIW-PSO algori...Based on conventional particle swarm optimization(PSO),this paper presents an efficient and reliable heuristic approach using PSO with an adaptive random inertia weight(ARIW)strategy,referred to as the ARIW-PSO algorithm,to build a multi-objective optimization model for reservoir operation.Using the triangular probability density function,the inertia weight is randomly generated,and the probability density function is automatically adjusted to make the inertia weight generally greater in the initial stage of evolution,which is suitable for global searches.In the evolution process,the inertia weight gradually decreases,which is beneficial to local searches.The performance of the ARIWPSO algorithm was investigated with some classical test functions,and the results were compared with those of the genetic algorithm(GA),the conventional PSO,and other improved PSO methods.Then,the ARIW-PSO algorithm was applied to multi-objective optimal dispatch of the Panjiakou Reservoir and multi-objective flood control operation of a reservoir group on the Luanhe River in China,including the Panjiakou Reservoir,Daheiting Reservoir,and Taolinkou Reservoir.The validity of the multi-objective optimization model for multi-reservoir systems based on the ARIW-PSO algorithm was verified.展开更多
This paper studies the optimal portfolio allocation of a fund manager when he bases decisions on both the absolute level of terminal relative performance and the change value of terminal relative performance compariso...This paper studies the optimal portfolio allocation of a fund manager when he bases decisions on both the absolute level of terminal relative performance and the change value of terminal relative performance comparison to a predefined reference point. We find the optimal investment strategy by maximizing a weighted average utility of a concave utility and an Sshaped utility via a concavification technique and the martingale method. Numerical results are carried out to show the impact of the extent to which the manager pays attention to the change of relative performance related to the reference point on the optimal terminal relative performance.展开更多
基金Prince Sattam bin Abdulaziz University project number(PSAU/2023/R/1445)。
文摘Prediction of stability in SG(Smart Grid)is essential in maintaining consistency and reliability of power supply in grid infrastructure.Analyzing the fluctuations in power generation and consumption patterns of smart cities assists in effectively managing continuous power supply in the grid.It also possesses a better impact on averting overloading and permitting effective energy storage.Even though many traditional techniques have predicted the consumption rate for preserving stability,enhancement is required in prediction measures with minimized loss.To overcome the complications in existing studies,this paper intends to predict stability from the smart grid stability prediction dataset using machine learning algorithms.To accomplish this,pre-processing is performed initially to handle missing values since it develops biased models when missing values are mishandled and performs feature scaling to normalize independent data features.Then,the pre-processed data are taken for training and testing.Following that,the regression process is performed using Modified PSO(Particle Swarm Optimization)optimized XGBoost Technique with dynamic inertia weight update,which analyses variables like gamma(G),reaction time(tau1–tau4),and power balance(p1–p4)for providing effective future stability in SG.Since PSO attains optimal solution by adjusting position through dynamic inertial weights,it is integrated with XGBoost due to its scalability and faster computational speed characteristics.The hyperparameters of XGBoost are fine-tuned in the training process for achieving promising outcomes on prediction.Regression results are measured through evaluation metrics such as MSE(Mean Square Error)of 0.011312781,MAE(Mean Absolute Error)of 0.008596322,and RMSE(Root Mean Square Error)of 0.010636156 and MAPE(Mean Absolute Percentage Error)value of 0.0052 which determine the efficacy of the system.
基金supported by the Foundation of the Scientific and Technological Innovation Team of Colleges and Universities in Henan Province(Grant No.181RTSTHN009)the Foundation of the Key Laboratory of Water Environment Simulation and Treatment in Henan Province(Grant No.2017016).
文摘Based on conventional particle swarm optimization(PSO),this paper presents an efficient and reliable heuristic approach using PSO with an adaptive random inertia weight(ARIW)strategy,referred to as the ARIW-PSO algorithm,to build a multi-objective optimization model for reservoir operation.Using the triangular probability density function,the inertia weight is randomly generated,and the probability density function is automatically adjusted to make the inertia weight generally greater in the initial stage of evolution,which is suitable for global searches.In the evolution process,the inertia weight gradually decreases,which is beneficial to local searches.The performance of the ARIWPSO algorithm was investigated with some classical test functions,and the results were compared with those of the genetic algorithm(GA),the conventional PSO,and other improved PSO methods.Then,the ARIW-PSO algorithm was applied to multi-objective optimal dispatch of the Panjiakou Reservoir and multi-objective flood control operation of a reservoir group on the Luanhe River in China,including the Panjiakou Reservoir,Daheiting Reservoir,and Taolinkou Reservoir.The validity of the multi-objective optimization model for multi-reservoir systems based on the ARIW-PSO algorithm was verified.
基金Acknowledgements： This work was supported by the Foundations of Post Doctor of China （No. 20060401001） and by the Science Research Projects of Ministry of Education of China （No. 06JA630056） and by the Natural Science Foundations of Ningxia （No. NZ0848）.
基金Supported by the National Natural Science Foundation of China(12071335)the Humanities and Social Science Research Projects in Ministry of Education(20YJAZH025).
文摘This paper studies the optimal portfolio allocation of a fund manager when he bases decisions on both the absolute level of terminal relative performance and the change value of terminal relative performance comparison to a predefined reference point. We find the optimal investment strategy by maximizing a weighted average utility of a concave utility and an Sshaped utility via a concavification technique and the martingale method. Numerical results are carried out to show the impact of the extent to which the manager pays attention to the change of relative performance related to the reference point on the optimal terminal relative performance.
