In this study, by starting from Maximum entropy (MaxEnt) distribution of time series, we introduce a measure that quantifies information worth of a set of autocovariances. The information worth of autocovariences is m...In this study, by starting from Maximum entropy (MaxEnt) distribution of time series, we introduce a measure that quantifies information worth of a set of autocovariances. The information worth of autocovariences is measured in terms of entropy difference of MaxEnt distributions subject to different autocovariance sets due to the fact that the information discrepancy between two distributions is measured in terms of their entropy difference in MaxEnt modeling. However, MinMaxEnt distributions (models) are obtained on the basis of MaxEnt distributions dependent on parameters according to autocovariances for time series. This distribution is the one which has minimum entropy and maximum information out of all MaxEnt distributions for family of time series constructed by considering one or several values as parameters. Furthermore, it is shown that as the number of autocovariances increases, the entropy of approximating distribution goes on decreasing. In addition, it is proved that information worth of each model defined on the basis of MinMaxEnt modeling about stationary time series is equal to sum of all possible information increments corresponding to each model with respect to preceding model starting with first model in the sequence of models. The fulfillment of obtained results is demonstrated on an example by using a program written in Matlab.展开更多
Information value is a hot topic in information studies.Based on a deepgoing analysis of the prevalent viewpoints in this field,the author puts forward his own viewpoint in the light of systematic theory.
状态估计作为能量管理系统(EMS)和实时电力市场的基础和核心,正在变得日益重要。该文从信息科学的新视角,对电力系统状态估计的数学基础进行了研究。根据最小信息损失(MIL)决策原理,提出了能够适用于各种概率分布的通用的 MIL 状态估计...状态估计作为能量管理系统(EMS)和实时电力市场的基础和核心,正在变得日益重要。该文从信息科学的新视角,对电力系统状态估计的数学基础进行了研究。根据最小信息损失(MIL)决策原理,提出了能够适用于各种概率分布的通用的 MIL 状态估计新原理。并在理论上证明了加权最加权最小二乘(WLAV)估计法都是MIL 状态估计的特例,将传统状态估计方法在信息学的意义上统一起来,赋予了传统状态估计方法全新的信息学内涵。在 MIL 意义上,针对次输电系统和配电系统状态估计中普遍采用的电流幅值量测,得到了大电流是 WLS 估计法的近似条件。用算例比较了 MIL 和 WLS 状态估计的估计结果,进一步验证了 WLS 法在非正态分布时的近似条件。展开更多
文摘In this study, by starting from Maximum entropy (MaxEnt) distribution of time series, we introduce a measure that quantifies information worth of a set of autocovariances. The information worth of autocovariences is measured in terms of entropy difference of MaxEnt distributions subject to different autocovariance sets due to the fact that the information discrepancy between two distributions is measured in terms of their entropy difference in MaxEnt modeling. However, MinMaxEnt distributions (models) are obtained on the basis of MaxEnt distributions dependent on parameters according to autocovariances for time series. This distribution is the one which has minimum entropy and maximum information out of all MaxEnt distributions for family of time series constructed by considering one or several values as parameters. Furthermore, it is shown that as the number of autocovariances increases, the entropy of approximating distribution goes on decreasing. In addition, it is proved that information worth of each model defined on the basis of MinMaxEnt modeling about stationary time series is equal to sum of all possible information increments corresponding to each model with respect to preceding model starting with first model in the sequence of models. The fulfillment of obtained results is demonstrated on an example by using a program written in Matlab.
文摘Information value is a hot topic in information studies.Based on a deepgoing analysis of the prevalent viewpoints in this field,the author puts forward his own viewpoint in the light of systematic theory.
文摘状态估计作为能量管理系统(EMS)和实时电力市场的基础和核心,正在变得日益重要。该文从信息科学的新视角,对电力系统状态估计的数学基础进行了研究。根据最小信息损失(MIL)决策原理,提出了能够适用于各种概率分布的通用的 MIL 状态估计新原理。并在理论上证明了加权最加权最小二乘(WLAV)估计法都是MIL 状态估计的特例,将传统状态估计方法在信息学的意义上统一起来,赋予了传统状态估计方法全新的信息学内涵。在 MIL 意义上,针对次输电系统和配电系统状态估计中普遍采用的电流幅值量测,得到了大电流是 WLS 估计法的近似条件。用算例比较了 MIL 和 WLS 状态估计的估计结果,进一步验证了 WLS 法在非正态分布时的近似条件。
