This paper proposes a new method for data assimilation of the surface radial current observed by High Frequency ground wave radar and optimization of the bottom friction coefficient.In this method,the shallow water wa...This paper proposes a new method for data assimilation of the surface radial current observed by High Frequency ground wave radar and optimization of the bottom friction coefficient.In this method,the shallow water wave equation is introduced into the cost function of the multigrid three-dimensional variation data assimilation method as the weak constraint term,the surface current and the bottom friction coefficient are defined as the analytical variables,and the high spatiotemporal resolution surface radial flow observed by the high-frequency ground wave radar is used to optimize the surface current and bottom friction coefficient.This method can effectively consider the spatiotemporal correlation of radar data and extract multiscale information from surface radial flow data from long waves to short waves.Introducing the shallow water wave equation into the cost function as a weak constraint condition can adjust both the momentum and mass fields simultaneously to obtain more reasonable analysis information.The optimized bottom friction coefficient is introduced into the regional ocean numerical model to carry out numerical experiments.The test results show that the bottom friction coefficient obtained by this method can effectively improve the accuracy of the numerical simulation of sea surface height in the offshore area and reduce the simulation error.展开更多
Large biases exist in real-time ENSO prediction, which can be attributed to uncertainties in initial conditions and model parameters. Previously, a 4D variational （4D-Vat） data assimilation system was developed for ...Large biases exist in real-time ENSO prediction, which can be attributed to uncertainties in initial conditions and model parameters. Previously, a 4D variational （4D-Vat） data assimilation system was developed for an intermediate coupled model （ICM） and used to improve ENSO modeling through optimized initial conditions. In this paper, this system is further applied to optimize model parameters. In the ICM used, one important process for ENSO is related to the anomalous temperature of subsurface water entrained into the mixed layer （Te）, which is empirically and explicitly related to sea level （SL） variation. The strength of the thermocline effect on SST （referred to simply as ＂the thermocline effect＂） is represented by an introduced parameter, （l＇Te. A numerical procedure is developed to optimize this model parameter through the 4D-Var assimilation of SST data in a twin experiment context with an idealized setting. Experiments having their initial condition optimized only, and having their initial condition plus this additional model parameter optimized, are compared. It is shown that ENSO evolution can be more effectively recovered by including the additional optimization of this parameter in ENSO modeling. The demonstrated feasibility of optimizing model parameters and initial conditions together through the 4D-Var method provides a modeling platform for ENSO studies. Further applications of the 4D-Vat data assimilation system implemented in the ICM are also discussed.展开更多
In this paper,a model free volt/var control(VVC)algorithm is developed by using deep reinforcement learning(DRL).We transform the VVC problem of distribution networks into the network framework of PPO algorithm,in ord...In this paper,a model free volt/var control(VVC)algorithm is developed by using deep reinforcement learning(DRL).We transform the VVC problem of distribution networks into the network framework of PPO algorithm,in order to avoid directly solving a large-scale nonlinear optimization problem.We select photovoltaic inverters as agents to adjust system voltage in a distribution network,taking the reactive power output of inverters as action variables.An appropriate reward function is designed to guide the interaction between photovoltaic inverters and the distribution network environment.OPENDSS is used to output system node voltage and network loss.This method realizes the goal of optimal VVC in distribution network.The IEEE 13-bus three phase unbalanced distribution system is used to verify the effectiveness of the proposed algorithm.Simulation results demonstrate that the proposed method has excellent performance in voltage and reactive power regulation of a distribution network.展开更多
The major challenge to increase the decentralized generation share in distribution grids is the maintenance of the voltage within the limits. The inductive power injection is widely used as a remedial measure. The mai...The major challenge to increase the decentralized generation share in distribution grids is the maintenance of the voltage within the limits. The inductive power injection is widely used as a remedial measure. The main aim of this paper is to study the effect of the reactive power injection (by what-ever means) on radial grid structures and their impact on the voltage of the higher voltage-level grids. Various studies have shown that, in addition to the major local effect on the voltage at the injection point, the injection of the reactive power on a feeder has a global effect, which cannot be neglected. The reactive power flow and the voltage on the higher voltage level grid are significantly affected. In addition, a random effect is introduced by the DGs which are connected through inverters (using wind or PVs). Although their operation is in accordance with the grid code, a volatile reactive power flow circulates on the grid. Finally, this study proposes the implementation of the “Volt/var secondary control” interaction chain in order to increase the distributed generation share at every distribution voltage level, be it medium or low voltage, and at the same time to guarantee a stable operation of the power grid. Features of Volt/var secondary control loops ensure a resilient behavior of the whole chain.展开更多
提出基于 VaR 确定期货最优套期保值比率原理,并建立了以组合 VaR 为目标函数的套期保值优化决策模型,一是从理论上推导了 VaR 最优套期比,二是研究发现 VaR 最优套期保值比在期货合约期望收益率为零,期货和现货收益率完全相关或 VaR ...提出基于 VaR 确定期货最优套期保值比率原理,并建立了以组合 VaR 为目标函数的套期保值优化决策模型,一是从理论上推导了 VaR 最优套期比,二是研究发现 VaR 最优套期保值比在期货合约期望收益率为零,期货和现货收益率完全相关或 VaR 置信水平接近于100%的情况下趋近于最小方差最优套期比;现货和期货价格变动完全一致情况下,VaR 最优套期比等于传统的套期比,三是得出了 VaR 最优套期比由反映套期保值者投机需求和纯套期保值两部分组成的结论.展开更多
投资组合的优化旨在对资金进行分配组合,得到各项资产的最优分配权重,并在权衡投资收益和风险的基础上使投资达到期望效用最大化。在研究过程中,首先运用Monte Carlo随机模拟方法预测各资产的收益率期望值,计算出收益率标准差和各资产...投资组合的优化旨在对资金进行分配组合,得到各项资产的最优分配权重,并在权衡投资收益和风险的基础上使投资达到期望效用最大化。在研究过程中,首先运用Monte Carlo随机模拟方法预测各资产的收益率期望值,计算出收益率标准差和各资产间的相关系数,进而求解资产的组合风险。然后将VaR(Value at Risk)条件引入到模型中,建立以资产组合收益为最大目标,以资产组合的VAR为约束条件的投资组合优化模型,计算出资产分配比重。最后通过实例分析资产价格走势和检验分布假设,验证模型的合理性和可行性,为投资者的决策提供理论和应用依据。展开更多
基金supported by the National Natural Science Foundation of China (Nos. 41506039, 41776004, 41775100 and 41606039)the National Key Research and Development Program of China (No. 2016YFC1401800)+1 种基金the Fundamental Research Funds for the Central Universities (No. 2016B12514)the National Programme on Global Change and Air-Sea Interaction of China (No. GASI-IPO VAI-04)
文摘This paper proposes a new method for data assimilation of the surface radial current observed by High Frequency ground wave radar and optimization of the bottom friction coefficient.In this method,the shallow water wave equation is introduced into the cost function of the multigrid three-dimensional variation data assimilation method as the weak constraint term,the surface current and the bottom friction coefficient are defined as the analytical variables,and the high spatiotemporal resolution surface radial flow observed by the high-frequency ground wave radar is used to optimize the surface current and bottom friction coefficient.This method can effectively consider the spatiotemporal correlation of radar data and extract multiscale information from surface radial flow data from long waves to short waves.Introducing the shallow water wave equation into the cost function as a weak constraint condition can adjust both the momentum and mass fields simultaneously to obtain more reasonable analysis information.The optimized bottom friction coefficient is introduced into the regional ocean numerical model to carry out numerical experiments.The test results show that the bottom friction coefficient obtained by this method can effectively improve the accuracy of the numerical simulation of sea surface height in the offshore area and reduce the simulation error.
基金supported by the National Natural Science Foundation of China (Grant Nos. 41705082, 41475101, 41690122(41690120))a Chinese Academy of Sciences Strategic Priority Project-the Western Pacific Ocean System (Grant Nos. XDA11010105 and XDA11020306)+1 种基金the National Programme on Global Change and Air–Sea Interaction (Grant Nos. GASI-IPOVAI06 and GASI-IPOVAI-01-01)the China Postdoctoral Science Foundation, and a Qingdao Postdoctoral Application Research Project
文摘Large biases exist in real-time ENSO prediction, which can be attributed to uncertainties in initial conditions and model parameters. Previously, a 4D variational （4D-Vat） data assimilation system was developed for an intermediate coupled model （ICM） and used to improve ENSO modeling through optimized initial conditions. In this paper, this system is further applied to optimize model parameters. In the ICM used, one important process for ENSO is related to the anomalous temperature of subsurface water entrained into the mixed layer （Te）, which is empirically and explicitly related to sea level （SL） variation. The strength of the thermocline effect on SST （referred to simply as ＂the thermocline effect＂） is represented by an introduced parameter, （l＇Te. A numerical procedure is developed to optimize this model parameter through the 4D-Var assimilation of SST data in a twin experiment context with an idealized setting. Experiments having their initial condition optimized only, and having their initial condition plus this additional model parameter optimized, are compared. It is shown that ENSO evolution can be more effectively recovered by including the additional optimization of this parameter in ENSO modeling. The demonstrated feasibility of optimizing model parameters and initial conditions together through the 4D-Var method provides a modeling platform for ENSO studies. Further applications of the 4D-Vat data assimilation system implemented in the ICM are also discussed.
基金supported by the Science and Technology Project of State Grid Zhejiang Electric Power Co.,Ltd.under Grant B311JY21000A。
文摘In this paper,a model free volt/var control(VVC)algorithm is developed by using deep reinforcement learning(DRL).We transform the VVC problem of distribution networks into the network framework of PPO algorithm,in order to avoid directly solving a large-scale nonlinear optimization problem.We select photovoltaic inverters as agents to adjust system voltage in a distribution network,taking the reactive power output of inverters as action variables.An appropriate reward function is designed to guide the interaction between photovoltaic inverters and the distribution network environment.OPENDSS is used to output system node voltage and network loss.This method realizes the goal of optimal VVC in distribution network.The IEEE 13-bus three phase unbalanced distribution system is used to verify the effectiveness of the proposed algorithm.Simulation results demonstrate that the proposed method has excellent performance in voltage and reactive power regulation of a distribution network.
文摘The major challenge to increase the decentralized generation share in distribution grids is the maintenance of the voltage within the limits. The inductive power injection is widely used as a remedial measure. The main aim of this paper is to study the effect of the reactive power injection (by what-ever means) on radial grid structures and their impact on the voltage of the higher voltage-level grids. Various studies have shown that, in addition to the major local effect on the voltage at the injection point, the injection of the reactive power on a feeder has a global effect, which cannot be neglected. The reactive power flow and the voltage on the higher voltage level grid are significantly affected. In addition, a random effect is introduced by the DGs which are connected through inverters (using wind or PVs). Although their operation is in accordance with the grid code, a volatile reactive power flow circulates on the grid. Finally, this study proposes the implementation of the “Volt/var secondary control” interaction chain in order to increase the distributed generation share at every distribution voltage level, be it medium or low voltage, and at the same time to guarantee a stable operation of the power grid. Features of Volt/var secondary control loops ensure a resilient behavior of the whole chain.
文摘提出基于 VaR 确定期货最优套期保值比率原理,并建立了以组合 VaR 为目标函数的套期保值优化决策模型,一是从理论上推导了 VaR 最优套期比,二是研究发现 VaR 最优套期保值比在期货合约期望收益率为零,期货和现货收益率完全相关或 VaR 置信水平接近于100%的情况下趋近于最小方差最优套期比;现货和期货价格变动完全一致情况下,VaR 最优套期比等于传统的套期比,三是得出了 VaR 最优套期比由反映套期保值者投机需求和纯套期保值两部分组成的结论.
基金the Undergraduate Innovative Experimental Program of Beijing Jiaotong University.
文摘投资组合的优化旨在对资金进行分配组合,得到各项资产的最优分配权重,并在权衡投资收益和风险的基础上使投资达到期望效用最大化。在研究过程中,首先运用Monte Carlo随机模拟方法预测各资产的收益率期望值,计算出收益率标准差和各资产间的相关系数,进而求解资产的组合风险。然后将VaR(Value at Risk)条件引入到模型中,建立以资产组合收益为最大目标,以资产组合的VAR为约束条件的投资组合优化模型,计算出资产分配比重。最后通过实例分析资产价格走势和检验分布假设,验证模型的合理性和可行性,为投资者的决策提供理论和应用依据。
