In the process of large-scale,grid-connected wind power operations,it is important to establish an accurate probability distribution model for wind farm fluctuations.In this study,a wind power fluctuation modeling met...In the process of large-scale,grid-connected wind power operations,it is important to establish an accurate probability distribution model for wind farm fluctuations.In this study,a wind power fluctuation modeling method is proposed based on the method of moving average and adaptive nonparametric kernel density estimation(NPKDE)method.Firstly,the method of moving average is used to reduce the fluctuation of the sampling wind power component,and the probability characteristics of the modeling are then determined based on the NPKDE.Secondly,the model is improved adaptively,and is then solved by using constraint-order optimization.The simulation results show that this method has a better accuracy and applicability compared with the modeling method based on traditional parameter estimation,and solves the local adaptation problem of traditional NPKDE.展开更多
The application of frequency distribution statistics to data provides objective means to assess the nature of the data distribution and viability of numerical models that are used to visualize and interpret data.Two c...The application of frequency distribution statistics to data provides objective means to assess the nature of the data distribution and viability of numerical models that are used to visualize and interpret data.Two commonly used tools are the kernel density estimation and reduced chi-squared statistic used in combination with a weighted mean.Due to the wide applicability of these tools,we present a Java-based computer application called KDX to facilitate the visualization of data and the utilization of these numerical tools.展开更多
In this paper,Edgeworth expansion for the nearest neighbor\|kernel estimate and random weighting approximation of conditional density are given and the consistency and convergence rate are proved.
In this paper, the normal approximation rate and the random weighting approximation rate of error distribution of the kernel estimator of conditional density function f(y|x) are studied. The results may be used to...In this paper, the normal approximation rate and the random weighting approximation rate of error distribution of the kernel estimator of conditional density function f(y|x) are studied. The results may be used to construct the confidence interval of f(y|x) .展开更多
It is a common practice to evaluate probability density function or matter spatial density function from statistical samples. Kernel density estimation is a frequently used method, but to select an optimal bandwidth o...It is a common practice to evaluate probability density function or matter spatial density function from statistical samples. Kernel density estimation is a frequently used method, but to select an optimal bandwidth of kernel estimation, which is completely based on data samples, is a long-term issue that has not been well settled so far. There exist analytic formulae of optimal kernel bandwidth, but they cannot be applied directly to data samples,since they depend on the unknown underlying density functions from which the samples are drawn. In this work, we devise an approach to pick out the totally data-based optimal bandwidth. First, we derive correction formulae for the analytic formulae of optimal bandwidth to compute the roughness of the sample's density function. Then substitute the correction formulae into the analytic formulae for optimal bandwidth, and through iteration we obtain the sample's optimal bandwidth. Compared with analytic formulae, our approach gives very good results, with relative differences from the analytic formulae being only 2%～3% for sample size larger than 10~4. This approach can also be generalized easily to cases of variable kernel estimations.展开更多
Hydraulic fracturing （HF） technique has been extensively used for the exploitation of unconventional oiland gas reservoirs. HF enhances the connectivity of less permeable oil and gas-bearing rock formationsby fluid ...Hydraulic fracturing （HF） technique has been extensively used for the exploitation of unconventional oiland gas reservoirs. HF enhances the connectivity of less permeable oil and gas-bearing rock formationsby fluid injection, which creates an interconnected fracture network and increases the hydrocarbonproduction. Meanwhile, microseismic （MS） monitoring is one of the most effective approaches to evaluatesuch stimulation process. In this paper, the combined finite-discrete element method （FDEM） isadopted to numerically simulate HF and associated MS. Several post-processing tools, includingfrequency-magnitude distribution （b-value）, fractal dimension （D-value）, and seismic events clustering,are utilized to interpret numerical results. A non-parametric clustering algorithm designed specificallyfor FDEM is used to reduce the mesh dependency and extract more realistic seismic information.Simulation results indicated that at the local scale, the HF process tends to propagate following the rockmass discontinuities; while at the reservoir scale, it tends to develop in the direction parallel to themaximum in-situ stress. 2014 Institute of Rock and Soil Mechanics, Chinese Academy of Sciences. Production and hosting byElsevier B.V. All rights reserved.展开更多
A new algorithm for linear instantaneous independent component analysis is proposed based on maximizing the log-likelihood contrast function which can be changed into a gradient equation.An iterative method is introdu...A new algorithm for linear instantaneous independent component analysis is proposed based on maximizing the log-likelihood contrast function which can be changed into a gradient equation.An iterative method is introduced to solve this equation efficiently.The unknown probability density functions as well as their first and second derivatives in the gradient equation are estimated by kernel density method.Computer simulations on artificially generated signals and gray scale natural scene images confirm the efficiency and accuracy of the proposed algorithm.展开更多
基金supported by Science and Technology project of the State Grid Corporation of China“Research on Active Development Planning Technology and Comprehensive Benefit Analysis Method for Regional Smart Grid Comprehensive Demonstration Zone”National Natural Science Foundation of China(51607104)
文摘In the process of large-scale,grid-connected wind power operations,it is important to establish an accurate probability distribution model for wind farm fluctuations.In this study,a wind power fluctuation modeling method is proposed based on the method of moving average and adaptive nonparametric kernel density estimation(NPKDE)method.Firstly,the method of moving average is used to reduce the fluctuation of the sampling wind power component,and the probability characteristics of the modeling are then determined based on the NPKDE.Secondly,the model is improved adaptively,and is then solved by using constraint-order optimization.The simulation results show that this method has a better accuracy and applicability compared with the modeling method based on traditional parameter estimation,and solves the local adaptation problem of traditional NPKDE.
文摘The application of frequency distribution statistics to data provides objective means to assess the nature of the data distribution and viability of numerical models that are used to visualize and interpret data.Two commonly used tools are the kernel density estimation and reduced chi-squared statistic used in combination with a weighted mean.Due to the wide applicability of these tools,we present a Java-based computer application called KDX to facilitate the visualization of data and the utilization of these numerical tools.
文摘In this paper,Edgeworth expansion for the nearest neighbor\|kernel estimate and random weighting approximation of conditional density are given and the consistency and convergence rate are proved.
基金Supported by Natural Science Foundation of Beijing City and National Natural Science Foundation ofChina(2 2 30 4 1 0 0 1 30 1
文摘In this paper, the normal approximation rate and the random weighting approximation rate of error distribution of the kernel estimator of conditional density function f(y|x) are studied. The results may be used to construct the confidence interval of f(y|x) .
基金Supported by the National Science Foundation of China under Grant No.11273013by the Natural Science Foundation of Jilin Province under Grant No.20180101228JC
文摘It is a common practice to evaluate probability density function or matter spatial density function from statistical samples. Kernel density estimation is a frequently used method, but to select an optimal bandwidth of kernel estimation, which is completely based on data samples, is a long-term issue that has not been well settled so far. There exist analytic formulae of optimal kernel bandwidth, but they cannot be applied directly to data samples,since they depend on the unknown underlying density functions from which the samples are drawn. In this work, we devise an approach to pick out the totally data-based optimal bandwidth. First, we derive correction formulae for the analytic formulae of optimal bandwidth to compute the roughness of the sample's density function. Then substitute the correction formulae into the analytic formulae for optimal bandwidth, and through iteration we obtain the sample's optimal bandwidth. Compared with analytic formulae, our approach gives very good results, with relative differences from the analytic formulae being only 2%～3% for sample size larger than 10~4. This approach can also be generalized easily to cases of variable kernel estimations.
基金supported by the Natural Sciences and Engineering Research Council of Canada through Discovery Grant 341275 (G. Grasselli) and Engage EGP 461019-13
文摘Hydraulic fracturing （HF） technique has been extensively used for the exploitation of unconventional oiland gas reservoirs. HF enhances the connectivity of less permeable oil and gas-bearing rock formationsby fluid injection, which creates an interconnected fracture network and increases the hydrocarbonproduction. Meanwhile, microseismic （MS） monitoring is one of the most effective approaches to evaluatesuch stimulation process. In this paper, the combined finite-discrete element method （FDEM） isadopted to numerically simulate HF and associated MS. Several post-processing tools, includingfrequency-magnitude distribution （b-value）, fractal dimension （D-value）, and seismic events clustering,are utilized to interpret numerical results. A non-parametric clustering algorithm designed specificallyfor FDEM is used to reduce the mesh dependency and extract more realistic seismic information.Simulation results indicated that at the local scale, the HF process tends to propagate following the rockmass discontinuities; while at the reservoir scale, it tends to develop in the direction parallel to themaximum in-situ stress. 2014 Institute of Rock and Soil Mechanics, Chinese Academy of Sciences. Production and hosting byElsevier B.V. All rights reserved.
文摘A new algorithm for linear instantaneous independent component analysis is proposed based on maximizing the log-likelihood contrast function which can be changed into a gradient equation.An iterative method is introduced to solve this equation efficiently.The unknown probability density functions as well as their first and second derivatives in the gradient equation are estimated by kernel density method.Computer simulations on artificially generated signals and gray scale natural scene images confirm the efficiency and accuracy of the proposed algorithm.
