• 제목/요약/키워드: ARX Model

검색결과 63건 처리시간 0.025초

재생에너지 발전 확대에 따른 전력계통한계가격의 변화 (The Impact of Renewable Energy Generation on the Level and Volatility of Electricity Price: The Case of Korea)

  • 이서진;유종민
    • 자원ㆍ환경경제연구
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    • 제31권2호
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    • pp.141-163
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    • 2022
  • 이 논문은 우리나라의 재생에너지 발전이 전력계통한계가격(System Marginal Price: SMP)에 미치는 영향을 실증적으로 분석한다. 2016~2020년 시간별 데이터를 사용하여 일일 평균, 피크 시간대, 피크 외 시간대의 SMP에 대해 ARX-GARCHX 모형으로 추정한 결과 총부하, 가스도입가격과 태양광 및 풍력 발전이 중요 결정요인으로 작용하고 있고, 특히 태양광 및 풍력 발전이 증가함에 따라 SMP는 하락하는 급전순위효과(merit order effect)가 존재하는 것을 확인하였다. 특히, 태양광 발전량의 1% 증가는 SMP 수준을 0.005%가량 하락시킬 뿐만 아니라 변동성을 증가시키는 것으로 나타났다. 이러한 결과는 재생에너지 발전이 증가함에 따라 SMP가 하락하여 기존 발전소의 수익성 감소와 재생에너지 투자 감소로 이어질 수 있음을 시사하고, 신재생에너지 보조금이 소매 부분 전기요금에 부담을 가중하더라도 계통한계가격이 낮아져서 이를 상쇄할 수 있음을 의미한다.

상업용 12인치 급속가열장치의 제어계 설계를 위한 모델인식 (Model Identification for Control System Design of a Commercial 12-inch Rapid Thermal Processor)

  • 윤우현;지상현;나병철;원왕연;이광순
    • Korean Chemical Engineering Research
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    • 제46권3호
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    • pp.486-491
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    • 2008
  • 상업용 12인치 급속가열장치(RTP)의 다변수 고급제어기를 개발하기 위하여 열전대가 부착된 웨이퍼를 대상으로 다변수 모델인식을 수행하였다. 웨이퍼에는 7개의 열전대가 설치되어 있으며 10개의 텅스텐-할로겐 램프 그룹으로 가열을 할 수 있다. 모델인식 실험과정에서 웨이퍼의 휨을 최소화하며 최종적으로 10-입력 7-출력의 균형 잡힌 상태공간 모델을 얻기 위한 모델인식방법을 제안하였다. 또한 넓은 온도영역에서 복사에 의한 비선형성을 가장 효과적으로 상쇄시킬 수 있는 출력변수 정의방법을 제안하였다. 600, 700, $800^{\circ}C$ 부근의 정상상태에서 실험을 수행하여 모델을 추정한 결과 상태의 차수는 80~100, 모델출력은 $y=T(K)^2$으로 결정하는 것이 바람직하며, 이때 one-step-ahead 온도예측 오차의 제곱평균은 0.125~0.135 K 정도로 나타났다.

Modeling of a Building System and its Parameter Identification

  • Park, Herie;Martaj, Nadia;Ruellan, Marie;Bennacer, Rachid;Monmasson, Eric
    • Journal of Electrical Engineering and Technology
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    • 제8권5호
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    • pp.975-983
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    • 2013
  • This study proposes a low order dynamic model of a building system in order to predict thermal behavior within a building and its energy consumption. The building system includes a thermally well-insulated room and an electric heater. It is modeled by a second order lumped RC thermal network based on the thermal-electrical analogy. In order to identify unknown parameters of the model, an experimental procedure is firstly detailed. Then, the different linear parametric models (ARMA, ARX, ARMAX, BJ, and OE models) are recalled. The parameters of the parametric models are obtained by the least square approach. The obtained parameters are interpreted to the parameters of the physically based model in accordance with their relationship. Afterwards, the obtained models are implemented in Matlab/Simulink(R) and are evaluated by the mean of the sum of absolute error (MAE) and the mean of the sum of square error (MSE) with the variable of indoor temperature of the room. Quantities of electrical energy and converted thermal energy are also compared. This study will permit a further study on Model Predictive Control adapting to the proposed model in order to reduce energy consumption of the building.

모델추정 기법을 이용한 터보제트엔진의 상태추정 (State Estimation of Turbojet Engine Using Nonlinear Model)

  • 김중회;김동춘;이상정
    • 한국추진공학회:학술대회논문집
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    • 한국추진공학회 2012년도 제38회 춘계학술대회논문집
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    • pp.268-272
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    • 2012
  • 비행체의 경우 운용 중에 센서 등의 고장이 발생하더라도 이를 극복하고 지속적으로 운용이 가능하게 설계하여야 한다. 이러한 비행체에는 중요 센서의 고장에 대비하여 대체 가능한 센서를 여분으로 장착하여 측정값에 대한 신뢰성을 확보하고 있다. 본 논문에서는 시뮬레이션을 통하여 적용 대상 터보제트엔진의 센서 측정값을 MIMO NARX 모델을 사용하여 센서 결함이 발생하더라도 상태추정을 통하여 대치 가능함을 보였고, HILS 장비에 적용할 수 있는 엔진 모델로 사용가능함을 보였다.

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Development of Dam Inflow Simulation Method Based on Bayesian Autoregressive Exogenous Stochastic Volatility (ARXSV) model

  • 파멜라 파비안;김호준;김기철;권현한
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2022년도 학술발표회
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    • pp.437-437
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    • 2022
  • The prediction of dam inflow rate is crucial for the management of the largest multi-purpose dam in South Korea, the Soyang Dam. The main issue associated with the management of water resources is the stochastic nature of the reservoir inflow leading to an increase in uncertainty associated with the inflow prediction. The Autoregressive (AR) model is commonly used to provide the simulation and forecast of hydrometeorological data. However, because its estimation is based solely on the time-series data, it has the disadvantage of being unable to account for external variables such as climate information. This study proposes the use of the Autoregressive Exogenous Stochastic Volatility (ARXSV) model within a Bayesian modeling framework for increased predictability of the monthly dam inflow by addressing the exogenous and stochastic factors. This study analyzes 45 years of hydrological input data of the Soyang Dam from the year 1974 to 2019. The result of this study will be beneficial to strengthen the potential use of data-driven models for accurate inflow predictions and better reservoir management.

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Metamodeling of nonlinear structural systems with parametric uncertainty subject to stochastic dynamic excitation

  • Spiridonakos, Minas D.;Chatzia, Eleni N.
    • Earthquakes and Structures
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    • 제8권4호
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    • pp.915-934
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    • 2015
  • Within the context of Structural Health Monitoring (SHM), it is often the case that structural systems are described by uncertainty, both with respect to their parameters and the characteristics of the input loads. For the purposes of system identification, efficient modeling procedures are of the essence for a fast and reliable computation of structural response while taking these uncertainties into account. In this work, a reduced order metamodeling framework is introduced for the challenging case of nonlinear structural systems subjected to earthquake excitation. The introduced metamodeling method is based on Nonlinear AutoRegressive models with eXogenous input (NARX), able to describe nonlinear dynamics, which are moreover characterized by random parameters utilized for the description of the uncertainty propagation. These random parameters, which include characteristics of the input excitation, are expanded onto a suitably defined finite-dimensional Polynomial Chaos (PC) basis and thus the resulting representation is fully described through a small number of deterministic coefficients of projection. The effectiveness of the proposed PC-NARX method is illustrated through its implementation on the metamodeling of a five-storey shear frame model paradigm for response in the region of plasticity, i.e., outside the commonly addressed linear elastic region. The added contribution of the introduced scheme is the ability of the proposed methodology to incorporate uncertainty into the simulation. The results demonstrate the efficiency of the proposed methodology for accurate prediction and simulation of the numerical model dynamics with a vast reduction of the required computational toll.

폴리아닐린/탄소나노튜브 폴리머 액츄에이터의 모델링, 시뮬레이션 및 제어 (Modeling, Simulation, and Control of a Polyaniline/Carbon-Nanotube Polymer Actuator)

  • 손기원;이병주;김선정;김인영;김선일
    • 대한의용생체공학회:의공학회지
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    • 제28권3호
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    • pp.348-354
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    • 2007
  • Polymer actuators, which are also called as smart materials, change their shapes when electrical, chemical, thermal, or magnetic energy is applied to them and are useful in wide variety of applications such as microelectromechanical systems (MEMS), machine components, and artificial muscles. For this study, Polyaniline/carbon-nanotube polymer actuator that is one of electroactive polymer actuators was prepared. Since the nonlinear phenomena of hysteresis and a step response are essential considerations for practical use of polymer actuators, we have investigated the movement of the Polyaniline/carbon-nanotube polymer actuator and have developed an integrated model that can be used for simulating and predicting the hysteresis and a step response during actuation. The Preisach hysteresis model, one of the most popular phenomenological models of hysteresis, were used for describing the hysteretic behavior of Polyaniline/carbon-nanotube polymer actuator while the ARX method, one of system identification techniques, were used for modeling a step response. In this paper, we first expain details in preparation of the Polyaniline/carbon-nanotube polymer then present the mathematical description of our model, the extraction of the parameters, simulation results from the model, and finally a comparison with measured data.

급속 열처리 공정을 위한 Bang-Bang/PID 온도제어기법 (Bang-Bang plus PID Temperature Control Scheme for Rapid Thermal Processing)

  • 송태승;류준
    • 전기전자학회논문지
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    • 제3권1호
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    • pp.109-117
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    • 1999
  • 본 논문에서는 급속 열처리 공정에서 필수적인 빠르고 정밀한 웨이퍼의 온도제어기법을 제안하였다. Bang- Bang/PID 제어기법은 빠른 온도상승률을 만족하고, 오버슈트와 정상상태 오차를 줄이도록 한다. 즉 초기에 허용 가능한 최대전력을 공급하는 일종의 Bang-Bang 방식의 제어를 하고, 설정온도와 출력에서 측정되는 온도와의 차이가 어느 정해진 범위보다 작을 때 PID 제어를 수행한다. 또한 PID 이득을 정하기 위해 ARX 모델로 식별된 플랜트에 Kappa-Tau 동조법이 사용되었다. 개발된 제어기는 실험용 RTP 장비에 적용하여 그 성능을 평가하였다.

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Analysis of Time Domain Active Sensing Data from CX-100 Wind Turbine Blade Fatigue Tests for Damage Assessment

  • Choi, Mijin;Jung, Hwee Kwon;Taylor, Stuart G.;Farinholt, Kevin M.;Lee, Jung-Ryul;Park, Gyuhae
    • 비파괴검사학회지
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    • 제36권2호
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    • pp.93-101
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    • 2016
  • This paper presents the results obtained using time-series-based methods for structural damage assessment. The methods are applied to a wind turbine blade structure subjected to fatigue loads. A 9 m CX-100 (carbon experimental 100 kW) blade is harmonically excited at its first natural frequency to introduce a failure mode. Consequently, a through-thickness fatigue crack is visually identified at 8.5 million cycles. The time domain data from the piezoelectric active-sensing techniques are measured during the fatigue loadings and used to detect incipient damage. The damage-sensitive features, such as the first four moments and a normality indicator, are extracted from the time domain data. Time series autoregressive models with exogenous inputs are also implemented. These features could efficiently detect a fatigue crack and are less sensitive to operational variations than the other methods.

System identification of soil behavior from vertical seismic arrays

  • Glaser, Steven D.;Ni, Sheng-Huoo;Ko, Chi-Chih
    • Smart Structures and Systems
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    • 제4권6호
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    • pp.727-740
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    • 2008
  • A down hole vertical seismic array is a sequence of instruments installed at various depths in the earth to record the ground motion at multiple points during an earthquake. Numerous studies demonstrate the unique utility of vertical seismic arrays for studying in situ site response and soil behavior. Examples are given of analyses made at two sites to show the value of data from vertical seismic arrays. The sites examined are the Lotung, Taiwan SMART1 array and a new site installed at Jingliao, Taiwan. Details of the installation of the Jingliao array are given. ARX models are theoretically the correct process models for vertical wave propagation in the layered earth, and are used to linearly map deeper sensor input signals to shallower sensor output signals. An example of Event 16 at the Lotung array is given. This same data, when examined in detail with a Bayesian inference model, can also be explained by nonlinear filters yielding commonly accepted soil degradation curves. Results from applying an ARMAX model to data from the Jingliao vertical seismic array are presented. Estimates of inter-transducer soil increment resonant frequency, shear modulus, and damping ratio are presented. The shear modulus varied from 50 to 150 MPa, and damping ratio between 8% and 15%. A new hardware monitoring system - TerraScope - is an affordable 4-D down-hole seismic monitoring system based on independent, microprocessor-controlled sensor Pods. The Pods are nominally 50 mm in diameter, and about 120 mm long. An internal 16-bit micro-controller oversees all aspects of instrumentation, eight programmable gain amplifiers, and local signal storage.