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  • Articles  (1,671)
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  • 1
    Electronic Resource
    Electronic Resource
    Berkeley, Calif. : Berkeley Electronic Press (now: De Gruyter)
    International journal of emerging electric power systems 8.2007, 2, art1 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: In recent years, renewable energy generation has been coming up for effective use of natural energy, such as wind energy. Induction generators consisting squirrel-cage rotors are widely used as wind generators because of their salient features like robust rotor design, simplicity in the construction, maintenance free operation, etc. In this paper, it is derived that the transient current, electromechanical torque, and active power taking into account rotor speed change of induction generators at three-phase fault conditions. The output equations of the induction generator has nonlinearity, and the speed-time characteristic in a fault period is also expressed by the nonlinear equation. The approximation to derive analytical formulas for transient conditions is proposed, and the transient behavior of the induction generator is analyzed by the developed equations. The simulation block diagram in MATLAB/SIMULINK is constituted using the system equation in consideration of the nonlinearity of the induction generator. The simulation results obtained from each theoretical analysis are in close agreement with that of results obtained using MATLAB/SIMULINK simulation. Furthermore, theoretical discussion also developed to determine the fault phase angle and the time at which maximum transient currents flow in the system.
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  • 2
    Electronic Resource
    Electronic Resource
    Berkeley, Calif. : Berkeley Electronic Press (now: De Gruyter)
    International journal of emerging electric power systems 8.2007, 5, art3 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: The tariff is the best incentive factor for the industrial customer today to reduce the peak load. This paper describes different methods of pricing electricity. It is important to study the influence of the tariff on the industrial loads and the costs of electricity before ILM can be implemented. This paper is interested in studying the economic aspects of fixed and operating cost, other factors affecting the generation economy, distribution of power, etc. Costs of supplying electricity to consumers are also considered. A utility can influence its customers' load by providing financial incentives through the prices charged for electricity at different times of use. By designing discriminatory time of use tariffs in which the prices of electricity corresponds to the marginal cost of supply, a utility provides appropriate signals to the customer to increase consumption of electricity at off peak periods. The proposed algorithm is implemented to a real system in operation.
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  • 3
    Electronic Resource
    Electronic Resource
    Berkeley, Calif. : Berkeley Electronic Press (now: De Gruyter)
    International journal of emerging electric power systems 8.2007, 2, art5 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Accurate electricity load and pool-price forecasting can provide a set of vital predicted information that helps generation, transmission and retailer participating companies to bid strategically into a deregulated electricity market in order to maximize their profits and increase returns to their stakeholders. Although a number of forecasting methods have been proposed to solve the short-term and long-term electricity load forecast, pool-price forecasting is a relatively new research area. In this article, we propose an autoregressive approach, based on a wavelet multiscale decomposition, for the prediction of one-hour ahead load and pool price based respectively on historical electricity load, and pool-price data. This approach is based on a multiple resolution decomposition of the signal using the redundant Haar à trous wavelet transform whose advantage is taking into account the asymmetric nature of the time-varying data. There is an additional computational advantage in that there is no need to re-compute the wavelet transform (wavelet coefficients) of the full signal if the electricity and pool price data (time series) is regularly updated. We assess results produced by this multiscale autoregressive method, in both linear and nonlinear variants, with single resolution autoregressive, multilayer perceptron, Elman recurrent neural network and the general regression neural network models. The input data consists of historical load and pool price data, which is collected over a period of 3 years (1999-2001), used for training, and 1 year (2002) used for testing. Experimental results are based on the New South Wales (Australia) electricity load and pool price data that is provided by the National Electricity Market Management Company.
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  • 4
    Electronic Resource
    Electronic Resource
    Berkeley, Calif. : Berkeley Electronic Press (now: De Gruyter)
    International journal of emerging electric power systems 8.2007, 1, art4 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: This paper investigates the use of trajectory sensitivity analysis (TSA) technique for assessing the transient stability of a power system at various operating conditions. The effect of placement of a thyristor controlled series compensator (TCSC) as well as the influence of the change in firing angle is also discussed. The TCSC is modeled by a variable capacitor, the value of which changes with the firing angle. The systems studied are the WSCC 3-machine, 9-bus system and IEEE 16 machine 68 bus system. The results using TSA are validated by PSCAD/EMTDC simulation.
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  • 5
    Electronic Resource
    Electronic Resource
    Berkeley, Calif. : Berkeley Electronic Press (now: De Gruyter)
    International journal of emerging electric power systems 8.2007, 2, art7 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: A range of techniques has been proposed to define the optimal locations and capacities of distributed generation (DG) as a means of ensuring that the maximum amount of DG can be connected to existing and future networks. However, there are limitations inherent in these methods, not least in finding the best combination of sites for connecting a predefined number of DGs. Here, a method combining optimal power flow and genetic algorithms aims to meet this requirement. Its use would be in enabling Distribution Network Operators to search a network for the best sites and capacities available to strategically connect a defined number of DGs among a large number of potential combinations. Some applications of the proposed methodology confirmed its effectiveness in sitting and sizing an assigned number of DG units.
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  • 6
    Electronic Resource
    Electronic Resource
    Berkeley, Calif. : Berkeley Electronic Press (now: De Gruyter)
    International journal of emerging electric power systems 8.2007, 4, art3 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: This paper presents an approach for identifying the faulted line section and fault location on transmission systems using support vector machines (SVMs) for diagnosis/post-fault analysis purpose. Power system disturbances are often caused by faults on transmission lines. When fault occurs on a transmission system, the protective relay detects the fault and initiates the tripping operation, which isolates the affected part from the rest of the power system. Based on the fault section identified, rapid and corrective restoration procedures can thus be taken to minimize the power interruption and limit the impact of outage on the system. The approach is particularly important for post-fault diagnosis of any mal-operation of relays following a disturbance in the neighboring line connected to the same substation. This may help in improving the fault monitoring/diagnosis process, thus assuring secure operation of the power systems. In this paper we compare SVMs with radial basis function neural networks (RBFNN) in data sets corresponding to different faults on a transmission system. Classification and regression accuracy is reported for both strategies. Studies on a practical 24-Bus equivalent EHV transmission system of the Indian Southern region is presented for indicating the improved generalization with the large margin classifiers in enhancing the efficacy of the chosen model.
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  • 7
    Electronic Resource
    Electronic Resource
    Berkeley, Calif. : Berkeley Electronic Press (now: De Gruyter)
    International journal of emerging electric power systems 8.2007, 4, art7 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: This paper presents a new decision tree (DT) based approach for fast voltage contingency screening and ranking for on-line applications in energy management systems. The hybrid decision tree model is developed to learn all the selected contingencies simultaneously, therefore fewer DTs are required. To reduce the size and improve the accuracy of the decision tree, the K-class problem is converted into the set of K two-class problems, and separate decision tree modules are trained for each of the two class problems. All the selected contingencies are presented to the filter module, which is trained to separate them in critical and non-critical contingency classes, which reduces the burden on ranking modular DT. The critical contingencies screened out by the filter module are presented to the ranking modular decision tree for their further ranking. To measure the severity of contingencies, bus voltage violation based scalar performance index is used. Full AC load flow is performed to generate the training and testing patterns for the proposed hybrid decision tree, under each contingency. The effectiveness of the proposed approach is tested on IEEE test systems. Once trained, a hybrid decision tree method gives fast and accurate screening and ranking of contingencies for unknown load patterns.
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  • 8
    Electronic Resource
    Electronic Resource
    Berkeley, Calif. : Berkeley Electronic Press (now: De Gruyter)
    International journal of emerging electric power systems 8.2007, 5, art1 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: In this paper, a novel control algorithm is proposed to compensate the unbalanced and non-linear loads in a three-phase four-wire system using active power filters. The algorithm results in balanced and sinusoidal source currents under unbalanced and distorted three-phase supply voltages. The algorithm makes use of the positive sequence extraction of the supply voltage and the theory of instantaneous symmetrical components. To illustrate the concept, a three-phase four-wire system with unbalanced and non-linear load is considered for compensation. The detailed simulation and experimental results are presented to validate the proposed method.
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  • 9
    Electronic Resource
    Electronic Resource
    Berkeley, Calif. : Berkeley Electronic Press (now: De Gruyter)
    International journal of emerging electric power systems 8.2007, 5, art6 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: The necessity of dynamic equivalents for power system analysis has been well known since the expansion of large interconnected power networks, and has been discussed during the last decades. The present paper proposes a new method for constructing dynamic equivalents of power systems. In this method, at the first step the ``study system" is modeled completely via a single machine-infinite bus modeling procedure. Then the ``external system" is identified as a MIMO feedback block of this model in such a manner that can include dynamic effects of the latter on the behavior of the former. The method is successfully experimented on a part of the Iranian southern network.
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  • 10
    Electronic Resource
    Electronic Resource
    Berkeley, Calif. : Berkeley Electronic Press (now: De Gruyter)
    International journal of emerging electric power systems 8.2007, 5, art4 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: In this paper a comprehensive dynamical assessment of a high order synchronous generator plant is carried out using the Individual Channel Analysis and Design (ICAD) framework -a multivariable control engineering tool that allows robustness and system performance evaluations. The great benefits of ICAD are elucidated and contrasted to those provided by the long-time honored block diagram representations. Several models used for the small signal stability analysis of synchronous generators are evaluated under the framework of ICAD. The study, which builds on pioneering work, reveals the great advantages of carrying out control system analysis and design with higher order generator models. Moreover, careful analysis of the ICAD's Multivariable Structure Function (MSF) helps to explain, formally, why some operating conditions of the control system are more critical than others. Furthermore, correct interpretations of MSFs are amenable to robust and stable control system designs. Two kinds of studies are considered in the paper; one assesses operation under various power factor conditions and the other under a varying tie-line reactance. The control system design and stability and structural robustness assessment of the system are presented in the second part of this paper. Moreover, results obtained under the ICAD framework are compared with those arising from conventional controllers.
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  • 11
    Electronic Resource
    Electronic Resource
    Berkeley, Calif. : Berkeley Electronic Press (now: De Gruyter)
    International journal of emerging electric power systems 8.2007, 6, art3 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: For high-frequency (HF) interference in an HVDC converter station, the modeling of the noise source which causes interference with the power line carrier (PLC) remains a problem. Based on the profound analysis of the basic principles on which HF noise in PLC band is produced during the commutation process, the equivalent model of the HVDC valve with a snubber circuit is applied to the simulation of the GUI-GUANG HVDC project in PSCAD/EMTDC. Then spectrum plots of the noise source in the frequency domain are obtained by FFT analysis of the voltage waveforms gained from the simulation. Through analyzing the spectrum characteristics of the noise source in various operating modes, the main factors influencing the level of HF noise are found. Furthermore, a modified empirical model used to calculate the level of the noise source is introduced, with particular explanation of the physical quantities used in the model. The spectra of the noise source gained from the modified empirical model and from the simulation are compared with an actual spectrum based on the GUI-GUANG HVDC project. The results show that the modified empirical model can meet the requirement of HF interference calculation.
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  • 12
    Electronic Resource
    Electronic Resource
    Berkeley, Calif. : Berkeley Electronic Press (now: De Gruyter)
    Business and politics 9.2007, 1, art4 
    ISSN: 1369-5258
    Source: Berkeley Electronic Press Academic Journals
    Topics: Political Science , Economics
    Notes: The auto industry is usually considered to be a global industry. Yet the majority of passenger cars are still manufactured and sold in industrialised states where its largest firms are headquartered. The central claim made is that despite the auto industry being comprised of multinational corporations, there are clear national differences in the motivations firms cite for environmental initiatives. US firms are more focused on traditional material factors, especially market forces. However, German and Japanese firms are more focused on social concerns and internally-driven strategies. They have more normative, non-market rationales for their environmental initiatives. By analysing what firms themselves say motivates them to improve the environmental performance of their products, via a qualitative analysis of recent environmental reports by German, US and Japanese firms, as well as interviews conducted with key personnel, the conclusion reached is as follows. While the question of 'greenwashing' versus real commitment to reduce the environmental impact of the industry's products remains relevant, the institutional basis of capitalist relations in their home state (i.e. their home state's variety of capitalism) suggests different nationally appropriate and conducive paths to environmental commitments.
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  • 13
    Electronic Resource
    Electronic Resource
    Berkeley, Calif. : Berkeley Electronic Press (now: De Gruyter)
    Business and politics 9.2007, 2, art1 
    ISSN: 1369-5258
    Source: Berkeley Electronic Press Academic Journals
    Topics: Political Science , Economics
    Notes: By analyzing the interaction between a business firm and multiple government institutions (including a regulatory agency, an executive and a bicameral legislature), we develop predictions about how firms target their political strategies at different branches of government when seeking more favorable public policies. The core of our argument is that firms will target their resources at the institution that is 'pivotal' in the policy-making process. We develop a simple framework, drawing on the political science literature, which identifies pivotal institutions in different types of political environments. We find empirical support for our thesis in an analysis of how U.S. accounting firms shifted their political campaign contributions between the House and Senate in response to the threat of new regulations governing auditor independence during the 1990s.
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  • 14
    Electronic Resource
    Electronic Resource
    Berkeley, Calif. : Berkeley Electronic Press (now: De Gruyter)
    The @international journal of biostatistics 3 (2007), S. 12 
    ISSN: 1557-4679
    Source: Berkeley Electronic Press Academic Journals
    Topics: Biology , Mathematics , Medicine
    Notes: Understanding the genetic underpinnings to complex diseases requires consideration of sophisticated analytical methods designed to uncover intricate associations across multiple predictor variables. At the same time, knowledge of whether single nucleotide polymorphisms within a gene are on the same (in cis) or on different (in trans) chromosomal copies, may provide crucial information about measures of disease progression. In association studies of unrelated individuals, allelic phase is generally unobservable, generating an additional analytical challenge. In this manuscript, we describe a novel approach that combines multiple imputation and random forests for this high-dimensional, unobservable data setting. An application to a cohort of HIV-1 infected individuals receiving anti-retroviral therapies is presented. A simulation study is also presented to characterize method performance.
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  • 15
    Electronic Resource
    Electronic Resource
    Berkeley, Calif. : Berkeley Electronic Press (now: De Gruyter)
    The @international journal of biostatistics 3 (2007), S. 9 
    ISSN: 1557-4679
    Source: Berkeley Electronic Press Academic Journals
    Topics: Biology , Mathematics , Medicine
    Notes: Child growth is characterised by increases in height, and increases in maturational status. Functional data analysis provides a tool to separate these two sources of variation (registration) and differentiates between the variation in maturational tempo (temporal, or "phase" variation) and the variation in height (amplitude variation). We extended this concept by combining Principal Component Analysis (PCA) and the Maximum Likelihood Principle. Longitudinal data on height were obtained from two large growth studies from Lublin, Poland, and Zurich, Switzerland, with altogether 361 children. Variation in amplitude monotonically rises with age; variation in phase peaks during puberty. During mid-puberty, phase variation is large and explains up to 40 percent of total height variance in girls, and up to 50 percent in boys. Eight amplitude and 4 phase components appeared biologically significant. The largest amplitude component explained 91% of the amplitude variance and is characterised by an almost horizontal pattern. The largest phase component explained 66% (boys) and 63% (girls) of phase variance, rises throughout childhood and reaches up to 0.85 years in adolescent boys, and up to 0.75 years in adolescent girls. Phase components significantly correlated with the clinical signs of puberty. The combination of PCA and the Maximum Likelihood Principle provides a new, powerful and automatic tool for growth modelling that includes estimates of future growth, adult stature and developmental tempo. Preliminary results indicate that this approach can be used for automatised screening purposes.
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  • 16
    Electronic Resource
    Electronic Resource
    Berkeley, Calif. : Berkeley Electronic Press (now: De Gruyter)
    The @international journal of biostatistics 3 (2007), S. 10 
    ISSN: 1557-4679
    Source: Berkeley Electronic Press Academic Journals
    Topics: Biology , Mathematics , Medicine
    Notes: Analyses of individual disease-exposure data within a population are useful when exposure of interest varies sufficiently within the population. When the within-population variance of exposure is limited, however, power of the individual-data analysis is reduced. In such situations, aggregated-data analyses of disease data across populations, with a sample of individual exposure data from each population, can be powerful in estimating the exposure effect if between-population variation of exposure is large. In this paper, we consider a new analytical framework that is a combination of the individual- and aggregated-data analyses, based on an estimating equation approach. The proposed analysis utilizes strengths from individual data and aggregated data in the estimation of the exposure effect of interest, depending on which of the exposure variations (within- versus between-population) dominates. Simulation studies under various different scenarios were performed to show the strengths of the proposed approach in the estimation of the exposure effects of interest.
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  • 17
    Electronic Resource
    Electronic Resource
    Cambridge, Mass. : Berkeley Electronic Press (now: De Gruyter)
    Studies in nonlinear dynamics and econometrics 11.2007, 3, art1 
    ISSN: 1081-1826
    Source: Berkeley Electronic Press Academic Journals
    Topics: Mathematics , Economics
    Notes: This paper extends the Fractionally integrated GARCH (FIGARCH) model by incorporating Normal Inverse Gaussian Distribution (NIG). The proposed model is flexible and allows one to model time-variation, long memory, fat tails as well as asymmetry and skewness in the distribution of financial returns. GARCH and FIGARCH models for daily log exchange rate returns with Normal, Student's t and NIG error distributions as well as GARCH/FIGARCH-in-mean models with t errors are estimated and compared both in terms of sample fit as well as out-of-the-sample predictive ability in several dimensions. The FIGARCH model with symmetric and asymmetric NIG errors outperform alternatives both in-sample fit and 1-day and 5-day ahead predictions of the quartiles of the exchange rate return distributions.
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  • 18
    Electronic Resource
    Electronic Resource
    Cambridge, Mass. : Berkeley Electronic Press (now: De Gruyter)
    Studies in nonlinear dynamics and econometrics 11.2007, 4, art2 
    ISSN: 1081-1826
    Source: Berkeley Electronic Press Academic Journals
    Topics: Mathematics , Economics
    Notes: We present a novel specification of a dynamic multinomial ordered choice model, where the latent variable is a function of strictly stationary exogenous variables and lags of the choice variable. We prove that such a model with weakly dependent errors will have a strictly stationary solution which is L-2 near epoch dependent. We also derive consistency and asymptotic normality of the maximum likelihood estimator for a probit specification of the model. We illustrate a possible application of the model by estimating a discrete version of a robust ``difference" monetary policy rule for the period 1990:2006 at a monthly frequency.
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  • 19
    Electronic Resource
    Electronic Resource
    Cambridge, Mass. : Berkeley Electronic Press (now: De Gruyter)
    Studies in nonlinear dynamics and econometrics 11.2007, 4, art3 
    ISSN: 1081-1826
    Source: Berkeley Electronic Press Academic Journals
    Topics: Mathematics , Economics
    Notes: One of the most familiar empirical stylized facts about output dynamics in the United States is the positive autocorrelation of output growth. This paper shows that positive autocorrelation can be better captured by shifts between business cycle states rather than by the standard view of autoregressive coefficients. The result is extremely robust to different nonlinear alternative models and applies not only to output but also to the most relevant macroeconomic variables.
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  • 20
    Electronic Resource
    Electronic Resource
    Cambridge, Mass. : Berkeley Electronic Press (now: De Gruyter)
    Studies in nonlinear dynamics and econometrics 11.2007, 4, art4 
    ISSN: 1081-1826
    Source: Berkeley Electronic Press Academic Journals
    Topics: Mathematics , Economics
    Notes: We propose a simple computational method in the context of generalized method of moments for improving the efficiency of regression coefficient estimates. The gains in efficiency arise by incorporating additional moment conditions in the estimation framework based on maximal overlap wavelet packet transforms of the continuous explanatory variables. A major advantage of the proposed method is that it does not require additional exogenous auxiliary information but relies on wavelet packet transforms of the existing continuous explanatory variables. Based on existing theory, we provide theoretical arguments for the proposed methodology, for both linear and non-linear models, and demonstrate its advantages with both an empirical application concerning two brand demand models and a Monte Carlo simulation study.
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  • 21
    Electronic Resource
    Electronic Resource
    Cambridge, Mass. : Berkeley Electronic Press (now: De Gruyter)
    Studies in nonlinear dynamics and econometrics 11.2007, 1, art6 
    ISSN: 1081-1826
    Source: Berkeley Electronic Press Academic Journals
    Topics: Mathematics , Economics
    Notes: We consider long horizon regression models where the disturbance and the predictor are possibly fractionally integrated. Asymptotic distributions of the OLS estimator and of the test statistic are given. It is found that the t-statistic diverges at the rate of square root of T, where T is the sample size. Thus, it is desirable to use the scaled test statistic, as it converges to a well-defined limit, which depends on the memory parameters through the functionals on the fractional Wiener processes. Simulation studies present some empirical distributions of the scaled test statistic according to different values of the memory parameters. The proposed model with fractional processes is empirically more tractable than the model with local to unity processes, since memory parameters are consistently estimable unlike localizing parameters in the latter model.
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  • 22
    Electronic Resource
    Electronic Resource
    Berkeley, Calif. : Berkeley Electronic Press (now: De Gruyter)
    International journal of emerging electric power systems 8.2007, 4, art1 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Dynamic economic emission dispatch is an extension of the conventional economic emission dispatch problem that takes into consideration the ramp rate limits of the generators. Evolutionary programming based fuzzy satisfying method has been proposed to determine the optimal noninferior generation schedule. This paper treats economy and emission as competing objectives for optimal dispatch, which requires some form of conflict resolution to arrive at a solution. The multi-objective problem is configured as a minimax problem under the assumption that the decision-maker has fuzzy goals for each of the objective functions. The present algorithm employs evolutionary programming technique in solving this problem. The solution methodology can offer a global or near-global noninferior solution for the decision-maker. Numerical results of a sample test system have been presented to demonstrate the performance and applicability of the proposed method. Results obtained from the proposed method are compared to those obtained by fuzzy satisfying method based on simulated annealing technique.
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  • 23
    Electronic Resource
    Electronic Resource
    Berkeley, Calif. : Berkeley Electronic Press (now: De Gruyter)
    International journal of emerging electric power systems 8.2007, 1, art1 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Brushless doubly-fed machines (BDFMs) allow the use of a partially rated inverter and therefore offer reliable, maintenance-free operation at low cost, especially in large power variable speed applications with limited speed ranges such as off-shore wind turbines, pumps etc. However, with a special cage rotor design, the machine has substantial rotor losses, poor efficiency and complicated control being difficult to implement.The BDFM reluctance type, the brushless doubly-fed reluctance machine (BDFRM), can overcome most of the above BDFM deficiencies while retaining all its merits. It has a "cold" reluctance rotor, which makes it more efficient and much easier to model/control than the BDFM.A theoretical study of the BDFRM is very important to gain proper understanding of its unusual operation, the main control features and compromises between optimal performance and the size of the inverter and machine required. This paper will attempt to develop, and provide a comprehensive comparative analysis of, different control strategies for the machine that are suitable for digital implementation.
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  • 24
    Electronic Resource
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    Berkeley, Calif. : Berkeley Electronic Press (now: De Gruyter)
    International journal of emerging electric power systems 8.2007, 3, art4 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Very Fast Transient Overvoltages (VFTO) and the associated Very Fast Transient Currents (VFTC) generated during switching operations in a Gas Insulated Substation (GIS) couple conductively and inductively to the secondary equipment connected to the GIS. The frequency spectrum of the VFTC gives the dominant frequencies present but cannot provide the time varying current amplitude w.r.t. any particular frequency. Since the transient response of the control circuits is a function of the frequency content of the VFTC, it becomes necessary to segregate the VFTC waveform both in time and frequency scale simultaneously. This has been achieved by employing the GABOR wavelet function and the time-frequency spectrum of the VFTC waveform has been calculated at various locations for a 245 kV GIS during a switching event. The validity of the wavelet model is confirmed by reconstructing the VFTC signal at the GIS-cable termination as well as at the switching point using the time varying current waveforms obtained for different frequencies. Finally, the transient current vs frequency as well as the current vs distance charts are developed for the 245 kV GIS under study during various switching operations.
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  • 25
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    Berkeley, Calif. : Berkeley Electronic Press (now: De Gruyter)
    International journal of emerging electric power systems 8.2007, 3, art6 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: During the last two decades, renewable wind energy has become increasingly popular as a consequence of strong ecological concerns and appealing advantages with regard to economical energy solutions in remote communities. Furthermore, with very large wind farms emerging, the dispersed renewable wind energy is required to be fully connected to the electrical distribution networks. However, the integration of dispersed renewable wind energy will pose a great challenge to the power quality in the distribution networks when the weak nature of the grid in remote areas and the uncertainty of wind are taken into consideration.This paper presents a novel Modulated Power Filter Compensator (MPFC) for the distribution networks with dispersed renewable wind energy interfaced. A tri-loop error driven controller is used to adjust the PWM switching of the modulated power filter compensator. Full power factor correction and power quality improvement is validated under different operation conditions, like load switching and wind velocity excursions. The MPFC device is a member of novel FACTS based compensators developed by the first author.
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  • 26
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    Berkeley, Calif. : Berkeley Electronic Press (now: De Gruyter)
    International journal of emerging electric power systems 8.2007, 2, art2 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: The importance and conduct of necessary studies on grid reliability evaluation have become increasingly important in recent years due to the number of blackout events occurring throughout the world. Additionally, quantitative evaluation of transmission system reliability is very important in a competitive electricity environment. The reason is that successful operation of an electric power under a deregulated electricity market depends on transmission system reliability management. This paper suggests that the important input parameters of a probabilistic reliability evaluation tool for the KEPCO-system by sensitivity analysis of high reliability level operation. Simultaneously, it also presents sensitivity analysis probabilistic reliability evaluation of practical KEPCO-system long-term transmission system expansion planning (2006-2010). The tool utilized a Transmission Reliability Evaluation for Large-Scale Systems (TRELSS) which was developed by EPRI and Southern Company Services Inc.
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    International journal of emerging electric power systems 8.2007, 1, art5 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: The electric power industry in the United States and in other countries is undergoing profound regulatory and operational changes. The underlying rationale behind these transformations is to move once highly monopolized vertically-integrated industry from a centralized operation approach to a competitive one. The emerging competitive markets and an increase in the number of market participants have, in turn, fundamentally changed not only electricity trading patterns but also the structure of the electric power supply chains. This new framework requires new mathematical and engineering models and associated algorithmic tools. Moreover, the availability of fuels for electric power generation is a topic of both economic importance and national security. This paper uses the model developed by Nagurney and Matsypura (2004, 2006) as the foundation for the introduction of explicit fuel suppliers, in the case of nonrenewable and/or renewable fuels, and their optimizing behavior, into a general electric power supply chain network model along with "direct-supply" generation. We derive the optimality conditions for the various decision-makers, including fuel suppliers, power generators, suppliers, as well as the transmission service providers and the consumers at the demand markets. We establish that the governing equilibrium conditions satisfy a finite-dimensional variational inequality problem. We provide qualitative properties of the equilibrium flow pattern; in particular, existence of a solution and uniqueness under suitable assumptions. Finally, we discuss how the equilibrium fuel supply and electric power flow pattern can be computed.
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    International journal of emerging electric power systems 8.2007, 4, art4 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: The steady state thermal rating of overhead transmission lines is limited by the conductor`s maximum design temperature, which is related to the maximum sag and the loss of tensile strength of the conductors. Traditionally, this overhead transmission lines rating is computed using a deterministic approach, with reference to severe weather conditions. Thus, the application of this method leads to conservative results resulting in under-utilization of conductors. In this paper, a new method based on an hourly probabilistic index is proposed to predict the line thermal rating for each hour of the day; this index is evaluated using the conductor current limit probability density function (pdf). The method uses Bayesian time series models for the weather parameters (ambient temperature, wind speed and wind direction) and calculates the conductor current limit pdf using a Monte Carlo simulation. The probabilistic index is applied by considering measured weather data of both hot and cold seasons; the corresponding lines ratings are reported and analyzed.
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  • 29
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    Business and politics 9.2007, 1, art1 
    ISSN: 1369-5258
    Source: Berkeley Electronic Press Academic Journals
    Topics: Political Science , Economics
    Notes: Jiangsu and Zhejiang are of two of China's most prosperous and dynamic provinces. This paper first presents a factual account of two empirical phenomena: 1) FDI has played a more substantial role in the economic development of Jiangsu than in Zhejiang, and 2) ownership biases against domestic private firms in Jiangsu were more substantial than in Zhejiang. The paper hypothesizes that there is a connection between these two empirical phenomena. Specifically, ownership biases against domestic private firms increase preferences for FDI because FDI provides a measure of relative property rights security. Thus a biased domestic private firm has an incentive to move its assets and/or future growth opportunities to the foreign sector. The paper uses two private-sector surveys--one conducted in 1993 and the other in 2002--to provide an empirical test of this hypothesis. Our analysis shows, controlling for a variety of firm-level attributes and industry and regional characteristics, those private firms which perceive ownership biases to be more severe are more likely to form joint ventures with foreign firms.
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    Business and politics 9.2007, 2, art4 
    ISSN: 1369-5258
    Source: Berkeley Electronic Press Academic Journals
    Topics: Political Science , Economics
    Notes: This paper applies the insights of obsolescing bargaining theory to a situation in which a host country interacted with both multinational corporations and an international organization, the World Bank. Drawing on resource curse literature and the Rubinstein bargaining model, we demonstrate the continued usefulness of obsolescing bargaining theory by explaining why the World Bank had to renegotiate its initial bargain with Chad in the Chad-Cameroon Oil Pipeline Project. The paper explores how specific bargaining parameters changed over time in this case and suggests how resource curse dynamics and their impact on domestic politics might be particularly relevant for bargaining between host countries and international actors. The case study serves as a warning to international financial institutions and corporations alike with regard to the ways in which obsolescing bargains can arise in the contemporary global political-economy.
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    The @international journal of biostatistics 3 (2007), S. 4 
    ISSN: 1557-4679
    Source: Berkeley Electronic Press Academic Journals
    Topics: Biology , Mathematics , Medicine
    Notes: We consider random design nonparametric regression when the response variable is subject to right censoring. Following the work of Fan and Gijbels (1994), a common approach to this problem is to apply what has been termed a censoring unbiased transformation to the data to obtain surrogate responses, and then enter these surrogate responses with covariate data into standard smoothing algorithms. Existing censoring unbiased transformations generally depend on either the conditional survival function of the response of interest, or that of the censoring variable. We show that a mapping introduced in another statistical context is in fact a censoring unbiased transformation with a beneficial double robustness property, in that it can be used for nonparametric regression if either of these two conditional distributions are estimated accurately. Advantages of using this transformation for smoothing are illustrated in simulations and on the Stanford heart transplant data.
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    The @international journal of biostatistics 3 (2007), S. 13 
    ISSN: 1557-4679
    Source: Berkeley Electronic Press Academic Journals
    Topics: Biology , Mathematics , Medicine
    Notes: Mortality rate ratios and the associated proportional hazards models have been used to summarize the effect of Alzheimer's disease on longevity. However, the mortality rate ratios vary by age and therefore do not provide a simple parsimonious summary of the effect of the disease on lifespan. Instead, we propose a new parameter that is defined by an additive multistate model. The proposed multistate model accounts for different stages of disease progression. The underlying assumption of the model is that the effect of disease on mortality is to add a constant amount to death rates once the disease progresses from an early to late stage. We explored the properties of the proposed model; in particular the behavior of the mortality rate ratio and median survival that is induced by the model. We combined information from several data sources to estimate the parameter in our model. We found that the effect of Alzheimer's disease on longevity is to increase the absolute annual risk of death by about 8% once a person progressed to late stage disease. Most importantly, we find that this additive effect is the same regardless of the patients' age or gender. Thus, the proposed additive multi-state model provides a parsimonious and clinically interpretable description of the effects of Alzheimer's disease on mortality.
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    The @international journal of biostatistics 3 (2007), S. 1 
    ISSN: 1557-4679
    Source: Berkeley Electronic Press Academic Journals
    Topics: Biology , Mathematics , Medicine
    Notes: Under the setting of a case-cohort design, covariate values are ascertained for a smaller subgroup of the original study cohort which typically is a representative sample from a population. Individuals with a specific event outcome are selected to the second stage study group as cases and an additional subsample is selected to act as a control group. We carry out analysis of such a design using conditional likelihood where the likelihood expression is conditioned on the ascertainment to the second stage study group. Such likelihood expression involves the probability of ascertainment which need to be expressed in terms of the model parameters. We present examples of conditional likelihoods for models for categorical response and time-to-event response. We show that the conditional likelihood inference leads to valid estimation of population parameters. Our application considers joint estimation of haplotype-event association parameters and population haplotype frequencies based on SNP genotype data collected under a case-cohort design.
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    The @international journal of biostatistics 3 (2007), S. 5 
    ISSN: 1557-4679
    Source: Berkeley Electronic Press Academic Journals
    Topics: Biology , Mathematics , Medicine
    Notes: As a generalization of the accelerated failure time models, we consider parametric models of lifetime Y, where the conditional mean E(Y|X;beta) can depend nonlinearly on the covariates X and some parameters beta. The error distribution can be heteroscedastic and dependent on X. With observed data subject to right censoring, we propose regression analysis for beta based on Kaplan-Meier estimates of the means over several regions of X. Consistency and asymptotic distributional properties of the estimators are established under general conditions. A resulting estimator of beta is shown to be the sum of two possibly dependent asymptotic normal quantities, based on which conservative confidence intervals and tests are derived. Simulation studies are conducted to investigate the performance of the proposed estimator and to compare it with Buckley-Jame's method. To illustrate the methodology, we study an example with kidney transplant data, where a nonlinear relationship called "mixtures-of-experts", proposed in the neural networks literature, is used to model the relationship between the survival time and the age of the patients.
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    The @international journal of biostatistics 3 (2007), S. 11 
    ISSN: 1557-4679
    Source: Berkeley Electronic Press Academic Journals
    Topics: Biology , Mathematics , Medicine
    Notes: We present a reformulation of the Benjamini-Hochberg method that is useful in 'large-scale' multiple testing problems based on discrete test statistics and derive its basic asymptotic (as the number of hypotheses tends to infinity) properties, subsuming earlier results. A set of gene expression data is used to illustrate the workings of the method in a multiple testing problem based on Kolmogorov-Smirnov and Mann-Whitney statistics.
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    Studies in nonlinear dynamics and econometrics 11.2007, 3, art4 
    ISSN: 1081-1826
    Source: Berkeley Electronic Press Academic Journals
    Topics: Mathematics , Economics
    Notes: We estimate real US GDP growth as a threshold autoregressive process, and construct confidence intervals for the parameter estimates. However, there are various approaches that can be used in constructing the confidence intervals. We construct confidence intervals for the slope coefficients and the threshold using asymptotic results and bootstrap methods, finding that the results for the different methods have very different economic implications. We perform a Monte Carlo experiment to evaluate the various methods. Surprisingly, the confidence intervals are wide enough to cast doubt on the assertion that the time-series responses of GDP to negative growth rates are different than the responses to positive growth rates.
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    Studies in nonlinear dynamics and econometrics 11.2007, 1, art5 
    ISSN: 1081-1826
    Source: Berkeley Electronic Press Academic Journals
    Topics: Mathematics , Economics
    Notes: This study presents a novel model for analyzing duration data, called the smooth transition autoregressive conditional duration model of price and duration, which considers past price changes and durations. The model enables the process of the conditional expected duration to switch in a smooth transition way, broadening the autoregressive conditional duration (ACD) model in Engle and Russell (1998). The model is applied to empirical data, and estimation results indicate that the process of the expected duration is nonlinear. The expected trade duration behavior on the market opening is affected by past trade durations, while the expected trade duration behavior during the trading hours is affected by past price changes and trade durations. Expected trade durations are much more persistent in the upward market compared to the downward market. Shocks to trade durations are more persistent on the market opening and gradually decrease in the downward market.
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    Studies in nonlinear dynamics and econometrics 11.2007, 3, art5 
    ISSN: 1081-1826
    Source: Berkeley Electronic Press Academic Journals
    Topics: Mathematics , Economics
    Notes: Measuring country exchange rates relative to a common reference basket results in a set of no-arbitrage prices, unlike trade-weighted indexes, the usual method of comparing country exchange rate histories. The reference basket is analogous to a portfolio, and its choice can be resolved by drawing on required economic interpretations or uses. We use currency reference rates to examine the historical variability of different currencies over designated cyclical bands. The temporal decompositions used are those provided by wavelet analysis, which is light on maintained assumptions about data generating processes. Some countries, notably Japan and New Zealand do exhibit a powerful but irregular medium term cycle, while others are much more stable. Implications are briefly examined for investment, hedging, monetary policy and common currency studies.
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    Studies in nonlinear dynamics and econometrics 11.2007, 3, art6 
    ISSN: 1081-1826
    Source: Berkeley Electronic Press Academic Journals
    Topics: Mathematics , Economics
    Notes: The large decline in output volatility experienced by most industrialized countries in the last decades has been thoroughly analyzed using standard time and frequency domain methods. In this paper we investigate the issue of moderation of volatility in G-7 economies and its sources, applying a multi-scaling approach to the industrial production indices of G-7 countries between 1961:1-2006:10. Using the MODWT estimates of wavelet variance we provide a scale-based analysis of variance that allows us to characterize the decline in volatility and to detect the importance of the various explanations of the moderation. The main scale-by-scale results stemming from multi scale analysis of variance are: i) a reduction in volatility which, although displayed by all the G-7 countries, is not uniform across time scales (as the decline is larger at short-term scales than at business cycle scales for France and Italy, and quite uniform across scale for the UK and the US) nor countries (as the decline is significant for a subset of countries only, i.e. France, Italy, the UK and the US); and ii) the moderation has to be attributable to the decline in the variance of both common (in the 1970s) and country-specific (in the 1960s) exogenous disturbances hitting the economy.
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    International journal of emerging electric power systems 8.2007, 2, art6 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: This paper presents a Digital Signal Processor (DSP) based implementation of Hybrid of Fuzzy Logic Controller (FLC) and Proportional-Integral (PI) speed controller for Direct Torque Controlled (DTC) Permanent Magnet Synchronous Motor (PMSM) drive. The fuzzy membership function is used for hybrid control of these two FLC and PI speed controllers in such a way that at the time of dynamic conditions such as starting, the degree of belonging for FLC speed controller is higher than the PI speed controller and near set point the degree of belonging of PI controller is having higher weightage. The simulation model of the drive system is developed in MATLAB environment with simulink, PSB and FLC toolboxes to analyze the performance of the PMSM drive system. This hybrid speed controller is found suitable for DTC based PMSM drive to maintain the high level of performance while maintaining the excellent response at the time of starting, speed reversal, load perturbation and steady-state operating condition of the drive.
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    International journal of emerging electric power systems 8.2007, 1, art2 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: The operating cost of a radial distribution system may be minimized by reducing the amount of real power and reactive power drawn from the transmission system. Presently, real power is being priced through a market clearing scheme all over North America. Reactive power is an ancillary service and its supply would be priced appropriately in the near future through a clearing market structure. A recent US Federal Energy Regulatory Commission staff report [1] has initiated a discussion on the formulation of a reactive power market. When such a market is designed and operated, large customers (distribution corporations) will have to purchase reactive power along with real power from the transmission corporation through an independent system operator. Envisaging such a prospect, this paper proposes a new method of reconfiguring radial systems considering costs of real and reactive power while maintaining an appropriate voltage profile and level of reliable power supply. The proposed method is tested on sample test systems and reported.
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    International journal of emerging electric power systems 8.2007, 2, art4 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: The benefit to end-users of electricity, mainly in terms of low prices, is strictly related to the interaction among the consumers themselves and retailers. The literature on retail competition has highlighted possible distortions in market outcomes due to unresponsive demand and boundedly rational consumers. Hence, a model appropriate to represent this aspect of the market is needed. The paper proposes a general model of the interaction among retailers and consumers in the electricity market based on the theory of multi-agent systems. The model incorporates different assumptions concerning the behavior of the players that corresponds to different levels of interaction in determining the market outcomes. The model is validated interpretively by the results provided in terms of Game Theory equilibrium. The results of an extensive set of simulations on a population of 1,000 consumers is presented and discussed.
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    International journal of emerging electric power systems 8.2007, 1, art3 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Deregulation of the power industry, increases in consumer demand of electricity and mandates to reduce greenhouse gases has significantly heightened the interest in distributed generation (DG). Typical DG sources include wind turbines, fuel cells, micro gas/diesel turbines, small hydro generators and photovoltaics. Currently most of these generation sources are optimized for local operation and thus the potential of DG that is both dispatchable and cost-effective has yet to be fully realized. One key technical challenge is the development of low-cost communications for remote telemetry and control of individual DG sources. Along with cost, other key communication system requirements are modularity, range and reliability. This paper presents a distributed generation communication system (DGCS) that is based on a wide area network (WAN) and local area network (LAN) topology and utilizes two variants of low-cost radio modems (RM) to satisfy the desired connectivity between the DG sites and a centralized control center. For the LAN, low-cost RMs operating in the industrial, scientific, and medical (ISM) frequency band offers point-to-multipoint scalability to multiple DG sites within a limited range. Integration of the ISM RMs with a cellular RM provides connectivity to a WAN or Internet thus providing long-range access to DG sites from any facility that has internet-access. Given the LAN scalability requirement, an ISM field programmable gate array (FPGA) channel simulator was developed to assess DGCS performance using channel impairments such as free-space path loss, multipath reflections, additive white Gaussian noise (AWGN), multiple access interference, and narrowband interference. This study provides the evaluation of two commercially available ISM radio modems and recommendations are made based on LAN requirements such as cost and performance given difficult channel conditions.
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    International journal of emerging electric power systems 8.2007, 1, art7 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: A stochastic multi-objective line security constrained problem is formulated to minimize non-commensurable objectives viz. operating cost, polluting gaseous emission and variance of active power generation and reactive power generation, with explicit recognition of statistical uncertainties in the thermal power generation cost coefficients, gaseous emission coefficients, power demands and hence power generations and bus voltages, which are considered random variables. Specific technique is put forth to convert the stochastic models into their respective deterministic equivalents. Fuzzy set theory has been exploited to evaluate the different objectives that are quantified by defining their membership functions. Security of transmission lines with respect to expected active power flow is considered in the form of fuzzy objective function. The solution set of such formulated problems is non-inferior due to contradictions among the objectives undertaken. The weighting method is used to simulate the trade-off relationship between the conflicting objectives in the non-inferior domain. Generally, the weights are either simulated or searched in the non-inferior domain. In the paper Evolutionary search technique is implemented to search the 'preferred' weightage pattern in the non-inferior domain, which corresponds to the 'best' compromised solution. Among the non-inferior solutions, the system operator selects the 'preferred' optimal operating point that provides maximum satisfaction level of the most under achieved objective in terms of membership function and is termed as fitness function. The validity of the proposed method has been demonstrated on an IEEE system comprising of 11-nodes, 17-lines and 5-generators.
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    International journal of emerging electric power systems 8.2007, 1, art6 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: The security of the transmission system is dependent on the relays' performance after various disturbances. Undesirable relay operation will trip the lines and lead to cascading events. In this paper the operation margin of mho relays is equivalently redefined as function of bus voltages instead of line impedance. The sensitivities of the operation margin to bus voltage and bus power is applied to quantify the vulnerability of transmission system. The contribution of the shunt compensation by SVC is analyzed based on the sensitivities (control factors) of the operation margin to the shunt susceptance. It is found that the control effect of SVC is approximately linear when the mho relay has relative smaller operation margin. In this range the linear model based on the control factors is accurate enough to simulate the control effect. It is also found that the shunt compensations at different locations may yield opposite effect to the operation margin of the mho relays, which can be easily judged by the value of the control factors.
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    International journal of emerging electric power systems 8.2007, 5, art5 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: This paper presents the design and analysis of a multi-phase ac-dc converter system for harmonic reduction at the point of common coupling (PCC) in vector controlled induction motor drives (VCIMD's). The design of the proposed 3-phase to 15-phase autotransformer is presented along with the VCIMD. The proposed 15-phase ac-dc converter is found capable of suppressing up to the 29th harmonic in the supply current, along with the power factor improvement close to unity in the wide operating range of the drive. The effect of load variation on VCIMD is also studied to demonstrate the effectiveness of the proposed ac-dc converter. A set of power quality indices on input ac mains and on dc bus for a VCIMD fed from existing 6-pulse and proposed 15-phase ac-dc converters are also given to compare their performance.
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    International journal of emerging electric power systems 8.2007, 3, art7 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: This paper addresses the problem of curtailing the number of control actions using fuzzy expert approach for voltage/reactive power dispatch. It presents an approach using fuzzy set theory for reactive power control with the purpose of improving the voltage profile of a power system. To minimize the voltage deviations from pre-desired values of all the load buses, using the sensitivities with respect to reactive power control variables form the basis of the proposed Fuzzy Logic Control (FLC). Control variables considered are switchable VAR compensators, On Load Tap Changing (OLTC) transformers and generator excitations. Voltage deviations and controlling variables are translated into fuzzy set notations to formulate the relation between voltage deviations and controlling ability of controlling devices. The developed fuzzy system is tested on a few simulated practical Indian power systems and modified IEEE-30 bus system. The performance of the fuzzy system is compared with conventional optimization technique and results obtained are encouraging. Results obtained for a modified IEEE-30 bus test system and a 205-node equivalent EHV system a part of Indian southern grid are presented for illustration purposes. The proposed fuzzy-expert technique is found suitable for on-line applications in energy control centre as the solution is obtained fast with significant speedups with few number of controllers.
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    International journal of emerging electric power systems 8.2007, 4, art6 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: This paper presents a novel concept of Static Var Compensator (SVC) damping control using a weighted sum of bus voltage angles of remote generators that are responsible for causing inter-area oscillations in power systems. These remote bus voltage angle signals are acquired through Phasor Measurement Units (PMUs). A time domain simulation study on a 39-bus New England multi-machine system is utilized to show that an SVC auxiliary damping control, based on the derivative of these remote bus voltage angles, is superior to the conventionally employed local signals in damping inter-area oscillations. The effect of transmission delay in the acquisition of remote signals is also presented and a simple mechanism to compensate this delay is proposed and validated. The robustness of the delay compensator is finally shown for a wide range of signal transmission delays. The designed SVC controller shows a superior performance in damping the inter-area oscillations despite the signal transmission delays.
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    International journal of emerging electric power systems 8.2007, 6, art1 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Series compensation at the midpoint of a transmission line creates problems to conventional protection approaches. A new fault classification technique has been developed for a transmission line with a series capacitor at the midpoint, having different percentages of compensation varying from 25% to 75%. The proposed technique requires three line currents and voltages at each end and computes fundamental phasors of these quantities using a modified version of Full Cycle Discrete Fourier Transform. Using these phasors, the absolute values of three phase impedances are calculated for faulted phase identification. Moreover, the involvement of the ground in the fault is identified using a zero sequence component of the fault current. Using a PSCAD/EMTDC software package, a large test data (28,800) set has been generated with different types of faults and system variables, which includes fault resistances, fault inception angles, fault positions (before and after series capacitor) and variable loading conditions along with wide variations in the source impedances at both ends of a transmission line. The proposed scheme is tested on the said data set and the results are found to be promising. The results indicate that the proposed technique is fast, accurate and robust for a wide variation in system and fault conditions.
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    International journal of emerging electric power systems 8.2007, 6, art4 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: This paper presents an assessment of the vulnerability of the power grid to blackout using graph topological indexes. Based on a FERC 715 report and the outage reports, the cascading faults of summer WSCC 1996 are reconstructed, and the graphical property of the grid is compared between two cases: when the blackout triggering lines are removed simulating the actual sequence of cascading outages and when the same number of randomly selected lines are removed. The investigation finds that the critical path lengths of the triggering events of the July and August outages of 1996 WSCC blackout are higher than those of no-outage and arbitrary events. In addition, the small world-ness index for each of the outage triggering events is much smaller than that of normal or any no-outage scenario, indicating that events of shifting a network from small world to a random network would be more likely cascaded to wide area outage.
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    Business and politics 9.2007, 1, art3 
    ISSN: 1369-5258
    Source: Berkeley Electronic Press Academic Journals
    Topics: Political Science , Economics
    Notes: In this paper we analyze the distribution of pay and changing trends of inequality in Argentina and Brazil, illuminating the specific winners and losers, by region and by economic activity (sector). In both countries we find that inequality rose in the neoliberal period, but that it declined following the severe crises of neoliberal policy, in 1993 in Brazil and in late 2001 in Argentina. This period of post-neoliberalism is characterized in both countries by a decline in the economic weight of the financial sector and a recovery of the position of the civil service. In both countries, the rise in inequality leading to the crisis produced an increase in the relative position of the major metropolitan centers; this positional advantage also declined modestly in the post-crisis recovery period.
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    Business and politics 9.2007, 2, art2 
    ISSN: 1369-5258
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    Topics: Political Science , Economics
    Notes: Recent work suggests that the most fruitful approach to accounting for variations in interest system diversity of any type lies in understanding variations in interest system density (Lowery, Gray and Fellowes 2005). We build on this insight by examining the sources of variation in the substantive diversity of health interests in the American states, focusing on how the densities of several sub-guilds of health interest organizations vary in their responses to changes in the sizes of the constituencies that give rise to them and variations in the policy and political energy supporting their mobilization. We discuss the concept of interest system diversity in the first section of the paper, highlighting its multiple meanings and the limits of prior research. This is followed by a close empirical examination of 14 sub-guilds of state health interest organizations. We conclude by discussing the inherent difficulties of understanding interest system diversity.
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    The @international journal of biostatistics 3 (2007), S. 2 
    ISSN: 1557-4679
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    Topics: Biology , Mathematics , Medicine
    Notes: Characterizing the genetic correlates to complex diseases requires consideration of a large number of potentially informative biological markers. In addition, attention to alignment of alleles within or across chromosomal pairs, commonly referred to as phase, may be essential for uncovering true biological associations. In the context of population based association studies, phase is generally unobservable. Preservation of type-1 error in a setting with multiple testing presents a further analytical challenge. This manuscript combines a likelihood-based approach to handling missing-ness in phase with a resampling method to adjust for multiple testing. Through simulations we demonstrate preservation of the family-wise error rate and reasonable power for detecting associations. The method is applied to a cohort of 626 HIV-1 infected individuals receiving highly active anti-retroviral therapies, to ascertain potential genetic contributions to abnormalities in lipid profiles. The haplotypic effects of 2 genes, hepatic lipase (HL) and endothelial lipase (EL), on high-density lipoprotein cholesterol (HDL-C) are tested.
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    New global studies 1.2007, 1, art3 
    ISSN: 1940-0004
    Source: Berkeley Electronic Press Academic Journals
    Topics: Political Science , Economics
    Notes: During the second half of the twentieth century, Christianity underwent an epochal transformation from a predominantly Western religion to a world religion largely defined by non-Western adherents in Africa, Asia, and Latin America. Broadcast media, spearheaded by American evangelical missionaries, played an important role in the globalization of Christianity. After WWII, conservative Protestant missionaries from the United States established a ``far-flung global network" of radio stations around the world with the avowed purpose of proselytizing the entire globe. In Liberia, American missionaries organized Station ELWA, the first evangelical station in Africa. The medium of radio proved well suited to the ``universal" mission of American evangelicals, particularly after the expansion of worldwide ownership in transistor radios during the 1960s. Yet the success of missionary radio stations such as ELWA rested on an extensive process of translation into local customs and practices. Between 1954 and 1970, ELWA officials and workers constructed transmission platforms, political relations, language services, receiver distribution campaigns, and community networks. These constructs functioned as the crucial grids through which the ``universal" meaning of evangelicalism was produced at the grass-roots level. As the history of ELWA in Liberia makes clear, American evangelical broadcasters acquired converts only by adapting their gospel message to fit particular churches, cultures, and contexts across the globe. Localizing missionary radio required the appropriation of indigenous cultural capital, the transposition of national partners, and the active agency of audiences on the ground.
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    Studies in nonlinear dynamics and econometrics 11.2007, 1, art2 
    ISSN: 1081-1826
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    Topics: Mathematics , Economics
    Notes: This paper investigates the transmission mechanisms of structural shocks and volatility between economies through trade links, and the effects of synchronization on business cycles. We investigate the transmission of outside structural shocks and the fluctuations that the shocks generate. We identify conditions under which international economic links reduce the volatility and unpredictability of economic output emanating from shocks within the individual economies. Under certain conditions, devaluation of a country's currency causes reduction in the unpredictability of the business cycle and its volatility as seen by that country's exporters, while increased valuation of a country's currency produces higher unpredictability and volatility, as seen by the country's importers.
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    Studies in nonlinear dynamics and econometrics 11.2007, 4, art5 
    ISSN: 1081-1826
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    Topics: Mathematics , Economics
    Notes: Despite expansionary fiscal and monetary policies, the Japanese real economy has been stagnating since the bubble bursting in the early nineties. Within a multivariate setup, this paper proposes to test for and date apossible structural shift in the response of Japanese macroeconomic fluctuations to aggregate supply and aggregate demand shocks. The econometric methodology directly derives from Andrews (1993) and Bai, Lumsdaine and Stock (1998) theoretical results. Our empirical study from monthly post-1980 observations reveals i) a significant structural break in the end of 1991, and ii) a sharp decrease in the influence of demand shocks on Japanese output fluctuations after this date.
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    Studies in nonlinear dynamics and econometrics 11.2007, 2, art6 
    ISSN: 1081-1826
    Source: Berkeley Electronic Press Academic Journals
    Topics: Mathematics , Economics
    Notes: This paper develops a change-point model that can endogenously detect a structural shift in a time series of durations. The model is applied to NBER data on U.S. business cycle durations for expansions and contractions. There are two primary results. First, the change-point model endogenously detects a shift in the distribution for the phases of the U.S. business cycle around WWII. The pattern of duration dependence for both contractions and expansions correspond to earlier work, such as Diebold and Rudebusch (1990), Sichel (1991) and Zuehlke(2003), that exogenously split the sample at WWII. The second result is that the change-points for expansions and contractions generally occur earlier than WWII when controlling for various factors, such as the duration of the preceding half-cycle, wars and a trend variable. For expansions, the only significant explanatory variable is a trend, resulting in each successive expansion's hazard rate uniformly shifting down. For contractions, both a trend and the lagged duration of the preceding expansion are found, when estimated separately, to be significant. Controlling for a trend, contractions no longer exhibit positive duration dependence following the estimated change-point.
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    Studies in nonlinear dynamics and econometrics 11.2007, 3, art3 
    ISSN: 1081-1826
    Source: Berkeley Electronic Press Academic Journals
    Topics: Mathematics , Economics
    Notes: In this paper we analyze the dynamics shown by the neoclassical one-sector growth model with differential savings as in Bohm and Kaas (2000) while assuming CES production function and the labour force dynamic described by the Beverton Holt equation (see Beverton and Holt, 1957). The resulting dynamic system is bidimensional, autonomous and triangular: we investigate its qualitative and quantitative dynamic properties. The study herewith presented aims at confirming that the system can exhibit cycles or even a chaotic dynamic pattern, if shareholders save more than workers, when the elasticity of substitution drops below one (so that capital income declines). The analytical results are supplemented by numerical experiments.
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    Studies in nonlinear dynamics and econometrics 11.2007, 3, art2 
    ISSN: 1081-1826
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    Topics: Mathematics , Economics
    Notes: This paper considers the problem of testing for and dating changes (at unknown points) in the order of integration of a time series between different trend-stationary and difference-stationary regimes. While existing procedures in the literature are designed for processes displaying only a single such change in persistence, our proposed methodology is also valid in the presence of multiple changes in persistence. Our procedure is based on sequences of doubly-recursive implementations of the regression-based unit root statistic of Elliott et al. (1996). The asymptotic validity of our procedure is demonstrated analytically. We use Monte Carlo methods to simulate both finite sample and asymptotic critical values for our proposed testing procedure and to simulate the finite sample behaviour of our procedure against a variety of single and multiple persistence change series. The procedure is shown to work well in practice. The impact of deterministic level and trend breaks on our procedure is also discussed. An empirical application of the procedure to interest rate data is considered.
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    Studies in nonlinear dynamics and econometrics 11.2007, 1, art7 
    ISSN: 1081-1826
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    Topics: Mathematics , Economics
    Notes: Empirical results from long-horizon regression tests have been influential in the finance literature. Yet, it has come to be understood that traditional long-horizon tests may be unreliable in finite samples when regressors are persistent and when the horizon is long relative to sample size. Recent research has provided valid alternative inference procedures in long-horizon regression in the case for which the regressor follows a near-unit root autoregressive process. However, in small samples, such processes may sometimes be difficult to distinguish with confidence from other persistent data generating processes, such as those displaying long-memory or structural breaks. In this paper, we demonstrate a simple means by which existing nonparametric sign and signed rank tests may be applied to provide exact inference in long-horizon predictive tests, without requiring any modeling assumptions on the regressor. Employing this robust approach, we find evidence of stock return predictability at moderate horizons using short-term interest rates, but little evidence of either short or long-run predictability using dividend-price ratios.
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    Studies in nonlinear dynamics and econometrics 11.2007, 2, art1 
    ISSN: 1081-1826
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    Topics: Mathematics , Economics
    Notes: This paper proposes a dynamic proportional hazard (PH) model with non-specified baseline hazard for the modelling of autoregressive duration processes. By employing a categorization of the underlying durations we reformulate the PH model as an ordered response model based on extreme value distributed errors. In order to capture persistent serial dependence in the duration process, we extend the model by an observation driven ARMA dynamic based on generalized errors. We illustrate the maximum likelihood estimation of both the model parameters and discrete points of the underlying unspecified baseline survivor function. The dynamic properties of the model as well as the estimation quality are investigated in a Monte Carlo study. It is illustrated that the model is a useful approach to estimate conditional failure probabilities based on (persistent) serially dependent duration data which might be subject to censoring mechanisms. In an empirical study based on financial transaction data we apply the model to estimate conditional asset price change probabilities. An evaluation of the forecasting properties of the model shows that the proposed approach is a promising competitor to well-established ACD type models.
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    Studies in nonlinear dynamics and econometrics 11.2007, 2, art5 
    ISSN: 1081-1826
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    Topics: Mathematics , Economics
    Notes: Diebold and Rudebusch (1991) and Haubrich (1993) argue that, when income follows a fractionally differenced process, the Deaton's excessive smoothness paradox can be resolved. A key to the success of their result relies on a valid test for fractional integration. However, most of the tests in the literature are nested within fractional alternatives. This paper designs a new test for a more general hypothesis that the true data generating process is indeed fractionally integrated. The test is applied to the real disposable income per capita of the U.S. and the real quarterly GDP data of the G7 industrial countries.
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    Studies in nonlinear dynamics and econometrics 11.2007, 2, art2 
    ISSN: 1081-1826
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    Topics: Mathematics , Economics
    Notes: This paper analyzes the equilibrium efficiency in a Ramsey model with habit formation. Uniqueness and saddle-path stability of the steady state is proved analytically. The competitive equilibrium is efficient at the steady state. However, the presence of externalities arising from average past consumption renders the competitive equilibrium inefficient off the steady state because agents do not take (fully) into account the indirect effect that consumption has in utility through its influence on habits. The efficient equilibrium can be decentralized by means of a consumption tax that converges to an arbitrary constant value, or by means of an income tax that converges to zero.
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    Studies in nonlinear dynamics and econometrics 11.2007, 1, art1 
    ISSN: 1081-1826
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    Topics: Mathematics , Economics
    Notes: This paper shows that the Zero-Information-Limit-Condition (ZILC) formulated by Nelson and Startz (2006) holds in the GARCH (1,1) model. As a result, the GARCH estimate tends to have too small a standard error relative to the true one when the ARCH parameter is small, even when sample size becomes very large. In combination with an upward bias in the GARCH estimate, the small standard error will often lead to the spurious inference that volatility is highly persistent when it is not. We develop an empirical strategy to deal with this issue and show how it applies to real datasets.
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    International journal of emerging electric power systems 8.2007, 3, art1 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: This paper focuses on dispatching of mixed generation portfolio of renewable energy (RE) and non-RE (firm) units. A genetic algorithm (GA) based rolling window approach is developed for solving economic dispatch (ED) problem. Profit maximisation ED problem is formulated and solved which also considers New Electricity Trading Arrangements for England and Wales (NETA) market features. In this problem, a penalty approach is used in order to consider intermittency problem of RE generation output. A single GA technique is also applied for solving the formulated problem. Of these, GA based rolling window approach achieved promising results for a Generator Company, which holds both renewable and fossil fuel units and participates in the short-term market trading. It is also shown that a Generator Company can get more profit by using the possibility of increase in generation output of RE sources from their forecast positions by combining both RE and non-RE units and participating in a NETA-like market trading. This approach allows to some extent the management of uncertainty problem of RE generation output, which also accounts risk associated with power non-delivery.
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    International journal of emerging electric power systems 8.2007, 3, art3 
    ISSN: 1553-779X
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    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Unit commitment (UC), originally employed to minimize the generating cost of a vertically integrated utility, has become a basic tool for revenue adequacy evaluation by GENeration COmpanies (GENCOs). The strategic role of UC is apparent in those market environments where GENCOs are asked to internalize all costs and the relevant UC decisions within their day-ahead market bids. In this paper, a parametric UC method is presented to assess the convenience of making energy bids for marginal or nearly marginal generation units. The convenience is gauged by the basis of revenue adequacy that is on each unit's ability to cover all expenses and generate profits. Beside UC choices, the parametric UC procedure provides a market price behavior that would make it profitable to commit a certain unit for generation. A Monte Carlo simulation program is employed to find the probability that actual market prices will fulfill the revenue adequacy requirements. Market prices are handled as random variables with multivariate normal distribution, taking into account the correlation between prices at successive time periods. The parametric UC procedure and the Monte Carlo simulation are carried out by using reasonable data of generation units available to some Italian GENCOs.
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    International journal of emerging electric power systems 8.2007, 3, art2 
    ISSN: 1553-779X
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    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: The present paper reports the results of a study of dielectric ageing of Ethylene Propylene Diene Monomer (EPDM) by gamma radiation. EPDM flat specimens were aged under gamma radiation with three different doses. Samples were irradiated in air up to 300 kRad with a dose rate of 51 kRad/h using a 60Co gamma source. The resistance to tracking on applying DC and AC voltage was examined. We found that the DC resistance to tracking is lower than the AC resistance. The tracking resistance under -ve DC voltages are lower than +ve DC values. With the increase in radiation dose, the DC and AC tracking resistances change in a non-linear way. The erosion depth and contact angle affected by radiation have been studied. In addition, Fourier Transform Infrared Spectroscopy (FTIR) and Scanning Electron Microscopy (SEM) analyses were done, to analyze the morphological changes.
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    International journal of emerging electric power systems 8.2007, 2, art3 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: In recent developments wind power has been gaining rapid usage as an alternative source of electrical power and there is need to formulate optimized control schemes for power generation. This paper presents a sensorless maximum power point tracking control methodology for a wind power generation system. For the sensorless vector control a sliding mode observer is utilized in the estimation of the rotor speed while the rotor position is estimated based on the flux linkage. The Powell method is introduced to improve the efficiency of the permanent magnet synchronous generator (PMSG) d-axis current optimization. To ensure robustness of the proposed paradigm to parameter variations, the windmill loss coefficients determining the optimal rotor speed are identified online. Results of simulations confirm the effectiveness of the proposed method.
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    International journal of emerging electric power systems 8.2007, 3, art5 
    ISSN: 1553-779X
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    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: This paper presents the steady-state and transient behavior of a single-phase self-excited induction generator (SEIG) using a three-phase machine with one shunt and one series excitation capacitors for resistive and inductive loads. The generation scheme consists of one three-phase delta connected induction machine and two capacitors - one connected in parallel with one winding and the other in series with a single-phase load. The dynamic model of the system has been developed as a hybrid model considering the stator phase currents in abc reference frame and the rotor currents in stationary d-q axes reference frame as state variables. The simulated and experimental results are presented for different dynamic conditions such as initiation of self-excitation, load perturbation and short-circuit. The simulated results of the steady-state analysis have been compared with the transient and experimental results and a close agreement between them indicates the accuracy and effectiveness of the approach.
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    International journal of emerging electric power systems 8.2007, 4, art2 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: The present work proposes an extended model representing part of a huge aluminum industry load for short-term voltage stability investigations in time domain. The efforts were concentrated in the expansion of the industrial power distribution system model including explicit representation of the main transformers, capacitors, feeders and induction motors. The extended model is validated through a comparison between computer simulation results and the industry/power system utility recordings. A real sequence of events which took place in the Brazilian North Power System in the year of 2002 causing a complete industry breakdown (loss of bulk supply) was considered here for this purpose.
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    International journal of emerging electric power systems 8.2007, 4, art5 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: This paper proposes a new approach for solving the state estimation problem. The approach is aimed at producing a robust estimator that rejects bad data, even if they are associated with leverage-point measurements. This is achieved by solving a sequence of Linear Programming (LP) problems. Optimization is carried via a new algorithm which is a combination of ``upper bound optimization technique" and ``an improved algorithm for discrete linear approximation". In this formulation of the LP problem, in addition to the constraints corresponding to the measurement set, constraints corresponding to bounds of state variables are also involved, which enables the LP problem more efficient in rejecting bad data, even if they are associated with leverage-point measurements. Results of the proposed estimator on IEEE 39-bus system and a 24-bus EHV equivalent system of the southern Indian grid are presented for illustrative purpose.
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    International journal of emerging electric power systems 8.2007, 5, art2 
    ISSN: 1553-779X
    Source: Berkeley Electronic Press Academic Journals
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Large power systems are highly complex systems that defy predictions with any degree of certainty. In this paper, an analytical framework for the assessment of small signal stability under operating uncertainty is presented. A rigorous analysis framework for the description of uncertainty in operating conditions is suggested. Using structured singular value theory and optimization tools, techniques for robust stability analysis of complex power systems are then derived and a method to quantify the effect of parametric uncertainties on the stability of critical inter-area modes is presented. A computationally-efficient method for modeling parametric uncertainty based on linear fractional transformation (LFT) theory is investigated and tested. With this approach, it becomes possible to estimate the effects of variations in the parameters of major transmission resources on the nominal stability of critical inter-area modes.The use of the analysis methods is demonstrated on two systems: i) a two-machine test system, and ii) a two-area, 11-bus, 4-machine test system.
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    International journal of emerging electric power systems 8.2007, 5, art7 
    ISSN: 1553-779X
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    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: The proposed voltage source converter is composed of a series double bridge converter with an auxiliary circuit. The auxiliary circuit injects DC voltage via the mid point of the double bridge converter. The injection ratio and frequency are chosen to convert the standard 12-pulse into 60-pulse configuration without PWM or increasing the number of bridges, thus the voltage and current harmonic can fulfill the THD limit without a conventional filter. The converter is operated under fundamental frequency for the main bridges, thus its switching lose is low. The converter can be widely used in the STATCOM and HVDC system. The paper describes the principles and control strategies of the proposed converter. The operational feasibility of the proposed converter is verified by computer simulation using the PSCAD/EMTDC package.
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    International journal of emerging electric power systems 8.2007, 6, art2 
    ISSN: 1553-779X
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    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: This paper describes a new iterative method to locate fault on a single transmission line. The method uses synchronized voltage and current measurements from both line terminals. Using the positive sequence components of the pre-fault and the post-fault phasors, positive sequence source impedances at both terminals are first estimated. Using these source impedances and the line data, the positive sequence bus impedance matrix (Zbus) is formed. Using the properties of Zbus, an iterative algorithm is proposed to locate the fault. This algorithm is tested extensively with data obtained from the EMTP simulation of a long transmission line simulated with distributed parameters in the presence of fault resistance and CT saturation. The simulation results show that the method is very accurate and robust.
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    Business and politics 9.2007, 1, art2 
    ISSN: 1369-5258
    Source: Berkeley Electronic Press Academic Journals
    Topics: Political Science , Economics
    Notes: Both policymakers and scholars have expressed concern that trade has increased inequality in advanced industrialized countries (AICs). We argue that the impact of trade on inequality depends on the availability of public goods, such as educational opportunities, that allow displaced workers to upgrade their skills and adjust to trade. The provision of public goods, in turn, depends on political institutions: institutions that unify budgetary powers promote public-good spending while institutions that separate budgetary powers discourage it. Trade should thus increase inequality more (reduce inequality less) in countries with a high separation of budgetary powers. We test and find support for these hypotheses with a cross-sectional time-series analysis of fourteen AICs. Our results imply that trade can improve aggregate welfare without worsening economic inequities, but only if governments adopt complementary policies that facilitate human capital formation and labor-market adjustment.
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    Business and politics 9.2007, 2, art3 
    ISSN: 1369-5258
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    Topics: Political Science , Economics
    Notes: A prominent variant of the compensation hypothesis rests on the premise that increased trade exposure heightens domestic economic volatility, prompting demands for compensation via generous systems of transfers and services. Economic theory suggests that because the expansion of international trade entails integration into larger, deeper, more stable markets, and may entail risk diversification, it may actually promote rather than reduce stability. By the same token, however, economic theory also suggests that smaller economies should experience greater levels of volatility than larger economies, and thus also greater levels of insecurity. The evidence presented here suggests that the level of domestic economic volatility in the developed economies, during the latter half of the twentieth century, may indeed have been driven by the size and depth of markets. And critically, for these countries international trade integration may have eased rather than accentuated domestic economic volatility.
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    The @international journal of biostatistics 3 (2007), S. 7 
    ISSN: 1557-4679
    Source: Berkeley Electronic Press Academic Journals
    Topics: Biology , Mathematics , Medicine
    Notes: The objective of this work is to introduce a new method called the Survivorship Instantaneous Log-odds Ratios (SILOR); to illustrate the creation of SILOR from empirical bivariate survival functions; to also derive standard errors of estimation; to compare results with those derived from logistic regression. Hip fracture, AGE and BMI from the Third National Health and Nutritional Examination Survey (NHANES III) were used to calculate empirical survival functions for the adverse health outcome (AHO) and non-AHO. A stable copula was used to create a parametric bivariate survival function, that was fitted to the empirical bivariate survival function. The bivariate survival function had SILOR contours which are not constant. The proposed method has better advantages than logistic regression by following two reasons. The comparison deals with (i) the shapes of the survival surfaces, S(X1, X2), and (ii) the isobols of the log-odds ratios. When using logistic regression the survival surface is either a hyper plane or at most a conic section. Our approach preserves the shape of the survival surface in two dimensions, and the isobols are observed in every detail instead of being overly smoothed by a regression with no more than a second degree polynomial. The present method is straightforward, and it captures all but random variability of the data.
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    The @international journal of biostatistics 3 (2007), S. 3 
    ISSN: 1557-4679
    Source: Berkeley Electronic Press Academic Journals
    Topics: Biology , Mathematics , Medicine
    Notes: Marginal structural models (MSM) are an important class of models in causal inference. Given a longitudinal data structure observed on a sample of n independent and identically distributed experimental units, MSM model the counterfactual outcome distribution corresponding with a static treatment intervention, conditional on user-supplied baseline covariates. Identification of a static treatment regimen-specific outcome distribution based on observational data requires, beyond the standard sequential randomization assumption, the assumption that each experimental unit has positive probability of following the static treatment regimen. The latter assumption is called the experimental treatment assignment (ETA) assumption, and is parameter-specific. In many studies the ETA is violated because some of the static treatment interventions to be compared cannot be followed by all experimental units, due either to baseline characteristics or to the occurrence of certain events over time. For example, the development of adverse effects or contraindications can force a subject to stop an assigned treatment regimen.In this article we propose causal effect models for a user-supplied set of realistic individualized treatment rules. Realistic individualized treatment rules are defined as treatment rules which always map into the set of possible treatment options. Thus, causal effect models for realistic treatment rules do not rely on the ETA assumption and are fully identifiable from the data. Further, these models can be chosen to generalize marginal structural models for static treatment interventions. The estimating function methodology of Robins and Rotnitzky (1992) (analogue to its application in Murphy, et. al. (2001) for a single treatment rule) provides us with the corresponding locally efficient double robust inverse probability of treatment weighted estimator. In addition, we define causal effect models for "intention-to-treat" regimens. The proposed intention-to-treat interventions enforce a static intervention until the time point at which the next treatment does not belong to the set of possible treatment options, at which point the intervention is stopped. We provide locally efficient estimators of such intention-to-treat causal effects.
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    The @international journal of biostatistics 3 (2007), S. 6 
    ISSN: 1557-4679
    Source: Berkeley Electronic Press Academic Journals
    Topics: Biology , Mathematics , Medicine
    Notes: Consider a longitudinal observational or controlled study in which one collects chronological data over time on a random sample of subjects. The time-dependent process one observes on each subject contains time-dependent covariates, time-dependent treatment actions, and an outcome process or single final outcome of interest. A statically optimal individualized treatment rule (as introduced in van der Laan et. al. (2005), Petersen et. al. (2007)) is a treatment rule which at any point in time conditions on a user-supplied subset of the past, computes the future static treatment regimen that maximizes a (conditional) mean future outcome of interest, and applies the first treatment action of the latter regimen. In particular, Petersen et. al. (2007) clarified that, in order to be statically optimal, an individualized treatment rule should not depend on the observed treatment mechanism. Petersen et. al. (2007) further developed estimators of statically optimal individualized treatment rules based on a past capturing all confounding of past treatment history on outcome. In practice, however, one typically wishes to find individualized treatment rules responding to a user-supplied subset of the complete observed history, which may not be sufficient to capture all confounding. The current article provides an important advance on Petersen et. al. (2007) by developing locally efficient double robust estimators of statically optimal individualized treatment rules responding to such a user-supplied subset of the past. However, failure to capture all confounding comes at a price; the static optimality of the resulting rules becomes origin-specific. We explain origin-specific static optimality, and discuss the practical importance of the proposed methodology. We further present the results of a data analysis in which we estimate a statically optimal rule for switching antiretroviral therapy among patients infected with resistant HIV virus.
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    The @international journal of biostatistics 3 (2007), S. 8 
    ISSN: 1557-4679
    Source: Berkeley Electronic Press Academic Journals
    Topics: Biology , Mathematics , Medicine
    Notes: In individuals infected with human immunodeficiency virus (HIV), distributions of quantitative HIV RNA measurements may be highly left-censored due to values falling below assay detection limits (DL). It is of the interest to find the relationship between plasma and semen viral loads. To address this type of problem, we developed an empirical goodness-of-fit test to check the Clayton model assumption for bivariate truncated data. We also used truncated tau to estimate the dependence parameter in the Clayton model for this type of data. It turns out that the proposed methodology works for both truncated and fixed left censored bivariate data. The proposed test procedure is demonstrated using an HIV data set, and statistical inference is drawn based on corresponding test result.
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    The @international journal of biostatistics 3 (2007), S. 14 
    ISSN: 1557-4679
    Source: Berkeley Electronic Press Academic Journals
    Topics: Biology , Mathematics , Medicine
    Notes: Observational studies of prescription medications and other medical interventions based on administrative data are increasingly used to inform regulatory and clinical decision making. The validity of such studies is often questioned, however, because the available data may not contain measurements of important prognostic variables that guide treatment decisions. Recently, approaches to this problem have been proposed that use instrumental variables (IV) defined at the level of an individual health care provider or aggregation of providers. Implicitly, these approaches attempt to estimate causal effects by using differences in medical practice patterns as a quasi-experiment. Although preference-based IV methods may usefully complement standard statistical approaches, they make assumptions that are unfamiliar to most biomedical researchers and therefore the validity of such an analysis can be hard to evaluate. Here, we describe a simple framework based on a single unobserved dichotomous variable that can be used to explore how violations of IV assumptions and treatment effect heterogeneity may bias the standard IV estimator with respect to the average treatment effect in the population. This framework suggests various ways to anticipate the likely direction of bias using both empirical data and commonly available subject matter knowledge, such as whether medications or medical procedures tend to be overused, underused, or often misused. This approach is described in the context of a study comparing the gastrointestinal bleeding risk attributable to different non-steroidal anti-inflammatory drugs.
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    New global studies 1.2007, 1, art6 
    ISSN: 1940-0004
    Source: Berkeley Electronic Press Academic Journals
    Topics: Political Science , Economics
    Notes: Phyllis Thompson reviews Kenneth Kiple's A Movable Feast: Ten Millennia of Food Globalization.
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    New global studies 1.2007, 1, art5 
    ISSN: 1940-0004
    Source: Berkeley Electronic Press Academic Journals
    Topics: Political Science , Economics
    Notes: Daniel J. Sargent reviews Zbigniew Brzezinski's Second Chance.
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    New global studies 1.2007, 1, art2 
    ISSN: 1940-0004
    Source: Berkeley Electronic Press Academic Journals
    Topics: Political Science , Economics
    Notes: "The 'Logic of the Air': Aviation and the Globalism of the 'American Century' " examines the cultural history of aviation in relation to the rise of the United States as a world power. In the context of World War II, the so-called air age entailed new conceptions of American national identity and global responsibility. Aviation inspired internationalist visions of "one world" - a globe divided only by latitudes and longitudes, as depicted by the iconic logo of Pan American Airways. However, aviation also sustained the nationalist vision of an "American Century' defined by U.S. geopolitical, economic, and ideological power. The airplane promised to extend America's frontiers "to infinity," as Pan Am President Juan T. Trippe was fond of saying. Ultimately, aviation helped define a nationalist globalism that construed America's interests as the world's interests. The cultural "logic of the air" embodied the universalizing aspirations of American foreign policy, yet also signified what was exceptional about the United States; aviation both instantiated American empire and denied that it was such. The article traces this dynamic by examining both cultural representations of aviation and U.S. international aviation policy.
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    New global studies 1.2007, 1, art4 
    ISSN: 1940-0004
    Source: Berkeley Electronic Press Academic Journals
    Topics: Political Science , Economics
    Notes: A fable and a dream about the intersection of global and local culture.
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    New global studies 1.2007, 1, art1 
    ISSN: 1940-0004
    Source: Berkeley Electronic Press Academic Journals
    Topics: Political Science , Economics
    Notes: Techno-nationalism and techno-globalism are descriptive and prescriptive categories for understanding the impact of technology on society and vice versa. They reflect the underlying assumptions made by analysts of the place of technology in the world, and denote ideologies, rather than technological policies or realities. They also help us to realize that standard accounts of the nation and globalization are not as securely based as they appear. Indeed, nations and states are important in ways techno-nationalism does not capture, and the international and global dimension is crucial in ways which that techno-globalism overlooks. Yet an analysis of both terms yields building blocks to a more sophisticated appreciation of the linkages between the nation, technological innovation and globalization.
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    Studies in nonlinear dynamics and econometrics 11.2007, 1, art4 
    ISSN: 1081-1826
    Source: Berkeley Electronic Press Academic Journals
    Topics: Mathematics , Economics
    Notes: The quasi-geometric (hyperbolic) literature typically assumes that agents are short-run impatient. In this paper, we deviate from this assumption by considering an economy in which a fraction of the population is short-run patient and the remaining population is short-run impatient. In a calibrated version of a neoclassical growth model with uninsurable risk and liquidity constraints, we find that the presence of few short-run patient and many short-run impatient agents leads to empirically plausible degrees of wealth inequality.
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    Studies in nonlinear dynamics and econometrics 11.2007, 2, art4 
    ISSN: 1081-1826
    Source: Berkeley Electronic Press Academic Journals
    Topics: Mathematics , Economics
    Notes: In this paper we present an endogenous growth model with environmental pollution and public capital. As to pollution we assume that it is a by-product of aggregate production and that it negatively affects utility of the household but not production possibilities directly. The paper studies the dynamics of the model and demonstrates that there exists either a unique balanced growth path which is a saddle point or there exist two balanced growth paths with one being locally saddle point stable and one being asymptotically stable.
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    Studies in nonlinear dynamics and econometrics 11.2007, 1, art3 
    ISSN: 1081-1826
    Source: Berkeley Electronic Press Academic Journals
    Topics: Mathematics , Economics
    Notes: In this paper we systematically compare forecasting accuracy of hypothesis testing procedures with that of a model combining algorithm. Testing procedures are commonly used in applications to select a model, based on which forecasts are made. However, besides the well-known difficulty in dealing with multiple tests, the testing approach has a potentially serious drawback: controlling the probability of Type I error at a conventional level (e.g., 0.05) often excessively favors the null, which can be problematic for the purpose of forecasting. In addition, as shown in this paper, testing procedures can be very unstable, which results in high variability in the forecasts.Selecting a candidate forecast by testing and combining forecasts are both useful but for complementary situations. Currently, there seems to be little guidance in the literature on when combining should be preferred to selecting. We propose instability measures that are helpful for a forecaster to gauge the difficulty in selecting a single optimal forecast.Based on empirical evidences and theoretical considerations, we advocate the use of forecast combining when there is considerable instability in model selection by testing procedures. On the other hand, when there is little instability, testing procedures could work well or even better than forecast combining in terms of forecast accuracy.
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    Studies in nonlinear dynamics and econometrics 11.2007, 2, art3 
    ISSN: 1081-1826
    Source: Berkeley Electronic Press Academic Journals
    Topics: Mathematics , Economics
    Notes: The goal of this paper is to illuminate the capability of the component GARCH model of Ding and Granger (1996) and Engle and Lee (1999) to reproduce the long memory-type behavior of financial volatility. The potential of this model to capture the long memory dynamics observed in measures of financial volatility has been documented recently by Maheu (2005) and Deo et al. (2006), who base their conclusions on simulation techniques and a forecasting exercise, respectively. In this paper, a simple explanation for these observations is provided, which is based on the theoretical autocorrelation function (ACF) of the component GARCH model. We also elucidate why even higher-order GARCH models with Bollerslev's (1986) nonnegativity constraints enforced cannot mimic the long memory effects. The reasoning is supported with several empirical examples, for which we explicitly calculate the theoretical ACF implied by a couple of different fitted models, and find that their structure is just as predicted by our argument. To conveniently conduct these computations, a general simple method for computing the theoretical ACF of GARCH models is suggested, which is easier to use than the formulas developed so far, and particularly so for higher lag-orders. The ability of the component model to approximate long memory is also validated on the basis of a visual comparison between the empirical and the implied theoretical ACFs.
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    Studies in nonlinear dynamics and econometrics 11.2007, 4, art1 
    ISSN: 1081-1826
    Source: Berkeley Electronic Press Academic Journals
    Topics: Mathematics , Economics
    Notes: Previous literature has recognized the importance of regime changes in the calculation of ex-ante equity premia. However, the methodologies used to estimate equity premia only allow for very restrictive forms of regime transitions. This paper addresses the issue by postulating an evolving model for the law of motion of dividend growth, consumption growth and dividend-price ratio. Model parameters are then used to compute conditional and unconditional U.S. equity premia. We substantially extend and confirm previous work on the declining equity premium, and uncover important macroeconomic factors driving the equity premium. We find that the equity premium has declined, particularly from 1950 to 1971 and from 1988 to 2000. Our results point to changing consumption volatility as an important priced factor. We find that volatility of consumption growth is a good indicator of economic uncertainty and, as such, its changes are reflected in expected returns, and are priced by the market. We also find that not accounting for parameter time variation induces large pricing errors, as too little variation in dividend yields is attributed to changes in expected dividend growth.
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  • 92
    Publication Date: 2007-09-01
    Print ISSN: 1365-8816
    Electronic ISSN: 1362-3087
    Topics: Geography
    Published by Taylor & Francis
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    Publication Date: 2007-04-01
    Print ISSN: 0262-6667
    Electronic ISSN: 2150-3435
    Topics: Geography
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    Publication Date: 2007-06-01
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    Publication Date: 2007-06-01
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    Publication Date: 2007-02-01
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    Publication Date: 2007-01-01
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    Publication Date: 2007-07-01
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