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The reform of electricity price is the core of electricity deregulation, and reasonable price should be an organic unity of price level and price structure. The examination of the effects of peak-load price under different price cap forms dawns on us that the price cap regulation has the effects of cost-recovery. Comparing with absolute price cap regulation, the relative price cap regulation is more...
Nonlinear co-integration method is discussed. According to the generalized fractal co-integration relationship, one form of nonlinear co-integration is proposed based on GPH (Geweke, Porter-Hudak) method. Using the tests of the long-memory characteristic in finance time series, based on daily price series of RMB exchange rate and Shanghai stock markets from July 22, 2005 to April 24, 2009, empirical...
We consider the problem of recovering a signal/image (x) with a k-sparse representation, from hybrid (complex and real), noiseless linear samples (y) using a mixture of complex-valued sparse and real-valued dense projections within a single matrix. The proposed Hybrid Compressed Sensing (HCS) employs the complex-sparse part of the projection matrix to divide the n-dimensional signal (x) into subsets...
Despite accuracy, analysis speed is sometimes a concern for the performance analysis of real-time systems, e.g. if to performed at runtime for online admission tests. As of today, several algorithms to compute an upper bound to the worst-case response time of a task scheduled under static priority preemptive scheduling with polynomial run-time have been proposed. Most approaches assume periodic activation...
To enhance the security and reliability of the widely-used stream ciphers, a 2-D and a 3-D mesh-knight Algorithm Based Fault Tolerant (ABFT) schemes for stream ciphers are developed which can be universally applied to RC4 and other stream ciphers. Based on the ready-made arithmetic unit in stream ciphers, the proposed 2-D ABFT scheme is able to detect and correct any simple error, and the 3-D mesh-knight...
We consider the problem of the correspondence leaning of two high-dimensional data sets via the manifold leaning techniques. Itpsilas convenient for us to find the shared latent structure of the high-dimensional data sets, if they can be aligned in a uniformed low-dimensional data space. A local affine technique to address this problem is present here. Our method preserves more geometrical knowledge...
In this paper, we compare the costs and efficiency arising from the delta-neutral dynamic hedging of options, using two possible values for the delta of the option. The first one is the traditional Black-Scholes delta, while the second one is the GARCH option pricing delta, namely the delta of the option in the generalized Black-Scholes model with a volatility calibrated from GARCH model. Both our...
Interior permanent magnet (IPM) electric machine is not a pure PM machine but a mixture of permanent magnet and synchronous reluctance electric machines. As a mixed electric machine, an IPM machine has two components to consider based on many parameters. Synthesis of new dimensionless indexes based on machine parameters is proposed. It is to shown that the new pair of dimensionless indexes, chi and...
This paper presents a design of a voltage controller of single-phase voltage source PWM inverter with LC filters. To compensate voltage distortion from non-linear loads, the resonant controller has been proposed. However, the design of the control system with the resonant controller is not clear. So we propose the design with the Coefficient Diagram Method (CDM).
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