基于MATLAB的三相变压器仿真建模与特性分析

本文以变压器内部磁链作为状态变量,一、二次侧电压作为输入量,一、二次侧电流作为输出量,建立YNd11结线的三相变压器数学模型。根据变压器数学模型,在Matlab/Simulink环境下利用数学积分、微分、查表、记忆等通用模块搭建出三相变压器运行特性仿真平台。再利用建立的仿真平台,对三相变压器的负载运行、短路故障及空载合闸时励磁涌流进行仿真,并对得到的正常负荷电流、短路电流及励磁涌流电流进行分析,验证了本文所搭建的三相变压器运行特性仿真平台的正确性。     

利用仿真方法分析节流喷注式消音器噪声的可行性研究

消音器应用广泛，机理和运行复杂多样，通过试验获得消音器的降噪性能花费巨大。为了快捷方便地获得消音器的降噪效果，文章提出了利用仿真方法进行降噪分析的可行性。针对某节流喷注式消音器进行研究，采用CFD软件和声学软件对消声器的降噪性能进行了仿真预测。通过对比同等条件的试验结果，得出了仿真分析手段可以很好地用于预测消音器降噪性能的结论，对消音器的正确使用提供指导。     

浅谈变压器噪声及降低噪声的措施

本文介绍了变压器噪声的类型，分析了变压器空载噪声产生的原因及因素，提出了变压器铁芯设计和制造工艺的降噪措施，概述了降低变压器空载噪声的方法。     

全户内式变电站降噪及散热治理技术

针对全户内式变电站出现站界噪声超标,影响附近居民生活的情况,文章在综合考虑降噪措施对主变压器室散热影响的前提下,提出了包括增加隔声声闸、加装消声器、扩大通风面积、增大风机出力等方式的优化降噪治理方案。方案实施后,既达到了降噪效果,又保证变压器散热冷却不受影响,确保变压器安全运行。     

配电网中感应雷电波传变特性的研究

本文从理论上分析了感应雷电波从架空配电线到变压器低压端的传输特性。基于Agrawal模型对感应雷击电磁脉冲作用下配电线路-变压器系统的过电压进行数值模拟,得到变压器接入对线路末端感应电压影响的仿真结果;采用传输线等效电路模型和戴维南等效定理,将雷击感应电压作用到配电变压器上,仿真计算了雷击浪涌传变到变压器低压侧的特性。     

Z型接地变压器在PSCAD下的仿真模型构建

PSCAD是电力系统常用的仿真软件,在利用其进行电力系统仿真时却发现在元件库中不存在实际常用的Z型接地变压器。针对在仿真中发现的问题,文章在分析Z型接地变压器原理的基础上,利用PSCAD中的单相三绕组变压器模块,设计搭建了Z形接地变压器模型,并对其进行了理论分析和仿真验证。通过对某35k V配电网经消弧线圈接地系统的仿真表明该接地变压器模型设计合理,从而为中性点接地系统建立正确仿真模型奠定了基础。     

基于小波分析与数学形态学融合的降噪算法研究

本文建立了实际工程应用中信号的仿真模型和干扰模型,运用小波变换和数学形态学相融合的方法进行降噪,并将该方法与小波阈值方法、小波模极大值法、数学形态学方法的仿真结果进行对比分析,仿真分析结果发现小波-形态融合方法能够有效的消除噪声且能较好地保留原信号的形态特征。     

基于LMS算法的广义形态滤波器应用于转子分形故障状态识别的效果研究

将描述混沌运动的关联维数用于转子系统振动信号分析,并针对现场实测振动信号中存在噪声污染,提出了一种基于自适应形态滤波对信号进行降噪处理。该滤波器综合了不同的结构元素且在开—闭、闭—开滤波器权系数的确定上采用了基于最小均方误差算法的自适应技术,具有更好的滤波性能和细节信息保留能力;分析比较降噪前后转子4种状态(正常、油膜涡动、局部碰摩、全周碰摩)下信号的关联维数,结果表明,用含有噪声信号的关联维数描述系统的特征行为不可靠,有必要对实测信号进行降噪处理。自适应形态滤波器具有良好的降噪效果,将降噪后的关联维数作为特征量,在转子故障诊断中进行识别故障、判断运行状态具有可行性。     

浅谈变电站经济运行与控制

本文通过对变电站中变压器运行方式和损耗的分析,介绍了变电站经济运行的意义,并提出了将变电站电压无功综合控制和变压器经济运行控制两个系统合为一体,来达到整体电网中变电站的经济运行与控制,并建立了变电站经济运行与控制的数学模型。     

地铁车站配电变压器负载率研究

文章在分析地铁车站日负荷特性和干式变压器技术特性的基础上,分别从变压器的运行成本和全寿命周期成本的角度,建立变压器负载率数学模型,提出了地铁车站配电变压器的最佳负载率。     

Nonparametric transformation to white noise

We consider a semiparametric distributed lag model in which the “news impact curve” m is nonparametric but the response is dynamic through some linear filters. A special case of this is a nonparametric regression with serially correlated errors. We propose an estimator of the news impact curve based on a dynamic transformation that produces white noise errors. This yields an estimating equation for m that is a type two linear integral equation. We investigate both the stationary case and the case where the error has a unit root. In the stationary case we establish the pointwise asymptotic normality. In the special case of a nonparametric regression subject to time series errors our estimator achieves efficiency improvements over the usual estimators, see Xiao et al. [2003. More efficient local polynomial estimation in nonparametric regression with autocorrelated errors. Journal of the American Statistical Association 98, 980–992]. In the unit root case our procedure is consistent and asymptotically normal unlike the standard regression smoother. We also present the distribution theory for the parameter estimates, which is nonstandard in the unit root case. We also investigate its finite sample performance through simulation experiments.     

Volatility forecasting and microstructure noise

It is common practice to use the sum of frequently sampled squared returns to estimate volatility, yielding the so-called realized volatility. Unfortunately, returns are contaminated by market microstructure noise. Several noise-corrected realized volatility measures have been proposed. We assess to what extent correction for microstructure noise improves forecasting future volatility using a MIxed DAta Sampling (MIDAS) regression framework. We study the population prediction properties of various realized volatility measures, assuming i.i.d$i.i.d$. microstructure noise. Next we study optimal sampling issues theoretically, when the objective is forecasting and microstructure noise contaminates realized volatility. We distinguish between conditional and unconditional optimal sampling schemes, and find that conditional optimal sampling seems to work reasonably well in practice.     

城市交通噪声及其控制对策——以北京市三里屯地区为例

我国的城市噪声主要来源于交通噪声。交通噪声扰民,已成为社会的一大公害。通过对三里屯地区交通噪声所进行的具体考察和测试,分析了城市道路交通噪声的现状,进而深入剖析了城市设计因素对交通噪声的影响,提出了基于城市设计视角的对交通噪声的控制对策。     

Multidimensional noise and non-fundamental information diversity

This paper relaxes the common assumption of the standard competitive noisy rational expectations framework that noise is one-dimensional. Within an environment characterized by multidimensional noise, I explore the strategic interactions between different traders that are informed about different components of the noise inherent in the market price. If noise is two-dimensional, several new types of complementarities in traders’ interactions arise that cannot be studied in the classical one-dimensional framework. The higher-dimensional case uncovers that higher dimensionality of noise mitigates the possibility of a market breakdown by weakening adverse selection. On the basis of the theoretical results, I discuss some predictions and implications concerning the effects of the increased usage of “payment for order flow” in financial markets.     

A note on a noise process

Summary In this article we considered the system of stochastic differential equations …, wherex is a column vector of orderr, A is a square matrix of constant coefficients andε is a vector of random functions. The system is transformed to the corresponding system of the white noise process. A method of estimation of the elements of the matrixA has been introduced under certain conditions, the assurance of which has been also investigated.

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Zusammenfassung In diesem Artikel wird das System der stochastischen Differentialgleichungen … betrachtet, worinx ein Spaltenvektor der Ordnungr, A eine quadratische Matrize der konstanten Elemente undε ein Vektor der zuf?lligen Funktionen ist. Dieses System wird umgeformt zum korrespondierenden System des wei?en Rauschens. Eine Methode der Sch?tzung der Elemente der MatrizeA ist unter bestimmten Bedingungen eingeführt, deren Sicherheit auch untersucht wird.

     

城市噪声污染分析与防治措施——以兰州市为例

通过对近十年来兰州市噪声监测资料的系统分析研究,得出了近十年来兰州市噪声源构成、区域环境噪声、交通噪声、功能区噪声和城区各区噪声的污染变化趋势,并在此基础上分析了其原因。依据数据分析结果,分别从基础设施建设、监管、城市规划、技术、声环境网络化建设和宣传教育等方面探讨了针对噪声污染的防治对策。     

Realized volatility forecasting and market microstructure noise

We extend the analytical results for reduced form realized volatility based forecasting in ABM (2004) to allow for market microstructure frictions in the observed high-frequency returns. Our results build on the eigenfunction representation of the general stochastic volatility class of models developed byMeddahi (2001). In addition to traditional realized volatility measures and the role of the underlying sampling frequencies, we also explore the forecasting performance of several alternative volatility measures designed to mitigate the impact of the microstructure noise. Our analysis is facilitated by a simple unified quadratic form representation for all these estimators. Our results suggest that the detrimental impact of the noise on forecast accuracy can be substantial. Moreover, the linear forecasts based on a simple-to-implement ‘average’ (or ‘subsampled’) estimator obtained by averaging standard sparsely sampled realized volatility measures generally perform on par with the best alternative robust measures.     

Convergence of information,random variables and noise

Random variables such as state-dependent prices often convey information while entering directly into a decision environment. To understand the convergence properties of behavior based on such random variables, the function mapping any random variable to the information it generates is examined. With respect to convergence in probability of random variables, the information map is continuous with respect to pointwise convergence of information only at completely revealing random variables. Continuity holds when the information map is restricted to any subset of random variables to which the same smooth independent term has been added. Relationships between convergence in distribution of perturbed random variables and convergence in distribution of conditional expectations are also studied.     

Wealth dynamics: reducing noise in panel data

Although the asset data from the Health and Retirement Study (HRS) is of very high quality, there is sufficient noise to frustrate attempts to study saving behaviour by examining wave‐to‐wave change in wealth. In this research, we attempt to reduce noise by means of reactive‐dependent interviewing in which respondents with large inexplicable changes in assets between 1998 and 2000 are called back by HRS interviewers, presented with their prior reports and asked to reconcile the data. We achieved reconciliation for 1255 households (2479 net‐worth components) and, as a result, the variance in measured change for the entire sample of 11,583 households with the same financial respondents in both waves was cut in half. The empirical validity of the data also appears to have been improved. The correlation of gross change in net worth and income, for instance, increased from an insignificant negative to a highly significant positive value. Although reconciliation of large asset changes marginally improves the goodness of fit of multivariate models, there remains sufficient noise in the asset‐change data to require analysts to employ additional methods to reduce the influence of outliers. Copyright © 2006 John Wiley & Sons, Ltd.     

Jumps in equilibrium prices and market microstructure noise

Asset prices observed in financial markets combine equilibrium prices and market microstructure noise. In this paper, we study how to tell apart large shifts in equilibrium prices from noise using high frequency data. We propose a new nonparametric test which allows us to asymptotically remove the noise from observable price data and to discover jumps in fundamental asset values. We provide its asymptotic distribution to decide when such jumps occur. In finite samples, our test offers reasonable power for distinguishing between noise and jumps. Empirical evidence indicates that it is necessary to incorporate the presence of jumps in equilibrium prices.