UM

Browse/Search Results:  1-8 of 8 Help

Selected(0)Clear Items/Page:    Sort:
Probabilistic Forecasting-Based Reserve Determination Considering Multi-Temporal Uncertainty of Renewable Energy Generation Journal article
Xu, Yuqi, Wan, Can, Liu, Hui, Zhao, Changfei, Song, Yonghua. Probabilistic Forecasting-Based Reserve Determination Considering Multi-Temporal Uncertainty of Renewable Energy Generation[J]. IEEE Transactions on Power Systems, 2024, 39(1), 1019-1031.
Authors:  Xu, Yuqi;  Wan, Can;  Liu, Hui;  Zhao, Changfei;  Song, Yonghua
Favorite | TC[WOS]:6 TC[Scopus]:7  IF:6.5/7.4 | Submit date:2024/02/22
Itã'-process Model  Multi-temporal Uncertainty  Probabilistic Forecasting  Ramp Capability Reserve  Regulating Reserve  Reserve Determination  
A probability approximation framework: Markov process approach Journal article
Chen, Peng, Shao, Qi Man, Xu, Lihu. A probability approximation framework: Markov process approach[J]. Annals of Applied Probability, 2023, 33(2), 1619-1659.
Authors:  Chen, Peng;  Shao, Qi Man;  Xu, Lihu
Favorite | TC[WOS]:1 TC[Scopus]:0  IF:1.4/1.9 | Submit date:2023/05/02
Euler–maruyama (Em) Discretization  Itô’s Formula  Markov Process  Normal Approximation  Online Stochastic Gradient Descent  Probability Approximation  Stable Process  Stochastic Differential Equation  Wasserstein-1 Distance  
Continuous Random Process Modeling of AGC Signals Based on Stochastic Differential Equations Journal article
Yiwei Qiu, Jin Lin, Feng Liu, Ningyi Dai, Yonghua Song. Continuous Random Process Modeling of AGC Signals Based on Stochastic Differential Equations[J]. IEEE Transactions on Power Systems, 2021, 36(5), 4575-4587.
Authors:  Yiwei Qiu;  Jin Lin;  Feng Liu;  Ningyi Dai;  Yonghua Song
Favorite | TC[WOS]:9 TC[Scopus]:17  IF:6.5/7.4 | Submit date:2021/12/08
Agc Signals  Automatic Generation Control (Agc)  Itô Process  Random Process  Stochastic Control  Stochastic Differential Equation (Sde)  Uncertainty Quantification  
Surrogate Model-Based Multi-timescale Stochastic Control of Islanded Cascaded Hydro-Solar System Considering Non-Gaussian Uncertainty Conference paper
Zhipeng Yu, Yiwei Qiu, Jin Lin, Feng Liu, Yonghua Song, Gang Chen, Lijie Ding. Surrogate Model-Based Multi-timescale Stochastic Control of Islanded Cascaded Hydro-Solar System Considering Non-Gaussian Uncertainty[C]:IEEE, 2021, 982-988.
Authors:  Zhipeng Yu;  Yiwei Qiu;  Jin Lin;  Feng Liu;  Yonghua Song; et al.
Favorite | TC[Scopus]:0 | Submit date:2022/05/13
Automatic Generation Control  Hydro-solar System  Itô Process  Model Predict Control  Multi-timescales  Polynomial Chaos  Stochastic Control  Surrogate Model  Uncertainty  
Nonintrusive Uncertainty Quantification of Dynamic Power Systems Subject to Stochastic Excitations Journal article
Qiu,Yiwei, Lin,Jin, Chen,Xiaoshuang, Liu,Feng, Song,Yonghua. Nonintrusive Uncertainty Quantification of Dynamic Power Systems Subject to Stochastic Excitations[J]. IEEE Transactions on Power Systems, 2021, 36(1), 402-414.
Authors:  Qiu,Yiwei;  Lin,Jin;  Chen,Xiaoshuang;  Liu,Feng;  Song,Yonghua
Favorite | TC[WOS]:18 TC[Scopus]:27  IF:6.5/7.4 | Submit date:2021/03/09
Dynamic Uncertainty Quantification  Itô Process  Karhunen-loève Expansion  Polynomial Chaos  Stochastic Differential Equations  Stochastic Excitations  
Fast monte carlo simulation of dynamic power systems under continuous random disturbances Conference paper
Qiu, Yiwei, Lin, Jin, Chen, Xiaoshuang, Liu, Feng, Song, Yonghua. Fast monte carlo simulation of dynamic power systems under continuous random disturbances[C], 2020.
Authors:  Qiu, Yiwei;  Lin, Jin;  Chen, Xiaoshuang;  Liu, Feng;  Song, Yonghua
Favorite | TC[WOS]:0 TC[Scopus]:2 | Submit date:2021/12/06
Continuous Random Disturbance  Itô Process  Karhunen-loève Expansion  Latin Hypercube Sampling  Monte Carlo Simulation  Stochastic Differential Equations  
A rank test for the number of factors with high-frequency data Journal article
Kong,Xin Bing, Liu,Zhi, Zhou,Wang. A rank test for the number of factors with high-frequency data[J]. Journal of Econometrics, 2019, 211(2), 439-460.
Authors:  Kong,Xin Bing;  Liu,Zhi;  Zhou,Wang
Favorite | TC[WOS]:5 TC[Scopus]:5  IF:9.9/6.7 | Submit date:2021/03/11
Continuous-time Factor Model  High-dimensional Itô Process  Idiosyncratic Process  
Testing for pure-jump processes for high-frequency data Journal article
Kong X.-B., Liu Z., Jing B.-Y.. Testing for pure-jump processes for high-frequency data[J]. Annals of Statistics, 2015, 43(2), 847.
Authors:  Kong X.-B.;  Liu Z.;  Jing B.-Y.
Favorite | TC[WOS]:39 TC[Scopus]:45 | Submit date:2018/10/30
Integrated Volatility  Itô Semimartingale  Pure-jump Process  Realized Characteristic Function