Author:
Scherbak L M,Fryz M Ye,Hotovych V A
Abstract
Abstract
The concept of a continuous-time conditional linear random process involves a random kernel being integrated stochastically by a process with independent increments, which is often called a “generative process”. In cases where the “generative process” is Poisson, the resulting model represents an investigated signal as a sum of numerous stochastically dependent random impulses each of which occurs according to some inhomogeneous Poisson arrival process. This model can be applied to represent various processes related to energy consumption, such as electricity loads of electrical power systems, gas and water consumption, and other energy resources, while also considering the signals’ cyclostationarity, which is usually caused by the rhythmic nature of consumer behaviour. A member of the discretetime conditional linear cyclostationary random processes class is the random coefficient periodic autoregressive (RCPAR) model, which is appropriate for use in energy informatics, including estimation, forecasting, and computer simulation purposes. The primary objective of the paper is to establish a procedure for simulating the hourly electricity consumption of small and medium-sized enterprises using the RCPAR model, which has periodic parameters and creates cyclostationary properties while also accounting for the investigated process conditional heteroscedasticity. The statistical estimation step of the proposed procedure uses the general methodology for estimating the parameters of the RCPAR model and the methods of statistical analysis of cyclostationary signals. This step is used to identify the simulation characteristics. The simulation step is based on the methods of cyclostationary white noise generation and its transformation by a digital linear filter with random parameters. The last ones are obtained using the Gaussian random vectors computer simulation methods, taking into account the cyclostaionarity property.
Cited by
1 articles.
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