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At least 19 records

Variance Analysis of Wind and Natural Gas Generation under Different Market Structures: Some Observations

An important area of current research is whether large-scale penetration of variable renewable generation such as wind and solar power pose economic and operational burdens on the electricity system. In such scenarios, this issue has also raised considerable interest in the potential role and value of electricity storage as a method of mitigating variability in generation associated with the inherently variable nature of these forms of generation. At the same time, a number of studies have pointed to the potential benefits of renewable generation as a hedge against the volatility and potential escalation of fossil fuel prices. Prior research and this work suggest that the lack of correlation of renewable energy costs with fossil fuel prices means that adding large amounts of wind or solar generation may also reduce the volatility of system-wide electricity costs. Such variance reduction in overall system costs may be of significant value to consumers due to risk aversion. In contrast to this observation, other studies have focused on returns in restructured markets and noted that, in deregulated markets, baseload natural gas power generation may be relatively more attractive to investors because-unlike wind generation-peak power prices are often strongly correlated to natural gas prices. The analysis in this report recognizes that the potential value of risk mitigation associated with wind generation and natural gas generation may depend on whether one considers the consumer's perspective or the investor's perspective and whether the market is regulated or deregulated. We analyze the risk and return trade-offs for wind and natural gas generation for deregulated markets based on hourly prices and load over a 10-year period using historical data in the PJM Interconnection (PJM)2 from 1999 to 2008. Similar analysis is then simulated and evaluated for regulated markets under certain assumptions. Estimating the absolute value, as opposed to the relative value, of variance reduction will also depend on assumptions about risk aversion and other consumer preferences, such as loss aversion, and this is discussed.

03 NATURAL GAS↗

Technical Note: Introduction of variance component analysis to setup error analysis in radiotherapy

Purpose: The purpose of this technical note is to introduce variance component analysis to the estimation of systematic and random components in setup error of radiotherapy. Methods: Balanced data according to the one-factor random effect model were assumed. Results: Analysis-of-variance (ANOVA)-based computation was applied to estimate the values and their confidence intervals (CIs) for systematic and random errors and the population mean of setup errors. The conventional method overestimates systematic error, especially in hypofractionated settings. The CI for systematic error becomes much wider than that for random error. The ANOVA-based estimation can be extended to a multifactor model considering multiple causes of setup errors (e.g., interpatient, interfraction, and intrafraction). Conclusions: Variance component analysis may lead to novel applications to setup error analysis in radiotherapy.

60 APPLIED LIFE SCIENCES↗

Analysis of Variance of Functional Data (F-ANOVA) [Slides]

Goals: What is Analysis of Variance (ANOVA); Extending Analysis of Variance to Function Data (F-ANOVA); The role of stochastic processes in F-ANOVA; One and Two Sample Problems for F-ANOVA; One-Way F-ANOVA.

97 MATHEMATICS AND COMPUTING↗

Allan Variance is Bootstrap Aggregation for Spectral Estimation

Characterization of clocks and inertial sensors, such as accelerometers and gyroscopes, typically includes Allan variance analysis. Allan variance is ubiquitous in timing and navigation communities which may appear niche compared with generalized spectral analysis. This note provides some motivation for Allan Variance for audiences more familiar with spectral analysis.

Walker, Michael Ray [Sandia National Laboratories ↗

A Multiphase Validation of Atlas-Based Automatic and Semiautomatic Segmentation Strategies for Prostate MRI

Purpose: To perform a rigorous technological assessment and statistical validation of a software technology for anatomic delineations of the prostate on MRI datasets. Methods and Materials: A 3-phase validation strategy was used. Phase I consisted of anatomic atlas building using 100 prostate cancer MRI data sets to provide training data sets for the segmentation algorithms. In phase II, 2 experts contoured 15 new MRI prostate cancer cases using 3 approaches (manual, N points, and region of interest). In phase III, 5 new physicians with variable MRI prostate contouring experience segmented the same 15 phase II datasets using 3 approaches: manual, N points with no editing, and full autosegmentation with user editing allowed. Statistical analyses for time and accuracy (using Dice similarity coefficient) endpoints used traditional descriptive statistics, analysis of variance, analysis of covariance, and pooled Student t test. Results: In phase I, average (SD) total and per slice contouring time for the 2 physicians was 228 (75), 17 (3.5), 209 (65), and 15 seconds (3.9), respectively. In phase II, statistically significant differences in physician contouring time were observed based on physician, type of contouring, and case sequence. The N points strategy resulted in superior segmentation accuracy when initial autosegmented contours were compared with final contours. In phase III, statistically significant differences in contouring time were observed based on physician, type of contouring, and case sequence again. The average relative timesaving for N points and autosegmentation were 49% and 27%, respectively, compared with manual contouring. The N points and autosegmentation strategies resulted in average Dice values of 0.89 and 0.88, respectively. Pre- and postedited autosegmented contours demonstrated a higher average Dice similarity coefficient of 0.94. Conclusion: The software provided robust contours with minimal editing required. Observed time savings were seen for all physicians irrespective of experience level and baseline manual contouring speed.

62 RADIOLOGY AND NUCLEAR MEDICINE↗

SU-E-J-227: Breathing Pattern Consistency and Reproducibility: Comparative Analysis for Supine and Prone Body Positioning

Purpose: Evaluate and compare the cycle-to-cycle consistency of breathing patterns and their reproducibility over the course of treatment, for supine and prone positioning. Methods: Respiratory traces from 25 patients were recorded for sequential supine/prone 4DCT scans acquired prior to treatment, and during the course of the treatment (weekly or bi-weekly). For each breathing cycle, the average(AVE), end-of-exhale(EoE) and end-of-inhale( EoI) locations were identified using in-house developed software. In addition, the mean values and variations for the above quantities were computed for each breathing trace. F-tests were used to compare the cycle-to-cycle consistency of all pairs of sequential supine and prone scans. Analysis of variances was also performed using population means for AVE, EoE and EoI to quantify differences between the reproducibility of prone and supine respiration traces over the treatment course. Results: Consistency: Cycle-to-cycle variations are less in prone than supine in the pre-treatment and during-treatment scans for AVE, EoE and EoI points, for the majority of patients (differences significant at p<0.05). The few cases where the respiratory pattern had more variability in prone appeared to be random events. Reproducibility: The reproducibility of breathing patterns (supine and prone) improved as treatment progressed, perhaps due to patients becoming more comfortable with the procedure. However, variability in supine position continued to remain significantly larger than in prone (p<0.05), as indicated by the variance analysis of population means for the pretreatment and subsequent during-treatment scans. Conclusions: Prone positioning stabilizes breathing patterns in most subjects investigated in this study. Importantly, a parallel analysis of the same group of patients revealed a tendency towards increasing motion amplitude of tumor targets in prone position regardless of their size or location; thus, the choice for body positioning during radiation therapy will have to consider the clinical relevance of the two opposing trends - breathing consistency and motion amplitude.

60 APPLIED LIFE SCIENCES↗

Analysis of variances of quasirapidities in collisions of gold nuclei with track-emulsion nuclei

A new method of an analysis of variances was developed for studying n-particle correlations of quasirapidities in nucleus-nucleus collisions for a large constant number n of particles. Formulas that generalize the results of the respective analysis to various values of n were derived. Calculations on the basis of simple models indicate that the method is applicable, at least for n {>=} 100. Quasirapidity correlations statistically significant at a level of 36 standard deviations were discovered in collisions between gold nuclei and track-emulsion nuclei at an energy of 10.6 GeV per nucleon. The experimental data obtained in our present study are contrasted against the theory of nucleus-nucleus collisions.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Structure analysis of simulated molecular clouds with the Δ-variance

Here, we employ the Δ-variance analysis and study the turbulent gas dynamics of simulated molecular clouds (MCs). Our models account for a simplified treatment of time-dependent chemistry and the non-isothermal nature of the gas. We investigate simulations using three different initial mean number densities of n 0 = 30, 100 and 300 cm -3 that span the range of values typical for MCs in the solar neighbourhood. Furthermore, we model the CO line emission in a post-processing step using a radiative transfer code. We evaluate Δ-variance spectra for centroid velocity (CV) maps as well as for integrated intensity and column density maps for various chemical components: the total, H 2 and 12 CO number density and the integrated intensity of both the 12 CO and 13 CO (J = 1 → 0) lines. The spectral slopes of the Δ-variance computed on the CV maps for the total and H 2 number density are significantly steeper compared to the different CO tracers. We find slopes for the linewidth–size relation ranging from 0.4 to 0.7 for the total and H 2 density models, while the slopes for the various CO tracers range from 0.2 to 0.4 and underestimate the values for the total and H 2 density by a factor of 1.5–3.0. We demonstrate that optical depth effects can significantly alter the Δ-variance spectra. Furthermore, we report a critical density threshold of 100 cm -3 at which the Δ-variance slopes of the various CO tracers change sign. We thus conclude that carbon monoxide traces the total cloud structure well only if the average cloud density lies above this limit.

79 ASTRONOMY AND ASTROPHYSICS↗

Uncertainties propagation in the framework of a Rod Ejection Accident modeling based on a multi-physics approach

The control of uncertainties in the field of reactor physics and their propagation in best-estimate modeling are a major issue in safety analysis. In this framework, the CEA develops a methodology to perform multi-physics simulations including uncertainties analysis. The present paper aims to present and apply this methodology for the analysis of an accidental situation such as REA (Rod Ejection Accident). This accident is characterized by a strong interaction between the different areas of the reactor physics (neutronic, fuel thermal and thermal hydraulic). The modeling is performed with CRONOS2 code. The uncertainties analysis has been conducted with the URANIE platform developed by the CEA: For each identified response from the modeling (output) and considering a set of key parameters with their uncertainties (input), a surrogate model in the form of a neural network has been produced. The set of neural networks is then used to carry out a sensitivity analysis which consists on a global variance analysis with the determination of the Sobol indices for all responses. The sensitivity indices are obtained for the input parameters by an approach based on the use of polynomial chaos. The present exercise helped to develop a methodological flow scheme, to consolidate the use of URANIE tool in the framework of parallel calculations. Finally, the use of polynomial chaos allowed computing high order sensitivity indices and thus highlighting and classifying the influence of identified uncertainties on each response of the analysis (single and interaction effects). (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

A general reconstruction of the recent expansion history of the universe

Distance measurements are currently the most powerful tool to study the expansion history of the universe without specifying its matter content nor any theory of gravitation. Assuming only an isotropic, homogeneous and flat universe, in this work we introduce a model-independent method to reconstruct directly the deceleration function via a piecewise function. Including a penalty factor, we are able to vary continuously the complexity of the deceleration function from a linear case to an arbitrary (n+1)-knots spline interpolation. We carry out a Monte Carlo (MC) analysis to determine the best penalty factor, evaluating the bias-variance trade-off, given the uncertainties of the SDSS-II and SNLS supernova combined sample (JLA), compilations of baryon acoustic oscillation (BAO) and H(z) data. The bias-variance analysis is done for three fiducial models with different features in the deceleration curve. We perform the MC analysis generating mock catalogs and computing their best-fit. For each fiducial model, we test different reconstructions using, in each case, more than 10{sup 4} catalogs in a total of about 5× 10{sup 5}. This investigation proved to be essential in determining the best reconstruction to study these data. We show that, evaluating a single fiducial model, the conclusions about the bias-variance ratio are misleading. We determine the reconstruction method in which the bias represents at most 10% of the total uncertainty. In all statistical analyses, we fit the coefficients of the deceleration function along with four nuisance parameters of the supernova astrophysical model. For the full sample, we also fit H{sub 0} and the sound horizon r{sub s}(z{sub d}) at the drag redshift. The bias-variance trade-off analysis shows that, apart from the deceleration function, all other estimators are unbiased. Finally, we apply the Ensemble Sampler Markov Chain Monte Carlo (ESMCMC) method to explore the posterior of the deceleration function up to redshift 1.3 (using only JLA) and 2.3 (JLA+BAO+H(z)). We obtain that the standard cosmological model agrees within 3σ level with the reconstructed results in the whole studied redshift intervals. Since our method is calibrated to minimize the bias, the error bars of the reconstructed functions are a good approximation for the total uncertainty.

79 ASTRONOMY AND ASTROPHYSICS↗

SMALL-SCALE PRESSURE-BALANCED STRUCTURES DRIVEN BY MIRROR-MODE WAVES IN THE SOLAR WIND

Recently, small-scale pressure-balanced structures (PBSs) have been studied with regard to their dependence on the direction of the local mean magnetic field B{sub 0} . The present work continues these studies by investigating the compressive wave mode forming small PBSs, here for B{sub 0} quasi-perpendicular to the x-axis of Geocentric Solar Ecliptic coordinates (GSE-x). All the data used were measured by WIND in the quiet solar wind. From the distribution of PBSs on the plane determined by the temporal scale and angle θ{sub xB} between the GSE-x and B{sub 0} , we notice that at θ{sub xB} = 115° the PBSs appear at temporal scales ranging from 700 s to 60 s. In the corresponding temporal segment, the correlations between the plasma thermal pressure P{sub th} and the magnetic pressure P{sub B}, as well as that between the proton density N{sub p} and the magnetic field strength B, are investigated. In addition, we use the proton velocity distribution functions to calculate the proton temperatures T and T{sub ∥}. Minimum Variance Analysis is applied to find the magnetic field minimum variance vector B{sub N} . We also study the time variation of the cross-helicity σ{sub c} and the compressibility C{sub p} and compare these with values from numerical predictions for the mirror mode. In this way, we finally identify a short segment that has T > T{sub ∥}, proton β ≅ 1, both pairs of P{sub th}-P{sub B} and N{sub p}-B showing anti-correlation, and σ{sub c} ≈ 0 with C{sub p} > 0. Although the examination of σ{sub c} and C{sub p} is not conclusive, it provides helpful additional information for the wave mode identification. Additionally, B{sub N} is found to be highly oblique to B{sub 0} . Thus, this work suggests that a candidate mechanism for forming small-scale PBSs in the quiet solar wind is due to mirror-mode waves.

79 ASTRONOMY AND ASTROPHYSICS↗

Application of Variance-Based Sensitivity Analysis to a Large System Dynamics Model

Variance-based sensitivity methods can provide insights into large computational models. We present a novel application of sensitivity analysis to the Biomass Scenario Model (BSM) a large and complex system dynamics model of the developing biofuels industry in the United States. We apply a two-stage sensitivity approach consisting of an initial sensitivity screening, followed by a variance decomposition approach. Identifying key system levers and quantifying their strength is not straightforward in complex system dynamics models that have numerous feedbacks and nonlinear results. Variance-based sensitivity analysis (VBSA) offers a systematic, global approach to assessing system dynamics models because it addresses nonlinear responses and interactive effects. Especially when a large model's size makes manual exploration of the input space difficult and time-consuming, the approach can help to provide a comprehensive understanding of interactions that drive model behaviors.

97 MATHEMATICS AND COMPUTING↗

Experimental Evaluation of Multi-spacecraft Data Analysis Techniques in a Laboratory Plasma

The Magnetic Reconnection Experiment (MRX)[1] has been utilized to assess the effectiveness of minimum variance analysis on the magnetic field (MVAB) and boundary-crossing time analysis (BCTA). The neutral sheet is swept, or jogged, in a controlled manner with respect to the stationary probes by pulsed internal coil currents. Magnetic field data from measurement points resembling data from multi-spacecraft flying though a reconnecting current sheet is used to check both techniques to deduce a proper normal vector. We examine discharges with the two-dimensional (2-D) X-line structure as well as cases in which a flux rope forms within the layer. All discharges are in a two-fluid regime in which electrons are magnetized but not ions. Boundary-crossing time analysis with four sample measurement points forming a tetrahedron generates a reasonable unit normal vector and relative velocity along the normal vector for all of the tested cases. On the other hand, MVAB sometimes fails to predict a proper normal direction. This is because the X-line magnetic geometry is fundamentally 2-D or 3-D. However, the direction along the reconnecting field determined by MVAB does not deviate much from the real magnetic geometry documented by 2-D magnetic probe arrays and one additional probe at a different toroidal location. Based on these observations, we suggest a procedure for determining a local coordinate system for data from the Magnetospheric Multi-Scale (MMS) mission when spacecraft passes through a reconnecting current sheet. The distance between measurement points on the order of the ion skin depth ($c/\omega_{pi}$) is pertinent to determination of the magnetic geometry.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Nuclear Analysis of ITER - Paper 129

The world record fusion power production is 16.1 MW (5.7x10{sup 18} n/s). This was achieved at JET in 1995. The neutron budget during that experimental campaign was 2.5x10{sup 20} neutrons. In the first few seconds of an ITER full power pulse, the neutron production will exceed that the total from the entire history of previous controlled fusion experiments. It is envisaged that ITER should produce as much as 700 MW of fusion power. (This is the maximum envisaged power production from the plasma and does not include power multiplication in the blankets or shielding). This equates to the production of 2.48x10{sup 20} 14-MeV neutrons/s which will give an uncollided flux at the first wall of approximately 4x10{sup 13} n/cm{sup 2}/s and a total with the addition of the collided flux of some 10{sup 14} n/cm{sup 2}/s. For safety and licensing purposes it is the responsibility of ITER to satisfy the host state regulations and must limit doses to the public and staff. Furthermore, sufficient shielding must be provided to ensure that all components function adequately; and for decommissioning, ITER has a responsibility to reduce the volume and radio-toxicity of waste. The construction, operational and decommissioning phases of ITER are expected to last in excess of 30 years and the nuclear issues will be of critical importance throughout this time. The huge leap in neutron production in fusion experiments means that extensive nuclear analysis is required for ITER and it is the thesis of this paper that it is required at an unprecedented level. This is because of the combination of the large physical size of the installation, the variety of radiation sources, the attenuation required, the complexity of the geometry and the complexity of the sources and level of detail required. As a result of this unprecedented challenge the latest techniques for analysis, variance reduction and data display are being employed and in some cases being specifically developed. In this paper a few of the many representative examples of nuclear analysis will illustrate the thesis. The paper includes an examination of areas where further development could be made in the areas of radiation shield and nuclear analysis. Extensive nuclear analysis is required at ITER and the combination of the large physical size of the installation, the variety of radiation sources, the attenuation required, the complexity of the geometry, and the complexity of the sources mean that analysis is required at an unprecedented level of detail and quality. The latest techniques for analysis, variation reduction and data display are being employed and in some cases being specifically developed. Developments are required in areas of analysis, data visualization and experimental verification. (author)

61 RADIATION PROTECTION AND DOSIMETRY↗

SMALL-SCALE PRESSURE-BALANCED STRUCTURES DRIVEN BY OBLIQUE SLOW MODE WAVES MEASURED IN THE SOLAR WIND

Recently, small-scale pressure-balanced structures (PBSs) were identified in the solar wind, but their formation mechanism remains unclear. This work aims to reveal the dependence of the properties of small-scale PBSs on the background magnetic field (B{sub 0}) direction and thus to corroborate the in situ mechanism that forms them. We analyze the plasma and magnetic field data obtained by WIND in the quiet solar wind at 1 AU. First, we use a developed moving-average method to obtain B{sub 0}(s, t) for every temporal scale (s) at each time moment (t). By wavelet cross-coherence analysis, we obtain the correlation coefficients between the thermal pressure P{sub th} and the magnetic pressure P{sub B}, distributing against the temporal scale and the angle {theta}{sub xB} between B{sub 0}(s, t) and Geocentric Solar Ecliptic coordinates (GSE)-x. We note that the angle coverage of a PBS decreases with shorter temporal scale, but the occurrence of the PBSs is independent of {theta}{sub xB}. Suspecting that the isolated small PBSs are formed by compressive waves in situ, we continue this study by testing the wave modes forming a small-scale PBS with B{sub 0}(s, t) quasi-parallel to GSE-x. As a result, we identify that the cross-helicity and the compressibility attain values for a slow mode from theoretical calculations. The wave vector is derived from minimum variance analysis. Besides, the proton temperatures obey T < T{sub Parallel-To} derived from the velocity distribution functions, excluding a mirror mode, which is the other candidate for the formation of PBSs in situ. Thus, a small-scale PBS is shown to be driven by oblique, slow-mode waves in the solar wind.

79 ASTRONOMY AND ASTROPHYSICS↗

Ppb-level mid-infrared ethane detection based on three measurement schemes using a 3.34-μm continuous-wave interband cascade laser

A ppb-level mid-infrared ethane (C 2 H 6 ) sensor was developed using a continuous-wave, thermoelectrically cooled, distributed feedback interband cascade laser emitting at 3.34 μm and a miniature dense patterned multipass gas cell with a 54.6-m optical path length. The performance of the sensor was investigated using two different techniques based on the tunable interband cascade laser: direct absorption spectroscopy (DAS) and second-harmonic wavelength modulation spectroscopy (2f-WMS). Three measurement schemes, DAS, WMS and quasi-simultaneous DAS and WMS, were realized based on the same optical sensor core. A detection limit of ~7.92 ppbv with a precision of ±30 ppbv for the separate DAS scheme with an averaging time of 1 s and a detection limit of ~1.19 ppbv with a precision of about ±4 ppbv for the separate WMS scheme with a 4-s averaging time were achieved. An Allan–Werle variance analysis indicated that the precisions can be further improved to 777 pptv @ 166 s for the separate DAS scheme and 269 pptv @ 108 s for the WMS scheme, respectively. For the quasi-simultaneous DAS and WMS scheme, both the 2f signal and the direct absorption signal were simultaneously extracted using a LabVIEW platform, and four C 2 H 6 samples (0, 30, 60 and 90 ppbv with nitrogen as the balance gas) were used as the target gases to assess the sensor performance. A detailed comparison of the three measurement schemes is reported. Here, atmospheric C 2 H 6 measurements on the Rice University campus and a field test at a compressed natural gas station in Houston, TX, were conducted to evaluate the performance of the sensor system as a robust and reliable field-deployable sensor system.

47 OTHER INSTRUMENTATION↗

A 3D-Printed Microresonator Based on the Quartz-Enhanced Photoacoustic Spectroscopy Sensor for Methane Detection

A 3D-printed microresonator based on a quartz tuning fork has been developed. The sensor performance is evaluated by detection of methane with a fiber-coupled distributed feedback diode laser. In combination with wavelength modulation spectroscopy, a minimum detectable concentration of 15.6 ppb by volume is achieved at atmospheric pressure with an 8-mW average optical excitation power and a lock-in amplifier time constant of 1 s, which corresponds to a 1σ normalized noise equivalent absorption coefficient of 5·10{sup –9} cm{sup –1}·W/Hz{sup 1/2}. An Allan variance analysis shows that the system has long-term stability and can serve as the basis for a portable gas analyzer. Approaches to improve the current sensor performance are also discussed. This design greatly reduces the time of manufacturing the microresonator.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗