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Authors

Obychaiko D.

Degree
Postgraduate, National Research University «Moscow Power Engineering Institute»
E-mail
D.Obychaiko@aamautomatic.ru
Location
Moscow
Articles

Development of an algorithm to maintain the performance of the cyber-physical system by introducing an updated indicator of operational reliability

The problem of reliability analysis and recovery process of cyber-physical systems (CPS) is under consideration. The approach is based on the division of the life cycle into time slices with reference to the pre-emergency, emergency, restored and predicted states. Working capability restoration of the CPS is executed with respect to extremely critical and critical equipment. Constructed state graphs of the cybernetic component and the physical component are introduced and the differential equations linking the probability of return to a working state with intensities of failures and restorations of various types are formulated. Under the known initial conditions of the probabilities for corresponding states the solution of appropriate ordinary differential equations allows a clear graphical interpretation in the time domain, which shows the changes in the probability of the system components transition from one state to another by time slices of the life cycle of the CPS-system. The developed diagram of decision-making on restoration or replacement of the corresponding component provides to make the reasonable choice of the actions option aimed on working capability restoration. An algorithm for the method implementation is developed and tested via execution of the numerical example related with Automated Parking system as a typical representative of the CPS-systems variety.
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Efficiency of numerical procedures research for electric power prices forecast via ARIMA-models design

Paper presents the results of the study of the possibility and efficiency of computational procedures for constructing autoregressive statistical models and their close derivatives, as well as their ability to solve practical problems of constructing a forecast of electricity prices. Sufficiently detailed results of numerical construction of ARIMA-models are presented and supplied with options for preprocessing the initial data, taking into account the regularities characterizing the functioning of the energy complex. Adequacy verification of forecast mathematical models with reference to historical natural data in the form of time series was carried out on the basis of numerical estimation of the standard error. The achieved accuracy level for the designed predictive models for electrical energy day-ahead market which were found through Russian Belgorod region data 2016-2018 matches already published results over international energy markets in Europe. America and Australia. Comparative analysis and interpretation of mathematical models for prediction of the accuracy and adequacy of the field data, both published and obtained in this work leads to the conclusion that increasing complexity of statistical autoregressive forecast models (complexity of structures, the number of unknown parameters, the combination of heterogeneous components, the introduction of correction coefficients) only in individual cases and slightly increases the prediction accuracy. It is concluded that it is expedient to introduce additional information about significant factors affecting the full-scale time series of the predicted variable into the mathematical models of the forecast. Note for more information about influencing factors by the introduction of appropriate computing method algorithm changes and the use of somehow combined prediction mathematical model structure supposed to be possible directions for further research. Read more...