List of articles (by subject) Stochastics Problems

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  1 - Optimal Scheduled Unit Commitment Considering Wind Uncertainty Using Cuckoo Search Algorithm
  Saniya Maghsudlu sirus mohammadi
  In this paper, a new method to review the role of wind units as an energy-producer in the scheduling problem of unit commitment is presented. Today, renewable energy sources due to lack of environmental pollution, absence of dependence on fossil fuels, and consequently More

  In this paper, a new method to review the role of wind units as an energy-producer in the scheduling problem of unit commitment is presented. Today, renewable energy sources due to lack of environmental pollution, absence of dependence on fossil fuels, and consequently a very low marginal cost, have been receiving considerable attention in power system. But these sources are associated with uncertainty, solving unit commitment problem as a traditional power system optimization program that attempts to determine optimal entry and exit units and optimal production per unit minimizes the total cost of production. Then, in this study using an iterative algorithm randomly with allocation of probability density functions fits the wind speed, Uncertainty of production wind units has been modeled in the unit commitment program. Economic Analysis of UC with wind power is performed in order to minimize total system cost. In this paper to achieve the optimum solution, a meta-heuristic Cuckoo search (CS) algorithm with high convergence speed is used to solve the unit commitment problem considering IEEE standard 10 unit test system. The simulations results show the effectiveness of the proposed method for reducing production costs and improving load profiles. Manuscript profile
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  2 - New optimized model identification in time series model and its difficulties
  احمدرضا زنبوری کریم زارع
  Model identification is an important and complicated step within the autoregressive integrated moving average (ARIMA) methodology framework. This step is especially difficult for integrated series. In this article first investigate Box-Jenkins methodology and its faults More

  Model identification is an important and complicated step within the autoregressive integrated moving average (ARIMA) methodology framework. This step is especially difficult for integrated series. In this article first investigate Box-Jenkins methodology and its faults in detecting model, and hence have discussed the problem of outliers in time series. By using this optimization method, we will overcome this problem. The method that used in this paper is better than the Box-Jenkins in term of optimality time. Manuscript profile
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  3 - A Stochastic Model for Water Resources Management
  سلیم باوندی هادی ناصری
  Irrigation water management is crucial for agricultural production and livelihood security in many regions and countries throughout the world. Over the past decades, controversial and conflictladen water-allocation issues among competing municipal, industrial and agricu More

  Irrigation water management is crucial for agricultural production and livelihood security in many regions and countries throughout the world. Over the past decades, controversial and conflictladen water-allocation issues among competing municipal, industrial and agricultural interests have raised increasing concerns. Particularly, growing population, varying natural conditions and shrinking water availabilities have exacerbated such competitions. Shrinking water availabilities can result in reduced water supplies, while growing population can lead to increased water demands, these two facts can further intensify the water shortage. Stochastic programming methodology is applied in this paper to a capital investment problem in water resources. A framework is offered for the evaluation of electricity generation and water supply for agricultural irrigation. This essessment is conducted through the construction of an appropriate stochastic optimization model. A recursive least squares algorithm is incorp-orated in the model which enablee more accurate estimation of model parameters. Manuscript profile