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    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/77550
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/77550


    Title: 利用隨機模型訂定電力之最佳契約容量
    Determining the Optimal Contract Capacity of Electric Power Based on Stochastic Modeling
    Authors: 游振利
    Contributors: 洪英超
    游振利
    Keywords: 具飄移項之布朗運動
    Ljung-Box檢定
    Kolmogorov-Smirnov檢定
    電力契約容量最佳化
    Date: 2015
    Issue Date: 2015-08-17 14:07:10 (UTC+8)
    Abstract: 由於商業、工業和民生各方面大量的用電需求,使得電費在某些季節會特別昂貴。又因為電力的生產和儲存都有限,故電力公司為了能更有效率的分配總電力,要求消費者事先訂定各自用戶的契約容量,做為每個月分配電力的最大標準。對於消費者而言,相較於較高的契約容量,選取較低的契約容量通常負擔的基本電費也較低,但是當用電量超過契約容量時則必須支付高額罰金。因此消費者為了盡可能使長期的用電消費降低,選擇一個合適且最佳的契約容量是很重要的課題。在本文中以隨機模型”具飄移項之布朗運動”作為分析用電量趨勢的模型,並介紹如何做模型的驗證以及參數的估計,接著建構出總電費的期望值估計式以尋找最佳的契約容量。最後,以政治大學的實際用電量資料作為本文的研究實例,並提出選擇契約容量之建議方針。
    Reference: [1] T.W. Anderson and D.A. Darling (2014). Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes. The Annals of Mathematical Statistics, Vol.23, No.2, pp.193-212

    [2] R. Baldick, S. Kolos and S. Tompaidis (2014). Interruptible Electricity Contracts from an Electricity Retailer`s Point of View: Valuation and Optimal Interruption. Operations Research, Vol.54, No.4, pp.627-642

    [3] C.W. Cheng, Y.C. Hung and N. Balakrishnan (2014). Generating Beta Random Numbers and Dirichlet Random Vectors in R: The Package rBeta2009. Computational Statistics and Data Analysis, 71, pp.1011-1020

    [4] A. Dahl (2010). A Rigorous Introduction to Brownian Motion. Department of Statistics, The University of Chicago.

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    [6] J. Felsenstein (1973). Maximum Likelihood Estimation of Evolutionary Trees from Continuous Characters. American Journal of Human Genetics, Vol.25, pp.471-492

    [7] L. Harmon, J. Weir, C. Brock, R. Glor, W. Challenger, G. Hunt, R. FitzJohn, M. Pennell, G. Slater, J. Brown, J. Uyeda and J. Eastman (2014). Package ”geiger”.
    URL http://cran.r-project.org/web/packages/geiger/geiger.pdf

    [8] S. Heydari and A. Siddiqui (2010). Real Options Analysis of Multiple-Exercise Interruptible Load Contracts. Department of Statistical Science, University College London, London, UK.

    [9] D.E. Knuth (1971). Optimum binary search trees. Acta Informatica, Vol.1, Issue 1, pp.14-25

    [10] F.J. Massey Jr. (2012). The Kolmogorov-Smirnov Test for Goodness of Fit. Journal of the American Statistical Association, Vol.46, Issue 253, pp.68-78

    [11] I. Negri and Y. Nishiyama (2008). Goodness of fit test for ergodic diffusion processes. Annals of the Institute of Statistical Mathematics, Vol.61, Issue 4, pp.919-928

    [12] S.S. Oren (2001). Integrating real and financial options in demand-side electricity contracts. Decision Support Systems archive, Vol.30, Issue 3, pp.279-288

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    [16] C.H. Tsaia, J. Kolibala and M. Li (2010). The golden section search algorithm for finding a good shape parameter for meshless collocation methods. Engineering Analysis with Boundary Elements, Vol.34, Issue 8, pp.738-746
    Description: 碩士
    國立政治大學
    統計研究所
    102354028
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0102354028
    Data Type: thesis
    Appears in Collections:[統計學系] 學位論文

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