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Classification of LPG clients using the Hurst exponent and the correlation coeficient

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Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
In this paper we present the analysis of the gas usage for different types of buildings. First, we introduce the classical theory of building heating. This allows the establishment of theoretical relations between gas consumption time series and the outside air temperature for different types of buildings, residential and industrial. These relations imply dierent auto-correlations of gas usage time series as well as different cross-correlations between gas consumption and temperature time series for different types of buildings. Therefore, the autocorrelation and the cross-correlation were used to classify the buildings into three classes: housing, housing with high thermal capacity, and industry. The Hurst exponent was calculated using the global DFA to investigate auto-correlation, while the Kendall's τ rank coeficient was calculated to investigate cross-correlation.
Słowa kluczowe
Rocznik
Strony
13--24
Opis fizyczny
Bibliogr. 15 poz., rys.
Twórcy
autor
  • Institute of Theoretical and Applied Informatics, Polish Academy of Sciences, Bałtycka 5, 44-100 Gliwice, Poland
autor
  • Institute of Theoretical and Applied Informatics, Polish Academy of Sciences, Bałtycka 5, 44-100 Gliwice, Poland
  • AIUT Sp. z o.o., Wyczółkowskiego 113, 44-109 Gliwice
Bibliografia
  • 1] W. Gaul, A. Geyer-Schulz, L. Schmidt-Thieme, and J. Kunze, editors. Challenges at the Interface of Data Analysis, Computer Science, and Optimization. Proceedings of the 34th Annual Conference of the Gesellschaft für Klassikation e. V., Karlsruhe, July 21 – 23, 2010. Studies in Classication, Data Analysis, and Knowledge Organization. Springer Berlin Heidelberg, 2012. DOI: 10.1007/978-3-642-24466-7.
  • [2] M. Sugeno and T. Yasukawa. A fuzzy-logic-based approach to qualitative modeling. IEEE Trans. Fuzzy Syst., 1(1):7-31, 1993. DOI: 10.1109/TFUZZ.1993.390281.
  • [3] T.-L. Hu and J.-B. Sheu. A fuzzy-based customer classication method for demandresponsive logistical distribution operations. Fuzzy Sets Syst., 139(2):431-450, 2003. DOI: 10.1016/S0165-0114(02)00516-X.
  • [4] K. Domino. The use of the hurst exponent to predict changes in trends on the warsaw stock exchange. Physica A, 390(1):98-109, 2011. DOI: 10.1016/j.physa.2010.04.015.
  • [5] K. Domino. The use of the hurst exponent to investigate the global maximum of the warsaw stock exchange WIG20 index. Physica A, 391(1):156-169, 2012. DOI: 10.1016/j.physa.2011.06.062.
  • [6] K. Domino, T. Błachowicz, and M. Ciupak. The use of copula functions for predictive analysis of correlations between extreme storm tides. Physica A, 413:489-497, 2014. DOI: 10.1016/j.physa.2014.07.020.
  • [7] H. Zghidi, M. Walczak, T. Błachowicz, K. Domino, and A. Ehrmann. Image processing and analysis of textile bers by virtual random walk. Sci. Educ., 44:100, 2015. DOI: 10.15439/2015F40.
  • [8] T. Błachowicz, A. Ehrmann, H. Zghidi, and K. Domino. Optical determination of hemp fiber structures by statistical methods. Proceedings of Aachen-Dresden International Textile Conference, 2015.
  • [9] A. Ehrmann, T. Błachowicz, K. Domino, S. Aumann, M.O. Weber, and H. Zghidi. Examination of hairiness changes due to washing in knitted fabrics using a random walk approach. Text. Res. J., page 0040517515581591, 2015. DOI: 10.1177/0040517515581591.
  • [10] G.L. Vasconcelos. A guided walk down wall street: an introduction to econophysics. Braz. J. Phys., 34(3B):1039-1065, 2004. DOI: 10.1590/S0103-97332004000600002.
  • [11] H. Abdi. The Kendall rank correlation coeficient. Encyclopedia of Measurement and Statistics. Sage, Thousand Oaks, CA, pages 508-510, 2007.
  • [12] M.G. Kendall. A new measure of rank correlation. Biometrika, pages 81-93, 1938. DOI: 10.1093/biomet/30.1-2.81.
  • [13] U. Cherubini, E. Luciano, and W. Vecchiato. Copula methods in finance. John Wiley & Sons, 2004. DOI: 10.1002/9781118673331.
  • [14] R.-G. Cong and M. Brady. The interdependence between rainfall and temperature: copula analyses. Sci. World J., 2012:405675, 2012. DOI: 10.1100/2012/405675.
  • [15] C. Schoelzel and P. Friederichs. Multivariate non-normally distributed random variables in climate research-introduction to the copula approach. Nonlin. Processes Geophys.,15(5):761-772, 2008. DOI: 10.5194/npg-15-761-2008.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-1ba91297-f921-4524-927c-381996c36512
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