TY - GEN A1 - Chen, Ying A1 - Koch, Thorsten A1 - Xu, Xiaofei T1 - Regularized partially functional autoregressive model with application to high-resolution natural gas forecasting in Germany N2 - We propose a partially functional autoregressive model with exogenous variables (pFAR) to describe the dynamic evolution of the serially correlated functional data. It provides a unit� ed framework to model both the temporal dependence on multiple lagged functional covariates and the causal relation with ultrahigh-dimensional exogenous scalar covariates. Estimation is conducted under a two-layer sparsity assumption, where only a few groups and elements are supposed to be active, yet without knowing their number and location in advance. We establish asymptotic properties of the estimator and investigate its unite sample performance along with simulation studies. We demonstrate the application of pFAR with the high-resolution natural gas flows in Germany, where the pFAR model provides insightful interpretation as well as good out-of-sample forecast accuracy. T3 - ZIB-Report - 19-34 Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-74880 SN - 1438-0064 ER - TY - GEN A1 - Gotzes, Uwe A1 - Hoppmann, Kai T1 - Bounds for the final ranks during a round robin tournament T2 - Operational Research - An International Journal (ORIJ) N2 - This article answers two kinds of questions regarding the Bundesliga which is Germany's primary football (soccer) competition having the highest average stadium attendance worldwide. First "At any point of the season, what final rank will a certain team definitely reach?" and second "At any point of the season, what final rank can a certain team at most reach?". Although we focus especially on the Bundesliga, the models that we use to answer the two questions can easily be adopted to league systems that are similar to that of the Bundesliga. T3 - ZIB-Report - 19-50 Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-74638 ER - TY - JOUR A1 - Gotzes, Uwe T1 - Ein neuer Ansatz zur Optimierung des Bilanzausgleichs in einem Gasmarktgebiet JF - Zeitschrift für Energiewirtschaft N2 - Im BDEW/VKU/GEODE-Leitfaden Krisenvorsorge Gas ist zu lesen, dass als oberster Grundsatz zur Vermeidung von Versorgungsengpässen in Gasversorgungssystemen gilt, möglichst laufend einen Bilanzausgleich in allen Teilen des Netzes zu erreichen. Wir entwickeln Modelle zur Optimierung des laufenden Bilanzausgleichs. Als Gasversorgungssystem betrachten wir modellhaft die Fernleitungsnetze eines Marktgebiets. Als Teile des Gasversorgungssystems fassen wir vereinfachend die jeweiligen Netze der Fernleitungsnetzbetreiber auf. Die Optimierung erfolgt in zwei Schritten. Im ersten Schritt wird der optimale Einsatz netzbezogener Maßnahmen ermittelt. Beispiele für netzbezogene Maßnahmen sind die Nutzung von Netzpuffer und Mengenverlagerungen mit anderen Infrastrukturbetreibern. Falls sich die Bilanzen durch netzbezogene Maßnahmen nicht vollständig ausgleichen lassen, werden Fehlmengen angesetzt, die so gleichmäßig wie möglich auf die Teile des Netzes verteilt werden. Im zweiten Schritt werden die verbliebenen Fehlmengen, welche in der Regel durch marktbezogene Maßnahmen bereinigt werden, regulierungskonform auf möglichst große Teile des Gasversorgungssystems verteilt. Im Ergebnis erhalten wir ein transparentes, gerechtes, flexibel parametrier- und erweiterbares Verfahren, welches zyklisch im Dispatchingprozess eingesetzt werden kann, um die Integrität der Netze zu unterstützen. Dies wird an Beispielen verdeutlicht. Y1 - 2019 U6 - https://doi.org/10.1007/s12398-019-00257-6 ER - TY - GEN A1 - Rössig, Ansgar T1 - Verification of Neural Networks T3 - ZIB-Report - 19-40 Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-74174 SN - 1438-0064 ER - TY - GEN A1 - Hoppmann, Kai T1 - On the Complexity of the Maximum Minimum Cost Flow Problem N2 - Consider a flow network, i.e., a directed graph where each arc has a nonnegative capacity and an associated length, together with nonempty supply-intervals for the sources and nonempty demand-intervals for the sinks. The goal of the Maximum Minimum Cost Flow Problem (MMCF) is to find fixed supply and demand values within these intervals, such that the optimal objective value of the induced Minimum Cost Flow Problem (MCF) is maximized. In this paper, we show that MMCF is APX-hard and remains NP-hard in the uncapacitated case. T3 - ZIB-Report - 19-19 Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-73359 SN - 1438-0064 ER - TY - GEN A1 - Hoppmann, Kai A1 - Hennings, Felix A1 - Lenz, Ralf A1 - Gotzes, Uwe A1 - Heinecke, Nina A1 - Spreckelsen, Klaus A1 - Koch, Thorsten T1 - Optimal Operation of Transient Gas Transport Networks T3 - ZIB-Report - 19-23 Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-73639 SN - 1438-0064 ER - TY - GEN A1 - Hennings, Felix A1 - Anderson, Lovis A1 - Hoppmann, Kai A1 - Turner, Mark A1 - Koch, Thorsten T1 - Controlling transient gas flow in real-world pipeline intersection areas N2 - Compressor stations are the heart of every high-pressure gas transport network. Located at intersection areas of the network they are contained in huge complex plants, where they are in combination with valves and regulators responsible for routing and pushing the gas through the network. Due to their complexity and lack of data compressor stations are usually dealt with in the scientific literature in a highly simplified and idealized manner. As part of an ongoing project with one of Germany's largest Transmission System Operators to develop a decision support system for their dispatching center, we investigated how to automatize control of compressor stations. Each station has to be in a particular configuration, leading in combination with the other nearby elements to a discrete set of up to 2000 possible feasible operation modes in the intersection area. Since the desired performance of the station changes over time, the configuration of the station has to adapt. Our goal is to minimize the necessary changes in the overall operation modes and related elements over time, while fulfilling a preset performance envelope or demand scenario. This article describes the chosen model and the implemented mixed integer programming based algorithms to tackle this challenge. By presenting extensive computational results on real world data we demonstrate the performance of our approach. T3 - ZIB-Report - 19-24 Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-73645 SN - 1438-0064 ER - TY - GEN A1 - Petkovic, Milena A1 - Chen, Ying A1 - Gamrath, Inken A1 - Gotzes, Uwe A1 - Hadjidimitriou, Natalia Selini A1 - Zittel, Janina A1 - Xu, Xiaofei A1 - Koch, Thorsten T1 - A Hybrid Approach for High Precision Prediction of Gas Flows N2 - About 20% of the German energy demand is supplied by natural gas. Ad- ditionally, for about twice the amount Germany serves as a transit country. Thereby, the German network represents a central hub in the European natural gas transport network. The transport infrastructure is operated by so-called transmissions system operators or TSOs. The number one priority of the TSOs is to ensure security of supply. However, the TSOs have no knowledge of the intentions and planned actions of the shippers (traders). Open Grid Europe (OGE), one of Germany’s largest TSO, operates a high- pressure transport network of about 12.000 km length. Since flexibility and security of supply is of utmost importance to the German Energy Transition (“Energiewende”) especially with the introduction of peak-load gas power stations, being able to predict in- and out-flow of the network is of great importance. In this paper we introduce a new hybrid forecast method applied to gas flows at the boundary nodes of a transport network. The new method employs optimized feature minimization and selection. We use a combination of an FAR, LSTM DNN and mathematical programming to achieve robust high quality forecasts on real world data for different types of network nodes. Keywords: Gas Forecast, Time series, Hybrid Method, FAR, LSTM, Mathematical Optimisation T3 - ZIB-Report - 19-26 Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-73525 SN - 1438-0064 ER - TY - GEN A1 - Gamrath, Inken A1 - Petkovic, Milena T1 - Prediction of Intermitted Flows in Large Gas Networks T3 - ZIB-Report - 19-29 Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-73717 SN - 1438-0064 ER - TY - GEN A1 - Becker, Kai-Helge A1 - Hiller, Benjamin T1 - Improved optimization models for potential-driven network flow problems via ASTS orientations N2 - The class of potential-driven network flow problems provides important models for a range of infrastructure networks that lead to hard-to-solve MINLPs in real-world applications. On large-scale meshed networks the relaxations usually employed are rather weak due to cycles in the network. To address this situation, we introduce the concept of ASTS orientations, a generalization of bipolar orientations, as a combinatorial relaxation of feasible solutions of potential-driven flow problems, study their structure, and show how they can be used to strengthen existing relaxations and thus provide improved optimization models. Our computational results indicate that ASTS orientations can be used to derive much stronger bounds on the flow variables than existing bound tightening methods and to yield significant performance improvements for an existing state-of-the-art MILP model for large-scale gas networks. T3 - ZIB-Report - 19-58 KW - potential-driven network flows KW - mixed-integer nonlinear programming KW - ASTS orientations KW - bipolar orientations Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-75347 SN - 1438-0064 ER -