High Frequency Electricity Research Articles

Forecasting Regional Industrial Production with High-Frequency Electricity Consumption Data

Forecasting Regional Industrial Production with High-Frequency Electricity Consumption Data

Volatility and Liquidity on High-Frequency Electricity Futures Markets: Empirical Analysis and Stochastic Modeling

This paper investigates the relationship between volatility and liquidity on the German electricity futures market based on high-frequency intraday prices. We estimate volatility by the time-weighted realized variance acknowledging that empirical intraday prices are not equally spaced in time. Empirical evidence suggests that volatility of electricity futures decreases as time approaches maturity, while coincidently liquidity increases. Established continuous-time stochastic models for electricity futures prices involve a growing volatility function in time and are thus not able to capture our empirical findings a priori. We demonstrate that incorporating increasing liquidity into the established models is key to model the decreasing volatility evolution.

A physics-based algorithm for real-time simulation of electrosurgery procedures in minimally invasive surgery

High-frequency electricity is used in the majority of surgical interventions. However, modern computer-based training and simulation systems rely on physically unrealistic models that fail to capture the interplay of the electrical, mechanical and thermal properties of biological tissue. We present a real-time and physically realistic simulation of electrosurgery by modelling the electrical, thermal and mechanical properties as three iteratively solved finite element models. To provide subfinite-element graphical rendering of vaporized tissue, a dual-mesh dynamic triangulation algorithm based on isotherms is proposed. The block compressed row storage (BCRS) structure is shown to be critical in allowing computationally efficient changes in the tissue topology due to vaporization. We have demonstrated our physics-based electrosurgery cutting algorithm through various examples. Our matrix manipulation algorithms designed for topology changes have shown low computational cost. Our simulator offers substantially greater physical fidelity compared to previous simulators that use simple geometry-based heat characterization.

Traceability of Standards for Fundamental Quantities in High-Frequency Electricity

Traceability of Standards for Fundamental Quantities in High-Frequency Electricity

High-Frequency Electricity in the Treatment of Cardiac Disease

High-Frequency Electricity in the Treatment of Cardiac Disease