=Paper= {{Paper |id=Vol-3039/paper23 |storemode=property |title=Simulation of gas consumption process based on the mathematical model in the form of cyclic random process considering the scale factors |pdfUrl=https://ceur-ws.org/Vol-3039/paper23.pdf |volume=Vol-3039 |authors=Serhii Lupenko,Iaroslav Lytvynenko,Nataliia Kunanets,Oleg Nazarevych,Grigorii Shymchuk,Volodymyr Hotovych |dblpUrl=https://dblp.org/rec/conf/ittap/LupenkoLKNSH21 }} ==Simulation of gas consumption process based on the mathematical model in the form of cyclic random process considering the scale factors== https://ceur-ws.org/Vol-3039/paper23.pdf
Simulation of gas consumption process based on the
mathematical model in the form of cyclic random process
considering the scale factors
Iaroslav Lytvynenkoa, Serhii Lupenkoa, Nataliia Kunanetsb, Oleg Nazarevycha, Grigorii
Shymchuka, Volodymyr Hotovycha
a
    Ternopil Ivan Puluj National Technical University, 56, Ruska Street, Ternopil, 46001, Ukraine
b
    Lviv Polytechnic National University, 12, Bandera Street, Lviv, 79013, Ukraine


                 Abstract
                 The article deals with the problem of constructing a new mathematical model of gas
                 consumption process in which, in contrast to the known mathematical model, in the form of an
                 additive combination of three components: cyclic random process, trend component, and
                 stochastic residue, the component in the form of a cyclic random process with taking into
                 account the scale factors, is introduced. Based on segmentation using the Caterpillar method,
                 ten components of singular decomposition are obtained. The sum of nine components of
                 singular decomposition forms the cyclic component, the cyclic random process. This
                 component takes into account the scale factors of gas consumption range on every segment
                 cycle. The trend component of mathematical model is the second component of singular
                 decomposition and stochastic residue, which is formed on the basis difference of values of the
                 studied gas consumption process and the sum of cyclic and trend components. In the research,
                 computer simulation of gas consumption process on the basis of the known model and the new
                 one is carried out and simulation errors with the real gas consumption process are estimated.
                 The computer simulation results are compared in accordance with the proposed mathematical
                 model and the known one. The use of the proposed mathematical model considering the cyclic
                 component as a random cyclic process with cyclic structure and scale factors allowed to
                 increase the accuracy of computer simulation which is evidenced by the obtained error
                 estimation results.

                 Keywords
                 Cyclic process, gas consumption process, statistical processing, segmentation, cyclic random
                 process.

1. Introduction
   Gas consumption management is of particular urgency nowadays. Analysis, simulation and
prediction of gas consumption process are the vital problems set by gas companies which, in turn,
requires efficient hardware and software for gas consumption processing. Development of new software
complexes demands the improving of mathematical software, which involves the development of new
mathematical models and methods of gas consumption processing. This will ultimately allow to form
the forecast results based on the information obtained.
   __________________________
ITTAP’2021: 1nd International Workshop on Information Technologies: Theoretical and Applied Problems, November 16–18, 2021,
Ternopil, Ukraine
EMAIL: iaroslav.lytvynenko@gmail.com (I. Lytvynenko); lupenko.san@gmail.com (S. Lupenko); nek.lviv@gmail.com
(N. Kunanets); taltek.te@gmail.com (O. Nazarevych), gorych@gmail.com (G. Shymchuk), gotovych@gmail.com
(V. Hotovych)
ORCID: 0000-0001-7311-4103 (I. Lytvynenko); 0000-0002-6559-0721 (S. Lupenko); 0000-0003-3007-2462 (N. Kunanets);
0000-0002-8883-6157 (O. Nazarevych), 0000-0003-2362-7386 (G. Shymchuk), 0000-0003-2143-6818 (V. Hotovych)
              ©️ 2021 Copyright for this paper by its authors.
              Use permitted under Creative Commons License Attribution 4.0 International (CC BY 4.0).
              CEUR Workshop Proceedings (CEUR-WS.org)
   This research deals with creating a new mathematical model of gas consumption process using
stochastic approach in the form of additive combination of three components, one of which is a cyclic
random process that takes into account scale factors, other components are trend and stochastic residue.

2. Analysis of recent research
    In the field of energy consumption, in particular, electricity and gas, various mathematical models
are used to describe them, and there are two approaches to their representation – deterministic and
stochastic one [1-13]. When studying gas consumption process, not only presenting it objectively in the
form of mathematical model is essential, but also the ability to draw a gas consumption forecast based
on it. In [14], a short-term forecast using neural networks and the ARMA model is considered. In [15],
a neural network algorithm is used to draw an electricity consumption model in a gas transmission
system. Monthly gas consumption for household consumers was studied in [16], where a multivariate
regression analysis was considered, which made it possible to show the dependence of gas consumption
on the average monthly temperature. The model based on machine forecast is presented in [17], which
enables the prediction of future gas consumption using a statistical sample. In [18], the description of
mathematical model of energy loads based on a linear periodic random process (stochastic approach) is
given, which allows to take into account the main reasons that cause the rhythmicity of the process. In
[20], a mathematical model of loads on gas transmission system in the form of a conditional linear
periodic random process is presented. An interesting approach to drawing mathematical model is
described in [21] where the additive model is considered as a sum of the deterministic annual trend and
stochastic balance as a stochastic-periodic process, which allows to take into account the periodic and
random nature of gas consumption and variable topology of consumers in the annual observation
interval. In this approach, a singular decomposition based on the use of the Caterpillar method was used
to obtain the components. The emphasis in this paper is on the use of stochastic residue for segmentation
of gas consumption process in the season features. However, this mathematical model did not suggest
simulation of gas consumption process, and therefore to draw a forecast.

3. Main part
   In [21], a mathematical model of gas consumption process was considered, one of the components
of which was a stochastic-periodic random process. In [22] it was shown that the model in the form of
a cyclic random process, as a partial case, includes a model in the form of stochastic-periodic random
process.
   We present the known mathematical model of the random cyclic gas consumption process   ( , t )
as an additive model (1) which consists of three components. As it was mentioned above, the similar
approach was used in [21], however, we specify the components of the proposed mathematical model:
                 ( , t ) =  ( , t ) + f tr (t ) + f rem ( , t ), t  W,   Ω,    Ω , (1)
where  ( , t ) is a cyclic component, ftr (t ) is a trend function, f rem ( , t ) is a stochatic residue
function, W is a domain of determining,  is a elementary event,  is a space of elementary events,
Ω  and  are another space of elementary events and elementary event from that space respectively.
   Since in practice we are dealing with discrete data, we present mathematical model (1) as follows:
                         (l ) =  (l ) + f tr (l ) + f rem (l ), l  W = D ,              (2)
where  (l ) is an implementation of cyclic component of gas consumption process, f tr (l ) is a trend
function, f rem (l ) is a function of stochatic residue, l stands for discrete samples of gas consumption
process, D is a discrete domain of determining.
   For obtaining the components of mathematical model (2) during processing of the real cyclic gas
consumption process  (l ), l = 1, L we apply the SSA-Caterpillar method. This method is given in [23]
and describes the transformation of a one-dimensional time series into a multidimensional one, which
makes it possible to obtain components of a singular segmentation. Comparison of time series
processing methods using the Caterpillar-SSA method is presented in [24].
   When applying the Caterpillar method, we obtain k implementations of components
f (l), k = 0, K −1, l = 1, L, where K = 10 , l stands for parts of gas consumption process during
  k
2006-2019 years, L is the number of discrete implementation samples.
   The cyclic component is obtained by summing the components obtained on the basis of the
Caterpillar method, in particular, components: 0-1,3-9, component 2 is a component of the
trend f 2 (l ) :
                                           1               9
                               (l ) =  f k (l ) +  f k (l ) , l = 1, L ,                         (3)
                                         k =0             k =3

                                        f tr (l ) = f 2 (l ) , l = 1, L .                            (4)
   The stochastic residue is obtained on the basis of the relation:
                          f rem (l ) =  (l ) − ( (l ) + f tr (l )) , l = 1, L .              (5)
   Consider  (l ) , the cyclic component of the mathematical model (1), which carries information
about the process of gas consumption in more detail, we present it as:
                                                   C
                                        (l ) =  f i (l ), l  W ,                                 (6)
                                                   i =1

where C is the number of segments-cycles of the cyclic process of gas consumption, W is the domain
of determining the cyclic process of gas consumption, and the domain of its values, for the case of the
stochastic approach is the Hilbert space of random variables given on one probabilistic space
( (l )  Ψ = L 2 (Ω, P)). In the design (6), the segments-cycles f i (l ) of the cyclic gas consumption
process are determined by indicator functions, i.e.:
                               f i (l ) =  (l )  I Wi (l ), i = 1, C, l  W .                    (7)
   The indicator functions, which allocate segments-cycles, are defined as:
                                                1, l  Wi ,
                                   I Wi ( l ) =              i = 1, C ,                             (8)
                                                0, l  W i ,
where Wi is the domain of determining the indicator function, which in the case of a discrete signal,
i.e. W = D , is equal to a discrete set of samples:
                                                                
                                    Wi = li , j , j = 1, J , i = 1, C .                              (9)

                                                                                                      
   The segmental cyclic structure D̂c is taken into account by the set of time samples {li } or li , j ,
i = 1, C , j = 1, J , where J is the number of discrete samples in the cycle. This notation of the
mathematical model (9) takes into account the rhythm of the cyclic gas consumption process due to the
continuous function of the rhythm T (l , n) namely:
                       I Wi (l ) = I Wi + n (l + T (l , n) ) , i = 1, C , n = 1, l  W .            (10)
   In order to estimate the rhythm function T (l , n) , the segment structure of gas consumption process
(in this case the segment cyclic structure) was first determined as D  ˆ = {l , i = 1, C} which is a set of
                                                                        c    i
time moments that correspond to the boundaries of the segments-cycles of gas consumption process. In
this case, the estimation of the segmental cyclic structure of gas consumption process can be performed
using the segmentation method presented in [25]. It has been shown before that segmentation of gas
consumption process is better not to carry out on the vertices, but on the depressions, which does not
allow "blurring" of statistical estimates after processing the studied implementation.
    Consider the block diagram of the method of computer simulation of gas consumption process based
on the known mathematical model (1) described in [26] for the process of relief formations (Fig. 1).
    After applying the Caterpillar method, the trend component and the stochastic residue enter the
computer simulation unit, except for the cyclic component. The cyclic component enters the block of
statistical processing where the estimation of mathematical expectation and variance is carried out on
the basis of the received information on the estimated rhythm function which is obtained on the basis
of information on segmental and rhythmic structure. The estimated rhythm function, statistical
estimates, trend component and stochastic balance are used for computer simulation of gas consumption
process implementation.
                                                                                                              mˆ  (l ), l  W1
 (lk ), lk  W     (lk ), lk  W      D c  i  
                                           ˆ = l , i = 1, С                     Tˆ (l ,1), l  W             dˆ (l ), l  W1

                Singular
           decomposition by
                                        Estimation of
                                           segment
                                                                   Estimation of
                                                                      rhythmic
                                                                                                   Statistical
                                                                                                                           Simulation of      ˆ1 (lk ), lk  W
                                                                                                                             cyclic gas
                                                                                               processing of gas
            the Caterpillar-           structure of gas           structure of gas                                         consumption
                                                                                                 consumption
              SSA method                consumption                consumption                                                process




       rem (lk ), lk  W
        ftr (lk ), lk  W
Figure 1: Block diagram of the method of computer simulation of gas consumption process (known
approach)

   An example of result of gas consumption process computer simulation based on the block diagram
(see Fig. 1) is given in Fig. 2.


 (lk ), lk  W    (lk ), lk  W       D c  i  
                                           ˆ = l , i = 1, С            Tˆ (l ,1), l  W     mˆ  (l ), l  W1 dˆ (l ), l  W1

                Singular              Estimation of
                                         segment
                                                                    Estimation of
                                                                       rhythmic
                                                                                                    Statistical
                                                                                                                            Simulation of     ˆ2 (lk ), lk  W
           decomposition by                                                                                                   cyclic gas
                                                                                                processing of gas
            the Caterpillar-         structure of gas              structure of gas                                         consumption
                                                                                                  consumption
              SSA method              consumption                   consumption                                                process


                                                                                                                                   W (l)
                                                                                                                                       i


             rem (lk ), lk  W                                Determination of                               aver
                                                                                   i max                                   Estimation of
             ftr (lk ), lk  W                                       amplitude
                                                                  maximums of gas                                          scale factors of
                                                                   consumption                                            gas consumption
                                                                  segments-cycles                                            amplitude


Figure 2: Block diagram of the proposed method of computer simulation of gas consumption process

    To adequately describe the real gas consumption process, it is also necessary to consider changes in
the load amplitude on the segments-cycles, which are caused by various factors, such as climate
(temperature, pressure, wind force and direction, humidity), changes in consumer topology [21]. For
this reason, it is considered in the proposed mathematical model.
    In the new design of mathematical model (1), the cyclic component (6) takes into account the
segments-cycles of cyclic gas consumption process as multiplicative components considering the
indicator functions and scale factors of gas consumption amplitude, i.e.
                           f i (l ) =  (l )   Wi (l )  I Wi (l ), i = 1, C, l  W .          (11)
   In formula (11), an additional component  Wi (l ) that reflects the scale factors of gas consumption
amplitude in each segment-cycle of the cyclic process, are introduced:
                                                      , l  Wi ,
                                           W (l ) =  i           i = 1, C ,                                                                 (12)
                                                           0, l  Wi .
                                               i



where  i stands for the scale factors of gas consumption amplitude at every i -segment-cycle, are
determined as follows:
                                                        i max
                                              i =             , i = 1, C ,                                       (13)
                                                        aver
where  i max is the maximum value of gas consumption range at i -segment-cycle (determined at the
stage of segmentation of cyclic gas consumption process),  aver is the average value of gas
consumption range (the maximum value of estimation range of mathematical expectation, is determined
at the stage of statistical processing of cyclic gas consumption). The block diagram of the proposed
approach to gas consumption process simulation will look as in Fig. 2.
    Consider and compare the results of computer simulation based on two approaches (two
mathematical models, known and the proposed one).

                                          (l )
                                120000
                                100000
                                80000
                                60000
                                40000
                                20000
                                  0
                                         2007          2010          2013      2016             2019

Figure 3: Fragment of input implementation of cyclic gas consumption process

                   f tr (l )                                                    f rem (l )
      37000                                                           30000
      35000                                                           20000
                                                                      10000
      33000
                                                                        0
      31000
                                                                      -10000
      29000                                                           -20000
      27000                                                           -30000
      25000                                                           -40000
                                                           𝑙, 𝑦𝑒𝑎𝑟    -50000                            l, year
      23000
              2006 2008 2010 2012 2014 2016                                    2006 2008 2010 2012 2014 2016

                       a)                                         b)
Figure 4: Estimated components of the mathematical model: a) trend component; b) stochastic
residue

   70000  (l )
   60000
   50000
   40000
   30000
   20000
   10000
     0                                               𝑙, 𝑦𝑒𝑎𝑟
           2007                2010                 2013
                       a)                                                 b)
Figure 5: Fragments of the studied implementation of gas consumption process for the case of
segmentation by depressions: a) cyclic component; b) results of segmentation of the cyclic component
into segments-cycles (on the abscissa axis the data are given in conventional units, the specified
number of samples)
                                               374
                                               372
                                               370
                                               368
                                               366
                                               364
                                               362
                                               360
                                               358
                                               356
                                               354
                                               352
                                               350

                                                         226       590        954           1318           1682
Figure 6: Fragments of the result of estimated rhythm function (piecewise linear interpolation) of
cyclic component of gas consumption process (based on segmentation into cycles by depressions)

   Having obtained the segment structure D̂c and estimating the rhythmic structure (discrete rhythm
function T (l , n) ) by the methods proposed in [27], the methods of statistical processing were applied
taking into account the rhythm function [27], while the estimation of mathematical expectation was
determined:
                                    1 M
                                   M n=1
                                           (l + T (l , n)), l  W1 = l1 , l2 ) ,
                                     mˆ T ( l ,n ) (l ) =                                          (13)

where l1  0 in the general case, l1 ,l 2 are the discrete time samples which correspond to the beginning
and end of the first segment-cycle, M is the number of cycles.
   And the estimation of variance was determined as follows:

                                                                                                   
                                              M                                                      2

               dˆT ( l ,n ) (l ) =      (l + T (l , n )) − mˆ T ( l ,n ) (l + T (l , n )) , l  W1 = l1 , l2 ) .
                                    1
                                                                                                                                 (14)
                                    M n=1
   Applying the methods of statistical processing, we obtained statistical estimates of probabilistic
                                          ˆ T ( l ,n ) (l ), l  W1 and variance dˆT ( l ,n ) (l ), l  W1 based on
characteristics (mathematical expectation m
the rhythm function T (l , n) of the cyclic component of gas consumption process. Examples of the
obtained estimates are given in Fig. 7.

       ˆ 2T ( l ,n ) (l ), l  W1
 60000 m                                                                             ˆ
                                                                            18000000 d 2T ( l ,n ) (l ), l  W1
 50000                                                                      16000000
                                                                            14000000
 40000                                                                      12000000
                                                                            10000000
 30000
                                                                             8000000
 20000                                                                       6000000
                                                                             4000000
 10000                                                                       2000000
                                                                   𝑙, 𝑑𝑎𝑦       0
    0
              0            100             200               300   400                       0            100      200    300   400

                        а)                                             b)
Figure 7: Estimation of mathematical expectation and variance based on the estimated rhythm
function of cyclic component of gas consumption process (segmentation into cycles by depressions):
a) estimation of mathematical expectation; b) estimation of variance

   Taking into account the obtained statistical estimates, carry out the computer simulation of cyclic
components of gas consumption process implementations on the basis of two mathematical models (see
Fig. 8).
          (l ), 1 (l )                                                                     (l ), 2 (l )
 70000                                                                                70000                           2 (l )
 60000                                        1 (l )                                60000
                                                                   (l )                                                                               (l )
 50000                                                                                50000

 40000                                                                                40000

 30000                                                                                30000

 20000                                                                                20000

 10000                                                                                10000

   0                                                                    𝑙, 𝑦𝑒𝑎𝑟         0                                                                        𝑙, 𝑦𝑒𝑎𝑟

         2007           2010        2013         2016            2019         2022            2007            2010               2013      2016       2019           2022

                         a)                                               b)
Figure 8: Results of computer simulation of the cyclic component of gas consumption process based
on two mathematical models: a) implementation of the cyclic component of gas consumption process
of real data and simulated on the basis of a known model; b) implementation of the cyclic component
of gas consumption process of real data and simulated on the basis of a proposed model

            1 (l ) + f tr (l )                                                               2 (l ) + ftr (l )
  90000                                                                              100000
  80000                                                                              90000
                                                                                     80000
  70000
                                                                                     70000
  60000
                                                                                     60000
  50000                                                                              50000
  40000                                                                              40000
  30000                                                                 𝑙, 𝑦𝑒𝑎𝑟      30000                                                                 𝑙, 𝑦𝑒𝑎𝑟
            2007             2010         2013           2016               2019              2007                2010            2013         2016        2019

                         a)                                               b)
Figure 9: Results of computer simulation of the cyclic component of gas consumption process and the
trend component based on two mathematical models: a) implementation of the simulated cyclic
component of gas consumption process based on the known model and trend component; b)
implementation of the simulated cyclic component of gas consumption process based on the
proposed model and trend component

110000     mod 1 (l ) = 1 (l ) + f tr (l ) + f rem (l )                       120000
                                                                                                mod 2 (l ) = 2 (l ) + ftr (l ) + f rem  (l )
100000                                                                               110000
 90000                                                                               100000
 80000                                                                                90000
 70000                                                                                80000
 60000                                                                                70000
                                                                                      60000
 50000                                                                                50000
 40000                                                                                40000
 30000                                                                                30000
 20000                                                                                20000
 10000                                                                                10000
   0                                                                     𝑙, 𝑦𝑒𝑎𝑟        0                                                                         𝑙, 𝑦𝑒𝑎𝑟
          2007               2010        2013            2016               2019               2007                2010                 2013      2016             2019
                        a)                                            b)
Figure 10: Results of computer simulation of gas consumption process based on two mathematical
models: a) implementation of simulated cyclic component of gas consumption process based on a
known model, trend component and stochastic residue; b) implementation of simulated cyclic
component of gas consumption process based on the proposed model, trend component and
stochastic balance

   The root mean square absolute and relative errors of computer simulation of gas consumption
process were determined by the formulas:
                     1 L                         
                                                     2                         q (k )
    q (k ) =            (l ) −  mod q (l ))  ;  q (k ) =
                     L l =1                                             1 L
                                                                                                  , k = 1, L , q = 1,2 ,
                                                                                                                               (15)
                                                                             mod q (l ) 2
                                                                         L l =1
where  mod q (l ) is the value of simulated gas consumption process implementation based on two
                                  
mathematical models, q = 1,2 ;   (l ) is the value of actual gas consumption implementation process;
L is the number of implementations samples, l = 1, L ; k is the sample for absolute and relative errors,
respectively, k = 1, L . The results of the obtained absolute and relative errors are shown in the Fig. 11.

 80000     1 (k )                                               60000           2 (k )
 70000
                                                                 50000
 60000
                                                                 40000
 50000
 40000                                                           30000
 30000                                                           20000
 20000
                                                                 10000
 10000
   0                                                  𝑘, 𝑦𝑒𝑎𝑟        0                                                     𝑘, 𝑦𝑒𝑎𝑟

          2007          2010      2013      2016       2019                     2007       2010        2013      2016      2019

                         a)                                              b)
Figure 11: Results of determining the absolute error of computer simulation of gas consumption
process on the basis of two mathematical models: a) on the basis of a known model; b) based on the
proposed model

    2.0    1 (k )                                               1.6        2 (k )
    1.8                                                          1.4
    1.6
    1.4                                                          1.2
    1.2                                                          1.0
    1.0                                                          0.8
    0.8                                                          0.6
    0.6
    0.4                                                          0.4
    0.2                                                          0.2
     0                                               𝑘, 𝑦𝑒𝑎𝑟      0                                                     𝑘, 𝑦𝑒𝑎𝑟
          2007          2010      2013      2016      2019               2007          2010        2013       2016      2019

                         a)                                              b)
Figure 12: Results of determining the relative error of computer simulation of gas consumption
process on the basis of two mathematical models: a) on the basis of a known model; b) based on the
proposed model

4. Discussion of obtained results
   Based on the obtained statistical estimates of the cyclic component (mathematical expectation and
variance), computer simulation of cyclic components of gas consumption process implementations on
the basis of two mathematical models was performed. After that, the trend component (see Fig. 9) and
the stochastic residue (see Fig. 10) were added to the simulated cyclic components. The obtained results
of computer simulation of gas consumption process implementations on the basis of the proposed
mathematical model (see Fig. 10, b) taking into account scale factors allow to obtain a smaller relative
modeling error (see Fig. 12, b) in comparison with the results on the basis of known mathematical
model (see Fig. 10, a), which allows more accurate computer simulation, and hence making a forecast
based on this approach.

5. Conclusions
   In the research, a new mathematical model in the form of an additive combination of three
components, a cyclic random process taking into account the scale factors, a trend component and a
stochastic residue, are developed. A new method of computer simulation of gas consumption process
based on a proved mathematical model is proposed. The application of the proposed model taking into
account the scale factors allowed to increase the accuracy of computer modeling, as evidenced by the
results of the estimated errors in comparison with the known mathematical model.
   In further research the values of scale factors obtained on the basis of aggregated data of climatic
indicators in the developed mathematical model will be taken into account and comparative analysis of
computer simulation of gas consumption based on a three-component mathematical model is going to
be conducted.

6. References
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