3. Electronic Theses and Dissertations (ETDs) - All submissions
Permanent URI for this communityhttps://wiredspace.wits.ac.za/handle/10539/45
For queries relating to content and technical issues, please contact IR specialists via this email address : openscholarship.library@wits.ac.za, Tel: 011 717 4652 or 011 717 1954
Browse
2 results
Search Results
Item Evaluating efficiency of ensemble classifiers in predicting the JSE all-share index attitude(2017) Ramsumar, ShaunThe prediction of stock price and index level in a financial market is an interesting but highly complex and intricate topic. Advancements in prediction models leading to even a slight increase in performance can be very profitable. The number of studies investigating models in predicting actual levels of stocks and indices however, far exceed those predicting the direction of stocks and indices. This study evaluates the performance of ensemble prediction models in predicting the daily direction of the JSE All-Share index. The ensemble prediction models are benchmarked against three common prediction models in the domain of financial data prediction namely, support vector machines, logistic regression and k-nearest neighbour. The results indicate that the Boosted algorithm of the ensemble prediction model is able to predict the index direction the best, followed by k-nearest neighbour, logistic regression and support vector machines respectively. The study suggests that ensemble models be considered in all stock price and index prediction applications.Item The control of power electronic converters for grid code compliance in wind energy generation systems(2015-05-11) Ramsumar, ShaunThis research report reviews some of the latest control schemes for the power electronic converters found in modern variable speed wind turbines in order to comply with various grid codes. Various control schemes, in order to comply with low voltage ride-through requirements, active and reactive power control and frequency control, are presented. The report first investigates the South African grid code requirements for wind energy generation, and then makes a comparison to grid codes of countries with significant penetration levels and vast experience in wind energy generation. This is followed by a review of the state of the art in fixed and variable speed wind turbine technologies. The research revealed that Type 3 generators offer significant advantages over others but suffer due to grid faults. Various active control schemes for fault ride-through were researched and the method of increasing the rotor speed to accommodate the power imbalance was found to be the most popular. It was found that Type 4 generators offer the best fault ride-through capabilities due to their full scale converters. The research will assist power system operators to develop appropriate and effective grid codes to enable a stable and reliable power system. The research will also provide turbine manufacturers and independent power producers with a comprehensive view on grid codes and relate them to the associated turbine technologies.