2004 IEEE lntemational Conference on Electric Utility Deregulation, Restructuring and Power Technologies (DWT2004) April 2004 Hong
Kong
Selected Hybrid Nonlinear Model for the
Maximum Simultaneous Electric Power
Demand in a Developing Country
H. Shakouri G., J. Nazarzadeh, and S.K.Y. Nikravesh
*Abstract-- Governments are interested in energy supply
industry and so consider it essential to predict energy demand,
as well as the private sector. Solution of the problem depends on
availability of a model. This paper proposes a systematically
developed model. It is based on a previously performed
exngeneity investigation of various quantified variables. A
certain nonlinear model among a collection of 100 models with
different inputs is chosen as the most appropriate model.
Structure of all nonlinear competing models is established
according to logical conjunctive and disjunctive relationships
between variables. Different combinations of the exogenous
variables generate these models. At first, unacceptable models
are put away applying coefficient sign significance criterion and
error validity. An automated fuzzy decision-making process
determines the winner model, which is a hybrid nonlinear
model, among the other remaining models.
Index Terms- Nonlinear Modeling, Dynamic Systems,
Electric Power Demand, Fuzzy Smoothing, Fuzzy Decision-
Making
I. INTRODUCTION
As modeling the phenomenon is the early step in any wise
analysis and decision, energy pricing requires an appropriate
model as well. System approach plays an important role in
construction of the model. The more accurate model we need,
the more complicated it should be designed. Demand for
goods not only depends on its price, hut also on other factors
that should he recognized in model, as a part of an economic
system. Therefore, it is not possible to model the system just
by a function of price.
Previous work has studied facts affecting demand for
electric power in an oil-producing developing country. Based
on the work that studied exogenous variables of the model
[12], this paper, applies a system approach, by which all
effective causes are included in a logically designed
nonlinear model. The model that is an extension of the
mentioned work consists of economic, social, physical and
natural facts as well. Again, compared to probabilistic
exogeneity tests [ 6 ] , the special method that the paper follows
can be considered as a new approach in exogeneity
investigations [I21 based on possibility theory [ I I], [14].
’ This p a p is supported by the undenecretary of energy at the Ministry
of Energy of I.R. Iran. and is derived out of the National Plan of Energy
project.
H. Shakouri G. and J. Nazanadeh are with Engineering Faculty of
Shahhed University (e-mail: sh~auri@shahed.ac.ir.
S.K.Y Nikravesh is professor a1 Amirkabir University of Technology.
Tehran. Iran.
0-7803-8237-4/04/$17.00020041EEE
522
Not many of various models that are constructed for
energy consumption or energy demand [1]-[4] apply the
system approach [13]. This paper follows the system
approach, which advices to model the electrical energy
demand according to a physical relation [4]: Energy = Power
x Time. Herein. lack of micro data in different economic
sectors has led the model towards a macro-model. Therefore,
in a macro aspect the relation is interpreted to:
Annual Electrical Energy Demand = Total Simultaneous
Installed Load xAverage Utilization Duration. Nevertheless,
the contrast with the conventional econometric models will
be clarified through the paper.
Evidently, the system contains two parts. The first part of
the model is studied in [12] where a sort of linear models are
employed to investigate effective facts on the subsystem.
This paper is dedicated to accomplish that study by a set of
nonlinear models.
The probabilistic (statistical) and possibilistic (intuitive)
characteristics of each model are then calculated. Finally, a
fuzzy decision-making method is employed to rank them and
select the best [ I I].
11. MODELOUTPUI
It is clear that originally “Demans’ is a subjective concept
depending on consumers’ mind. However, there is no way
except representing that qualitative variable by a quantized
index. Obviously, “the total power needed to utilize all
established electrical devices in the country” in company
with a “simultaneity coeflcienr”, forms the physical demand
for the electrical energy per time unit. Following [12], again
Electric Power Demand is replaced with the maximum
realized electric power that is supplied by power stations.
Non-realized p a n of the demand that is not supplied by
power plants is an exceeding power demand, that usually
leads to regional blackout in the network or forces power
dispatch control to reduce network frequency. This part of
demand is also added to the maximum delivered power. Data
is given in annually published data-hooks of the Energy
Ministry [2]. Fig. 1 shows data described above, namely d,,
including the maximum net delivered electric power. Its
components, the power blackout and the frequency drop, are
given in Fig. 2.
Instead of logarithms of the variables or using co-
integration models [6]-[8], herein. the output signal is replace
by its derivatives to obtain better results [12]. Fig. 3 shows
derivative of the signal do that has rapidly changing
2004 IEEE Intemational Conference on Electric Utility Deregulation, Restmchlring and Power Technologies (DWT2004) April 2004 Hong Kong
fluctuations. Let us call it by xo, therefore:
d, = j x , dt
which in its discrete version may he rewritten as:
d,(t) = &'~"(i)= d D ( t - l+) x , ( I )
where, t and i are integer counters associated with the number
of years from 1 to 33.
Maximum Simultaneously
100
Fig. 1: Annual Electric Power Demand of the Iranian Power System (GW)
(Maximum Simultaneously Needed Power per year, 1967-1999)
10
GW
8 Power Blackout 1
Frequency Drop
0
2
~~ 1970 1980 1990
Fig. 2 Nan-realized components of the Annual Electric Power
(Blackout and Frequency Drop)
To smooth out sharpness of the signal, a fuzzy smoothing
method is applied [lo]. Otherwise, the dynamic model may
fail. Because of humanistic facts, a fuzzy based method is
more appropriate. Not only the amount of needed electric
power for one year has ambiguity, also human behavior does
not change so fast in a year. Knowing that data collected for
xD is due to the establishment of new electrical devices in
factories and houses each year, it is deduced that real system
output should not contain such fast fluctuations.
A fuzzy smoothed signal is denoted by:
S,(x(t)) : Fuzzv smoorhedof x(t) (3).
Let us define the fuzzy smoothed measurements ofxJt) by:
j(r)= SF{,rD(t)1 : F u w smoothed of x,(r) (4)
which is drawn in Fig. 3 in comparison with a simply
smoothed one by a second order moving average (MA)
smoothing filter. It is shown that the fuzzy smoothed signal
has better frequency domain properties with respect to the
traditional methods of smoothing [IO], [12]. High dynamics
due to various kinds of uncertainties like as measurement
noise or concept ambiguities are discarded by this pre-
filtering method.
Derivativeof Output Signal: xD(l)
(11,
(21,
Fig. 3: Model Output (derivative of the maximum simultaneously needed
electric power). compared with the Fuzzy Smoothed Signal. and an ordinary
smoathed signal
111. EXOGENOUS
VARIABLES AND INPUT DATA
Based on results from [3] and [12], this section exhibits a
list of exogenous facts that are found effective on the
dynamic system of the electric power demand. Final selection
of the input variables of the system evidently is postponed to
final model construction.
1
A. Pirrchasing Power
Expansion of electrical devices in both residential and
commercial sectors depends on the ability to purchase
modern means and employ the safe clean energy. The higher
goes the income of economic sectors, the more desired is
2000 welfare that people want to gain. Similarly, growth in the
industrial or commercial sector requires investment that is
realizable when income and profit rise. Ratio of income to
price indexes due to each sector determines corresponding
purchasing power.
Data for income variable, y, is simply provided by the GNP
given annually in data books published by MPO (The
Management and Planning Organization). Fig. 4 shows
respective curve, based on fixed prices of 1982.
I
" 1970 1980 1990 2000
Fig. 4: Total Income (GRials - fixed prices of 1982)
The problem is somehow sophisticated when involving
price indexes that represent electrical device expense.
Besides a general price index, annually calculated by the
Central Bank of Iran, two price indexes due to the household
devices, pHD,and the industrial devices, say pro are calculated
by the above mentioned organization, MPO. Fig. 5 shows the
device price indexes and the corresponding fuzzy smoothed
signals. These indexes, in joint with the income variable, can
represent the purchasing ability of electrical energy
consumers to install electrical devices, whenever they need.
Fig. 6 is a depiction of two signals due to the purchasing
ability indexes in two described parts, having smoothed their
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2004 E E E International Conference on Electric Utility Deregulation, Reshucmring and Power Technologies (DRPT2004) April 2004 Hong Kong

derivatives The variable is called yp. and is calculated based on a

nonlinear model that is given as a subsystem of a
macroeconomic model in [IO]. Formulation of this model,
which needs data of labor and effective capital, is narrated
directly from the mentioned reference as:
yP(t)=kE(f)XIN(f)'; r = O . 3 6 : R = 1.44 (51,
where IJt) is labor and, k,(t) is the effective capital given by:

0.5' I
1970 1980 1990 20430
Fig.5 : Household and Industrial Device Price indexes and conesponding
Fuzzy Smoothed signals
0.4,
-0.4l
1970 1980 1990 2000
Fig. 6 : Household and lndusvial Device Purchasing Ability
B. Population and Public Welfare Level
In addition to the Population, po, that shows the quantity of
the people who use electrical energy, the variation and
modernity of electrical devices can change the behavior of
the consumers and lead them to attempt for an upper level of
welfare in their life. Thus, besides the population variable, it
is necessary to consider an exponentially growing factor due
to the public welfare.
The two variables form the popular and private residential
demand in its macro aspect. Since census is made every 5
years, interpolation is applied to estimate complete data for
population. To represent welfare level, simply an
exponentially increasing coefficient. e@', is multiplied once
before and another time after calculating derivative of po.
Results for both cases are seen in Fig. 7, where 0 is set to
0.05 and 0.1 respectively. The parameter will be estimated
during- the identification procedure.
0.6
0.5
in which v(f) is the pure investment.
Technological development in industry forces industry
possessors to keep themselves along with the technology
progress during the time. Concurrently, of course, the
efficiency of electrical devices increases and their need to
power comes down gradually. Nevertheless, it seems that the
emergent facts finally lead to a blooming energy demand.
Once again, for the Electric device utilization expansion in
production sectors the exponentially growing fact is replaced
by a similar term, say er'. Resemblance of the output signal
I of the system with a curve made of multiplication of non-
negative derivative of the production capacity, A b , ) , admits
our choice about this term. Derivative of fuzzy smoothed data
of A b , ) is passed through a positive saturation function,
sm(x, .U), namely sigmoid function defined by:
(7).
The result is multiplied by the previously mentioned
exponential term for a=0.05, and compared with the output
signal in Fig. 8. It is evident again that the parameters, a a n d
p can be estimated through the identification process.
"

0'41
0.3
7 Population [lCQM]
\
eo"z*'
1970 1980 1990 2000

Fig. 8: System output compared to a function of the praduction capacity, yp

0.2-
0.1 -
Fig. 1:Population and Welfare Index and Related Derivatives
C. Production Capacity
The main fact that determines need for electric power in all
industrial, agricultural and other economic sectors is related
with the production capacity. According to the Cobh-Douglas
model this variable in turn, is a function of labor and capital.
D. Historical and Social Facts
Rare and odd events, like as war, impacts possibility of
electricity usage, as well as the historical events like as the
revolution that is able to influence cultural features and
change behavior of the society. Such facts, obviously
describe some qualities that should be quantized, usually by
dummy variables. Obviously, fuzzy logic based linguistic
variables can be applied as suitable quantifiers too [ 141.
Various arbitrary signals may describe effects of social
events. Two signals that are used as dummy variables in
order to quantify impact of historical facts, the revolution and

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2004 E E E Intemational Conference on Electric Utility Deregulation, Restructuring and Power Technologies (DRPT2004) April 2004 Hong Kong
the imposed war, are depicted in Fig. IO, namely uRWl and
uRWr The former assumes negative effects of both starting
years of the revolution and war as well as the ending years of
the war. The latter assumes that increase in the world price of
raw oil at the mediate years of the imposed war, between
1983 and 1985, helped country development, which in turn
caused an increase in demand for energy. Subsequently,
severity of war at the terminative years limited the demand,
destroying many of industrial and residential foundations.
Therefore, coefficients concerning with each variable in the
model are expected to be negative and positive, respectively.
1
I u ( f )= ht(d()ip,))I,(dy,eu')
Fig. IO: 2"*dummy variable representing historical facts: Signal uRw2
Iv. MODELSTRUCTURE AND FORMULATION
The proposed model splits energy consumers into to main
parts: the residential and popular consumers are collected in
one set, and all economic sectors including industrial,
commercial and agricultural demanders are considered as the
second set. The former depends on population and socio-
economic developments, and the latter is a function of the
production capacity. Total addition in electrical devices is
determined by the two mentioned sections, as it is illustrated
by the graph of Fig. 11.
Non-linearity and complexity in social or economic
systems is too wide to he expressed by certain closed
formulae. However, this paper tries to allege a logically
acceptable model regarding both conjunctive and disjunctive
relations between the exogenous variables.
The structure for the model formula is based on decoupling
the system dynamics from its static behavior. It is usual
according to the Hammerstein model. Therefore, dynamics of
the system is separated from the nonlinear part that will
present inputs effects. This goal is achieved by:
2 composition with a white noise term, e@), models the
x ( t ) = 1 qx(t-i) + u(f)
i= I
where, x(1) is the output of the model and u ( r ) is the system
input. Since second order dynamics bas the ability to show
overshoots and undershoots, contrary to first order systems, it
is more preferable.
System input is in fact a complex nonlinear function of all
exogenous variables. A logical combination of input
variables should consider both conjunctive and disjunctive
relations. It is clear that the purchasing power has a
conjunctive relation with the need for power in the two
sectors. On the other hand, demand in the two sectors should
be aggregated. Such a model may be proposed as:
U(?) = ho(d ( Y I P ) ) [&,(Ay,eu') + &2((dpoeY')1 (91%
containing a common price index of p for both residential and
commercial (industrial) sectors. It can also be expressed as:
+...
(10)
h,(d ( J~P, 1) t2((dPoeY')
applying distinct price indexes. According to the results
obtained in [12], the nonlinear functions h,(.)'s and t,(.)'s,
in
(9) and (IO), are as follows:
where sm(.) and S,{.J are defined by (3) and (7)
ai
respectively, and ' s are constant coefficients that should be
estimated, as like as other parameters, 8, S, n,q and )!
The saturation function is considered to limit the extent of
purchasing electrical devices despite of ability to buy more.
In addition, the demand raised by commercial sector is
restricted to capahility of industry to employ electrical
devices and replace other kinds of energy by electricity.
Obviously, this is not the case as far as the residential sector
is concerned.
Fuzzy smoothing functions are applied to h,'s and e,,
because that the arguments of these two are too fluctuating.
In this case, one may skip smoothing the exogenous
variables, when computing the input signal, u(f). In return,
the smoothing function is shifted so that surrounds the whole
model. Thus, it will operate on the output part of the model,
which is compared to the smoothed measured output signal,
jW,defined in (4). In this case, hi's and &, are replaced by:
hJ.)=sm(.,pJ (14)
& , ( . ) = , ~ , s m ( .~, ) ' e * ' (15)
Let us add a moving average model (MA) to represent a
linear dynamics for the model uncertainty:
x(t) =Z a, x(t-i) + u ( t ) + C,(q) e(t) (16)
1=1
in which the argument f represents the discrete time variable
for each year, and Cm(9)=l+Z'"c,qx is a discrete domain
polynomial of order m, of the shift operator, q, which in
(8) residuals.
As a third modification. we may include an extra input
term due to the previously mentioned term of historical
effects. Consequently, the model will appear as:
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2004 E E E International Conference on Electric Utility Deregulation, Restructuring and Power Technologies (DRPT2004) April 2004 Hong Kong

2 model is obtained [15]. Therefore, a nonlinear system

x(t) = Z a;x(t-i) + u(t)+punwj(t)+Cm(q)
e(t) (17) identification process is performed to find the most
iil appropriate model with the following structure:
according to the signals introduced in the Fig. 10. 2
As mentioned above, adding a fuzzy smoothing filter to the x(t) = S , { x a;x(t-i) + u(t)+punwj(t)+Cm(q)
e(t)] (18).
i=l
output part of the model, a Hybrid Hammerstein-Wiener

Fig. I I : Graph of the Energy Demand System; the subsystem for electric power demand
Like as any modeling process, we may combine the above
structure and formulations in order to achieve a vast number
of parallel models that mostly are not admissible. However, 4
all can he included in a long identification process. Then,
4 4 4 RV Fif
-1.3796 0.8188 0.0908 1.5485 0.9694
unacceptable models may be put away applying certain 12.4294 6.9763 0.3509 0.7999 0.9078
validation criteria. 1 P a Y
0.1044 0.6849 0.0569 0.1279 -1.ooOO
0.0929 1.2008 0.5414 3.3600 3.7982
V. RESULTS
All parallel models of the system are obtained based on
one of the structures defined from (16) to (18), in company
with a logical relations specified by (9) or (IO), substituting
for the nonlinear functions by (11) to (15). A nonlinear PEM
(Prediction Error Method) [9] is applied to identify about 100
models. A variety of models is collected that eight of them
are considered. The others are discarded for insignificance of
(a) coefficients sign, (b) error level. Identification and
parameter estimation task is followed in several steps
I a, I
~~~ ~

systematically according to the eight models. Some of these =,

-1.4101
I1 4 . 1
0.8181 I
PI
0.0854 1 1.8313 1
RVFir
0.9694
models are discussed in details, and the rest, which are 16.8341 1 10.5352 I 4.4934 I 5.4193 I 0.9178
closely similar, are leaved with short explanation for the sake A l P l a 1 Y I C
of brevity. 0.7131 I 0.6000 I 0.0500 I 0.1200 I -1.0000
Parameter estimation is performed employing a nonlinear 28.8371 I Fixed I Fixed I Fired 1 7.3988

optimization process by means of 32 measurement samples, Although the results sound satisfactory, referring to
and the last sample is left to test prediction capability. dynamic properties of the model we find that the model is
At the first step, Model #1 is made by substituting ( I I), much more oscillatory than what is expected.
(12) and (13) in (9) and (16) with an additional parameter, /1: Model #3 is constructed adding the fuzzy smoothing filter
x(t)=C a;x(r-i)+ ... to the previous model, which results in Rz = 0.9954, hut it
(19) worsens the other property: Fit= 0.6590.
sm(sF{&(r)/~(t)l1, p ) [ P , s m ( e a s , ( ~ ~ , ( t),w
) l +. .. Fortunately, separating purchasing power into its two
P ~ ~ [ ~ ,e"?
( o I + C,(q)e(t) components, as described by (IO), compensates the
weakness, hut again lessens significance of the parameters.
This is performed by a 4Ih model (Model #4) with 9 estimated

526
2004 IEEE Intemational Conference on Elecmc Utility Deregulation, Restructuring and Power Technologies (DRPT2004) April 2004 Hong Kong

2
parameters and 5 other fixed parameters: Q, U, y. 6 and 7.
A relocation tactic in fixed parameter, which is considered
within Model #5, could not help parameter significance .8
problem, moreover its fitness Fit =0.8651 in the above
model decreases to: Fir = 0.8056.
The next step is trodden adding a new input signal of 4

historical facts, according to (18). The model is generated as

the Model #6:
0
x ( t ) = S F ( Z q x ( t - i ) +... 1970 1980 1990 2000
(20)
/ P " ~ ( ~ ) Id
P , S ~ ( S ~ [ ~ [ ~ ( ~ )sm(ea~[yp(r)l, I ,+...
~,) Rg.1 2 System output compared with the 8" model output
(Output Prediction and Output Simulation)
Pi sm(S,(d[y(t)l~,(t)] 1, P J ~ ~ ~err( +.~ ..) I ~ Error (residuals) characteristics of a model can show
P u,,,(f) + C,(q)e(t)l admissibility of the model. This term is simply defined as:
Parameters of the model are listed in Table 111. The rest of &(t)=y(r)-)i(t I t-k) (22)
parameters are once again fixed to their previous values. where Kt It-k) is the model output expectation at time t,
Table I 1 1 Parmeters of Model #7 given data available for samples r-k. To calculate prediction
ff, I a; I fl, I 4 I 8 error, k is set to one, while it tends to infinity (max: t) for
-1.2057 I 0.6221 I 0.0536 I 1.3030 I 1.4414 pure simulation [9]. At the validation step, it is considered
11.981 I 6.0357 1 0.6046 I 5.1891 I 1.2675 very important for the model to he able to behave quite
' I 1 4 I Y I P I ' similar to the original system, without any data correction.
0.5486 I 0.2748 I 0.4909 I 0.0922 I 0.7750 Power Spectrum of the prediction error and its Probability
4.3189 I 0.9520 I 1.1831 1 6.7634 I 16.077
Density Function (PDF) are sketched in Fig. 13. Although it
Notwithstanding goodness of fit (Fir = 0.8782), excess of is not an exact white noise, but in turn, its PDF is very close
parameters compared to the number of measurement samples to a normal PDF.
has led to partial insignificance of the model one more time. x 103

-I I
Relocating the fixed parameters can help the problem to
some extent (Model #7), but a more fruitful stride is to apply
original input signals without smoothing. This way, the final Error Power Spectrum
model (Model #8) is identified by the following formulation, 01 I
0 5 10 15 20
which is neither the Wiener nor the Hammerstein model: 40
Estimated PDF 01 he Error fern
x(t) =S,[Zqx(r-i)+ ...
(21)
B,sm(d[y(t)lp,,(r)l,~,) sm(ead[y,(t)~)d+...
P, sm(d[y(t)/p,(t)l.~,)(d[p,(t)l e'' +P u,,(r) + ... -0.1 -0.05 0 0.05 0.1

C,(q)e(t)l
Fig. 13: Error term (residuals) properties of 8" model
(Frequency Domain and Time Domain)
Fixing pt and p2 on their approximate values obtained by
the previous estimates, 0.3 and 0.5 respectively, the model is Finally, as Fig. 14 states, the step response of the system
identified leading to the following robust parameters: model admits our expectation about the dynamics of the
system. An arbitrary step input damps within 10 years,
Table I V Parameters of Model #8
without any unusual overshoot.
ff, I 4 1 a, I p, I RVFif
Apm from individual analysis of each model given above,
-1.1575 I 0.6211 I 0.1951 I 1.3847 I 0.9949
24.0205 I 17.5820 I 3.2165 I 4.7790 I 0.9201 the eight models are ranked in a fuzzy decision-making
Y I 8 1 ' I I P I C process. First, 12 characteristic indexes are calculated out of
0.12 I 0.6810 I 0.7464 I 0.0790 I 0.7558 the Possibiliry Distribution Functions (PDF). The PDF's are
Fixed I 3.9832 I 4.2838 I 6.2934 I 13.6607
associated with various criteria according to what is
Both explanatory ratio and simulation fitness are quite introduced in well-known model validation methods [6]-[8].
desired, and the model has acceptable dynamic properties at Loss Function Value, FPE, R', Fitness, JB, LB, Whiteness of
the same time. Fig. 12 shows how the model can imitate the the Residuals, Norm of the Covariance Matrix, Global T-
system output. Clearly, this ability is much more while student statistics [IO], Min t-student statistics,
predicting (utilizing all previous measurements up to instant DynamiclStatic Properties, Prediction Error and finally,
t) compared to the simulation case (not any of previous data Simulation Error are considered as the most important
is used to compute the model output at time r). criteria. According to the Fuzzy Model Selection Method,
proposed by [ I I], a fuzzy approach is employed to sort the
parallel concerning the ahove characteristics. This way, the
model stands on top of the list and gets the best rank, a

521
 0'4:
0.2
0
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2004 IEEE International Conference on Electric Utility Deregulation, Restructuring and Power Technologies (DRPT2004) April 2004 Hong Kong
scheme of which is sketched in Fig. 15.
t1
i
5
Time (years)
10
VI. CONCLUSION
15
Fig. 1 4 Step response of the selected model (8' model) to any of its inputs.
It is essential for a country to forecast total demand for the
electrical energy. Both the government and the private energy
producing sectors should know how demand would increase
in order to can plan for future. The paper demonstrated a
system approach in modeling electrical power demand. The
maximum simultaneously demanded power, was selected as a
representative for total installed electric devices. Main facts
that may affect the demand system exogenously entered a
nonlinear model, describing changes in that variable. This
study has to be accomplished, by adding a model presenting
the average annual electrical energy consumption time.
After constructing all possible models, they are identified
applying PEM. Then, considering a prior knowledge, illegal
models are discarded. Finally, a model selection method
specifies the hest model.
Besides introducing a nonlinear model, among various
methods, this paper got the advantages of fuzzy decision-
making approach to compare parallel models, which are
distinguished by different structures and formulae. A
collection of desired properties formed criteria by which the
model maker selects the best models through an automated
fuzzy decision-making process.
According to this method, the most basic effective facts
recognized for the maximum power demand are production
capability, population, and purchasing power for Electrical
Devices in both residential and commercial sectors, in
addition to historical facts that arise by important events like
as rapidly changing oil prices or starting an unfavorable war.
20
Fig. 15: A schematic illustration ofthe selected demand Hybrid H-W model;
g(t) is the inputs' vector that puss through B nonlinear block of f(.),and e@)
is the error term that passes through a linear M A filter.
Energy. Tehran. Iran, 1998.
121 -,
VII. REFERENCES
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Energy Babnce Sheet, Economics and Coordination
Undersecretary, Ministry of Energy, Tehran. Iran, 1999.
131 -, Third Report of the Nutiunul Energy Plan, Energy Undersecretary,
Ministry of Energy, Tehran. Iran, 2001.
141 -, Energy 2020 Documentution. Systematic Solution Inc.. Ohio, USA,
1999.
[5] -. Economic Sloristirs. Macmconamic Undersecretary. Ministry of
Economy, Tehran, Iran, 1998.
[6] N. R. Ericsson, J. S. Irons, Testing Erogeneiy, Oxford University
Press. 1994.
[7] A.A.Grasa. Econometric Model Selectio,t: A New Approud, Kluwer
Academic Publishers. 1989.
[8] D.F. Hendry. Dynomic Econometric.y.Oxford University Press, 1995.
[9] L. Ljung. System Identijicalion: Theory ,for the Urer, Prentice Hall,
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[IO] H. Shakouri G.. Dynamic Modeling and Identification afthe lranian M
acrOeconomic System (system approach). PhD Thesis. Amirkabir University
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[ I l l H. Shako"" G.. K. Y. Nikravesh, A New Approach in Model Selection
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Nashville, USA. Apr. 2000.3782-3789.
[I21 H. Shakouri G., J. Nmnadeh. S. K. Y. Nikravesh. Exogeneity
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1131 P. N.V. Tu, @numica1 Systems: An introduction with applications in
Economics urd Biology. Springewerlag Publishers, 1994.
[I41 H.J. Zimmer", fuzq Set Theov arid its Applicutions, Kluwer
Academic Publishers, 1996.
[I51 Y.C. Zhu, Estimation of an N-L-N Hammentein-Wiener model.
Automticn. Vol. 38, No. 9,2002. pp 1607-1614.
VIII. BIOGRAPHY
Hamed Shakouri G. was bam in Tabim. Iran, on March
12. 1964. He graduated from Iranian university of Science
& Technology, Teehmn. in 1987. and received his MS from
Sharif University of Technology, and PhD degree from
Amirkabir University of Technology, Tehran. Iran, in
Power System Engineeing, 1991, and Contml System
Engineering, 1999. respectively.
His employment experiences include [he Power System Research Center
(MATN). Tehran, 1989.1995, and Tmde Research InstiNte, Tehran from
1997 IO 2MH). His special fields of intenst include System Dynamics.
System Modeling and Identification, Power Systems and Macroeconomic
Systems. Aftcr a period of teaching experiences in S h c f and Amirkabir
Universities between 1990 to 1999, he is now wlth the Engineering Faculty
of Shabed University in Tehran since 2wO.
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