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In energy economy forecasts of different time series are rudimentary. In this study, a prediction for the German day-ahead spot market is created with Apache Spark and R. It is just an example for many different applications in virtual power plant environments. Other examples of use as intraday price processes, load processes of machines or electric vehicles, real time energy loads of photovoltaic systems and many more time series need to be analysed and predicted.
This work gives a short introduction into the project where this study is settled. It describes the time series methods that are used in energy industry for forecasts shortly. As programming technique Apache Spark, which is a strong cluster computing technology, is utilised. Today, single time series can be predicted. The focus of this work is on developing a method to parallel forecasting, to process multiple time series simultaneously with R and Apache Spark.
The small animal PET scanners developed by the Crystal Clear Collaboration (ClearPETtrade) detect coincidences by analyzing timemarks which are attached to each event. The scanners are able to save complete single list mode data which allows analysis and modification of the timemarks after data acquisition. The timemarks are obtained from the digitally sampled detector pulses by calculating the baseline crossing of the rising edge of the pulse which is approximated as a straight line. But the limited sampling frequency causes a systematic error in the determination of the timemark. This error depends on the phase of the sampling clock at the time of the event. A statistical method that corrects these errors will be presented