Titanium nitride (TiN) films were grown by chemical vapor deposition (CVD) from titanium chlorides, ammonia (NH₃) and hydrogen (H₂) on single crystal c-plane sapphire, WC–Co, stainless steel and amorphous graphite substrates. The preferred orientation and color of TiN layer are studied by combining a simplified kinetic model with experiments.

With the widespread use of new energy sources and Internet of things, the power market landscape has become complex. In particular, new energy is more stochastic and volatile; it is prone to the problems of inaccurate forecasting on longer time scales, affecting electricity trading. This study proposes a new method for predicting medium-term load series data based on the transformer-lightGBM. The method first preprocesses electricity market data, including missing value processing, outlier processing, overall analysis, and correlation analysis, to extract features with a strong correlation to medium-term electricity consumption forecasts. Then, a transformer neural network is used to learn the complex patterns and dynamic time scales of the load series data to predict the day-ahead market series. Finally, lightGBM is used to combine power characteristics and time characteristics to forecast power consumption. The effectiveness of the proposed method is proved using the ISO-NE dataset. Experimental results indicate that the present method verified more accurate prediction than LSTM-based methods.

With the consumption of new energy and the variability of user activity, accurate and fast demand forecasting plays a crucial role in modern power markets. This paper considers the correlation between temperature, wind speed, and real-time electricity demand and proposes a novel method for forecasting short-term demand in the power market. Kernel Support Vector Machine is first used to classify real-time demand in combination with temperature and wind speed, and then the temporal convolutional network (TCN) is used to extract the temporal relationships and implied information of day-ahead demand. Finally, the Gradient Boosting Regression Tree is used to forecast daily and weekly real-time demand based on electrical, meteorological, and data characteristics. The validity of the method was verified using a dataset from the ISO-NE (New England Electricity Market). Comparative experiments with existing methods showed that the method could provide more accurate demand forecasting results.

With the development of the Internet of things and smart grid technologies, modern electricity markets seamlessly connect demand response to the spot market through price-responsive loads, in which the trading strategy of load aggregators plays a crucial role in profit capture. In this study, we propose a deep reinforcement learning-based strategy for purchasing and selling electricity based on real-time electricity prices and real-time demand data in the spot market, which maximizes the revenue of load aggregators. The deep deterministic policy gradient (DDPG) is applied through a bidirectional long- and short-term memory (BiLSTM) network to extract the market state features that are used to make trading decisions. The effectiveness of the method is validated using datasets from the New England electricity market and Australian electricity market by introducing a bidirectional LSTM structure into the actor-critic network structure to learn hidden states in partially observable Markov states through memory inference. Comparative experiments of the method show that the method can provide greater yield results.