Prediction interval estimation for electricity price and demand using support vector machines

Uncertainty is known to be a concomitant factor of almost all the real world commodities such as oil prices, stock prices, sales and demand of products. As a consequence, forecasting problems are becoming more and more challenging and ridden with uncertainty. Such uncertainties are generally quantified by statistical tools such as prediction intervals (Pis). Pis quantify the uncertainty related to forecasts by estimating the ranges of the targeted quantities. Pis generated by traditional neural network based approaches are limited by high computational burden and impractical assumptions about the distribution of the data. A novel technique for constructing high quality Pis using support vector machines (SVMs) is being proposed in this paper. The proposed technique directly estimates the upper and lower bounds of the PI in a short time and without any assumptions about the data distribution. The SVM parameters are tuned using particle swarm optimization technique by minimization of a modified Pi-based objective function. Electricity price and demand data of the Ontario electricity market is used to validate the performance of the proposed technique. Several case studies for different months indicate the superior performance of the proposed method in terms of high quality PI generation and shorter computational times.

Prediction interval estimation of electricity prices using PSO-tuned support vector machines

Uncertainty of the electricity prices makes the task of accurate forecasting quite difficult for the electricity market participants. Prediction intervals (PIs) are statistical tools which quantify the uncertainty related to forecasts by estimating the ranges of the future electricity prices. Traditional approaches based on neural networks (NNs) generate PIs at the cost of high computational burden and doubtful assumptions about data distributions. In this work, we propose a novel technique that is not plagued with the above limitations and it generates high-quality PIs in a short time. The proposed method directly generates the lower and upper bounds of the future electricity prices using support vector machines (SVM). Optimal model parameters are obtained by the minimization of a modified PI-based objective function using a particle swarm optimization (PSO) technique. The efficiency of the proposed method is illustrated using data from Ontario, Pennsylvania-New Jersey-Maryland (PJM) interconnection day-ahead and real-time markets.

Stable feature selection with support vector machines

The support vector machine (SVM) is a popular method for classification, well known for finding the maximum-margin hyperplane. Combining SVM with l1-norm penalty further enables it to simultaneously perform feature selection and margin maximization within a single framework. However, l1-norm SVM shows instability in selecting features in presence of correlated features. We propose a new method to increase the stability of l1-norm SVM by encouraging similarities between feature weights based on feature correlations, which is captured via a feature covariance matrix. Our proposed method can capture both positive and negative correlations between features. We formulate the model as a convex optimization problem and propose a solution based on alternating minimization. Using both synthetic and real-world datasets, we show that our model achieves better stability and classification accuracy compared to several state-of-the-art regularized classification methods.

Automatic Classification of Three-Phase Flow Patterns of Heavy Oil in a Horizontal Pipe Using Support Vector Machines

The pipe flow of a viscous-oil-gas-water mixture such as that involved in heavy oil production is a rather complex thereto-fluid dynamical problem. Considering the complexity of three-phase flow, it is of fundamental importance the introduction of a flow pattern classification tool to obtain useful information about the flow structure. Flow patterns are important because they indicate the degree of mixing during flow and the spatial distribution of phases. In particular, the pressure drop and temperature evolution along the pipe is highly dependent on the spatial configuration of the phases. In this work we investigate the three-phase water-assisted flow patterns, i.e. those configurations where water is injected in order to reduce friction caused by the viscous oil. Phase flow rates and pressure drop data from previous laboratory experiments in a horizontal pipe are used for flow pattern identification by means of the 'support vector machine' technique (SVM).

Improving face recognition with multispectral fusion and support vector machines

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Comparing support vector machines and artificial neural networks in the recognition of steering angle for driving of mobile robots through paths in plantations

The use of mobile robots turns out to be interesting in activities where the action of human specialist is difficult or dangerous. Mobile robots are often used for the exploration in areas of difficult access, such as rescue operations and space missions, to avoid human experts exposition to risky situations. Mobile robots are also used in agriculture for planting tasks as well as for keeping the application of pesticides within minimal amounts to mitigate environmental pollution. In this paper we present the development of a system to control the navigation of an autonomous mobile robot through tracks in plantations. Track images are used to control robot direction by pre-processing them to extract image features. Such features are then submitted to a support vector machine and an artificial neural network in order to find out the most appropriate route. A comparison of the two approaches was performed to ascertain the one presenting the best outcome. The overall goal of the project to which this work is connected is to develop a real time robot control system to be embedded into a hardware platform. In this paper we report the software implementation of a support vector machine and of an artificial neural network, which so far presented respectively around 93% and 90% accuracy in predicting the appropriate route. (C) 2013 The Authors. Published by Elsevier B.V. Selection and peer review under responsibility of the organizers of the 2013 International Conference on Computational Science

Harmony Search applied for Support Vector Machines Training Optimization

Since the beginning, some pattern recognition techniques have faced the problem of high computational burden for dataset learning. Among the most widely used techniques, we may highlight Support Vector Machines (SVM), which have obtained very promising results for data classification. However, this classifier requires an expensive training phase, which is dominated by a parameter optimization that aims to make SVM less prone to errors over the training set. In this paper, we model the problem of finding such parameters as a metaheuristic-based optimization task, which is performed through Harmony Search (HS) and some of its variants. The experimental results have showen the robustness of HS-based approaches for such task in comparison against with an exhaustive (grid) search, and also a Particle Swarm Optimization-based implementation.

Learning kernels for support vector machines with polynomial powers of sigmoid

In the pattern recognition research field, Support Vector Machines (SVM) have been an effectiveness tool for classification purposes, being successively employed in many applications. The SVM input data is transformed into a high dimensional space using some kernel functions where linear separation is more likely. However, there are some computational drawbacks associated to SVM. One of them is the computational burden required to find out the more adequate parameters for the kernel mapping considering each non-linearly separable input data space, which reflects the performance of SVM. This paper introduces the Polynomial Powers of Sigmoid for SVM kernel mapping, and it shows their advantages over well-known kernel functions using real and synthetic datasets.

Managing Large Data Sets Using Support Vector Machines

Hundreds of Terabytes of CMS (Compact Muon Solenoid) data are being accumulated for storage day by day at the University of Nebraska-Lincoln, which is one of the eight US CMS Tier-2 sites. Managing this data includes retaining useful CMS data sets and clearing storage space for newly arriving data by deleting less useful data sets. This is an important task that is currently being done manually and it requires a large amount of time. The overall objective of this study was to develop a methodology to help identify the data sets to be deleted when there is a requirement for storage space. CMS data is stored using HDFS (Hadoop Distributed File System). HDFS logs give information regarding file access operations. Hadoop MapReduce was used to feed information in these logs to Support Vector Machines (SVMs), a machine learning algorithm applicable to classification and regression which is used in this Thesis to develop a classifier. Time elapsed in data set classification by this method is dependent on the size of the input HDFS log file since the algorithmic complexities of Hadoop MapReduce algorithms here are O(n). The SVM methodology produces a list of data sets for deletion along with their respective sizes. This methodology was also compared with a heuristic called Retention Cost which was calculated using size of the data set and the time since its last access to help decide how useful a data set is. Accuracies of both were compared by calculating the percentage of data sets predicted for deletion which were accessed at a later instance of time. Our methodology using SVMs proved to be more accurate than using the Retention Cost heuristic. This methodology could be used to solve similar problems involving other large data sets.

Combining meta-learning and search techniques to select parameters for support vector machines

Support Vector Machines (SVMs) have achieved very good performance on different learning problems. However, the success of SVMs depends on the adequate choice of the values of a number of parameters (e.g., the kernel and regularization parameters). In the current work, we propose the combination of meta-learning and search algorithms to deal with the problem of SVM parameter selection. In this combination, given a new problem to be solved, meta-learning is employed to recommend SVM parameter values based on parameter configurations that have been successfully adopted in previous similar problems. The parameter values returned by meta-learning are then used as initial search points by a search technique, which will further explore the parameter space. In this proposal, we envisioned that the initial solutions provided by meta-learning are located in good regions of the search space (i.e. they are closer to optimum solutions). Hence, the search algorithm would need to evaluate a lower number of candidate solutions when looking for an adequate solution. In this work, we investigate the combination of meta-learning with two search algorithms: Particle Swarm Optimization and Tabu Search. The implemented hybrid algorithms were used to select the values of two SVM parameters in the regression domain. These combinations were compared with the use of the search algorithms without meta-learning. The experimental results on a set of 40 regression problems showed that, on average, the proposed hybrid methods obtained lower error rates when compared to their components applied in isolation.

A computer vision approach for weeds identification through Support Vector Machines

This paper outlines an automatic computervision system for the identification of avena sterilis which is a special weed seed growing in cereal crops. The final goal is to reduce the quantity of herbicide to be sprayed as an important and necessary step for precision agriculture. So, only areas where the presence of weeds is important should be sprayed. The main problems for the identification of this kind of weed are its similar spectral signature with respect the crops and also its irregular distribution in the field. It has been designed a new strategy involving two processes: image segmentation and decision making. The image segmentation combines basic suitable image processing techniques in order to extract cells from the image as the low level units. Each cell is described by two area-based attributes measuring the relations among the crops and weeds. The decision making is based on the SupportVectorMachines and determines if a cell must be sprayed. The main findings of this paper are reflected in the combination of the segmentation and the SupportVectorMachines decision processes. Another important contribution of this approach is the minimum requirements of the system in terms of memory and computation power if compared with other previous works. The performance of the method is illustrated by comparative analysis against some existing strategies.

EPA-0882 - Prediction of diagnosis of early-onset schizophrenia spectrum disorders using support vector machines

To develop a Support Vector Machine (SVM) algorithm as a predictive tool for diagnostic outcome in patients with FE-EOP, based on clinical and biomedical data at the emergence of the illness.

Knowledge-based analysis of microarray gene expression data by using support vector machines

We introduce a method of functionally classifying genes by using gene expression data from DNA microarray hybridization experiments. The method is based on the theory of support vector machines (SVMs). SVMs are considered a supervised computer learning method because they exploit prior knowledge of gene function to identify unknown genes of similar function from expression data. SVMs avoid several problems associated with unsupervised clustering methods, such as hierarchical clustering and self-organizing maps. SVMs have many mathematical features that make them attractive for gene expression analysis, including their flexibility in choosing a similarity function, sparseness of solution when dealing with large data sets, the ability to handle large feature spaces, and the ability to identify outliers. We test several SVMs that use different similarity metrics, as well as some other supervised learning methods, and find that the SVMs best identify sets of genes with a common function using expression data. Finally, we use SVMs to predict functional roles for uncharacterized yeast ORFs based on their expression data.