Using data mining with time series data in short-term stocks prediction

Data Mining (DM) methods are being increasingly used in prediction with time series data, in addition to traditional statistical approaches. This paper presents a literature review of the use of DM with time series data, focusing on short- time stocks prediction. This is an area that has been attracting a great deal of attention from researchers in the field. The main contribution of this paper is to provide an outline of the use of DM with time series data, using mainly examples related with short-term stocks prediction. This is important to a better understanding of the field. Some of the main trends and open issues will also be introduced.

Short-Circuit Impedance of Power Transformers: the Fractional Order Calculus Approach

First IFAC Workshop on Fractional Differentiation and Its Application - 19-21 July 2004, Enseirb, Bordeaux, France - FDA'04

On the Estimation of the Short-Circuit Impedance of Power Transformers Using Fractional Order Calculus

This paper reports investigation on the estimation of the short circuit impedance of power transformers, using fractional order calculus to analytically study the influence of the diffusion phenomena in the windings. The aim is to better characterize the medium frequency range behavior of leakage inductances of power transformer models, which include terms to represent the magnetic field diffusion process in the windings. Comparisons between calculated and measured values are shown and discussed.

A multi-objective model for scheduling of short-term incentive-based demand response programs offered by electricity retailers

In this paper, we formulate the electricity retailers’ short-term decision-making problem in a liberalized retail market as a multi-objective optimization model. Retailers with light physical assets, such as generation and storage units in the distribution network, are considered. Following advances in smart grid technologies, electricity retailers are becoming able to employ incentive-based demand response (DR) programs in addition to their physical assets to effectively manage the risks of market price and load variations. In this model, the DR scheduling is performed simultaneously with the dispatch of generation and storage units. The ultimate goal is to find the optimal values of the hourly financial incentives offered to the end-users. The proposed model considers the capacity obligations imposed on retailers by the grid operator. The profit seeking retailer also has the objective to minimize the peak demand to avoid the high capacity charges in form of grid tariffs or penalties. The non-dominated sorting genetic algorithm II (NSGA-II) is used to solve the multi-objective problem. It is a fast and elitist multi-objective evolutionary algorithm. A case study is solved to illustrate the efficient performance of the proposed methodology. Simulation results show the effectiveness of the model for designing the incentive-based DR programs and indicate the efficiency of NSGA-II in solving the retailers’ multi-objective problem.

Use of a fluorescence-based approach to assess short-term responses of the alga Pseudokirchneriella subcapitata to metal stress

This work explores the use of fluorescent probes to evaluate the responses of the green alga Pseudokirchneriella subcapitata to the action of three nominal concentrations of Cd(II), Cr(VI), Cu(II) and Zn(II) for a short time (6 h). The toxic effect of the metals on algal cells was monitored using the fluorochromes SYTOX Green (SG, membrane integrity), fluorescein diacetate (FDA, esterase activity) and rhodamine 123 (Rh123, mitochondrial membrane potential). The impact of metals on chlorophyll a (Chl a) autofluorescence was also evaluated. Esterase activity was the most sensitive parameter. At the concentrations studied, all metals induced the loss of esterase activity. SG could be used to effectively detect the loss of membrane integrity in algal cells exposed to 0.32 or 1.3 μmol L−1 Cu(II). Rh123 revealed a decrease in the mitochondrial membrane potential of algal cells exposed to 0.32 and 1.3 μmol L−1 Cu(II), indicating that mitochondrial activity was compromised. Chl a autofluorescence was also affected by the presence of Cr(VI) and Cu(II), suggesting perturbation of photosynthesis. In conclusion, the fluorescence-based approach was useful for detecting the disturbance of specific cellular characteristics. Fluorescent probes are a useful diagnostic tool for the assessment of the impact of toxicants on specific targets of P. subcapitata algal cells.