Typical load profiles in the smart grid context – a clustering methods comparison

The present research paper presents five different clustering methods to identify typical load profiles of medium voltage (MV) electricity consumers. These methods are intended to be used in a smart grid environment to extract useful knowledge about customer’s behaviour. The obtained knowledge can be used to support a decision tool, not only for utilities but also for consumers. Load profiles can be used by the utilities to identify the aspects that cause system load peaks and enable the development of specific contracts with their customers. The framework presented throughout the paper consists in several steps, namely the pre-processing data phase, clustering algorithms application and the evaluation of the quality of the partition, which is supported by cluster validity indices. The process ends with the analysis of the discovered knowledge. To validate the proposed framework, a case study with a real database of 208 MV consumers is used.

A Data Mining Framework for Electric Load Profiling

This paper consists in the characterization of medium voltage (MV) electric power consumers based on a data clustering approach. It is intended to identify typical load profiles by selecting the best partition of a power consumption database among a pool of data partitions produced by several clustering algorithms. The best partition is selected using several cluster validity indices. These methods are intended to be used in a smart grid environment to extract useful knowledge about customers’ behavior. The data-mining-based methodology presented throughout the paper consists in several steps, namely the pre-processing data phase, clustering algorithms application and the evaluation of the quality of the partitions. To validate our approach, a case study with a real database of 1.022 MV consumers was used.

A Data-mining-based Methodology to support MV Electricity Customers' Characterization

This paper presents an electricity medium voltage (MV) customer characterization framework supportedby knowledge discovery in database (KDD). The main idea is to identify typical load profiles (TLP) of MVconsumers and to develop a rule set for the automatic classification of new consumers. To achieve ourgoal a methodology is proposed consisting of several steps: data pre-processing; application of severalclustering algorithms to segment the daily load profiles; selection of the best partition, corresponding tothe best consumers’ segmentation, based on the assessments of several clustering validity indices; andfinally, a classification model is built based on the resulting clusters. To validate the proposed framework,a case study which includes a real database of MV consumers is performed.

Load Profiling Tool to Support Smart Grid Operation Scenarios

This paper presents the characterization of high voltage (HV) electric power consumers based on a data clustering approach. The typical load profiles (TLP) are obtained selecting the best partition of a power consumption database among a pool of data partitions produced by several clustering algorithms. The choice of the best partition is supported using several cluster validity indices. The proposed data-mining (DM) based methodology, that includes all steps presented in the process of knowledge discovery in databases (KDD), presents an automatic data treatment application in order to preprocess the initial database in an automatic way, allowing time saving and better accuracy during this phase. These methods are intended to be used in a smart grid environment to extract useful knowledge about customers’ consumption behavior. To validate our approach, a case study with a real database of 185 HV consumers was used.

Uncertainty assessment approach for composite structures based on global sensitivity indices

The problem of uncertainty propagation in composite laminate structures is studied. An approach based on the optimal design of composite structures to achieve a target reliability level is proposed. Using the Uniform Design Method (UDM), a set of design points is generated over a design domain centred at mean values of random variables, aimed at studying the space variability. The most critical Tsai number, the structural reliability index and the sensitivities are obtained for each UDM design point, using the maximum load obtained from optimal design search. Using the UDM design points as input/output patterns, an Artificial Neural Network (ANN) is developed based on supervised evolutionary learning. Finally, using the developed ANN a Monte Carlo simulation procedure is implemented and the variability of the structural response based on global sensitivity analysis (GSA) is studied. The GSA is based on the first order Sobol indices and relative sensitivities. An appropriate GSA algorithm aiming to obtain Sobol indices is proposed. The most important sources of uncertainty are identified.

Complex dynamics of financial indices

This paper presents a novel method for the analysis of nonlinear financial and economic systems. The modeling approach integrates the classical concepts of state space representation and time series regression. The analytical and numerical scheme leads to a parameter space representation that constitutes a valid alternative to represent the dynamical behavior. The results reveal that business cycles can be clearly revealed, while the noise effects common in financial indices can elegantly be filtered out of the results.

Analysis of financial indices by means of the windowed Fourier transform

The goal of this study is to analyze the dynamical properties of financial data series from nineteen worldwide stock market indices (SMI) during the period 1995–2009. SMI reveal a complex behavior that can be explored since it is available a considerable volume of data. In this paper is applied the window Fourier transform and methods of fractional calculus. The results reveal classification patterns typical of fractional order systems.

Analysis of stock market indices through multidimensional scaling

We propose a graphical method to visualize possible time-varying correlations between fifteen stock market values. The method is useful for observing stable or emerging clusters of stock markets with similar behaviour. The graphs, originated from applying multidimensional scaling techniques (MDS), may also guide the construction of multivariate econometric models.

Two new power indices based on winning coalitions

Deegan and Packel (1979) and Holler (1982) proposed two power indices for simple games: the Deegan–Packel index and the Public Good Index. In the definition of these indices, only minimal winning coalitions are taken into account. Using similar arguments, we define two new power indices. These new indices are defined taking into account only those winning coalitions that do not contain null players. The results obtained with the different power indices are compared by means of two real-world examples taken from the political field.