Bayesian model averaging of load demand forecasts from neural network models

Creating a set of a number of neural network (NN) models in an ensemble and accumulating them can achieve better overview capability as compared to single neural network. Neural network ensembles are designed to provide solutions to particular problems. Many researchers and academicians have adopted this NN ensemble technique, especially in machine learning, and has been applied in various fields of engineering, medicine and information technology. This paper present a robust aggregation methodology for load demand forecasting based on Bayesian Model Averaging of a set of neural network models in an ensemble. This paper estimate a vector of coefficient for individual NN models' forecasts using validation data-set. These coefficients, also known as weights, are equal to posterior probabilities of the models generating the forecasts. These BMA weights are then used in combining forecasts generated from NN models with test data-set. By comparing the Bayesian results with the Simple Averaging method, it was observed that benefits are obtained by utilizing an advanced method like BMA for forecast combinations.

Variance-covariance based weighing for neural network ensembles

Neural network (NN) is a popular artificial intelligence technique for solving complicated problems due to their inherent capabilities. However generalization in NN can be harmed by a number of factors including parameter's initialization, inappropriate network topology and setting parameters of the training process itself. Forecast combinations of NN models have the potential for improved generalization and lower training time. A weighted averaging based on Variance-Covariance method that assigns greater weight to the forecasts producing lower error, instead of equal weights is practiced in this paper. While implementing the method, combination of forecasts is done with all candidate models in one experiment and with the best selected models in another experiment. It is observed during the empirical analysis that forecasting accuracy is improved by combining the best individual NN models. Another finding of this study is that reducing the number of NN models increases the diversity and, hence, accuracy.

Hybrid neural network—finite element river flow model

Results obtained from a hybrid neural network—finite element model are reported in this paper. The hybrid model incorporates artificial neural network (ANN) nodes into a numerical scheme, which solves the two-dimensional shallow water equations using finite elements (FE). First, numerical computations are carried out on the entire numerical model, using a larger mesh. The results from this computation are then used to train several preselected ANN nodes. The ANN nodes model the response for a part of the entire numerical model by transferring the system reaction to the location where both models are connected in real time. This allows a smaller mesh to be used in the hybrid ANN-FE model, resulting in savings in computation time. The hybrid model was developed for a river application, using the computational nodes located at the open boundaries to be the ANN nodes for the ANN-FE hybrid model. Real-time coupling between the ANN and FE models was achieved, and a reduction is CPU time of more than 25% was obtained.

Effects of type reduction algorithms on forecasting accuracy of IT2FLS models

Type reduction (TR) is one of the key components of interval type-2 fuzzy logic systems (IT2FLSs). Minimizing the computational requirements has been one of the key design criteria for developing TR algorithms. Often researchers give more rewards to computationally less expensive TR algorithms. This paper evaluates and compares five frequently used TR algorithms based on their contribution to the forecasting performance of IT2FLS models. Algorithms are judged based on the generalization power of IT2FLS models developed using them. Synthetic and real world case studies with different levels of uncertainty are considered to examine effects of TR algorithms on forecasts' accuracies. As per obtained results, Coupland-Jonh TR algorithm leads to models with a higher and more stable forecasting performance. However, there is no obvious and consistent relationship between the widths of the type reduced set and the TR algorithm. © 2013 Elsevier B.V.

Neural network training by hybrid accelerated cuckoo particle swarm optimization algorithm

Metaheuristic algorithm is one of the most popular methods in solving many optimization problems. This paper presents a new hybrid approach comprising of two natures inspired metaheuristic algorithms i.e. Cuckoo Search (CS) and Accelerated Particle Swarm Optimization (APSO) for training Artificial Neural Networks (ANN). In order to increase the probability of the egg’s survival, the cuckoo bird migrates by traversing more search space. It can successfully search better solutions by performing levy flight with APSO. In the proposed Hybrid Accelerated Cuckoo Particle Swarm Optimization (HACPSO) algorithm, the communication ability for the cuckoo birds have been provided by APSO, thus making cuckoo bird capable of searching for the best nest with better solution. Experimental results are carried-out on benchmarked datasets, and the performance of the proposed hybrid algorithm is compared with Artificial Bee Colony (ABC) and similar hybrid variants. The results show that the proposed HACPSO algorithm performs better than other algorithms in terms of convergence and accuracy.

Teaching a digital performing agent: artificial neural network and hidden Markov Model for recognising and performing dance movement

For a Digital Performing Agent to be able to perform live with a human dancer, it would be useful for the agent to be able to contextualize the movement the dancer is performing and to have a suitable movement vocabulary with which to contribute to the performance. In this paper we will discuss our research into the use of Artificial Neural Networks (ANN) as a means of allowing a software agent to learn a shared vocabulary of movement from a dancer. The agent is able to use the learnt movements to form an internal representation of what the dancer is performing, allowing it to follow the dancer, generate movement sequences based on the dancer's current movement and dance independently of the dancer using a shared movement vocabulary. By combining the ANN with a Hidden Markov Model (HMM) the agent is able to recognize short full body movement phrases and respond when the dancer performs these phrases. We consider the relationship between the dancer and agent as a means of supporting the agent's learning and performance, rather than developing the agent's capability in a self-contained fashion.

A review on artificial intelligence based load demand forecasting techniques for smart grid and buildings

Electrical load forecasting plays a vital role in order to achieve the concept of next generation power system such as smart grid, efficient energy management and better power system planning. As a result, high forecast accuracy is required for multiple time horizons that are associated with regulation, dispatching, scheduling and unit commitment of power grid. Artificial Intelligence (AI) based techniques are being developed and deployed worldwide in on Varity of applications, because of its superior capability to handle the complex input and output relationship. This paper provides the comprehensive and systematic literature review of Artificial Intelligence based short term load forecasting techniques. The major objective of this study is to review, identify, evaluate and analyze the performance of Artificial Intelligence (AI) based load forecast models and research gaps. The accuracy of ANN based forecast model is found to be dependent on number of parameters such as forecast model architecture, input combination, activation functions and training algorithm of the network and other exogenous variables affecting on forecast model inputs. Published literature presented in this paper show the potential of AI techniques for effective load forecasting in order to achieve the concept of smart grid and buildings.

Prediction interval-based neural network controller for nonlinear processes

Prediction interval (PI) has been extensively used to predict the forecasts for nonlinear systems as PI-based forecast is superior over point-forecast to quantify the uncertainties and disturbances associated with the real processes. In addition, PIs bear more information than point-forecasts, such as forecast accuracy. The aim of this paper is to integrate the concept of informative PIs in the control applications to improve the tracking performance of the nonlinear controllers. In the present work, a PI-based controller (PIC) is proposed to control the nonlinear processes. Neural network (NN) inverse model is used as a controller in the proposed method. Firstly, a PI-based model is developed to construct PIs for every sample or time instance. The PIs are then fed to the NN inverse model along with other effective process inputs and outputs. The PI-based NN inverse model predicts the plant input to get the desired plant output. The performance of the proposed PIC controller is examined for a nonlinear process. Simulation results indicate that the tracking performance of the PIC is highly acceptable and better than the traditional NN inverse model-based controller.