Techniques to improve forecasting models: applications to energy demand and price

This thesis is a study of three techniques to improve performance of some standard fore-casting models, application to the energy demand and prices. We focus on forecasting demand and price one-day ahead. First, the wavelet transform was used as a pre-processing procedure with two approaches: multicomponent-forecasts and direct-forecasts. We have empirically compared these approaches and found that the former consistently outperformed the latter. Second, adaptive models were introduced to continuously update model parameters in the testing period by combining ?lters with standard forecasting methods. Among these adaptive models, the adaptive LR-GARCH model was proposed for the fi?rst time in the thesis. Third, with regard to noise distributions of the dependent variables in the forecasting models, we used either Gaussian or Student-t distributions. This thesis proposed a novel algorithm to infer parameters of Student-t noise models. The method is an extension of earlier work for models that are linear in parameters to the non-linear multilayer perceptron. Therefore, the proposed method broadens the range of models that can use a Student-t noise distribution. Because these techniques cannot stand alone, they must be combined with prediction models to improve their performance. We combined these techniques with some standard forecasting models: multilayer perceptron, radial basis functions, linear regression, and linear regression with GARCH. These techniques and forecasting models were applied to two datasets from the UK energy markets: daily electricity demand (which is stationary) and gas forward prices (non-stationary). The results showed that these techniques provided good improvement to prediction performance.

The spatial distribution of self-employment in India:evidence from semi-parametric geoadditive models

The spatial distribution of self-employment in India: evidence from semiparametric geoadditive models, Regional Studies. The entrepreneurship literature has rarely considered spatial location as a micro-determinant of occupational choice. It has also ignored self-employment in developing countries. Using Bayesian semiparametric geoadditive techniques, this paper models spatial location as a micro-determinant of self-employment choice in India. The empirical results suggest the presence of spatial occupational neighbourhoods and a clear north–south divide in self-employment when the entire sample is considered; however, spatial variation in the non-agriculture sector disappears to a large extent when individual factors that influence self-employment choice are explicitly controlled. The results further suggest non-linear effects of age, education and wealth on self-employment.

Characteristics of motor resonance predict the pattern of flash-lag effects for biological motion

Background - When a moving stimulus and a briefly flashed static stimulus are physically aligned in space the static stimulus is perceived as lagging behind the moving stimulus. This vastly replicated phenomenon is known as the Flash-Lag Effect (FLE). For the first time we employed biological motion as the moving stimulus, which is important for two reasons. Firstly, biological motion is processed by visual as well as somatosensory brain areas, which makes it a prime candidate for elucidating the interplay between the two systems with respect to the FLE. Secondly, discussions about the mechanisms of the FLE tend to recur to evolutionary arguments, while most studies employ highly artificial stimuli with constant velocities. Methodology/Principal Finding - Since biological motion is ecologically valid it follows complex patterns with changing velocity. We therefore compared biological to symbolic motion with the same acceleration profile. Our results with 16 observers revealed a qualitatively different pattern for biological compared to symbolic motion and this pattern was predicted by the characteristics of motor resonance: The amount of anticipatory processing of perceived actions based on the induced perspective and agency modulated the FLE. Conclusions/Significance - Our study provides first evidence for an FLE with non-linear motion in general and with biological motion in particular. Our results suggest that predictive coding within the sensorimotor system alone cannot explain the FLE. Our findings are compatible with visual prediction (Nijhawan, 2008) which assumes that extrapolated motion representations within the visual system generate the FLE. These representations are modulated by sudden visual input (e.g. offset signals) or by input from other systems (e.g. sensorimotor) that can boost or attenuate overshooting representations in accordance with biased neural competition (Desimone & Duncan, 1995).

Quantitative prediction of mouse class I MHC peptide binding affinity using support vector machine regression (SVR) models

Background - The binding between peptide epitopes and major histocompatibility complex proteins (MHCs) is an important event in the cellular immune response. Accurate prediction of the binding between short peptides and the MHC molecules has long been a principal challenge for immunoinformatics. Recently, the modeling of MHC-peptide binding has come to emphasize quantitative predictions: instead of categorizing peptides as "binders" or "non-binders" or as "strong binders" and "weak binders", recent methods seek to make predictions about precise binding affinities. Results - We developed a quantitative support vector machine regression (SVR) approach, called SVRMHC, to model peptide-MHC binding affinities. As a non-linear method, SVRMHC was able to generate models that out-performed existing linear models, such as the "additive method". By adopting a new "11-factor encoding" scheme, SVRMHC takes into account similarities in the physicochemical properties of the amino acids constituting the input peptides. When applied to MHC-peptide binding data for three mouse class I MHC alleles, the SVRMHC models produced more accurate predictions than those produced previously. Furthermore, comparisons based on Receiver Operating Characteristic (ROC) analysis indicated that SVRMHC was able to out-perform several prominent methods in identifying strongly binding peptides. Conclusion - As a method with demonstrated performance in the quantitative modeling of MHC-peptide binding and in identifying strong binders, SVRMHC is a promising immunoinformatics tool with not inconsiderable future potential.

NLSE-based model of a random distributed feedback fiber laser

In this work we propose a NLSE-based model of power and spectral properties of the random distributed feedback (DFB) fiber laser. The model is based on coupled set of non-linear Schrödinger equations for pump and Stokes waves with the distributed feedback due to Rayleigh scattering. The model considers random backscattering via its average strength, i.e. we assume that the feedback is incoherent. In addition, this allows us to speed up simulations sufficiently (up to several orders of magnitude). We found that the model of the incoherent feedback predicts the smooth and narrow (comparing with the gain spectral profile) generation spectrum in the random DFB fiber laser. The model allows one to optimize the random laser generation spectrum width varying the dispersion and nonlinearity values: we found, that the high dispersion and low nonlinearity results in narrower spectrum that could be interpreted as four-wave mixing between different spectral components in the quasi-mode-less spectrum of the random laser under study could play an important role in the spectrum formation. Note that the physical mechanism of the random DFB fiber laser formation and broadening is not identified yet. We investigate temporal and statistical properties of the random DFB fiber laser dynamics. Interestingly, we found that the intensity statistics is not Gaussian. The intensity auto-correlation function also reveals that correlations do exist. The possibility to optimize the system parameters to enhance the observed intrinsic spectral correlations to further potentially achieved pulsed (mode-locked) operation of the mode-less random distributed feedback fiber laser is discussed.