Energy forward price prediction with a hybrid adaptive model

This paper presents a forecasting technique for forward electricity/gas prices, one day ahead. This technique combines a Kalman filter (KF) and a generalised autoregressive conditional heteroschedasticity (GARCH) model (often used in financial forecasting). The GARCH model is used to compute next value of a time series. The KF updates parameters of the GARCH model when the new observation is available. This technique is applied to real data from the UK energy markets to evaluate its performance. The results show that the forecasting accuracy is improved significantly by using this hybrid model. The methodology can be also applied to forecasting market clearing prices and electricity/gas loads.

Implementing an adaptive TCP fairness while exploiting 802.11e over wireless mesh networks

Purpose: The purpose of this paper is to investigate the use of 802.11e MAC to resolve the transmission control protocol (TCP) unfairness. Design/methodology/approach: The paper shows how a TCP sender may adapt its transmission rate using the number of hops and the standard deviation of recently measured round-trip times to address the TCP unfairness. Findings: Simulation results show that the proposed techniques provide even throughput by providing TCP fairness as the number of hops increases over a wireless mesh network (WMN). Research limitations/implications: Future work will examine the performance of TCP over routing protocols, which use different routing metrics. Other future work is scalability over WMNs. Since scalability is a problem with communication in multi-hop, carrier sense multiple access (CSMA) will be compared with time division multiple access (TDMA) and a hybrid of TDMA and code division multiple access (CDMA) will be designed that works with TCP and other traffic. Finally, to further improve network performance and also increase network capacity of TCP for WMNs, the usage of multiple channels instead of only a single fixed channel will be exploited. Practical implications: By allowing the tuning of the 802.11e MAC parameters that have previously been constant in 802.11 MAC, the paper proposes the usage of 802.11e MAC on a per class basis by collecting the TCP ACK into a single class and a novel congestion control method for TCP over a WMN. The key feature of the proposed TCP algorithm is the detection of congestion by measuring the fluctuation of RTT of the TCP ACK samples via the standard deviation, plus the combined the 802.11e AIFS and CWmin allowing the TCP ACK to be prioritised which allows the TCP ACKs will match the volume of the TCP data packets. While 802.11e MAC provides flexibility and flow/congestion control mechanism, the challenge is to take advantage of these features in 802.11e MAC. Originality/value: With 802.11 MAC not having flexibility and flow/congestion control mechanisms implemented with TCP, these contribute to TCP unfairness with competing flows. © Emerald Group Publishing Limited.

Short-term electricity demand and gas price forecasts using wavelet transforms and adaptive models

This paper presents some forecasting techniques for energy demand and price prediction, one day ahead. These techniques combine wavelet transform (WT) with fixed and adaptive machine learning/time series models (multi-layer perceptron (MLP), radial basis functions, linear regression, or GARCH). To create an adaptive model, we use an extended Kalman filter or particle filter to update the parameters continuously on the test set. The adaptive GARCH model is a new contribution, broadening the applicability of GARCH methods. We empirically compared two approaches of combining the WT with prediction models: multicomponent forecasts and direct forecasts. These techniques are applied to large sets of real data (both stationary and non-stationary) from the UK energy markets, so as to provide comparative results that are statistically stronger than those previously reported. The results showed that the forecasting accuracy is significantly improved by using the WT and adaptive models. The best models on the electricity demand/gas price forecast are the adaptive MLP/GARCH with the multicomponent forecast; their MSEs are 0.02314 and 0.15384 respectively.

A novel adaptive weight selection algorithm for multi-objective multi-agent reinforcement learning

To solve multi-objective problems, multiple reward signals are often scalarized into a single value and further processed using established single-objective problem solving techniques. While the field of multi-objective optimization has made many advances in applying scalarization techniques to obtain good solution trade-offs, the utility of applying these techniques in the multi-objective multi-agent learning domain has not yet been thoroughly investigated. Agents learn the value of their decisions by linearly scalarizing their reward signals at the local level, while acceptable system wide behaviour results. However, the non-linear relationship between weighting parameters of the scalarization function and the learned policy makes the discovery of system wide trade-offs time consuming. Our first contribution is a thorough analysis of well known scalarization schemes within the multi-objective multi-agent reinforcement learning setup. The analysed approaches intelligently explore the weight-space in order to find a wider range of system trade-offs. In our second contribution, we propose a novel adaptive weight algorithm which interacts with the underlying local multi-objective solvers and allows for a better coverage of the Pareto front. Our third contribution is the experimental validation of our approach by learning bi-objective policies in self-organising smart camera networks. We note that our algorithm (i) explores the objective space faster on many problem instances, (ii) obtained solutions that exhibit a larger hypervolume, while (iii) acquiring a greater spread in the objective space.

A probabilistic indirect adaptive control for systems with input-dependent noise

A probabilistic indirect adaptive controller is proposed for the general nonlinear multivariate class of discrete time system. The proposed probabilistic framework incorporates input–dependent noise prediction parameters in the derivation of the optimal control law. Moreover, because noise can be nonstationary in practice, the proposed adaptive control algorithm provides an elegant method for estimating and tracking the noise. For illustration purposes, the developed method is applied to the affine class of nonlinear multivariate discrete time systems and the desired result is obtained: the optimal control law is determined by solving a cubic equation and the distribution of the tracking error is shown to be Gaussian with zero mean. The efficiency of the proposed scheme is demonstrated numerically through the simulation of an affine nonlinear system.

A quality driven framework for adaptive video streaming in mobile wireless networks

The concern over the quality of delivering video streaming services in mobile wireless networks is addressed in this work. A framework that enhances the Quality of Experience (QoE) of end users through a quality driven resource allocation scheme is proposed. To play a key role, an objective no-reference quality metric, Pause Intensity (PI), is adopted to derive a resource allocation algorithm for video streaming. The framework is examined in the context of 3GPP Long Term Evolution (LTE) systems. The requirements and structure of the proposed PI-based framework are discussed, and results are compared with existing scheduling methods on fairness, efficiency and correlation (between the required and allocated data rates). Furthermore, it is shown that the proposed framework can produce a trade-off between the three parameters through the QoE-aware resource allocation process.

Temperature management for heterogeneous multi-core FPGAs using adaptive evolutionary multi-objective approaches

Heterogeneous multi-core FPGAs contain different types of cores, which can improve efficiency when used with an effective online task scheduler. However, it is not easy to find the right cores for tasks when there are multiple objectives or dozens of cores. Inappropriate scheduling may cause hot spots which decrease the reliability of the chip. Given that, our research builds a simulating platform to evaluate all kinds of scheduling algorithms on a variety of architectures. On this platform, we provide an online scheduler which uses multi-objective evolutionary algorithm (EA). Comparing the EA and current algorithms such as Predictive Dynamic Thermal Management (PDTM) and Adaptive Temperature Threshold Dynamic Thermal Management (ATDTM), we find some drawbacks in previous work. First, current algorithms are overly dependent on manually set constant parameters. Second, those algorithms neglect optimization for heterogeneous architectures. Third, they use single-objective methods, or use linear weighting method to convert a multi-objective optimization into a single-objective optimization. Unlike other algorithms, the EA is adaptive and does not require resetting parameters when workloads switch from one to another. EAs also improve performance when used on heterogeneous architecture. A efficient Pareto front can be obtained with EAs for the purpose of multiple objectives.

Investigation of PHY, MAC and APP layers for adaptive and cross-layer optimization in IEEE802.11 WLAN

Due to huge popularity of portable terminals based on Wireless LANs and increasing demand for multimedia services from these terminals, the earlier structures and protocols are insufficient to cover the requirements of emerging networks and communications. Most research in this field is tailored to find more efficient ways to optimize the quality of wireless LAN regarding the requirements of multimedia services. Our work is to investigate the effects of modulation modes at the physical layer, retry limits at the MAC layer and packet sizes at the application layer over the quality of media packet transmission. Interrelation among these parameters to extract a cross-layer idea will be discussed as well. We will show how these parameters from different layers jointly contribute to the performance of service delivery by the network. The results obtained could form a basis to suggest independent optimization in each layer (an adaptive approach) or optimization of a set of parameters from different layers (a cross-layer approach). Our simulation model is implemented in the NS-2 simulator. Throughput and delay (latency) of packet transmission are the quantities of our assessments. © 2010 IEEE.