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.

Odour pollution problems within the district of the Wrekin council

This thesis is concerned with various aspects of Air Pollution due to smell, the impact it has on communities exposed to it, the means by which it may be controlled and the manner in which a local authority may investigate the problems it causes. The approach is a practical one drawing on examples occurring within a Local Authority's experience and for that reason the research is anecdotal and is not a comprehensive treatise on the full range of options available. Odour Pollution is not yet a well organised discipline and might be considered esoteric as it is necessary to incorporate elements of science and the humanities. It has been necessary to range widely across a number of aspects of the subject so that discussion is often restricted but many references have been included to enable a reader to pursue a particular point in greater depth. In a `fuzzy' subject there is often a yawning gap separating theory and practice, thus case studies have been used to illustrate the interplay of various disciplines in resolution of a problem. The essence of any science is observation and measurement. Observation has been made of the spread of odour pollution through a community and also of relevant meterological data so that a mathematical model could be constructed and its predictions checked. It has been used to explore the results of some options for odour control. Measurements of odour perception and human behaviour seldom have the precision and accuracy of the physical sciences. However methods of social research enabled individual perception of odour pollution to be quantified and an insight gained into reaction of a community exposed to it. Odours have four attributes that can be measured and together provide a complete description of its perception. No objective techniques of measurement have yet been developed but in this thesis simple, structured procedures of subjective assessment have been improvised and their use enabled the functioning of the components of an odour control system to be assessed. Such data enabled the action of the system to be communicated using terms that are understood by a non specialist audience.

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.

Low-emission vehicle adoption in a UK local authority fleet:economic barriers and air quality benefits

Local air quality was one of the main stimulants for low carbon vehicle development during the 1990s. Issues of national fuel security and global air quality (climate change) have added pressure for their development, stimulating schemes to facilitate their deployment in the UK. In this case study, Coventry City Council aimed to adopt an in-house fleet of electric and hybrid-electric vehicles to replace business mileage paid for in employee's private vehicles. This study made comparisons between the proposed vehicle technologies, in terms of costs and air quality, over projected scenarios of typical use. The study found that under 2009 conditions, the electric and hybrid fleet could not compete on cost with the current business model because of untested assumptions, but certain emissions were significantly reduced >50%. Climate change gas emissions were most drastically reduced where electric vehicles were adopted because the electricity supply was generated by renewable energy sources. The study identified the key cost barriers and benefits to adoption of low-emission vehicles in current conditions in the Coventry fleet. Low-emission vehicles achieved significant air pollution-associated health cost and atmospheric emission reductions per vehicle, and widespread adoption in cities could deliver significant change. © The Author 2011. Published by Oxford University Press. All rights reserved.

Implementation of pseudo J-integral based Paris’ law for fatigue cracking in asphalt mixtures and pavements

Pavement analysis and design for fatigue cracking involves a number of practical problems like material assessment/screening and performance prediction. A mechanics-aided method can answer these questions with satisfactory accuracy in a convenient way when it is appropriately implemented. This paper presents two techniques to implement the pseudo J-integral based Paris’ law to evaluate and predict fatigue cracking in asphalt mixtures and pavements. The first technique, quasi-elastic simulation, provides a rational and appropriate reference modulus for the pseudo analysis (i.e., viscoelastic to elastic conversion) by making use of the widely used material property: dynamic modulus. The physical significance of the quasi-elastic simulation is clarified. Introduction of this technique facilitates the implementation of the fracture mechanics models as well as continuum damage mechanics models to characterize fatigue cracking in asphalt pavements. The second technique about modeling fracture coefficients of the pseudo J-integral based Paris’ law simplifies the prediction of fatigue cracking without performing fatigue tests. The developed prediction models for the fracture coefficients rely on readily available mixture design properties that directly affect the fatigue performance, including the relaxation modulus, air void content, asphalt binder content, and aggregate gradation. Sufficient data are collected to develop such prediction models and the R2 values are around 0.9. The presented case studies serve as examples to illustrate how the pseudo J-integral based Paris’ law predicts fatigue resistance of asphalt mixtures and assesses fatigue performance of asphalt pavements. Future applications include the estimation of fatigue life of asphalt mixtures/pavements through a distinct criterion that defines fatigue failure by its physical significance.

MHC class II binding prediction by molecular docking

Proteins of the Major Histocompatibility Complex (MHC) bind self and nonself peptide antigens or epitopes within the cell and present them at the cell surface for recognition by T cells. All T-cell epitopes are MHC binders but not all MCH binders are T-cell epitopes. The MHC class II proteins are extremely polymorphic. Polymorphic residues cluster in the peptide-binding region and largely determine the MHC's peptide selectivity. The peptide binding site on MHC class II proteins consist of five binding pockets. Using molecular docking, we have modelled the interactions between peptide and MHC class II proteins from locus DRB1. A combinatorial peptide library was generated by mutation of residues at peptide positions which correspond to binding pockets (so called anchor positions). The binding affinities were assessed using different scoring functions. The normalized scoring functions for each amino acid at each anchor position were used to construct quantitative matrices (QM) for MHC class II binding prediction. Models were validated by external test sets comprising 4540 known binders. Eighty percent of the known binders are identified in the best predicted 15% of all overlapping peptides, originating from one protein. © 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim.