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.

Surface wave techniques for the study of engineering structures and materials

A wire drive pulse echo method of measuring the spectrum of solid bodies described. Using an 's' plane representation, a general analysis of the transient response of such solids has been carried out. This was used for the study of the stepped amplitude transient of high order modes of disks and for the case where there are two adjacent resonant frequencies. The techniques developed have been applied to the measurenent of the elasticities of refractory materials at high temperatures. In the experimental study of the high order in-plane resonances of thin disks it was found that the energy travelled at the edge of the disk and this initiated the work on one dimensional Rayleigh waves.Their properties were established for the straight edge condition by following an analysis similar to that of the two dimensional case. Experiments were then carried out on the velocity dispersion of various circuits including the disk and a hole in a large plate - the negative curvature condition.Theoretical analysis established the phase and group velocities for these cases and experimental tests on aluminium and glass gave good agreement with theory. At high frequencies all velocities approach that of the one dimensional Rayleigh waves. When applied to crack detection it was observed that a signal burst travelling round a disk showed an anomalous amplitude effect. In certain cases the signal which travelled the greater distance had the greater amplitude.An experiment was designed to investigate the phenanenon and it was established that the energy travelled in two nodes with different velocities.It was found by analysis that as well as the Rayleigh surface wave on the edge, a seoond node travelling at about the shear velocity was excited and the calculated results gave reasonable agreement with the experiments.

Various techniques and procedures for refining ERS-1 orbits

The satellite ERS-1 was launched in July 1991 in a period of high solar activity. Sparse laser tracking and the failure of the experimental microwave system (PRARE) compounded the orbital errors which resulted from mismodelling of atmospheric density and hence surface forces. Three attempts are presented here to try and refine the coarse laser orbits of ERS-1, made prior to the availability of the full altimetric dataset. The results of the first attempt indicate that by geometrically modelling the satellite shape some improvement in orbital precision may be made for any satellite; especially one where no area tables already exist. The second and third refinement attempts are based on the introduction of data from some second satellite; in these examples SPOT-2 and TOPEX/Poseidon are employed. With SPOT-2 the method makes use of the orbital similarities to produce along-track corrections for the more fully tracked SPOT-2. Transferring these corrections to ERS-1 produces improvements in the precise orbits thus determined. With TOPEX/Poseidon the greater altitude results in a more precise orbit (gravity field and atmospheric errors are of less importance). Thus, by computing height differences at crossover points of the TOPEX/Poseidon and ERS-1 ground tracks the poorer orbit of ERS-1 may be improved by the addition of derived radial corrections. In the positive light of all three results several potential modification are suggested and some further avenues of investigation indicated.

Satellite borne radar altimetry : empirical orbit refinement and ocean signal recovery techniques

Measurements of the sea surface obtained by satellite borne radar altimetry are irregularly spaced and contaminated with various modelling and correction errors. The largest source of uncertainty for low Earth orbiting satellites such as ERS-1 and Geosat may be attributed to orbital modelling errors. The empirical correction of such errors is investigated by examination of single and dual satellite crossovers, with a view to identifying the extent of any signal aliasing: either by removal of long wavelength ocean signals or introduction of additional error signals. From these studies, it was concluded that sinusoidal approximation of the dominant one cycle per revolution orbit error over arc lengths of 11,500 km did not remove a significant mesoscale ocean signal. The use of TOPEX/Poseidon dual crossovers with ERS-1 was shown to substantially improve the radial accuracy of ERS-1, except for some absorption of small TOPEX/Poseidon errors. The extraction of marine geoid information is of great interest to the oceanographic community and was the subject of the second half of this thesis. Firstly through determination of regional mean sea surfaces using Geosat data, it was demonstrated that a dataset with 70cm orbit error contamination could produce a marine geoid map which compares to better than 12cm with an accurate regional high resolution gravimetric geoid. This study was then developed into Optimal Fourier Transform Interpolation, a technique capable of analysing complete altimeter datasets for the determination of consistent global high resolution geoid maps. This method exploits the regular nature of ascending and descending data subsets thus making possible the application of fast Fourier transform algorithms. Quantitative assessment of this method was limited by the lack of global ground truth gravity data, but qualitative results indicate good signal recovery from a single 35-day cycle.

Mean sea surface modelling from multi-satellite altimetry utilising frequency domain techniques

A technique is presented for the development of a high precision and resolution Mean Sea Surface (MSS) model. The model utilises Radar altimetric sea surface heights extracted from the geodetic phase of the ESA ERS-1 mission. The methodology uses a modified Le Traon et al. (1995) cubic-spline fit of dual ERS-1 and TOPEX/Poseidon crossovers for the minimisation of radial orbit error. The procedure then uses Fourier domain processing techniques for spectral optimal interpolation of the mean sea surface in order to reduce residual errors within the model. Additionally, a multi-satellite mean sea surface integration technique is investigated to supplement the first model with additional enhanced data from the GEOSAT geodetic mission.The methodology employs a novel technique that combines the Stokes' and Vening-Meinsz' transformations, again in the spectral domain. This allows the presentation of a new enhanced GEOSAT gravity anomaly field.

Multimodal 'Eyes-Free' interaction techniques for mobile devices

Mobile and wearable computers present input/output prob-lems due to limited screen space and interaction techniques. When mobile, users typically focus their visual attention on navigating their environment - making visually demanding interface designs hard to operate. This paper presents two multimodal interaction techniques designed to overcome these problems and allow truly mobile, 'eyes-free' device use. The first is a 3D audio radial pie menu that uses head gestures for selecting items. An evaluation of a range of different audio designs showed that egocentric sounds re-duced task completion time, perceived annoyance, and al-lowed users to walk closer to their preferred walking speed. The second is a sonically enhanced 2D gesture recognition system for use on a belt-mounted PDA. An evaluation of the system with and without audio feedback showed users' ges-tures were more accurate when dynamically guided by au-dio-feedback. These novel interaction techniques demon-strate effective alternatives to visual-centric interface de-signs on mobile devices.