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.

Functional neuroimaging and behavioural studies on global form processing in the human visual system

Magnetoencephalography (MEG), functional magnetic resonance imaging (fMRI) and behavioural experiments were used to investigate the neural processes underlying global form perception in human vision. Behavioural studies using Glass patterns examined sensitivity for detecting radial, rotational and horizontal structure. Neuroimaging experiments using either Glass patterns or arrays of Gabor patches determined the spatio-temporal neural responseto global form. MEG data were analysed using synthetic aperture magnetometry (SAM) to spatially map event-related cortical oscillatory power changes: the temporal sequencing of activity within a discrete cortical area was determined using a Morlet wavelet transform. A case study was conducted to determine the effects of strbismic amblyopia on global form processing: all other observers were normally-sighted. The main findings from normally-sighted observers were: 1) sensitivity to horizontal structure was less than for radial or rotational structure; 2) the neural response to global structure was a reduction in cortical oscillatory power (10-30 Hz) within a network of extrastriate areas, including V4 and V3a; 3) the extend of reduced cortical power was least for horizontal patters; 4) V1 was not identified as a region of peak activity with either MEG or fMRI. The main findings with the strabismic amblyope were: 1) sensitivity for detection of radial, rotational, and horizontal structure was reduced when viewed with the amblyopic- relative to the fellow- eye; 2) cortical power changes within V4 to the presentation of rotational Glass patterns were less when viewed with the amblyopic- compared with the fellow- eye. The main conclusions are: 1) a network of extrastriate cortical areas are involved in the analysis of global form, with the most prominent change in neural activity being a reduction in oscillatory power within the 10-30 Hz band; 2) in strabismic amblyopia, the neuronal assembly associated with form perception in extrastriate cortex may be dysfunctional, the nature of this dysfunction may be a change in the normal temporal pattern of neuronal discharges; 3) MEG, fMRI and behavioural measures support the notion that different neural processes underlie the perception of horizontal as opposed to radial or rotational structure.

On the Error-Free Computation of Fast Cosine Transform

We extend our previous work into error-free representations of transform basis functions by presenting a novel error-free encoding scheme for the fast implementation of a Linzer-Feig Fast Cosine Transform (FCT) and its inverse. We discuss an 8x8 L-F scaled Discrete Cosine Transform where the architecture uses a new algebraic integer quantization of the 1-D radix-8 DCT that allows the separable computation of a 2-D DCT without any intermediate number representation conversions. The resulting architecture is very regular and reduces latency by 50% compared to a previous error-free design, with virtually the same hardware cost.

Statistical analysis and meta-analysis of microarray data

The microarray technology provides a high-throughput technique to study gene expression. Microarrays can help us diagnose different types of cancers, understand biological processes, assess host responses to drugs and pathogens, find markers for specific diseases, and much more. Microarray experiments generate large amounts of data. Thus, effective data processing and analysis are critical for making reliable inferences from the data. ^ The first part of dissertation addresses the problem of finding an optimal set of genes (biomarkers) to classify a set of samples as diseased or normal. Three statistical gene selection methods (GS, GS-NR, and GS-PCA) were developed to identify a set of genes that best differentiate between samples. A comparative study on different classification tools was performed and the best combinations of gene selection and classifiers for multi-class cancer classification were identified. For most of the benchmarking cancer data sets, the gene selection method proposed in this dissertation, GS, outperformed other gene selection methods. The classifiers based on Random Forests, neural network ensembles, and K-nearest neighbor (KNN) showed consistently god performance. A striking commonality among these classifiers is that they all use a committee-based approach, suggesting that ensemble classification methods are superior. ^ The same biological problem may be studied at different research labs and/or performed using different lab protocols or samples. In such situations, it is important to combine results from these efforts. The second part of the dissertation addresses the problem of pooling the results from different independent experiments to obtain improved results. Four statistical pooling techniques (Fisher inverse chi-square method, Logit method. Stouffer's Z transform method, and Liptak-Stouffer weighted Z-method) were investigated in this dissertation. These pooling techniques were applied to the problem of identifying cell cycle-regulated genes in two different yeast species. As a result, improved sets of cell cycle-regulated genes were identified. The last part of dissertation explores the effectiveness of wavelet data transforms for the task of clustering. Discrete wavelet transforms, with an appropriate choice of wavelet bases, were shown to be effective in producing clusters that were biologically more meaningful. ^

The nature of microvariability in blazar 0716+714

We organized an international campaign to observe the blazar 0716+714 in the optical band. The observations took place from February 24, 2009 to February 26, 2009. The global campaign was carried out by observers from more that sixteen countries and resulted in an extended light curve nearly seventy-eight hours long. The analysis and the modeling of this light curve form the main work of this dissertation project. In the first part of this work, we present the time series and noise analyses of the data. The time series analysis utilizes discrete Fourier transform and wavelet analysis routines to search for periods in the light curve. We then present results of the noise analysis which is based on the idea that each microvariability curve is the realization of the same underlying stochastic noise processes in the blazar jet. ^ Neither reoccuring periods nor random noise can successfully explain the observed optical fluctuations. Hence in the second part, we propose and develop a new model to account for the microvariability we see in blazar 0716+714. We propose that the microvariability is due to the emission from turbulent regions in the jet that are energized by the passage of relativistic shocks. Emission from each turbulent cell forms a pulse of emission, and when convolved with other pulses, yields the observed light curve. We use the model to obtain estimates of the physical parameters of the emission regions in the jet.^

Proteção diferencial de transformadores de potência utilizando a transformada Wavelet

About 10% of faults involving the electrical system occurs in power transformers. Therefore, the protection applied to the power transformers is essential to ensure the continuous operation of this device and the efficiency of the electrical system. Among the protection functions applied to power transformers, the differential protection appears as one of the main schemes, presenting reliable discrimination between internal faults and external faults or inrush currents. However, when using the low frequency components of the differential currents flowing through the transformer, the main difficulty of the conventional methods of differential protection is the delay for detection of the events. However, internal faults, external faults and other disturbances related to the transformer operation present transient and can be appropriately detected by the wavelet transform. In this paper is proposed the development of a wavelet-based differential protection for detection and identification of external faults to the transformer, internal faults, and transformer energizing by using the wavelet coefficient energy of the differential currents. The obtained results reveal the advantages of using of the wavelet transform in the differential protection compared to conventional protection, since it provides reliability and speed in detection of these events.

Análise wavelet e modelo de manchas em curvas de luz estelares dos telescópios espaciais Kepler e CoRoT

Analogous to sunspots and solar photospheric faculae, which visibility is modulated by stellar rotation, stellar active regions consist of cool spots and bright faculae caused by the magnetic field of the star. Such starspots are now well established as major tracers used to estimate the stellar rotation period, but their dynamic behavior may also be used to analyze other relevant phenomena such as the presence of magnetic activity and its cycles. To calculate the stellar rotation period, identify the presence of active regions and investigate if the star exhibits or not differential rotation, we apply two methods: a wavelet analysis and a spot model. The wavelet procedure is also applied here to study pulsation in order to identify specific signatures of this particular stellar variability for different types of pulsating variable stars. The wavelet transform has been used as a powerful tool for treating several problems in astrophysics. In this work, we show that the time-frequency analysis of stellar light curves using the wavelet transform is a practical tool for identifying rotation, magnetic activity, and pulsation signatures. We present the wavelet spectral composition and multiscale variations of the time series for four classes of stars: targets dominated by magnetic activity, stars with transiting planets, those with binary transits, and pulsating stars. We applied the Morlet wavelet (6th order), which offers high time and frequency resolution. By applying the wavelet transform to the signal, we obtain the wavelet local and global power spectra. The first is interpreted as energy distribution of the signal in time-frequency space, and the second is obtained by time integration of the local map. Since the wavelet transform is a useful mathematical tool for nonstationary signals, this technique applied to Kepler and CoRoT light curves allows us to clearly identify particular signatures for different phenomena. In particular, patterns were identified for the temporal evolution of the rotation period and other periodicity due to active regions affecting these light curves. In addition, a beat-pattern vii signature in the local wavelet map of pulsating stars over the entire time span was also detected. The second method is based on starspots detection during transits of an extrasolar planet orbiting its host star. As a planet eclipses its parent star, we can detect physical phenomena on the surface of the star. If a dark spot on the disk of the star is partially or totally eclipsed, the integrated stellar luminosity will increase slightly. By analyzing the transit light curve it is possible to infer the physical properties of starspots, such as size, intensity, position and temperature. By detecting the same spot on consecutive transits, it is possible to obtain additional information such as the stellar rotation period in the planetary transit latitude, differential rotation, and magnetic activity cycles. Transit observations of CoRoT-18 and Kepler-17 were used to implement this model.

Proteção em sistemas elétricos com geração distribuída utilizando a transformada wavelet

A typical electrical power system is characterized by centr alization of power gene- ration. However, with the restructuring of the electric sys tem, this topology is changing with the insertion of generators in parallel with the distri bution system (distributed gene- ration) that provides several benefits to be located near to e nergy consumers. Therefore, the integration of distributed generators, especially fro m renewable sources in the Brazi- lian system has been common every year. However, this new sys tem topology may result in new challenges in the field of the power system control, ope ration, and protection. One of the main problems related to the distributed generati on is the islanding formation, witch can result in safety risk to the people and to the power g rid. Among the several islanding protection techniques, passive techniques have low implementation cost and simplicity, requiring only voltage and current measuremen ts to detect system problems. This paper proposes a protection system based on the wavelet transform with overcur- rent and under/overvoltage functions as well as infomation of fault-induced transients in order to provide a fast detection and identification of fault s in the system. The propo- sed protection scheme was evaluated through simulation and experimental studies, with performance similar to the overcurrent and under/overvolt age conventional methods, but with the additional detection of the exact moment of the fault.

Análise wavelet da variabilidade do quasar 3C 273

Discovered in 1963, 3C 273 was the second quasar identified and cataloged in the Third Cambridge Catalog for radio sources, and the first one for which emission lines were identified with a hydrogen sequence redshifted. It is the brightest quasar of the celestial sphere, the most studied, analyzed, and with a resulting abundance of data available in a vast literature. The accurate analysis of the deviations of the spectral lines of quasars provides enough information to put in evidence the variation of fundamental constants of nature and similarly the universe expansion rate. The analysis of the variability of the light curves of these bodies, and the consequent accuracy of their periodicity, is of utmost importance as it provides an efficiency of their observations, enables a greater understanding of the physical phenomena, and makes it possible to conduct spectral observations on more accurate dates (when their light curves show pronounced peaks and therefore richer spectra information). In this master’s thesis twenty eight light curves from the quasar 3C 273 are studied, covering all the electromagnetic spectrum wavebands (radio emission to gamma rays), totaling in the analysis of four light curves for each waveband. We have applied the method of Continuous Wavelet Transform using the sixth-order (!0 = 6) Morlet wavelet function, and obtained excellent results in accordance with the literature.

Análise wavelet da variabilidade do quasar 3C 273

Discovered in 1963, 3C 273 was the second quasar identified and cataloged in the Third Cambridge Catalog for radio sources, and the first one for which emission lines were identified with a hydrogen sequence redshifted. It is the brightest quasar of the celestial sphere, the most studied, analyzed, and with a resulting abundance of data available in a vast literature. The accurate analysis of the deviations of the spectral lines of quasars provides enough information to put in evidence the variation of fundamental constants of nature and similarly the universe expansion rate. The analysis of the variability of the light curves of these bodies, and the consequent accuracy of their periodicity, is of utmost importance as it provides an efficiency of their observations, enables a greater understanding of the physical phenomena, and makes it possible to conduct spectral observations on more accurate dates (when their light curves show pronounced peaks and therefore richer spectra information). In this master’s thesis twenty eight light curves from the quasar 3C 273 are studied, covering all the electromagnetic spectrum wavebands (radio emission to gamma rays), totaling in the analysis of four light curves for each waveband. We have applied the method of Continuous Wavelet Transform using the sixth-order (!0 = 6) Morlet wavelet function, and obtained excellent results in accordance with the literature.

Análise wavelet em curvas de luz estelares de sistemas binários da missão espacial CoRoT

Binary systems are key environments to study the fundamental properties of stars. In this work, we analyze 99 binary systems identified by the CoRoT space mission. From the study of the phase diagrams of these systems, our sample is divided into three groups: those whose systems are characterized by the variability relative to the binary eclipses; those presenting strong modulations probably due to the presence of stellar spots on the surface of star; and those whose systems have variability associated with the expansion and contraction of the surface layers. For eclipsing binary stars, phase diagrams are used to estimate the classification in regard to their morphology, based on the study of equipotential surfaces. In this context, to determine the rotation period, and to identify the presence of active regions, and to investigate if the star exhibits or not differential rotation and study stellar pulsation, we apply the wavelet procedure. The wavelet transform has been used as a powerful tool in the treatment of a large number of problems in astrophysics. Through the wavelet transform, one can perform an analysis in time-frequency light curves rich in details that contribute significantly to the study of phenomena associated with the rotation, the magnetic activity and stellar pulsations. In this work, we apply Morlet wavelet (6th order), which offers high time and frequency resolution and obtain local (energy distribution of the signal) and global (time integration of local map) wavelet power spectra. Using the wavelet analysis, we identify thirteen systems with periodicities related to the rotational modulation, besides the beating pattern signature in the local wavelet map of five pulsating stars over the entire time span.

Análise wavelet em curvas de luz estelares de sistemas binários da missão espacial CoRoT

Binary systems are key environments to study the fundamental properties of stars. In this work, we analyze 99 binary systems identified by the CoRoT space mission. From the study of the phase diagrams of these systems, our sample is divided into three groups: those whose systems are characterized by the variability relative to the binary eclipses; those presenting strong modulations probably due to the presence of stellar spots on the surface of star; and those whose systems have variability associated with the expansion and contraction of the surface layers. For eclipsing binary stars, phase diagrams are used to estimate the classification in regard to their morphology, based on the study of equipotential surfaces. In this context, to determine the rotation period, and to identify the presence of active regions, and to investigate if the star exhibits or not differential rotation and study stellar pulsation, we apply the wavelet procedure. The wavelet transform has been used as a powerful tool in the treatment of a large number of problems in astrophysics. Through the wavelet transform, one can perform an analysis in time-frequency light curves rich in details that contribute significantly to the study of phenomena associated with the rotation, the magnetic activity and stellar pulsations. In this work, we apply Morlet wavelet (6th order), which offers high time and frequency resolution and obtain local (energy distribution of the signal) and global (time integration of local map) wavelet power spectra. Using the wavelet analysis, we identify thirteen systems with periodicities related to the rotational modulation, besides the beating pattern signature in the local wavelet map of five pulsating stars over the entire time span.

Utilização da transformada de wavelet para detecção de variações anormais de tensão em sistemas elétricos com geração distribuída

The increasing demand in electricity and decrease forecast, increasingly, of fossil fuel reserves, as well as increasing environmental concern in the use of these have generated a concern about the quality of electricity generation, making it well welcome new investments in generation through alternative, clean and renewable sources. Distributed generation is one of the main solutions for the independent and selfsufficient generating systems, such as the sugarcane industry. This sector has grown considerably, contributing expressively in the production of electricity to the distribution networks. Faced with this situation, one of the main objectives of this study is to propose the implementation of an algorithm to detect islanding disturbances in the electrical system, characterized by situations of under- or overvoltage. The algorithm should also commonly quantize the time that the system was operating in these conditions, to check the possible consequences that will be caused in the electric power system. In order to achieve this it used the technique of wavelet multiresolution analysis (AMR) for detecting the generated disorders. The data obtained can be processed so as to be used for a possible predictive maintenance in the protection equipment of electrical network, since they are prone to damage on prolonged operation under abnormal conditions of frequency and voltage.

Transformada wavelet aplicada a análise automática de oscilografias de curta duração em unidades geradoras

The focus of this work is the automatic analysis of disturbance records for electrical power generating units. The main proposition is a method based on wavelet transform applied to short-term disturbance records (waveform records). The goal of the method is to detect the time instants of recorded disturbances and extract meaningful information that characterize the faults. The result is a set of representative information of the monitored signals in power generators. This information can be further classified by an expert system (or other classification method) in order to classify the faults and other abnormal operating conditions. The large amount of data produced by digital fault recorders during faults justify the research of methods to assist the analysts in their task of analysing the disturbances. The literature review pointed out the state of the art and possible applications for oscillography records. The review of the COMTRADE standard and wavelet transform underlines the choice of the method for solving the problem. The conducted tests lead to the determination of the best mother wavelet for the segmentation process. The application of the proposed method to five case studies with real oscillographic records confirmed the accuracy and efficiency of the proposed scheme. With this research, the post-operation analysis of occurrences is improved and as a direct result is the reduction of the time that generators are offline.

Monitoramento e identificação numérico e experimental de danos em vigas e pontes de aço e concreto utilizando transformadas de wavelet

Tese (doutorado)—Universidade de Brasília, Faculdade de Tecnologia, Departamento de Engenharia Civil e Ambiental, 2015.