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.

The impact of architecture on the performance of artificial neural networks

A number of researchers have investigated the impact of network architecture on the performance of artificial neural networks. Particular attention has been paid to the impact on the performance of the multi-layer perceptron of architectural issues, and the use of various strategies to attain an optimal network structure. However, there are still perceived limitations with the multi-layer perceptron and networks that employ a different architecture to the multi-layer perceptron have gained in popularity in recent years, particularly, networks that implement a more localised solution, where the solution in one area of the problem space does not impact, or has a minimal impact, on other areas of the space. In this study, we discuss the major architectural issues affecting the performance of a multi-layer perceptron, before moving on to examine in detail the performance of a new localised network, namely the bumptree. The work presented here examines the impact on the performance of artificial neural networks of employing alternative networks to the long established multi-layer perceptron. In particular, networks that impose a solution where the impact of each parameter in the final network architecture has a localised impact on the problem space being modelled are examined. The alternatives examined are the radial basis function and bumptree neural networks, and the impact of architectural issues on the performance of these networks is examined. Particular attention is paid to the bumptree, with new techniques for both developing the bumptree structure and employing this structure to classify patterns being examined.

Neural networks for perpetual grouping

A number of researchers have investigated the application of neural networks to visual recognition, with much of the emphasis placed on exploiting the network's ability to generalise. However, despite the benefits of such an approach it is not at all obvious how networks can be developed which are capable of recognising objects subject to changes in rotation, translation and viewpoint. In this study, we suggest that a possible solution to this problem can be found by studying aspects of visual psychology and in particular, perceptual organisation. For example, it appears that grouping together lines based upon perceptually significant features can facilitate viewpoint independent recognition. The work presented here identifies simple grouping measures based on parallelism and connectivity and shows how it is possible to train multi-layer perceptrons (MLPs) to detect and determine the perceptual significance of any group presented. In this way, it is shown how MLPs which are trained via backpropagation to perform individual grouping tasks, can be brought together into a novel, large scale network capable of determining the perceptual significance of the whole input pattern. Finally the applicability of such significance values for recognition is investigated and results indicate that both the NILP and the Kohonen Feature Map can be trained to recognise simple shapes described in terms of perceptual significances. This study has also provided an opportunity to investigate aspects of the backpropagation algorithm, particularly the ability to generalise. In this study we report the results of various generalisation tests. In applying the backpropagation algorithm to certain problems, we found that there was a deficiency in performance with the standard learning algorithm. An improvement in performance could however, be obtained when suitable modifications were made to the algorithm. The modifications and consequent results are reported here.

A constructive learning algorithm based on back-propagation

There are been a resurgence of interest in the neural networks field in recent years, provoked in part by the discovery of the properties of multi-layer networks. This interest has in turn raised questions about the possibility of making neural network behaviour more adaptive by automating some of the processes involved. Prior to these particular questions, the process of determining the parameters and network architecture required to solve a given problem had been a time consuming activity. A number of researchers have attempted to address these issues by automating these processes, concentrating in particular on the dynamic selection of an appropriate network architecture.The work presented here specifically explores the area of automatic architecture selection; it focuses upon the design and implementation of a dynamic algorithm based on the Back-Propagation learning algorithm. The algorithm constructs a single hidden layer as the learning process proceeds using individual pattern error as the basis of unit insertion. This algorithm is applied to several problems of differing type and complexity and is found to produce near minimal architectures that are shown to have a high level of generalisation ability.

Innovative measurement methodology in the study of weathering of automotive coatings

An initial aim of this project was to evaluate the conventional techniques used in the analysis of newly prepared environmentally friendly water-borne automotive coatings and compare them with solvent-borne coatings having comparable formulations. The investigation was carried out on microtuned layers as well as on complete automotive multi-layer paint systems. Methods used included the very traditional methods of gloss and hardness and the commonly used photo-oxidation index (from FTIR spectral analysis). All methods enabled the durability to weathering of the automotive coatings to be initially investigated. However, a primary aim of this work was to develop methods for analysing the early stages of chemical and property changes in both the solvent-borne and water-borne coating systems that take place during outdoor natural weathering exposures and under accelerated artificial exposures. This was achieved by using dynamic mechanical analysis (DMA), in both tension mode on the microtomed films (on all depths of the coating systems from the uppermost clear-coat right down to the electron-coat) and bending mode of the full (unmicrotomed) systems, as well as MALDI-Tof analysis on the movement of the stabilisers in the full systems. Changes in glass transition temperature and relative cross-link density were determined after weathering and these were related to changes in the chemistries of the binder systems of the coatings after weathering. Concentration profiles of the UV-stabilisers (UVA and HALS) in the coating systems were analysed as a consequence of migration in the coating systems in separate microtomed layers of the paint samples (depth profiling) after weathering and diffusion co-efficient and solubility parameters were determined for the UV stabilisers in the coating systems. The methods developed were used to determine the various physical and chemical changes that take place during weathering of the different (water-borne and solvent-borne) systems (photoxidation). The solvent-borne formulations showed less changes after weathering (both natural and accelerated) than the corresponding water-borne formulations due to the lower level of cross-links in the binders of the water-borne systems. The silver systems examined were more durable than the blue systems due to the reflecting power of the aluminium and the lower temperature of the silver coatings.

Goal detection from natural language queries

This paper aims to identify the communication goal(s) of a user's information-seeking query out of a finite set of within-domain goals in natural language queries. It proposes using Tree-Augmented Naive Bayes networks (TANs) for goal detection. The problem is formulated as N binary decisions, and each is performed by a TAN. Comparative study has been carried out to compare the performance with Naive Bayes, fully-connected TANs, and multi-layer neural networks. Experimental results show that TANs consistently give better results when tested on the ATIS and DARPA Communicator corpora.

Performance Comparison of MATLAB and Neuro Solution Software on Estimation of Fuel Economy by Using Artificial Neural Network

In the world, scientific studies increase day by day and computer programs facilitate the human’s life. Scientists examine the human’s brain’s neural structure and they try to be model in the computer and they give the name of artificial neural network. For this reason, they think to develop more complex problem’s solution. The purpose of this study is to estimate fuel economy of an automobile engine by using artificial neural network (ANN) algorithm. Engine characteristics were simulated by using “Neuro Solution” software. The same data is used in MATLAB to compare the performance of MATLAB is such a problem and show its validity. The cylinder, displacement, power, weight, acceleration and vehicle production year are used as input data and miles per gallon (MPG) are used as target data. An Artificial Neural Network model was developed and 70% of data were used as training data, 15% of data were used as testing data and 15% of data is used as validation data. In creating our model, proper neuron number is carefully selected to increase the speed of the network. Since the problem has a nonlinear structure, multi layer are used in our model.

Groundwater flow patterns within the Triassic sandstone aquifers, Birmingham, United Kingdom

This paper presents the development of a modelling study for part of the Birmingham area. Restricted access and model resolutions have limited wide applications of some of the previously developed models. The study area covers approximately 221 km2, and is underlain geologically, by a multi-layer setup with varied hydraulic properties. The basal aquifer unit is the Kidderminster sandstone Formation, overlain by the Wildmoor and Bromsgrove sandstone Formations. The presence of the Birmingham fault which acts as low permeability barrier demarcates the eastern and southern boundaries. The western boundary is defined by the presence of crystallised rocks and coal measures, while a groundwater divide defines the northern boundary. The estimated recharge flux is 112 mm/yr. The ranges of calibrated values obtained for horizontal and vertical hydraulic conductivities are 5.787x10-6 - 2.315x10-5  m/s and 5.787x10-8  - 1.157x10-7  m/s, respectively. Corresponding values obtained for the specific yield and specific storage are 0.10 - 0.12, and 1x10 -4 - 5x10 -4. The calculated numerical error is generally much less than 0.1 %. Hydraulic layering within the Permo-Triassic sandstone aquifer is thought to account for the large vertical anisotropy. Although, uncertainties are associated with the use of a simplistic delay approach to characterise the effects of the unsaturated zone, the modelled values are comparable with those obtained in the literature, and the flow pattern predictions appear to be realistic. © Research India Publications.

An ArcGIS Tool for Modeling the Climate Envelope with Feed-Forward ANN

This paper is about the development and the application of an ESRI ArcGIS tool which implements multi-layer, feed-forward artificial neural network (ANN) to study the climate envelope of species. The supervised learning is achieved by backpropagation algorithm. Based on the distribution and the grids of the climate (and edaphic data) of the reference and future periods the tool predicts the future potential distribution of the studied species. The trained network can be saved and loaded. A modeling result based on the distribution of European larch (Larix decidua Mill.) is presented as a case study.

A comprehensive study of bankruptcy prediction: Accounting ratios, market variables, and microstructure

Bankruptcy prediction has been a fruitful area of research. Univariate analysis and discriminant analysis were the first methodologies used. While they perform relatively well at correctly classifying bankrupt and nonbankrupt firms, their predictive ability has come into question over time. Univariate analysis lacks the big picture that financial distress entails. Multivariate discriminant analysis requires stringent assumptions that are violated when dealing with accounting ratios and market variables. This has led to the use of more complex models such as neural networks. While the accuracy of the predictions has improved with the use of more technical models, there is still an important point missing. Accounting ratios are the usual discriminating variables used in bankruptcy prediction. However, accounting ratios are backward-looking variables. At best, they are a current snapshot of the firm. Market variables are forward-looking variables. They are determined by discounting future outcomes. Microstructure variables, such as the bid-ask spread, also contain important information. Insiders are privy to more information that the retail investor, so if any financial distress is looming, the insiders should know before the general public. Therefore, any model in bankruptcy prediction should include market and microstructure variables. That is the focus of this dissertation. The traditional models and the newer, more technical models were tested and compared to the previous literature by employing accounting ratios, market variables, and microstructure variables. Our findings suggest that the more technical models are preferable, and that a mix of accounting and market variables are best at correctly classifying and predicting bankrupt firms. Multi-layer perceptron appears to be the most accurate model following the results. The set of best discriminating variables includes price, standard deviation of price, the bid-ask spread, net income to sale, working capital to total assets, and current liabilities to total assets.

Experimental and Analytical Methodologies for Predicting Peak Loads on Building Envelopes and Roofing Systems

The performance of building envelopes and roofing systems significantly depends on accurate knowledge of wind loads and the response of envelope components under realistic wind conditions. Wind tunnel testing is a well-established practice to determine wind loads on structures. For small structures much larger model scales are needed than for large structures, to maintain modeling accuracy and minimize Reynolds number effects. In these circumstances the ability to obtain a large enough turbulence integral scale is usually compromised by the limited dimensions of the wind tunnel meaning that it is not possible to simulate the low frequency end of the turbulence spectrum. Such flows are called flows with Partial Turbulence Simulation. In this dissertation, the test procedure and scaling requirements for tests in partial turbulence simulation are discussed. A theoretical method is proposed for including the effects of low-frequency turbulences in the post-test analysis. In this theory the turbulence spectrum is divided into two distinct statistical processes, one at high frequencies which can be simulated in the wind tunnel, and one at low frequencies which can be treated in a quasi-steady manner. The joint probability of load resulting from the two processes is derived from which full-scale equivalent peak pressure coefficients can be obtained. The efficacy of the method is proved by comparing predicted data derived from tests on large-scale models of the Silsoe Cube and Texas-Tech University buildings in Wall of Wind facility at Florida International University with the available full-scale data. For multi-layer building envelopes such as rain-screen walls, roof pavers, and vented energy efficient walls not only peak wind loads but also their spatial gradients are important. Wind permeable roof claddings like roof pavers are not well dealt with in many existing building codes and standards. Large-scale experiments were carried out to investigate the wind loading on concrete pavers including wind blow-off tests and pressure measurements. Simplified guidelines were developed for design of loose-laid roof pavers against wind uplift. The guidelines are formatted so that use can be made of the existing information in codes and standards such as ASCE 7-10 on pressure coefficients on components and cladding.

WiFi and LTE Coexistence in the Unlicensed Spectrum

Today, smart-phones have revolutionized wireless communication industry towards an era of mobile data. To cater for the ever increasing data traffic demand, it is of utmost importance to have more spectrum resources whereby sharing under-utilized spectrum bands is an effective solution. In particular, the 4G broadband Long Term Evolution (LTE) technology and its foreseen 5G successor will benefit immensely if their operation can be extended to the under-utilized unlicensed spectrum. In this thesis, first we analyze WiFi 802.11n and LTE coexistence performance in the unlicensed spectrum considering multi-layer cell layouts through system level simulations. We consider a time division duplexing (TDD)-LTE system with an FTP traffic model for performance evaluation. Simulation results show that WiFi performance is more vulnerable to LTE interference, while LTE performance is degraded only slightly. Based on the initial findings, we propose a Q-Learning based dynamic duty cycle selection technique for configuring LTE transmission gaps, so that a satisfactory throughput is maintained both for LTE and WiFi systems. Simulation results show that the proposed approach can enhance the overall capacity performance by 19% and WiFi capacity performance by 77%, hence enabling effective coexistence of LTE and WiFi systems in the unlicensed band.

Implementation of X-ray diffraction in the measurement of residual thermal strains

Microelectronic systems are multi-material, multi-layer structures, fabricated and exposed to environmental stresses over a wide range of temperatures. Thermal and residual stresses created by thermal mismatches in films and interconnections are a major cause of failure in microelectronic devices. Due to new device materials, increasing die size and the introduction of new materials for enhanced thermal management, differences in thermal expansions of various packaging materials have become exceedingly important and can no longer be neglected. X-ray diffraction is an analytical method using a monochromatic characteristic X-ray beam to characterize the crystal structure of various materials, by measuring the distances between planes in atomic crystalline lattice structures. As a material is strained, this interplanar spacing is correspondingly altered, and this microscopic strain is used to determine the macroscopic strain. This thesis investigates and describes the theory and implementation of X-ray diffraction in the measurement of residual thermal strains. The design of a computer controlled stress attachment stage fully compatible with an Anton Paar heat stage will be detailed. The stress determined by the diffraction method will be compared with bimetallic strip theory and finite element models.

Image-Guided Precision Manipulation of Cells and Nanoparticles in Microfluidics

Manipulation of single cells and particles is important to biology and nanotechnology. Our electrokinetic (EK) tweezers manipulate objects in simple microfluidic devices using gentle fluid and electric forces under vision-based feedback control. In this dissertation, I detail a user-friendly implementation of EK tweezers that allows users to select, position, and assemble cells and nanoparticles. This EK system was used to measure attachment forces between living breast cancer cells, trap single quantum dots with 45 nm accuracy, build nanophotonic circuits, and scan optical properties of nanowires. With a novel multi-layer microfluidic device, EK was also used to guide single microspheres along complex 3D trajectories. The schemes, software, and methods developed here can be used in many settings to precisely manipulate most visible objects, assemble objects into useful structures, and improve the function of lab-on-a-chip microfluidic systems.

Acousto-optic modulation of optical reflection properties in fiber Bragg gratings and the application in fiber lasers

This thesis aims to investigate the interaction of acoustic waves and fiber Bragg gratings (FBGs) in standard and suspended-core fibers (SCFs), to evaluate the influence of the fiber, grating and modulator design on the increase of the modulation efficiency, bandwidth and frequency. Initially, the frequency response and the resonant acoustic modes of a low frequency acousto-optic modulator (f < 1.2 MHz) are numerically investigated by using the finite element method. Later, the interaction of longitudinal acoustic waves and FBGs in SCFs is also numerically investigated. The fiber geometric parameters are varied and the strain and grating properties are simulated by means of the finite element method and the transfer matrix method. The study indicates that the air holes composing the SCF cause a significant reduction of the amount of silica in the fiber cross section increasing acousto-optic interaction in the core. Experimental modulation of the reflectivity of FBGs inscribed in two distinct SCFs indicates evidences of this increased interaction. Besides, a method to acoustically induce a dynamic phase-shift in a chirped FBG employing an optimized design of modulator is shown. Afterwards, a combination of this modulator and a FBG inscribed in a three air holes SCF is applied to mode-lock an ytterbium doped fiber laser. To improve the modulator design for future applications, two other distinct devices are investigated to increase the acousto-optic interaction, bandwidth and frequency (f > 10 MHz). A high reflectivity modulation has been achieved for a modulator based on a tapered fiber. Moreover, an increased modulated bandwidth (320 pm) has been obtained for a modulator based on interaction of a radial long period grating (RLPG) and a FBG inscribed in a standard fiber. In summary, the results show a considerable reduction of the grating/fiber length and the modulator size, indicating possibilities for compact and faster acousto-optic fiber devices. Additionally, the increased interaction efficiency, modulated bandwidth and frequency can be useful to shorten the pulse width of future all-fiber mode-locked fiber lasers, as well, to other photonic devices which require the control of the light in optical fibers by electrically tunable acoustic waves.