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.

Data assimilation for precipitation nowcasting using Bayesian inference

This work introduces a new variational Bayes data assimilation method for the stochastic estimation of precipitation dynamics using radar observations for short term probabilistic forecasting (nowcasting). A previously developed spatial rainfall model based on the decomposition of the observed precipitation field using a basis function expansion captures the precipitation intensity from radar images as a set of ‘rain cells’. The prior distributions for the basis function parameters are carefully chosen to have a conjugate structure for the precipitation field model to allow a novel variational Bayes method to be applied to estimate the posterior distributions in closed form, based on solving an optimisation problem, in a spirit similar to 3D VAR analysis, but seeking approximations to the posterior distribution rather than simply the most probable state. A hierarchical Kalman filter is used to estimate the advection field based on the assimilated precipitation fields at two times. The model is applied to tracking precipitation dynamics in a realistic setting, using UK Met Office radar data from both a summer convective event and a winter frontal event. The performance of the model is assessed both traditionally and using probabilistic measures of fit based on ROC curves. The model is shown to provide very good assimilation characteristics, and promising forecast skill. Improvements to the forecasting scheme are discussed

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.

Bridging large and small scales of water models using hybrid Molecular Dynamics/Fluctuating Hydrodynamics framework

This thesis presents a two-dimensional water model investigation and development of a multiscale method for the modelling of large systems, such as virus in water or peptide immersed in the solvent. We have implemented a two-dimensional ‘Mercedes Benz’ (MB) or BN2D water model using Molecular Dynamics. We have studied its dynamical and structural properties dependence on the model’s parameters. For the first time we derived formulas to calculate thermodynamic properties of the MB model in the microcanonical (NVE) ensemble. We also derived equations of motion in the isothermal–isobaric (NPT) ensemble. We have analysed the rotational degree of freedom of the model in both ensembles. We have developed and implemented a self-consistent multiscale method, which is able to communicate micro- and macro- scales. This multiscale method assumes, that matter consists of the two phases. One phase is related to micro- and the other to macroscale. We simulate the macro scale using Landau Lifshitz-Fluctuating Hydrodynamics, while we describe the microscale using Molecular Dynamics. We have demonstrated that the communication between the disparate scales is possible without introduction of fictitious interface or approximations which reduce the accuracy of the information exchange between the scales. We have investigated control parameters, which were introduced to control the contribution of each phases to the matter behaviour. We have shown, that microscales inherit dynamical properties of the macroscales and vice versa, depending on the concentration of each phase. We have shown, that Radial Distribution Function is not altered and velocity autocorrelation functions are gradually transformed, from Molecular Dynamics to Fluctuating Hydrodynamics description, when phase balance is changed. In this work we test our multiscale method for the liquid argon, BN2D and SPC/E water models. For the SPC/E water model we investigate microscale fluctuations which are computed using advanced mapping technique of the small scales to the large scales, which was developed by Voulgarakisand et. al.

Zastosowanie modelu hantli w badaniach właściwości fizykochemicznych i strukturalnych układów homo- i heterogenicznych metodą Monte Carlo

Wydział Chemii

Triangular mesh parameterization with trimmed surfaces

Given a 2manifold triangular mesh \(M \subset {\mathbb {R}}^3\), with border, a parameterization of \(M\) is a FACE or trimmed surface \(F=\{S,L_0,\ldots, L_m\}\) -- \(F\) is a connected subset or region of a parametric surface \(S\), bounded by a set of LOOPs \(L_0,\ldots ,L_m\) such that each \(L_i \subset S\) is a closed 1manifold having no intersection with the other \(L_j\) LOOPs -- The parametric surface \(S\) is a statistical fit of the mesh \(M\) -- \(L_0\) is the outermost LOOP bounding \(F\) and \(L_i\) is the LOOP of the ith hole in \(F\) (if any) -- The problem of parameterizing triangular meshes is relevant for reverse engineering, tool path planning, feature detection, redesign, etc -- Stateofart mesh procedures parameterize a rectangular mesh \(M\) -- To improve such procedures, we report here the implementation of an algorithm which parameterizes meshes \(M\) presenting holes and concavities -- We synthesize a parametric surface \(S \subset {\mathbb {R}}^3\) which approximates a superset of the mesh \(M\) -- Then, we compute a set of LOOPs trimming \(S\), and therefore completing the FACE \(F=\ {S,L_0,\ldots ,L_m\}\) -- Our algorithm gives satisfactory results for \(M\) having low Gaussian curvature (i.e., \(M\) being quasi-developable or developable) -- This assumption is a reasonable one, since \(M\) is the product of manifold segmentation preprocessing -- Our algorithm computes: (1) a manifold learning mapping \(\phi : M \rightarrow U \subset {\mathbb {R}}^2\), (2) an inverse mapping \(S: W \subset {\mathbb {R}}^2 \rightarrow {\mathbb {R}}^3\), with \ (W\) being a rectangular grid containing and surpassing \(U\) -- To compute \(\phi\) we test IsoMap, Laplacian Eigenmaps and Hessian local linear embedding (best results with HLLE) -- For the back mapping (NURBS) \(S\) the crucial step is to find a control polyhedron \(P\), which is an extrapolation of \(M\) -- We calculate \(P\) by extrapolating radial basis functions that interpolate points inside \(\phi (M)\) -- We successfully test our implementation with several datasets presenting concavities, holes, and are extremely nondevelopable -- Ongoing work is being devoted to manifold segmentation which facilitates mesh parameterization

A multi-method study of the transformation of the carbonaceous skeleton of a polymer-based nanoporous carbon along the activation pathway

The change in the carbonaceous skeleton of nanoporous carbons during their activation has received limited attention, unlike its counterpart process in the presence of an inert atmosphere. Here we adopt a multi-method approach to elucidate this change in a poly(furfuryl alcohol)-derived carbon activated using cyclic application of oxygen saturation at 250 °C before its removal (with carbon) at 800 °C in argon. The methods used include helium pycnometry, synchrotron-based X-ray diffraction (XRD) and associated radial distribution function (RDF) analysis, transmission electron microscopy (TEM) and, uniquely, electron energy-loss spectroscopy spectrum-imaging (EELS-SI), electron nanodiffraction and fluctuation electron microscopy (FEM). Helium pycnometry indicates the solid skeleton of the carbon densifies during activation from 78% to 93% of graphite. RDF analysis, EELS-SI, and FEM all suggest this densification comes through an in-plane growth of sp2 carbon out to the medium range without commensurate increase in order normal to the plane. This process could be termed ‘graphenization’. The exact way in which this process occurs is not clear, but TEM images of the carbon before and after activation suggest it may come through removal of the more reactive carbon, breaking constraining cross-links and creating space that allows the remaining carbon material to migrate in an annealing-like process.

Design Optimization of Nozzle Shapes for Maximum Uniformity of Exit Flow

The objective of this study is to identify the optimal designs of converging-diverging supersonic and hypersonic nozzles that perform at maximum uniformity of thermodynamic and flow-field properties with respect to their average values at the nozzle exit. Since this is a multi-objective design optimization problem, the design variables used are parameters defining the shape of the nozzle. This work presents how variation of such parameters can influence the nozzle exit flow non-uniformities. A Computational Fluid Dynamics (CFD) software package, ANSYS FLUENT, was used to simulate the compressible, viscous gas flow-field in forty nozzle shapes, including the heat transfer analysis. The results of two turbulence models, k-e and k-ω, were computed and compared. With the analysis results obtained, the Response Surface Methodology (RSM) was applied for the purpose of performing a multi-objective optimization. The optimization was performed with ModeFrontier software package using Kriging and Radial Basis Functions (RBF) response surfaces. Final Pareto optimal nozzle shapes were then analyzed with ANSYS FLUENT to confirm the accuracy of the optimization process.

La réponse thérapeutique à une intervention multidisciplinaire pour les maux de dos chroniques: prédicteurs et algorithmes

Méthodologie: Simulation; Analyse discriminante linéaire et logistique; Arbres de classification; Réseaux de neurones en base radiale

Network interactions and performance of a multi-function IEC 61850 process bus

New substation technology, such as non-conventional instrument transformers,and a need to reduce design and construction costs, are driving the adoption of Ethernet based digital process bus networks for high voltage substations. Protection and control applications can share a process bus, making more efficient use of the network infrastructure. This paper classifies and defines performance requirements for the protocols used in a process bus on the basis of application. These include GOOSE, SNMP and IEC 61850-9-2 sampled values. A method, based on the Multiple Spanning Tree Protocol (MSTP) and virtual local area networks, is presented that separates management and monitoring traffic from the rest of the process bus. A quantitative investigation of the interaction between various protocols used in a process bus is described. These tests also validate the effectiveness of the MSTP based traffic segregation method. While this paper focusses on a substation automation network, the results are applicable to other real-time industrial networks that implement multiple protocols. High volume sampled value data and time-critical circuit breaker tripping commands do not interact on a full duplex switched Ethernet network, even under very high network load conditions. This enables an efficient digital network to replace a large number of conventional analog connections between control rooms and high voltage switchyards.

Structural basis for the function of anti-idiotypic antibody in immune memory

We had earlier proposed a hypothesis to explain the mechanism of perpetuation of immunological memory based on the operation of idiotypic network in the complete absence of antigen. Experimental evidences were provided for memory maintenance through anti-idiotypic antibody (Ab2) carrying the internal image of the antigen. In the present work, we describe a structural basis for such memory perpetuation by molecular modeling and structural analysis studies. A three-dimensional model of Ab2 was generated and the structure of the antigenic site on the hemagglutinin protein H of Rinderpest virus was modeled using the structural template of hemagglutinin protein of Measles virus. Our results show that a large portion of heavy chain containing the CDR regions of Ab2 resembles the domain of the hemagglutinin housing the epitope regions. The similarity demonstrates that an internal image of the H antigen is formed in Ab2, which provides a structural basis for functional mimicry demonstrated earlier. This work brings out the importance of the structural similarity between a domain of hemagglutinin protein to that of its corresponding Ab2. It provides evidence that Ab2 is indeed capable of functioning as surrogate antigen and provides support to earlier proposed relay hypothesis which has provided a mechanism for the maintenance of immunological memory.

Structural basis for the function of anti-idiotypic antibody in immune memory

We had earlier proposed a hypothesis to explain the mechanism of perpetuation of immunological memory based on the operation of idiotypic network in the complete absence of antigen. Experimental evidences were provided for memory maintenance through anti-idiotypic antibody (Ab(2)) carrying the internal image of the antigen. In the present work, we describe a structural basis for such memory perpetuation by molecular modeling and structural analysis studies. A three-dimensional model of Ab(2) was generated and the structure of the antigenic site on the hemagglutinin protein H of Rinderpest virus was modeled using the structural template of hemagglutinin protein of Measles virus. Our results show that a large portion of heavy chain containing the CDR regions of Ab(2) resembles the domain of the hemagglutinin housing the epitope regions. The similarity demonstrates that an internal image of the H antigen is formed in Ab(2), which provides a structural basis for functional mimicry demonstrated earlier. This work brings out the importance of the structural similarity between a domain of hemagglutinin protein to that of its corresponding Ab(2). It provides evidence that Ab(2) is indeed capable of functioning as surrogate antigen and provides support to earlier proposed relay hypothesis which has provided a mechanism for the maintenance of immunological memory.

THE MATRIX ANALYSIS FOR AN OPTICAL FREE-SPACE SWITCHING NETWORK AND AN OPTICAL CROSSOVER NETWORK WITH 4-FUNCTION INTERCHANGE NODES

A matrix analysis for free-space switching networks, such as perfect shuffle-exchange omega, crossover and Banyan is presented. On the basis of matrix analysis, the equivalence of these three switching networks and the route selection between input and output ports are simply explained. Furthermore, an optical crossover switching network, where MQW SEED arrays are used as electrically addressed four-function interchange nodes, is described and the optical crossover interconnection of 64 x 64, and high-speed four-function, interchange nodes is demonstrated in the experiment.

Integration of relational and hierarchical network information for protein function prediction

BACKGROUND:In the current climate of high-throughput computational biology, the inference of a protein's function from related measurements, such as protein-protein interaction relations, has become a canonical task. Most existing technologies pursue this task as a classification problem, on a term-by-term basis, for each term in a database, such as the Gene Ontology (GO) database, a popular rigorous vocabulary for biological functions. However, ontology structures are essentially hierarchies, with certain top to bottom annotation rules which protein function predictions should in principle follow. Currently, the most common approach to imposing these hierarchical constraints on network-based classifiers is through the use of transitive closure to predictions.RESULTS:We propose a probabilistic framework to integrate information in relational data, in the form of a protein-protein interaction network, and a hierarchically structured database of terms, in the form of the GO database, for the purpose of protein function prediction. At the heart of our framework is a factorization of local neighborhood information in the protein-protein interaction network across successive ancestral terms in the GO hierarchy. We introduce a classifier within this framework, with computationally efficient implementation, that produces GO-term predictions that naturally obey a hierarchical 'true-path' consistency from root to leaves, without the need for further post-processing.CONCLUSION:A cross-validation study, using data from the yeast Saccharomyces cerevisiae, shows our method offers substantial improvements over both standard 'guilt-by-association' (i.e., Nearest-Neighbor) and more refined Markov random field methods, whether in their original form or when post-processed to artificially impose 'true-path' consistency. Further analysis of the results indicates that these improvements are associated with increased predictive capabilities (i.e., increased positive predictive value), and that this increase is consistent uniformly with GO-term depth. Additional in silico validation on a collection of new annotations recently added to GO confirms the advantages suggested by the cross-validation study. Taken as a whole, our results show that a hierarchical approach to network-based protein function prediction, that exploits the ontological structure of protein annotation databases in a principled manner, can offer substantial advantages over the successive application of 'flat' network-based methods.

Assembly of a Novel Cartilage Matrix Protein Filamentous Network: Molecular Basis of Differential Requirement of von Willebrand Factor A Domains

Cartilage matrix protein (CMP) is the prototype of the newly discovered matrilin family, all of which contain von Willebrand factor A domains. Although the function of matrilins remain unclear, we have shown that, in primary chondrocyte cultures, CMP (matrilin-1) forms a filamentous network, which is made up of two types of filaments, a collagen-dependent one and a collagen-independent one. In this study, we demonstrate that the collagen-independent CMP filaments are enriched in pericellular compartments, extending directly from chondrocyte membranes. Their morphology can be distinguished from that of collagen filaments by immunogold electron microscopy, and mimicked by that of self-assembled purified CMP. The assembly of CMP filaments can occur from transfection of a wild-type CMP transgene alone in skin fibroblasts, which do not produce endogenous CMP. Conversely, assembly of endogenous CMP filaments by chondrocytes can be inhibited specifically by dominant negative CMP transgenes. The two A domains within CMP serve essential but different functions during network formation. Deletion of the A2 domain converts the trimeric CMP into a mixture of monomers, dimers, and trimers, whereas deletion of the A1 domain does not affect the trimeric configuration. This suggests that the A2 domain modulates multimerization of CMP. Absence of either A domain from CMP abolishes its ability to form collagen-independent filaments. In particular, Asp22 in A1 and Asp255 in A2 are essential; double point mutation of these residues disrupts CMP network formation. These residues are part of the metal ion–dependent adhesion sites, thus a metal ion–dependent adhesion site–mediated adhesion mechanism may be applicable to matrilin assembly. Taken together, our data suggest that CMP is a bridging molecule that connects matrix components in cartilage to form an integrated matrix network.