Wind power forecasts using Gaussian processes and numerical weather prediction

Since wind at the earth's surface has an intrinsically complex and stochastic nature, accurate wind power forecasts are necessary for the safe and economic use of wind energy. In this paper, we investigated a combination of numeric and probabilistic models: a Gaussian process (GP) combined with a numerical weather prediction (NWP) model was applied to wind-power forecasting up to one day ahead. First, the wind-speed data from NWP was corrected by a GP, then, as there is always a defined limit on power generated in a wind turbine due to the turbine controlling strategy, wind power forecasts were realized by modeling the relationship between the corrected wind speed and power output using a censored GP. To validate the proposed approach, three real-world datasets were used for model training and testing. The empirical results were compared with several classical wind forecast models, and based on the mean absolute error (MAE), the proposed model provides around 9% to 14% improvement in forecasting accuracy compared to an artificial neural network (ANN) model, and nearly 17% improvement on a third dataset which is from a newly-built wind farm for which there is a limited amount of training data. © 2013 IEEE.

Predicting delay reductions from freeway traffic diversion for incident management

Traffic incidents are a major source of traffic congestion on freeways. Freeway traffic diversion using pre-planned alternate routes has been used as a strategy to reduce traffic delays due to major traffic incidents. However, it is not always beneficial to divert traffic when an incident occurs. Route diversion may adversely impact traffic on the alternate routes and may not result in an overall benefit. This dissertation research attempts to apply Artificial Neural Network (ANN) and Support Vector Regression (SVR) techniques to predict the percent of delay reduction from route diversion to help determine whether traffic should be diverted under given conditions. The DYNASMART-P mesoscopic traffic simulation model was applied to generate simulated data that were used to develop the ANN and SVR models. A sample network that comes with the DYNASMART-P package was used as the base simulation network. A combination of different levels of incident duration, capacity lost, percent of drivers diverted, VMS (variable message sign) messaging duration, and network congestion was simulated to represent different incident scenarios. The resulting percent of delay reduction, average speed, and queue length from each scenario were extracted from the simulation output. The ANN and SVR models were then calibrated for percent of delay reduction as a function of all of the simulated input and output variables. The results show that both the calibrated ANN and SVR models, when applied to the same location used to generate the calibration data, were able to predict delay reduction with a relatively high accuracy in terms of mean square error (MSE) and regression correlation. It was also found that the performance of the ANN model was superior to that of the SVR model. Likewise, when the models were applied to a new location, only the ANN model could produce comparatively good delay reduction predictions under high network congestion level.

A study of stock market fluctuations and their relation to business conditions

Most research on stock prices is based on the present value model or the more general consumption-based model. When applied to real economic data, both of them are found unable to account for both the stock price level and its volatility. Three essays here attempt to both build a more realistic model, and to check whether there is still room for bubbles in explaining fluctuations in stock prices. In the second chapter, several innovations are simultaneously incorporated into the traditional present value model in order to produce more accurate model-based fundamental prices. These innovations comprise replacing with broad dividends the more narrow traditional dividends that are more commonly used, a nonlinear artificial neural network (ANN) forecasting procedure for these broad dividends instead of the more common linear forecasting models for narrow traditional dividends, and a stochastic discount rate in place of the constant discount rate. Empirical results show that the model described above predicts fundamental prices better, compared with alternative models using linear forecasting process, narrow dividends, or a constant discount factor. Nonetheless, actual prices are still largely detached from fundamental prices. The bubblelike deviations are found to coincide with business cycles. The third chapter examines possible cointegration of stock prices with fundamentals and non-fundamentals. The output gap is introduced to form the nonfundamental part of stock prices. I use a trivariate Vector Autoregression (TVAR) model and a single equation model to run cointegration tests between these three variables. Neither of the cointegration tests shows strong evidence of explosive behavior in the DJIA and S&P 500 data. Then, I applied a sup augmented Dickey-Fuller test to check for the existence of periodically collapsing bubbles in stock prices. Such bubbles are found in S&P data during the late 1990s. Employing econometric tests from the third chapter, I continue in the fourth chapter to examine whether bubbles exist in stock prices of conventional economic sectors on the New York Stock Exchange. The ‘old economy’ as a whole is not found to have bubbles. But, periodically collapsing bubbles are found in Material and Telecommunication Services sectors, and the Real Estate industry group.

Automated detection of hematological abnormalities through classification of flow cytometric data patterns

Flow Cytometry analyzers have become trusted companions due to their ability to perform fast and accurate analyses of human blood. The aim of these analyses is to determine the possible existence of abnormalities in the blood that have been correlated with serious disease states, such as infectious mononucleosis, leukemia, and various cancers. Though these analyzers provide important feedback, it is always desired to improve the accuracy of the results. This is evidenced by the occurrences of misclassifications reported by some users of these devices. It is advantageous to provide a pattern interpretation framework that is able to provide better classification ability than is currently available. Toward this end, the purpose of this dissertation was to establish a feature extraction and pattern classification framework capable of providing improved accuracy for detecting specific hematological abnormalities in flow cytometric blood data. ^ This involved extracting a unique and powerful set of shift-invariant statistical features from the multi-dimensional flow cytometry data and then using these features as inputs to a pattern classification engine composed of an artificial neural network (ANN). The contribution of this method consisted of developing a descriptor matrix that can be used to reliably assess if a donor’s blood pattern exhibits a clinically abnormal level of variant lymphocytes, which are blood cells that are potentially indicative of disorders such as leukemia and infectious mononucleosis. ^ This study showed that the set of shift-and-rotation-invariant statistical features extracted from the eigensystem of the flow cytometric data pattern performs better than other commonly-used features in this type of disease detection, exhibiting an accuracy of 80.7%, a sensitivity of 72.3%, and a specificity of 89.2%. This performance represents a major improvement for this type of hematological classifier, which has historically been plagued by poor performance, with accuracies as low as 60% in some cases. This research ultimately shows that an improved feature space was developed that can deliver improved performance for the detection of variant lymphocytes in human blood, thus providing significant utility in the realm of suspect flagging algorithms for the detection of blood-related diseases.^

A Study of Stock Market Fluctuations and their Relations to Business Conditions

Most research on stock prices is based on the present value model or the more general consumption-based model. When applied to real economic data, both of them are found unable to account for both the stock price level and its volatility. Three essays here attempt to both build a more realistic model, and to check whether there is still room for bubbles in explaining fluctuations in stock prices. In the second chapter, several innovations are simultaneously incorporated into the traditional present value model in order to produce more accurate model-based fundamental prices. These innovations comprise replacing with broad dividends the more narrow traditional dividends that are more commonly used, a nonlinear artificial neural network (ANN) forecasting procedure for these broad dividends instead of the more common linear forecasting models for narrow traditional dividends, and a stochastic discount rate in place of the constant discount rate. Empirical results show that the model described above predicts fundamental prices better, compared with alternative models using linear forecasting process, narrow dividends, or a constant discount factor. Nonetheless, actual prices are still largely detached from fundamental prices. The bubble-like deviations are found to coincide with business cycles. The third chapter examines possible cointegration of stock prices with fundamentals and non-fundamentals. The output gap is introduced to form the non-fundamental part of stock prices. I use a trivariate Vector Autoregression (TVAR) model and a single equation model to run cointegration tests between these three variables. Neither of the cointegration tests shows strong evidence of explosive behavior in the DJIA and S&P 500 data. Then, I applied a sup augmented Dickey-Fuller test to check for the existence of periodically collapsing bubbles in stock prices. Such bubbles are found in S&P data during the late 1990s. Employing econometric tests from the third chapter, I continue in the fourth chapter to examine whether bubbles exist in stock prices of conventional economic sectors on the New York Stock Exchange. The ‘old economy’ as a whole is not found to have bubbles. But, periodically collapsing bubbles are found in Material and Telecommunication Services sectors, and the Real Estate industry group.

Predicting delay reductions from freeway traffic diversion for incident management

Traffic incidents are a major source of traffic congestion on freeways. Freeway traffic diversion using pre-planned alternate routes has been used as a strategy to reduce traffic delays due to major traffic incidents. However, it is not always beneficial to divert traffic when an incident occurs. Route diversion may adversely impact traffic on the alternate routes and may not result in an overall benefit. This dissertation research attempts to apply Artificial Neural Network (ANN) and Support Vector Regression (SVR) techniques to predict the percent of delay reduction from route diversion to help determine whether traffic should be diverted under given conditions. The DYNASMART-P mesoscopic traffic simulation model was applied to generate simulated data that were used to develop the ANN and SVR models. A sample network that comes with the DYNASMART-P package was used as the base simulation network. A combination of different levels of incident duration, capacity lost, percent of drivers diverted, VMS (variable message sign) messaging duration, and network congestion was simulated to represent different incident scenarios. The resulting percent of delay reduction, average speed, and queue length from each scenario were extracted from the simulation output. The ANN and SVR models were then calibrated for percent of delay reduction as a function of all of the simulated input and output variables. The results show that both the calibrated ANN and SVR models, when applied to the same location used to generate the calibration data, were able to predict delay reduction with a relatively high accuracy in terms of mean square error (MSE) and regression correlation. It was also found that the performance of the ANN model was superior to that of the SVR model. Likewise, when the models were applied to a new location, only the ANN model could produce comparatively good delay reduction predictions under high network congestion level.

Database of the GLAMAP project

A uniform chronology for foraminifera-based sea surface temperature records has been established in more than 120 sediment cores obtained from the equatorial and eastern Atlantic up to the Arctic Ocean. The chronostratigraphy of the last 30,000 years is mainly based on published d18O records and 14C ages from accelerator mass spectrometry, converted into calendar-year ages. The high-precision age control provides the database necessary for the uniform reconstruction of the climate interval of the Last Glacial Maximum within the GLAMAP-2000 project.

Modelagem do comportamento à fadiga de compósitos de fibra de vidro a partir de um modelo misto de RNA

This work consists basically in the elaboration of an Artificial Neural Network (ANN) in order to model the composites materials’ behavior when submitted to fatigue loadings. The proposal is to develop and present a mixed model, which associate an analytical equation (Adam Equation) to the structure of the ANN. Given that the composites often shows a similar behavior when subject to float loadings, this equation aims to establish a pre-defined comparison pattern for a generic material, so that the ANN fit the behavior of another composite material to that pattern. In this way, the ANN did not need to fully learn the behavior of a determined material, because the Adam Equation would do the big part of the job. This model was used in two different network architectures, modular and perceptron, with the aim of analyze it efficiency in distinct structures. Beyond the different architectures, it was analyzed the answers generated from two sets of different data – with three and two SN curves. This model was also compared to the specialized literature results, which use a conventional structure of ANN. The results consist in analyze and compare some characteristics like generalization capacity, robustness and the Goodman Diagrams, developed by the networks.

Implementação de classificador de tarefas mentais baseado em EEG

BARBOSA, André F. ; SOUZA, Bryan C. ; PEREIRA JUNIOR, Antônio ; MEDEIROS, Adelardo A. D.de, . Implementação de Classificador de Tarefas Mentais Baseado em EEG. In: CONGRESSO BRASILEIRO DE REDES NEURAIS, 9., 2009, Ouro Preto, MG. Anais... Ouro Preto, MG, 2009

Water loss management strategies for developing countries

Diese Arbeit beschäftigt sich mit nicht in Rechnung stellbaren Wasserverlusten in städtischen Versorgungsnetzen in Entwicklungsländern. Es soll das Wissen über diese Verluste erweitert und aufgezeigt werden, ob diese auf ein ökonomisch vertretbares Maß reduziert werden können. Die vorliegende Doktorarbeit untersucht solche unberechneten Wasserverluste und versucht, neben der Quantifizierung von Leckagen auch Entscheidungswerkzeuge für ein verbessertes Management der Versorgungsnetze in Entwicklungsländern zu erarbeiten. Als Fallstudie dient Harare, die Hauptstadt von Simbabwe. Wasserverluste in Verteilungsnetzen sind unvermeidbar, sollten aber auf ein ökonomisch tragbares Niveau reduziert werden, wenn ein nachhaltiger Betrieb erreicht werden soll. Wasserverluste können sowohl durch illegale und ungenehmigte Anschlüsse oder durch Undichtigkeiten im Verteilnetz, als auch durch mangelhafte Mess- und Berechnungssysteme entstehen. Es sind bereits viele Ansätze zur Verringerung von Verlusten in Wasserverteilsystemen bekannt geworden, entsprechend existieren dazu auch zahlreiche Methoden und Werkzeuge. Diese reichen von computergestützten Verfahren über gesetzliche und politische Vorgaben sowie ökonomische Berechnungen bis hin zu Maßnahmen der Modernisierung der Infrastruktur. Der Erfolg dieser Anstrengungen ist abhängig von der Umsetzbarkeit und dem Umfeld, in dem diese Maßnahmen durchgeführt werden. Die Bewertung der Arbeitsgüte einer jeden Wasserversorgungseinheit basiert auf der Effektivität des jeweiligen Verteilungssystems. Leistungs- und Bewertungszahlen sind die meist genutzten Ansätze, um Wasserverteilsysteme und ihre Effizienz einzustufen. Weltweit haben sich zur Bewertung als Indikatoren die finanzielle und die technische Leistungsfähigkeit durchgesetzt. Die eigene Untersuchung zeigt, dass diese Indikatoren in vielen Wasserversorgungssystemen der Entwicklungsländer nicht zur Einführung von Verlust reduzierenden Managementstrategien geführt haben. Viele durchgeführte Studien über die Einführung von Maßnahmen zur Verlustreduzierung beachten nur das gesamte nicht in Rechnung stellbare Wasser, ohne aber den Anteil der Leckagen an der Gesamthöhe zu bestimmen. Damit ist keine Aussage über die tatsächliche Zuordnung der Verluste möglich. Aus diesem Grund ist ein Bewertungsinstrument notwendig, mit dem die Verluste den verschiedenen Ursachen zugeordnet werden können. Ein solches Rechenwerkzeug ist das South African Night Flow Analysis Model (SANFLOW) der südafrikanischen Wasser-Forschungskommission, das Untersuchungen von Wasserdurchfluss und Anlagendruck in einzelnen Verteilbezirken ermöglicht. In der vorliegenden Arbeit konnte nachgewiesen werden, dass das SANFLOW-Modell gut zur Bestimmung des Leckageanteiles verwendet werden kann. Daraus kann gefolgert werden, dass dieses Modell ein geeignetes und gut anpassbares Analysewerkzeug für Entwicklungsländer ist. Solche computergestützte Berechnungsansätze können zur Bestimmung von Leckagen in Wasserverteilungsnetzen eingesetzt werden. Eine weitere Möglichkeit ist der Einsatz von Künstlichen Neuronalen Netzen (Artificial Neural Network – ANN), die trainiert und dann zur Vorhersage der dynamischen Verhältnisse in Wasserversorgungssystemen genutzt werden können. Diese Werte können mit der Wassernachfrage eines definierten Bezirks verglichen werden. Zur Untersuchung wurde ein Mehrschichtiges Künstliches Neuronales Netz mit Fehlerrückführung zur Modellierung des Wasserflusses in einem überwachten Abschnitt eingesetzt. Zur Bestimmung des Wasserbedarfes wurde ein MATLAB Algorithmus entwickelt. Aus der Differenz der aktuellen und des simulierten Wassernachfrage konnte die Leckagerate des Wasserversorgungssystems ermittelt werden. Es konnte gezeigt werden, dass mit dem angelernten Neuronalen Netzwerk eine Vorhersage des Wasserflusses mit einer Genauigkeit von 99% möglich ist. Daraus lässt sich die Eignung von ANNs als flexibler und wirkungsvoller Ansatz zur Leckagedetektion in der Wasserversorgung ableiten. Die Untersuchung zeigte weiterhin, dass im Versorgungsnetz von Harare 36 % des eingespeisten Wassers verloren geht. Davon wiederum sind 33 % auf Leckagen zurückzuführen. Umgerechnet bedeutet dies einen finanziellen Verlust von monatlich 1 Millionen Dollar, was 20 % der Gesamteinnahmen der Stadt entspricht. Der Stadtverwaltung von Harare wird daher empfohlen, aktiv an der Beseitigung der Leckagen zu arbeiten, da diese hohen Verluste den Versorgungsbetrieb negativ beeinflussen. Abschließend wird in der Arbeit ein integriertes Leckage-Managementsystem vorgeschlagen, das den Wasserversorgern eine Entscheidungshilfe bei zu ergreifenden Maßnahmen zur Instandhaltung des Verteilnetzes geben soll.

Implementação de classificador de tarefas mentais baseado em EEG

BARBOSA, André F. ; SOUZA, Bryan C. ; PEREIRA JUNIOR, Antônio ; MEDEIROS, Adelardo A. D.de, . Implementação de Classificador de Tarefas Mentais Baseado em EEG. In: CONGRESSO BRASILEIRO DE REDES NEURAIS, 9., 2009, Ouro Preto, MG. Anais... Ouro Preto, MG, 2009

Applied web traffic analysis for numerical encoding of SQL Injection attack features.

SQL Injection Attack (SQLIA) remains a technique used by a computer network intruder to pilfer an organisation’s confidential data. This is done by an intruder re-crafting web form’s input and query strings used in web requests with malicious intent to compromise the security of an organisation’s confidential data stored at the back-end database. The database is the most valuable data source, and thus, intruders are unrelenting in constantly evolving new techniques to bypass the signature’s solutions currently provided in Web Application Firewalls (WAF) to mitigate SQLIA. There is therefore a need for an automated scalable methodology in the pre-processing of SQLIA features fit for a supervised learning model. However, obtaining a ready-made scalable dataset that is feature engineered with numerical attributes dataset items to train Artificial Neural Network (ANN) and Machine Leaning (ML) models is a known issue in applying artificial intelligence to effectively address ever evolving novel SQLIA signatures. This proposed approach applies numerical attributes encoding ontology to encode features (both legitimate web requests and SQLIA) to numerical data items as to extract scalable dataset for input to a supervised learning model in moving towards a ML SQLIA detection and prevention model. In numerical attributes encoding of features, the proposed model explores a hybrid of static and dynamic pattern matching by implementing a Non-Deterministic Finite Automaton (NFA). This combined with proxy and SQL parser Application Programming Interface (API) to intercept and parse web requests in transition to the back-end database. In developing a solution to address SQLIA, this model allows processed web requests at the proxy deemed to contain injected query string to be excluded from reaching the target back-end database. This paper is intended for evaluating the performance metrics of a dataset obtained by numerical encoding of features ontology in Microsoft Azure Machine Learning (MAML) studio using Two-Class Support Vector Machines (TCSVM) binary classifier. This methodology then forms the subject of the empirical evaluation.

Numerical encoding to tame SQL injection attacks.

Recent years have seen an astronomical rise in SQL Injection Attacks (SQLIAs) used to compromise the confidentiality, authentication and integrity of organisations’ databases. Intruders becoming smarter in obfuscating web requests to evade detection combined with increasing volumes of web traffic from the Internet of Things (IoT), cloud-hosted and on-premise business applications have made it evident that the existing approaches of mostly static signature lack the ability to cope with novel signatures. A SQLIA detection and prevention solution can be achieved through exploring an alternative bio-inspired supervised learning approach that uses input of labelled dataset of numerical attributes in classifying true positives and negatives. We present in this paper a Numerical Encoding to Tame SQLIA (NETSQLIA) that implements a proof of concept for scalable numerical encoding of features to a dataset attributes with labelled class obtained from deep web traffic analysis. In the numerical attributes encoding: the model leverages proxy in the interception and decryption of web traffic. The intercepted web requests are then assembled for front-end SQL parsing and pattern matching by applying traditional Non-Deterministic Finite Automaton (NFA). This paper is intended for a technique of numerical attributes extraction of any size primed as an input dataset to an Artificial Neural Network (ANN) and statistical Machine Learning (ML) algorithms implemented using Two-Class Averaged Perceptron (TCAP) and Two-Class Logistic Regression (TCLR) respectively. This methodology then forms the subject of the empirical evaluation of the suitability of this model in the accurate classification of both legitimate web requests and SQLIA payloads.

Um sistema para a inferência de variáveis usando redes neurais artificiais

This work aims to obtain a low-cost virtual sensor to estimate the quality of LPG. For the acquisition of data from a distillation tower, software HYSYS ® was used to simulate chemical processes. These data will be used for training and validation of an Artificial Neural Network (ANN). This network will aim to estimate from available simulated variables such as temperature, pressure and discharge flow of a distillation tower, the mole fraction of pentane present in LPG. Thus, allowing a better control of product quality

Voltage and Temperature Aware Statistical Leakage Analysis Framework Using Artificial Neural Networks

Artificial neural networks (ANNs) have shown great promise in modeling circuit parameters for computer aided design applications. Leakage currents, which depend on process parameters, supply voltage and temperature can be modeled accurately with ANNs. However, the complex nature of the ANN model, with the standard sigmoidal activation functions, does not allow analytical expressions for its mean and variance. We propose the use of a new activation function that allows us to derive an analytical expression for the mean and a semi-analytical expression for the variance of the ANN-based leakage model. To the best of our knowledge this is the first result in this direction. Our neural network model also includes the voltage and temperature as input parameters, thereby enabling voltage and temperature aware statistical leakage analysis (SLA). All existing SLA frameworks are closely tied to the exponential polynomial leakage model and hence fail to work with sophisticated ANN models. In this paper, we also set up an SLA framework that can efficiently work with these ANN models. Results show that the cumulative distribution function of leakage current of ISCAS'85 circuits can be predicted accurately with the error in mean and standard deviation, compared to Monte Carlo-based simulations, being less than 1% and 2% respectively across a range of voltage and temperature values.