The daily and hourly energy consumption and load forecasting using artifitial neural network method: a case study using a set of 93 households in Portugal

It is important to understand and forecast a typical or a particularly household daily consumption in order to design and size suitable renewable energy systems and energy storage. In this research for Short Term Load Forecasting (STLF) it has been used Artificial Neural Networks (ANN) and, despite the consumption unpredictability, it has been shown the possibility to forecast the electricity consumption of a household with certainty. The ANNs are recognized to be a potential methodology for modeling hourly and daily energy consumption and load forecasting. Input variables such as apartment area, numbers of occupants, electrical appliance consumption and Boolean inputs as hourly meter system were considered. Furthermore, the investigation carried out aims to define an ANN architecture and a training algorithm in order to achieve a robust model to be used in forecasting energy consumption in a typical household. It was observed that a feed-forward ANN and the Levenberg-Marquardt algorithm provided a good performance. For this research it was used a database with consumption records, logged in 93 real households, in Lisbon, Portugal, between February 2000 and July 2001, including both weekdays and weekend. The results show that the ANN approach provides a reliable model for forecasting household electric energy consumption and load profile. © 2014 The Author.

Metalearner based on Dynamic Neural Network for Strategic Bidding in electricity Markets

The restructuring of electricity markets, conducted to increase the competition in this sector, and decrease the electricity prices, brought with it an enormous increase in the complexity of the considered mechanisms. The electricity market became a complex and unpredictable environment, involving a large number of different entities, playing in a dynamic scene to obtain the best advantages and profits. Software tools became, therefore, essential to provide simulation and decision support capabilities, in order to potentiate the involved players’ actions. This paper presents the development of a metalearner, applied to the decision support of electricity markets’ negotiation entities. The proposed metalearner executes a dynamic artificial neural network to create its own output, taking advantage on several learning algorithms implemented in ALBidS, an adaptive learning system that provides decision support to electricity markets’ players. The proposed metalearner considers different weights for each strategy, depending on its individual quality of performance. The results of the proposed method are studied and analyzed in scenarios based on real electricity markets’ data, using MASCEM - a multi-agent electricity market simulator that simulates market players’ operation in the market.

Abstract computation in schizophrenia detection through artificial neural network based systems

Schizophrenia stands for a long-lasting state of mental uncertainty that may bring to an end the relation among behavior, thought, and emotion; that is, it may lead to unreliable perception, not suitable actions and feelings, and a sense of mental fragmentation. Indeed, its diagnosis is done over a large period of time; continuos signs of the disturbance persist for at least 6 (six) months. Once detected, the psychiatrist diagnosis is made through the clinical interview and a series of psychic tests, addressed mainly to avoid the diagnosis of other mental states or diseases. Undeniably, the main problem with identifying schizophrenia is the difficulty to distinguish its symptoms from those associated to different untidiness or roles. Therefore, this work will focus on the development of a diagnostic support system, in terms of its knowledge representation and reasoning procedures, based on a blended of Logic Programming and Artificial Neural Networks approaches to computing, taking advantage of a novel approach to knowledge representation and reasoning, which aims to solve the problems associated in the handling (i.e., to stand for and reason) of defective information.

Thrombophilia screening: An artificial neural network approach

Thrombotic disorders have severe consequences for the patients and for the society in general, being one of the main causes of death. These facts reveal that it is extremely important to be preventive; being aware of how probable is to have that kind of syndrome. Indeed, this work will focus on the development of a decision support system that will cater for an individual risk evaluation with respect to the surge of thrombotic complaints. The Knowledge Representation and Reasoning procedures used will be based on an extension to the Logic Programming language, allowing the handling of incomplete and/or default data. The computational framework in place will be centered on Artificial Neural Networks.

A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates

This paper proposes a bootstrap artificial neural network based panel unit root test in a dynamic heterogeneous panel context. An application to a panel of bilateral real exchange rate series with the US Dollar from the 20 major OECD countries is provided to investigate the Purchase Power Parity (PPP). The combination of neural network and bootstrapping significantly changes the findings of the economic study in favour of PPP.

Distinction of males of the Lutzomyia intermedia (Lutz & Neiva, 1912) species complex by ratios between dimensions and by an artificial neural network (Diptera: Psychodidae, Phlebotominae)

The females of the two species of the Lutzomyia intermedia complex can be easily distinguished, but the males of each species are quite similar. The ratios between the extra-genital and the genital structures of L. neivai are larger than those of L. intermedia s. s., according to ANOVA. An artificial neural network was trained with a set of 300 examples, randomly taken from a sample of 358 individuals. The input vectors consisted of several ratios between some structures of each insect. The model was tested on the remaining 58 insects, 56 of which (96.6%) were correctly identified. This ratio of success can be considered remarkable if one takes into account the difficulty of attaining comparable results using traditional statistical techniques.

Artificial neural network study of whole-cell bacterial bioreporter response determined using fluorescence flow cytometry.

Genetically engineered bioreporters are an excellent complement to traditional methods of chemical analysis. The application of fluorescence flow cytometry to detection of bioreporter response enables rapid and efficient characterization of bacterial bioreporter population response on a single-cell basis. In the present study, intrapopulation response variability was used to obtain higher analytical sensitivity and precision. We have analyzed flow cytometric data for an arsenic-sensitive bacterial bioreporter using an artificial neural network-based adaptive clustering approach (a single-layer perceptron model). Results for this approach are far superior to other methods that we have applied to this fluorescent bioreporter (e.g., the arsenic detection limit is 0.01 microM, substantially lower than for other detection methods/algorithms). The approach is highly efficient computationally and can be implemented on a real-time basis, thus having potential for future development of high-throughput screening applications.

Volatility smile extrapolation with an artificial neural network

I use a multi-layer feedforward perceptron, with backpropagation learning implemented via stochastic gradient descent, to extrapolate the volatility smile of Euribor derivatives over low-strikes by training the network on parametric prices.

Wavelet analysis residual kriging vs. neural network residual kriging

This paper deals with the problem of spatial data mapping. A new method based on wavelet interpolation and geostatistical prediction (kriging) is proposed. The method - wavelet analysis residual kriging (WARK) - is developed in order to assess the problems rising for highly variable data in presence of spatial trends. In these cases stationary prediction models have very limited application. Wavelet analysis is used to model large-scale structures and kriging of the remaining residuals focuses on small-scale peculiarities. WARK is able to model spatial pattern which features multiscale structure. In the present work WARK is applied to the rainfall data and the results of validation are compared with the ones obtained from neural network residual kriging (NNRK). NNRK is also a residual-based method, which uses artificial neural network to model large-scale non-linear trends. The comparison of the results demonstrates the high quality performance of WARK in predicting hot spots, reproducing global statistical characteristics of the distribution and spatial correlation structure.

Improving generalized regression analysis for the spatial prediction of forest communities

Aim This study used data from temperate forest communities to assess: (1) five different stepwise selection methods with generalized additive models, (2) the effect of weighting absences to ensure a prevalence of 0.5, (3) the effect of limiting absences beyond the environmental envelope defined by presences, (4) four different methods for incorporating spatial autocorrelation, and (5) the effect of integrating an interaction factor defined by a regression tree on the residuals of an initial environmental model. Location State of Vaud, western Switzerland. Methods Generalized additive models (GAMs) were fitted using the grasp package (generalized regression analysis and spatial predictions, http://www.cscf.ch/grasp). Results Model selection based on cross-validation appeared to be the best compromise between model stability and performance (parsimony) among the five methods tested. Weighting absences returned models that perform better than models fitted with the original sample prevalence. This appeared to be mainly due to the impact of very low prevalence values on evaluation statistics. Removing zeroes beyond the range of presences on main environmental gradients changed the set of selected predictors, and potentially their response curve shape. Moreover, removing zeroes slightly improved model performance and stability when compared with the baseline model on the same data set. Incorporating a spatial trend predictor improved model performance and stability significantly. Even better models were obtained when including local spatial autocorrelation. A novel approach to include interactions proved to be an efficient way to account for interactions between all predictors at once. Main conclusions Models and spatial predictions of 18 forest communities were significantly improved by using either: (1) cross-validation as a model selection method, (2) weighted absences, (3) limited absences, (4) predictors accounting for spatial autocorrelation, or (5) a factor variable accounting for interactions between all predictors. The final choice of model strategy should depend on the nature of the available data and the specific study aims. Statistical evaluation is useful in searching for the best modelling practice. However, one should not neglect to consider the shapes and interpretability of response curves, as well as the resulting spatial predictions in the final assessment.

Hierarchical neural network with high storage capacity

A recent method used to optimize biased neural networks with low levels of activity is applied to a hierarchical model. As a consequence, the performance of the system is strongly enhanced. The steps to achieve optimization are analyzed in detail.

Development and evaluation of neural network models to estimate daily solar radiation at Córdoba, Argentina

The objective of this work was to develop neural network models of backpropagation type to estimate solar radiation based on extraterrestrial radiation data, daily temperature range, precipitation, cloudiness and relative sunshine duration. Data from Córdoba, Argentina, were used for development and validation. The behaviour and adjustment between values observed and estimates obtained by neural networks for different combinations of input were assessed. These estimations showed root mean square error between 3.15 and 3.88 MJ m-2 d-1 . The latter corresponds to the model that calculates radiation using only precipitation and daily temperature range. In all models, results show good adjustment to seasonal solar radiation. These results allow inferring the adequate performance and pertinence of this methodology to estimate complex phenomena, such as solar radiation.

Spatial prediction of monthly wind speeds in complex terrain with adaptive general regression neural networks

This paper presents the general regression neural networks (GRNN) as a nonlinear regression method for the interpolation of monthly wind speeds in complex Alpine orography. GRNN is trained using data coming from Swiss meteorological networks to learn the statistical relationship between topographic features and wind speed. The terrain convexity, slope and exposure are considered by extracting features from the digital elevation model at different spatial scales using specialised convolution filters. A database of gridded monthly wind speeds is then constructed by applying GRNN in prediction mode during the period 1968-2008. This study demonstrates that using topographic features as inputs in GRNN significantly reduces cross-validation errors with respect to low-dimensional models integrating only geographical coordinates and terrain height for the interpolation of wind speed. The spatial predictability of wind speed is found to be lower in summer than in winter due to more complex and weaker wind-topography relationships. The relevance of these relationships is studied using an adaptive version of the GRNN algorithm which allows to select the useful terrain features by eliminating the noisy ones. This research provides a framework for extending the low-dimensional interpolation models to high-dimensional spaces by integrating additional features accounting for the topographic conditions at multiple spatial scales. Copyright (c) 2012 Royal Meteorological Society.

Application of Neural Network Methods in the Prediction of Stock Markets

The purpose of the research is to define practical profit which can be achieved using neural network methods as a prediction instrument. The thesis investigates the ability of neural networks to forecast future events. This capability is checked on the example of price prediction during intraday trading on stock market. The executed experiments show predictions of average 1, 2, 5 and 10 minutes’ prices based on data of one day and made by two different types of forecasting systems. These systems are based on the recurrent neural networks and back propagation neural nets. The precision of the predictions is controlled by the absolute error and the error of market direction. The economical effectiveness is estimated by a special trading system. In conclusion, the best structures of neural nets are tested with data of 31 days’ interval. The best results of the average percent of profit from one transaction (buying + selling) are 0.06668654, 0.188299453, 0.349854787 and 0.453178626, they were achieved for prediction periods 1, 2, 5 and 10 minutes. The investigation can be interesting for the investors who have access to a fast information channel with a possibility of every-minute data refreshment.