Typical load profiles in the smart grid context – a clustering methods comparison

The present research paper presents five different clustering methods to identify typical load profiles of medium voltage (MV) electricity consumers. These methods are intended to be used in a smart grid environment to extract useful knowledge about customer’s behaviour. The obtained knowledge can be used to support a decision tool, not only for utilities but also for consumers. Load profiles can be used by the utilities to identify the aspects that cause system load peaks and enable the development of specific contracts with their customers. The framework presented throughout the paper consists in several steps, namely the pre-processing data phase, clustering algorithms application and the evaluation of the quality of the partition, which is supported by cluster validity indices. The process ends with the analysis of the discovered knowledge. To validate the proposed framework, a case study with a real database of 208 MV consumers is used.

Demand response programs definition supported by clustering and classification techniques

The growing importance and influence of new resources connected to the power systems has caused many changes in their operation. Environmental policies and several well know advantages have been made renewable based energy resources largely disseminated. These resources, including Distributed Generation (DG), are being connected to lower voltage levels where Demand Response (DR) must be considered too. These changes increase the complexity of the system operation due to both new operational constraints and amounts of data to be processed. Virtual Power Players (VPP) are entities able to manage these resources. Addressing these issues, this paper proposes a methodology to support VPP actions when these act as a Curtailment Service Provider (CSP) that provides DR capacity to a DR program declared by the Independent System Operator (ISO) or by the VPP itself. The amount of DR capacity that the CSP can assure is determined using data mining techniques applied to a database which is obtained for a large set of operation scenarios. The paper includes a case study based on 27,000 scenarios considering a diversity of distributed resources in a 33 bus distribution network.

Categorical data clustering using a minimum message length criterion

Research on cluster analysis for categorical data continues to develop, new clustering algorithms being proposed. However, in this context, the determination of the number of clusters is rarely addressed. We propose a new approach in which clustering and the estimation of the number of clusters is done simultaneously for categorical data. We assume that the data originate from a finite mixture of multinomial distributions and use a minimum message length criterion (MML) to select the number of clusters (Wallace and Bolton, 1986). For this purpose, we implement an EM-type algorithm (Silvestre et al., 2008) based on the (Figueiredo and Jain, 2002) approach. The novelty of the approach rests on the integration of the model estimation and selection of the number of clusters in a single algorithm, rather than selecting this number based on a set of pre-estimated candidate models. The performance of our approach is compared with the use of Bayesian Information Criterion (BIC) (Schwarz, 1978) and Integrated Completed Likelihood (ICL) (Biernacki et al., 2000) using synthetic data. The obtained results illustrate the capacity of the proposed algorithm to attain the true number of cluster while outperforming BIC and ICL since it is faster, which is especially relevant when dealing with large data sets.

Paired indices for clustering evaluation correction for agreement by chance

In the present paper we focus on the performance of clustering algorithms using indices of paired agreement to measure the accordance between clusters and an a priori known structure. We specifically propose a method to correct all indices considered for agreement by chance - the adjusted indices are meant to provide a realistic measure of clustering performance. The proposed method enables the correction of virtually any index - overcoming previous limitations known in the literature - and provides very precise results. We use simulated datasets under diverse scenarios and discuss the pertinence of our proposal which is particularly relevant when poorly separated clusters are considered. Finally we compare the performance of EM and KMeans algorithms, within each of the simulated scenarios and generally conclude that EM generally yields best results.

Clustering de dados biomédicos com algoritmos baseados em critérios entrópicos

A procura de padrões nos dados de modo a formar grupos é conhecida como aglomeração de dados ou clustering, sendo uma das tarefas mais realizadas em mineração de dados e reconhecimento de padrões. Nesta dissertação é abordado o conceito de entropia e são usados algoritmos com critérios entrópicos para fazer clustering em dados biomédicos. O uso da entropia para efetuar clustering é relativamente recente e surge numa tentativa da utilização da capacidade que a entropia possui de extrair da distribuição dos dados informação de ordem superior, para usá-la como o critério na formação de grupos (clusters) ou então para complementar/melhorar algoritmos existentes, numa busca de obtenção de melhores resultados. Alguns trabalhos envolvendo o uso de algoritmos baseados em critérios entrópicos demonstraram resultados positivos na análise de dados reais. Neste trabalho, exploraram-se alguns algoritmos baseados em critérios entrópicos e a sua aplicabilidade a dados biomédicos, numa tentativa de avaliar a adequação destes algoritmos a este tipo de dados. Os resultados dos algoritmos testados são comparados com os obtidos por outros algoritmos mais “convencionais" como o k-médias, os algoritmos de spectral clustering e um algoritmo baseado em densidade.

Comparing clustering solutions: the use of adjusted paired indices

In the present paper we compare clustering solutions using indices of paired agreement. We propose a new method - IADJUST - to correct indices of paired agreement, excluding agreement by chance. This new method overcomes previous limitations known in the literature as it permits the correction of any index. We illustrate its use in external clustering validation, to measure the accordance between clusters and an a priori known structure. The adjusted indices are intended to provide a realistic measure of clustering performance that excludes agreement by chance with ground truth. We use simulated data sets, under a range of scenarios - considering diverse numbers of clusters, clusters overlaps and balances - to discuss the pertinence and the precision of our proposal. Precision is established based on comparisons with the analytical approach for correction specific indices that can be corrected in this way are used for this purpose. The pertinence of the proposed correction is discussed when making a detailed comparison between the performance of two classical clustering approaches, namely Expectation-Maximization (EM) and K-Means (KM) algorithms. Eight indices of paired agreement are studied and new corrected indices are obtained.

An intelligent clustering scheme for distributed intrusion detection in vehicular cloud computing

In recent years, vehicular cloud computing (VCC) has emerged as a new technology which is being used in wide range of applications in the area of multimedia-based healthcare applications. In VCC, vehicles act as the intelligent machines which can be used to collect and transfer the healthcare data to the local, or global sites for storage, and computation purposes, as vehicles are having comparatively limited storage and computation power for handling the multimedia files. However, due to the dynamic changes in topology, and lack of centralized monitoring points, this information can be altered, or misused. These security breaches can result in disastrous consequences such as-loss of life or financial frauds. Therefore, to address these issues, a learning automata-assisted distributive intrusion detection system is designed based on clustering. Although there exist a number of applications where the proposed scheme can be applied but, we have taken multimedia-based healthcare application for illustration of the proposed scheme. In the proposed scheme, learning automata (LA) are assumed to be stationed on the vehicles which take clustering decisions intelligently and select one of the members of the group as a cluster-head. The cluster-heads then assist in efficient storage and dissemination of information through a cloud-based infrastructure. To secure the proposed scheme from malicious activities, standard cryptographic technique is used in which the auotmaton learns from the environment and takes adaptive decisions for identification of any malicious activity in the network. A reward and penalty is given by the stochastic environment where an automaton performs its actions so that it updates its action probability vector after getting the reinforcement signal from the environment. The proposed scheme was evaluated using extensive simulations on ns-2 with SUMO. The results obtained indicate that the proposed scheme yields an improvement of 10 % in detection rate of malicious nodes when compared with the existing schemes.

Exploraty Multivariate Statistical Methods Applied to Pharmaceutical Industry CRM Data

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação

Pair trading: Clustering based on principal component analysis

This study focuses on the implementation of several pair trading strategies across three emerging markets, with the objective of comparing the results obtained from the different strategies and assessing if pair trading benefits from a more volatile environment. The results show that, indeed, there are higher potential profits arising from emerging markets. However, the higher excess return will be partially offset by higher transaction costs, which will be a determinant factor to the profitability of pair trading strategies. Also, a new clustering approach based on the Principal Component Analysis was tested as an alternative to the more standard clustering by Industry Groups. The new clustering approach delivers promising results, consistently reducing volatility to a greater extent than the Industry Group approach, with no significant harm to the excess returns.

Segmentation and Clustering of Textual Sequences: a Typological Approach

The long term goal of this research is to develop a program able to produce an automatic segmentation and categorization of textual sequences into discourse types. In this preliminary contribution, we present the construction of an algorithm which takes a segmented text as input and attempts to produce a categorization of sequences, such as narrative, argumentative, descriptive and so on. Also, this work aims at investigating a possible convergence between the typological approach developed in particular in the field of text and discourse analysis in French by Adam (2008) and Bronckart (1997) and unsupervised statistical learning.

A Playful Glance at Hierarchical Questions for Two-Way Alternating Automata

Two-way alternating automata were introduced by Vardi in order to study the satisfiability problem for the modal μ-calculus extended with backwards modalities. In this paper, we present a very simple proof by way of Wadge games of the strictness of the hierarchy of Motowski indices of two-way alternating automata over trees.

Cognitive Behavior Therapy for Obsessive-Compulsive Behavior in Children with Autism Spectrum Disorder: A Comparison of Hierarchical Linear Modelling and Visual Analysis

Behavioral researchers commonly use single subject designs to evaluate the effects of a given treatment. Several different methods of data analysis are used, each with their own set of methodological strengths and limitations. Visual inspection is commonly used as a method of analyzing data which assesses the variability, level, and trend both within and between conditions (Cooper, Heron, & Heward, 2007). In an attempt to quantify treatment outcomes, researchers developed two methods for analysing data called Percentage of Non-overlapping Data Points (PND) and Percentage of Data Points Exceeding the Median (PEM). The purpose of the present study is to compare and contrast the use of Hierarchical Linear Modelling (HLM), PND and PEM in single subject research. The present study used 39 behaviours, across 17 participants to compare treatment outcomes of a group cognitive behavioural therapy program, using PND, PEM, and HLM on three response classes of Obsessive Compulsive Behaviour in children with Autism Spectrum Disorder. Findings suggest that PEM and HLM complement each other and both add invaluable information to the overall treatment results. Future research should consider using both PEM and HLM when analysing single subject designs, specifically grouped data with variability.

Assessing the Reproducibility of Clustering of Molecular Dynamics Conformations on Self-Organizing Maps

The goal of most clustering algorithms is to find the optimal number of clusters (i.e. fewest number of clusters). However, analysis of molecular conformations of biological macromolecules obtained from computer simulations may benefit from a larger array of clusters. The Self-Organizing Map (SOM) clustering method has the advantage of generating large numbers of clusters, but often gives ambiguous results. In this work, SOMs have been shown to be reproducible when the same conformational dataset is independently clustered multiple times (~100), with the help of the Cramérs V-index (C_v). The ability of C_v to determine which SOMs are reproduced is generalizable across different SOM source codes. The conformational ensembles produced from MD (molecular dynamics) and REMD (replica exchange molecular dynamics) simulations of the penta peptide Met-enkephalin (MET) and the 34 amino acid protein human Parathyroid Hormone (hPTH) were used to evaluate SOM reproducibility. The training length for the SOM has a huge impact on the reproducibility. Analysis of MET conformational data definitively determined that toroidal SOMs cluster data better than bordered maps due to the fact that toroidal maps do not have an edge effect. For the source code from MATLAB, it was determined that the learning rate function should be LINEAR with an initial learning rate factor of 0.05 and the SOM should be trained by a sequential algorithm. The trained SOMs can be used as a supervised classification for another dataset. The toroidal 10×10 hexagonal SOMs produced from the MATLAB program for hPTH conformational data produced three sets of reproducible clusters (27%, 15%, and 13% of 100 independent runs) which find similar partitionings to those of smaller 6×6 SOMs. The χ^2 values produced as part of the C_v calculation were used to locate clusters with identical conformational memberships on independently trained SOMs, even those with different dimensions. The χ^2 values could relate the different SOM partitionings to each other.

Annotation syntaxico-sémantique des actants en corpus spécialisé

L’annotation en rôles sémantiques est une tâche qui permet d’attribuer des étiquettes de rôles telles que Agent, Patient, Instrument, Lieu, Destination etc. aux différents participants actants ou circonstants (arguments ou adjoints) d’une lexie prédicative. Cette tâche nécessite des ressources lexicales riches ou des corpus importants contenant des phrases annotées manuellement par des linguistes sur lesquels peuvent s’appuyer certaines approches d’automatisation (statistiques ou apprentissage machine). Les travaux antérieurs dans ce domaine ont porté essentiellement sur la langue anglaise qui dispose de ressources riches, telles que PropBank, VerbNet et FrameNet, qui ont servi à alimenter les systèmes d’annotation automatisés. L’annotation dans d’autres langues, pour lesquelles on ne dispose pas d’un corpus annoté manuellement, repose souvent sur le FrameNet anglais. Une ressource telle que FrameNet de l’anglais est plus que nécessaire pour les systèmes d’annotation automatisé et l’annotation manuelle de milliers de phrases par des linguistes est une tâche fastidieuse et exigeante en temps. Nous avons proposé dans cette thèse un système automatique pour aider les linguistes dans cette tâche qui pourraient alors se limiter à la validation des annotations proposées par le système. Dans notre travail, nous ne considérons que les verbes qui sont plus susceptibles que les noms d’être accompagnés par des actants réalisés dans les phrases. Ces verbes concernent les termes de spécialité d’informatique et d’Internet (ex. accéder, configurer, naviguer, télécharger) dont la structure actancielle est enrichie manuellement par des rôles sémantiques. La structure actancielle des lexies verbales est décrite selon les principes de la Lexicologie Explicative et Combinatoire, LEC de Mel’čuk et fait appel partiellement (en ce qui concerne les rôles sémantiques) à la notion de Frame Element tel que décrit dans la théorie Frame Semantics (FS) de Fillmore. Ces deux théories ont ceci de commun qu’elles mènent toutes les deux à la construction de dictionnaires différents de ceux issus des approches traditionnelles. Les lexies verbales d’informatique et d’Internet qui ont été annotées manuellement dans plusieurs contextes constituent notre corpus spécialisé. Notre système qui attribue automatiquement des rôles sémantiques aux actants est basé sur des règles ou classificateurs entraînés sur plus de 2300 contextes. Nous sommes limités à une liste de rôles restreinte car certains rôles dans notre corpus n’ont pas assez d’exemples annotés manuellement. Dans notre système, nous n’avons traité que les rôles Patient, Agent et Destination dont le nombre d’exemple est supérieur à 300. Nous avons crée une classe que nous avons nommé Autre où nous avons rassemblé les autres rôles dont le nombre d’exemples annotés est inférieur à 100. Nous avons subdivisé la tâche d’annotation en sous-tâches : identifier les participants actants et circonstants et attribuer des rôles sémantiques uniquement aux actants qui contribuent au sens de la lexie verbale. Nous avons soumis les phrases de notre corpus à l’analyseur syntaxique Syntex afin d’extraire les informations syntaxiques qui décrivent les différents participants d’une lexie verbale dans une phrase. Ces informations ont servi de traits (features) dans notre modèle d’apprentissage. Nous avons proposé deux techniques pour l’identification des participants : une technique à base de règles où nous avons extrait une trentaine de règles et une autre technique basée sur l’apprentissage machine. Ces mêmes techniques ont été utilisées pour la tâche de distinguer les actants des circonstants. Nous avons proposé pour la tâche d’attribuer des rôles sémantiques aux actants, une méthode de partitionnement (clustering) semi supervisé des instances que nous avons comparée à la méthode de classification de rôles sémantiques. Nous avons utilisé CHAMÉLÉON, un algorithme hiérarchique ascendant.

Clustering algorithms and shape factor methods to discriminate among small GTPase phenotypes using DIC image analysis.

Naïvement perçu, le processus d’évolution est une succession d’événements de duplication et de mutations graduelles dans le génome qui mènent à des changements dans les fonctions et les interactions du protéome. La famille des hydrolases de guanosine triphosphate (GTPases) similaire à Ras constitue un bon modèle de travail afin de comprendre ce phénomène fondamental, car cette famille de protéines contient un nombre limité d’éléments qui diffèrent en fonctionnalité et en interactions. Globalement, nous désirons comprendre comment les mutations singulières au niveau des GTPases affectent la morphologie des cellules ainsi que leur degré d’impact sur les populations asynchrones. Mon travail de maîtrise vise à classifier de manière significative différents phénotypes de la levure Saccaromyces cerevisiae via l’analyse de plusieurs critères morphologiques de souches exprimant des GTPases mutées et natives. Notre approche à base de microscopie et d’analyses bioinformatique des images DIC (microscopie d’interférence différentielle de contraste) permet de distinguer les phénotypes propres aux cellules natives et aux mutants. L’emploi de cette méthode a permis une détection automatisée et une caractérisation des phénotypes mutants associés à la sur-expression de GTPases constitutivement actives. Les mutants de GTPases constitutivement actifs Cdc42 Q61L, Rho5 Q91H, Ras1 Q68L et Rsr1 G12V ont été analysés avec succès. En effet, l’implémentation de différents algorithmes de partitionnement, permet d’analyser des données qui combinent les mesures morphologiques de population native et mutantes. Nos résultats démontrent que l’algorithme Fuzzy C-Means performe un partitionnement efficace des cellules natives ou mutantes, où les différents types de cellules sont classifiés en fonction de plusieurs facteurs de formes cellulaires obtenus à partir des images DIC. Cette analyse démontre que les mutations Cdc42 Q61L, Rho5 Q91H, Ras1 Q68L et Rsr1 G12V induisent respectivement des phénotypes amorphe, allongé, rond et large qui sont représentés par des vecteurs de facteurs de forme distincts. Ces distinctions sont observées avec différentes proportions (morphologie mutante / morphologie native) dans les populations de mutants. Le développement de nouvelles méthodes automatisées d’analyse morphologique des cellules natives et mutantes s’avère extrêmement utile pour l’étude de la famille des GTPases ainsi que des résidus spécifiques qui dictent leurs fonctions et réseau d’interaction. Nous pouvons maintenant envisager de produire des mutants de GTPases qui inversent leur fonction en ciblant des résidus divergents. La substitution fonctionnelle est ensuite détectée au niveau morphologique grâce à notre nouvelle stratégie quantitative. Ce type d’analyse peut également être transposé à d’autres familles de protéines et contribuer de manière significative au domaine de la biologie évolutive.