A framework for electricity price spike analysis with advanced data mining methods

There are many techniques for electricity market price forecasting. However, most of them are designed for expected price analysis rather than price spike forecasting. An effective method of predicting the occurrence of spikes has not yet been observed in the literature so far. In this paper, a data mining based approach is presented to give a reliable forecast of the occurrence of price spikes. Combined with the spike value prediction techniques developed by the same authors, the proposed approach aims at providing a comprehensive tool for price spike forecasting. In this paper, feature selection techniques are firstly described to identify the attributes relevant to the occurrence of spikes. A simple introduction to the classification techniques is given for completeness. Two algorithms: support vector machine and probability classifier are chosen to be the spike occurrence predictors and are discussed in details. Realistic market data are used to test the proposed model with promising results.

Effect of metabolic inhibitors on cyclosporine pharmacokinetics using a population approach

Drugs known to inhibit the metabolism of cyclosporine are administered concomitantly to those who undergo cardiothoracic transplantation. The aim of this study was to examine in quantitative terms the relationship between cyclosporine oral dose rate and the trough concentration (Css(trough)) at steady state in patients who undergo cardiothoracic transplantation and are administered cyclosporine alone or in combination with drugs known to inhibit its metabolism. Dose and whole blood cyclosporine Css(tough) observations measured using the enzyme-multiplied immunoassay technique (EMIT) (396 observations) or the TDx assay (435 observations) were collected as part of routine blood concentration monitoring from 182 patients who underwent cardiothoracic transplantation. Data were analyzed using a linear mixed-effects modeling approach to examine the effect of metabolic inhibitors on dose-rate-Css(trough) ratio. The mean (and 95% confidence interval) dose-rate-Css(trough) ratio for cyclosporine generated from concentrations measured using EMIT was 94 (82.5-105.5) Lh(-1) for patients administered cyclosporine alone, 66.7 (58.1-75.3) Lh(-1) for patients administered concomitant diltiazem, 47.9 (15.4 -80.4) Lh(-1) for patients administered concomitant itraconazole, 21.7 (14.8-28.5) Lh(-1) for patients administered concomitant ketoconazole, and 14.9 (11.8-18.1) Lh(-1) for patients concomitantly administered diltiazem and ketoconazole. For patients administered concomitant cyclosporine, ketoconazole, and diltiazem, the dosage of cyclosporine, if it is administered alone, should be 20% to achieve the same blood concentrations. This will allow safer drug concentration targeting of cyclosporine after cardiothoracic transplantation.

Studies of evolutionary temperature adaptation: Muscle function and locomotor performance in Antarctic fish

1, Studies of evolutionary temperature adaptation of muscle and locomotor performance in fish are reviewed with a focus on the Antarctic fauna living at subzero temperatures. 2. Only limited data are available to compare the sustained and burst swimming kinematics and performance of Antarctic, temperate and tropical species. Available data indicate that low temperatures limit maximum swimming performance and this is especially evident in fish larvae. 3, In a recent study, muscle performance in the Antarctic rock cod Notothenia coriiceps at 0 degrees C was found to be sufficient to produce maximum velocities during burst swimming that were similar to those seen in the sculpin Myoxocephalus scorpius at 10 degrees C, indicating temperature compensation of muscle and locomotor performance in the Antarctic fish. However, at 15 degrees C, sculpin produce maximum swimming velocities greater than N, coriiceps at 0 degrees C, 4, It is recommended that strict hypothesis-driven investigations using ecologically relevant measures of performance are undertaken to study temperature adaptation in Antarctic fish, Recent detailed phylogenetic analyses of the Antarctic fish fauna and their temperate relatives will allow a stronger experimental approach by helping to separate what is due to adaptation to the cold and what is due to phylogeny alone.

A framework for selecting appropriate remotely sensed data dimensions for environmental monitoring and management

Two major factors are likely to impact the utilisation of remotely sensed data in the near future: (1)an increase in the number and availability of commercial and non-commercial image data sets with a range of spatial, spectral and temporal dimensions, and (2) increased access to image display and analysis software through GIS. A framework was developed to provide an objective approach to selecting remotely sensed data sets for specific environmental monitoring problems. Preliminary applications of the framework have provided successful approaches for monitoring disturbed and restored wetlands in southern California.

Approach to designing rotating drum bioreactors for solid-state fermentation on the basis of dimensionless design factors

The development of large-scale solid-stale fermentation (SSF) processes is hampered by the lack of simple tools for the design of SSF bioreactors. The use of semifundamental mathematical models to design and operate SSF bioreactors can be complex. In this work, dimensionless design factors are used to predict the effects of scale and of operational variables on the performance of rotating drum bioreactors. The dimensionless design factor (DDF) is a ratio of the rate of heat generation to the rate of heat removal at the time of peak heat production. It can be used to predict maximum temperatures reached within the substrate bed for given operational variables. Alternatively, given the maximum temperature that can be tolerated during the fermentation, it can be used to explore the combinations of operating variables that prevent that temperature from being exceeded. Comparison of the predictions of the DDF approach with literature data for operation of rotating drums suggests that the DDF is a useful tool. The DDF approach was used to explore the consequences of three scale-up strategies on the required air flow rates and maximum temperatures achieved in the substrate bed as the bioreactor size was increased on the basis of geometric similarity. The first of these strategies was to maintain the superficial flow rate of the process air through the drum constant. The second was to maintain the ratio of volumes of air per volume of bioreactor constant. The third strategy was to adjust the air flow rate with increase in scale in such a manner as to maintain constant the maximum temperature attained in the substrate bed during the fermentation. (C) 2000 John Wiley & Sons, Inc.

Monitoring growth in rapidly urbanizing areas using remotely sensed data

Urbanization and the ability to manage for a sustainable future present numerous challenges for geographers and planners in metropolitan regions. Remotely sensed data are inherently suited to provide information on urban land cover characteristics, and their change over time, at various spatial and temporal scales. Data models for establishing the range of urban land cover types and their biophysical composition (vegetation, soil, and impervious surfaces) are integrated to provide a hierarchical approach to classifying land cover within urban environments. These data also provide an essential component for current simulation models of urban growth patterns, as both calibration and validation data. The first stages of the approach have been applied to examine urban growth between 1988 and 1995 for a rapidly developing area in southeast Queensland, Australia. Landsat Thematic Mapper image data provided accurate (83% adjusted overall accuracy) classification of broad land cover types and their change over time. The combination of commonly available remotely sensed data, image processing methods, and emerging urban growth models highlights an important application for current and next generation moderate spatial resolution image data in studies of urban environments.

Integrating attribute and space characteristics in choropleth display and spatial data mining

This paper develops an interactive approach for exploratory spatial data analysis. Measures of attribute similarity and spatial proximity are combined in a clustering model to support the identification of patterns in spatial information. Relationships between the developed clustering approach, spatial data mining and choropleth display are discussed. Analysis of property crime rates in Brisbane, Australia is presented. A surprising finding in this research is that there are substantial inconsistencies in standard choropleth display options found in two widely used commercial geographical information systems, both in terms of definition and performance. The comparative results demonstrate the usefulness and appeal of the developed approach in a geographical information system environment for exploratory spatial data analysis.

Determination of activation energy distributions for chemisorption of oxygen on carbon: an improved approach

The present paper proposes an approach to obtaining the activation energy distribution for chemisorption of oxygen onto carbon surfaces, while simultaneously allowing for the activation energy dependence of the pre-exponential factor of the rate constant. Prior studies in this area have considered this factor to be uniform, thereby biasing estimated distributions. The results show that the derived activation energy distribution is not sensitive to the chemisorption mechanism because of the step function like property of the coverage. The activation energy distribution is essentially uniform for some carbons, and has two or possibly more discrete stages, suggestive of at least two types of sites, each with its own uniform distribution. The pre-exponential factors of the reactions are determined directly from the experimental data, and are found not to be constant as assumed in earlier work, but correlated with the activation energy. The latter results empirically follow an exponential function, supporting some earlier statistical and experimental work. The activation energy distribution obtained in the present paper permits improved correlation of chemisorption data in comparison to earlier studies. (C) 2000 Elsevier Science Ltd. All rights reserved.

An assumption-driven case-specific model editor

A case sensitive intelligent model editor has been developed for constructing consistent lumped dynamic process models and for simplifying them using modelling assumptions. The approach is based on a systematic assumption-driven modelling procedure and on the syntax and semantics of process,models and the simplifying assumptions.

An object-oriented neural network approach to short-term traffic forecasting

This paper discusses an object-oriented neural network model that was developed for predicting short-term traffic conditions on a section of the Pacific Highway between Brisbane and the Gold Coast in Queensland, Australia. The feasibility of this approach is demonstrated through a time-lag recurrent network (TLRN) which was developed for predicting speed data up to 15 minutes into the future. The results obtained indicate that the TLRN is capable of predicting speed up to 5 minutes into the future with a high degree of accuracy (90-94%). Similar models, which were developed for predicting freeway travel times on the same facility, were successful in predicting travel times up to 15 minutes into the future with a similar degree of accuracy (93-95%). These results represent substantial improvements on conventional model performance and clearly demonstrate the feasibility of using the object-oriented approach for short-term traffic prediction. (C) 2001 Elsevier Science B.V. All rights reserved.

Modelling life history strategies with capture-recapture data: Evolutionary demography of the water skink Eulamprus tympanum

Matrix population models, elasticity analysis and loop analysis can potentially provide powerful techniques for the analysis of life histories. Data from a capture-recapture study on a population of southern highland water skinks (Eulamprus tympanum) were used to construct a matrix population model. Errors in elasticities were calculated by using the parametric bootstrap technique. Elasticity and loop analyses were then conducted to identify the life history stages most important to fitness. The same techniques were used to investigate the relative importance of fast versus slow growth, and rapid versus delayed reproduction. Mature water skinks were long-lived, but there was high immature mortality. The most sensitive life history stage was the subadult stage. It is suggested that life history evolution in E. tympanum may be strongly affected by predation, particularly by birds. Because our population declined over the study, slow growth and delayed reproduction were the optimal life history strategies over this period. Although the techniques of evolutionary demography provide a powerful approach for the analysis of life histories, there are formidable logistical obstacles in gathering enough high-quality data for robust estimates of the critical parameters.

Disaggregation of polygons of surficial geology and soil maps using spatial modelling and legacy data

Examples from the Murray-Darling basin in Australia are used to illustrate different methods of disaggregation of reconnaissance-scale maps. One approach for disaggregation revolves around the de-convolution of the soil-landscape paradigm elaborated during a soil survey. The descriptions of soil ma units and block diagrams in a soil survey report detail soil-landscape relationships or soil toposequences that can be used to disaggregate map units into component landscape elements. Toposequences can be visualised on a computer by combining soil maps with digital elevation data. Expert knowledge or statistics can be used to implement the disaggregation. Use of a restructuring element and k-means clustering are illustrated. Another approach to disaggregation uses training areas to develop rules to extrapolate detailed mapping into other, larger areas where detailed mapping is unavailable. A two-level decision tree example is presented. At one level, the decision tree method is used to capture mapping rules from the training area; at another level, it is used to define the domain over which those rules can be extrapolated. (C) 2001 Elsevier Science B.V. All rights reserved.

Formal methods within a totally functional approach to programming

Taking functional programming to its extremities in search of simplicity still requires integration with other development (e.g. formal) methods. Induction is the key to deriving and verifying functional programs, but can be simplified through packaging proofs with functions, particularly folds, on data (structures). Totally Functional Programming avoids the complexities of interpretation by directly representing data (structures) as platonic combinators - the functions characteristic to the data. The link between the two simplifications is that platonic combinators are a kind of partially-applied fold, which means that platonic combinators inherit fold-theoretic properties, but with some apparent simplifications due to the platonic combinator representation. However, despite observable behaviour within functional programming that suggests that TFP is widely-applicable, significant work remains before TFP as such could be widely adopted.

Image calibration to like-values in mapping shallow water quality from multitemporal data

The applicability of image calibration to like-values in mapping water quality parameters from multitemporal images is explored, Six sets of water samples were collected at satellite overpasses over Moreton Bay, Brisbane, Australia. Analysis of these samples reveals that waters in this shallow bay are mostly TSS-dominated, even though they are occasionally dominated by chlorophyll as well. Three of the images were calibrated to a reference image based on invariant targets. Predictive models constructed from the reference image were applied to estimating total suspended sediment (TSS) and Secchi depth from another image at a discrepancy of around 35 percent. Application of the predictive model for TSS concentration to another image acquired at a time of different water types resulted in a discrepancy of 152 percent. Therefore, image calibration to like-values could be used to reliably map certain water quality parameters from multitemporal TM images so long as the water type under study remains unchanged. This method is limited in that the mapped results could be rather inaccurate if the water type under study has changed considerably. Thus, the approach needs to be refined in shallow water from multitemporal satellite imagery.

Qualitative assessment of stock prices listed on the Sao Paulo stock exchange: An approach from the perspective of homogeneity analysis

The stock market suffers uncertain relations throughout the entire negotiation process, with different variables exerting direct and indirect influence on stock prices. This study focuses on the analysis of certain aspects that may influence these values offered by the capital market, based on the Brazil Index of the Sao Paulo Stock Exchange (Bovespa), which selects 100 stocks among the most traded on Bovespa in terms of number of trades and financial volume. The selected variables are characterized by the companies` activity area and the business volume in the month of data collection, i.e. April/2007. This article proposes an analysis that joins the accounting view of the stock price variables that can be influenced with the use of multivariate qualitative data analysis. Data were explored through Correspondence Analysis (Anacor) and Homogeneity Analysis (Homals). According to the research, the selected variables are associated with the values presented by the stocks, which become an internal control instrument and a decision-making tool when it comes to choosing investments.