A Reinforcement Learning Approach to Economic Dispatch using Neural Networks

This paper presents a Reinforcement Learning (RL) approach to economic dispatch (ED) using Radial Basis Function neural network. We formulate the ED as an N stage decision making problem. We propose a novel architecture to store Qvalues and present a learning algorithm to learn the weights of the neural network. Even though many stochastic search techniques like simulated annealing, genetic algorithm and evolutionary programming have been applied to ED, they require searching for the optimal solution for each load demand. Also they find limitation in handling stochastic cost functions. In our approach once we learn the Q-values, we can find the dispatch for any load demand. We have recently proposed a RL approach to ED. In that approach, we could find only the optimum dispatch for a set of specified discrete values of power demand. The performance of the proposed algorithm is validated by taking IEEE 6 bus system, considering transmission losses

Design and Programming of Cathodic Protection for SHIPS

In order to minimize the risk of failures or major renewals of hull structures during the ship's expected life span, it is imperative that the precaution must be taken with regard to an adequate margin of safety against any one or combination of failure modes including excessive yielding, buckling, brittle fracture, fatigue and corrosion. The most efficient system for combating underwater corrosion is 'cathodic protection'. The basic principle of this method is that the ship's structure is made cathodic, i.e. the anodic (corrosion) reactions are suppressed by the application of an opposing current and the ship is there by protected. This paper deals with state of art in cathodic protection and its programming in ship structure

Analysis of Stochastic Volatility Sequences Generated by Product Autoregressive Models

The classical methods of analysing time series by Box-Jenkins approach assume that the observed series uctuates around changing levels with constant variance. That is, the time series is assumed to be of homoscedastic nature. However, the nancial time series exhibits the presence of heteroscedasticity in the sense that, it possesses non-constant conditional variance given the past observations. So, the analysis of nancial time series, requires the modelling of such variances, which may depend on some time dependent factors or its own past values. This lead to introduction of several classes of models to study the behaviour of nancial time series. See Taylor (1986), Tsay (2005), Rachev et al. (2007). The class of models, used to describe the evolution of conditional variances is referred to as stochastic volatility modelsThe stochastic models available to analyse the conditional variances, are based on either normal or log-normal distributions. One of the objectives of the present study is to explore the possibility of employing some non-Gaussian distributions to model the volatility sequences and then study the behaviour of the resulting return series. This lead us to work on the related problem of statistical inference, which is the main contribution of the thesis

Evaluating the state of the art of parallel programming systems

This paper describes our plans to evaluate the present state of affairs concerning parallel programming and its systems. Three subprojects are proposed: a survey among programmers and scientists, a comparison of parallel programming systems using a standard set of test programs, and a wiki resource for the parallel programming community - the Parawiki. We would like to invite you to participate and turn these subprojects into true community efforts.

Observations on the Publicity and Usage of Parallel Programming Systems and Languages: A Survey Approach

In this publication, we report on an online survey that was carried out among parallel programmers. More than 250 people worldwide have submitted answers to our questions, and their responses are analyzed here. Although not statistically sound, the data we provide give useful insights about which parallel programming systems and languages are known and in actual use. For instance, the collected data indicate that for our survey group MPI and (to a lesser extent) C are the most widely used parallel programming system and language, respectively.

Genetic Programming meets Model-Driven Development

Genetic programming is known to provide good solutions for many problems like the evolution of network protocols and distributed algorithms. In such cases it is most likely a hardwired module of a design framework that assists the engineer to optimize specific aspects of the system to be developed. It provides its results in a fixed format through an internal interface. In this paper we show how the utility of genetic programming can be increased remarkably by isolating it as a component and integrating it into the model-driven software development process. Our genetic programming framework produces XMI-encoded UML models that can easily be loaded into widely available modeling tools which in turn posses code generation as well as additional analysis and test capabilities. We use the evolution of a distributed election algorithm as an example to illustrate how genetic programming can be combined with model-driven development. This example clearly illustrates the advantages of our approach – the generation of source code in different programming languages.

A User-Centric Perspective on Parallel Programming with Focus on OpenMP

The process of developing software that takes advantage of multiple processors is commonly referred to as parallel programming. For various reasons, this process is much harder than the sequential case. For decades, parallel programming has been a problem for a small niche only: engineers working on parallelizing mostly numerical applications in High Performance Computing. This has changed with the advent of multi-core processors in mainstream computer architectures. Parallel programming in our days becomes a problem for a much larger group of developers. The main objective of this thesis was to find ways to make parallel programming easier for them. Different aims were identified in order to reach the objective: research the state of the art of parallel programming today, improve the education of software developers about the topic, and provide programmers with powerful abstractions to make their work easier. To reach these aims, several key steps were taken. To start with, a survey was conducted among parallel programmers to find out about the state of the art. More than 250 people participated, yielding results about the parallel programming systems and languages in use, as well as about common problems with these systems. Furthermore, a study was conducted in university classes on parallel programming. It resulted in a list of frequently made mistakes that were analyzed and used to create a programmers' checklist to avoid them in the future. For programmers' education, an online resource was setup to collect experiences and knowledge in the field of parallel programming - called the Parawiki. Another key step in this direction was the creation of the Thinking Parallel weblog, where more than 50.000 readers to date have read essays on the topic. For the third aim (powerful abstractions), it was decided to concentrate on one parallel programming system: OpenMP. Its ease of use and high level of abstraction were the most important reasons for this decision. Two different research directions were pursued. The first one resulted in a parallel library called AthenaMP. It contains so-called generic components, derived from design patterns for parallel programming. These include functionality to enhance the locks provided by OpenMP, to perform operations on large amounts of data (data-parallel programming), and to enable the implementation of irregular algorithms using task pools. AthenaMP itself serves a triple role: the components are well-documented and can be used directly in programs, it enables developers to study the source code and learn from it, and it is possible for compiler writers to use it as a testing ground for their OpenMP compilers. The second research direction was targeted at changing the OpenMP specification to make the system more powerful. The main contributions here were a proposal to enable thread-cancellation and a proposal to avoid busy waiting. Both were implemented in a research compiler, shown to be useful in example applications, and proposed to the OpenMP Language Committee.

Evolving Distributed Algorithms with Genetic Programming

Distributed systems are one of the most vital components of the economy. The most prominent example is probably the internet, a constituent element of our knowledge society. During the recent years, the number of novel network types has steadily increased. Amongst others, sensor networks, distributed systems composed of tiny computational devices with scarce resources, have emerged. The further development and heterogeneous connection of such systems imposes new requirements on the software development process. Mobile and wireless networks, for instance, have to organize themselves autonomously and must be able to react to changes in the environment and to failing nodes alike. Researching new approaches for the design of distributed algorithms may lead to methods with which these requirements can be met efficiently. In this thesis, one such method is developed, tested, and discussed in respect of its practical utility. Our new design approach for distributed algorithms is based on Genetic Programming, a member of the family of evolutionary algorithms. Evolutionary algorithms are metaheuristic optimization methods which copy principles from natural evolution. They use a population of solution candidates which they try to refine step by step in order to attain optimal values for predefined objective functions. The synthesis of an algorithm with our approach starts with an analysis step in which the wanted global behavior of the distributed system is specified. From this specification, objective functions are derived which steer a Genetic Programming process where the solution candidates are distributed programs. The objective functions rate how close these programs approximate the goal behavior in multiple randomized network simulations. The evolutionary process step by step selects the most promising solution candidates and modifies and combines them with mutation and crossover operators. This way, a description of the global behavior of a distributed system is translated automatically to programs which, if executed locally on the nodes of the system, exhibit this behavior. In our work, we test six different ways for representing distributed programs, comprising adaptations and extensions of well-known Genetic Programming methods (SGP, eSGP, and LGP), one bio-inspired approach (Fraglets), and two new program representations called Rule-based Genetic Programming (RBGP, eRBGP) designed by us. We breed programs in these representations for three well-known example problems in distributed systems: election algorithms, the distributed mutual exclusion at a critical section, and the distributed computation of the greatest common divisor of a set of numbers. Synthesizing distributed programs the evolutionary way does not necessarily lead to the envisaged results. In a detailed analysis, we discuss the problematic features which make this form of Genetic Programming particularly hard. The two Rule-based Genetic Programming approaches have been developed especially in order to mitigate these difficulties. In our experiments, at least one of them (eRBGP) turned out to be a very efficient approach and in most cases, was superior to the other representations.

Individual Decision-Making and Inflation Persistence

The traditional task of a central bank is to preserve price stability and, in doing so, not to impair the real economy more than necessary. To meet this challenge, it is of great relevance whether inflation is only driven by inflation expectations and the current output gap or whether it is, in addition, influenced by past inflation. In the former case, as described by the New Keynesian Phillips curve, the central bank can immediately and simultaneously achieve price stability and equilibrium output, the so-called ‘divine coincidence’ (Blanchard and Galí 2007). In the latter case, the achievement of price stability is costly in terms of output and will be pursued over several periods. Similarly, it is important to distinguish this latter case, which describes ‘intrinsic’ inflation persistence, from that of ‘extrinsic’ inflation persistence, where the sluggishness of inflation is not a ‘structural’ feature of the economy but merely ‘inherited’ from the sluggishness of the other driving forces, inflation expectations and output. ‘Extrinsic’ inflation persistence is usually considered to be the less challenging case, as policy-makers are supposed to fight against the persistence in the driving forces, especially to reduce the stickiness of inflation expectations by a credible monetary policy, in order to reestablish the ‘divine coincidence’. The scope of this dissertation is to contribute to the vast literature and ongoing discussion on inflation persistence: Chapter 1 describes the policy consequences of inflation persistence and summarizes the empirical and theoretical literature. Chapter 2 compares two models of staggered price setting, one with a fixed two-period duration and the other with a stochastic duration of prices. I show that in an economy with a timeless optimizing central bank the model with the two-period alternating price-setting (for most parameter values) leads to more persistent inflation than the model with stochastic price duration. This result amends earlier work by Kiley (2002) who found that the model with stochastic price duration generates more persistent inflation in response to an exogenous monetary shock. Chapter 3 extends the two-period alternating price-setting model to the case of 3- and 4-period price durations. This results in a more complex Phillips curve with a negative impact of past inflation on current inflation. As simulations show, this multi-period Phillips curve generates a too low degree of autocorrelation and too early turnings points of inflation and is outperformed by a simple Hybrid Phillips curve. Chapter 4 starts from the critique of Driscoll and Holden (2003) on the relative real-wage model of Fuhrer and Moore (1995). While taking the critique seriously that Fuhrer and Moore’s model will collapse to a much simpler one without intrinsic inflation persistence if one takes their arguments literally, I extend the model by a term for inequality aversion. This model extension is not only in line with experimental evidence but results in a Hybrid Phillips curve with inflation persistence that is observably equivalent to that presented by Fuhrer and Moore (1995). In chapter 5, I present a model that especially allows to study the relationship between fairness attitudes and time preference (impatience). In the model, two individuals take decisions in two subsequent periods. In period 1, both individuals are endowed with resources and are able to donate a share of their resources to the other individual. In period 2, the two individuals might join in a common production after having bargained on the split of its output. The size of the production output depends on the relative share of resources at the end of period 1 as the human capital of the individuals, which is built by means of their resources, cannot fully be substituted one against each other. Therefore, it might be rational for a well-endowed individual in period 1 to act in a seemingly ‘fair’ manner and to donate own resources to its poorer counterpart. This decision also depends on the individuals’ impatience which is induced by the small but positive probability that production is not possible in period 2. As a general result, the individuals in the model economy are more likely to behave in a ‘fair’ manner, i.e., to donate resources to the other individual, the lower their own impatience and the higher the productivity of the other individual. As the (seemingly) ‘fair’ behavior is modelled as an endogenous outcome and as it is related to the aspect of time preference, the presented framework might help to further integrate behavioral economics and macroeconomics.

AFL-1: A Programming Language for Massively Concurrent Computers

Computational models are arising is which programs are constructed by specifying large networks of very simple computational devices. Although such models can potentially make use of a massive amount of concurrency, their usefulness as a programming model for the design of complex systems will ultimately be decided by the ease in which such networks can be programmed (constructed). This thesis outlines a language for specifying computational networks. The language (AFL-1) consists of a set of primitives, ad a mechanism to group these elements into higher level structures. An implementation of this language runs on the Thinking Machines Corporation, Connection machine. Two significant examples were programmed in the language, an expert system (CIS), and a planning system (AFPLAN). These systems are explained and analyzed in terms of how they compare with similar systems written in conventional languages.

Building Grounded Abstractions for Artificial Intelligence Programming

Most Artificial Intelligence (AI) work can be characterized as either ``high-level'' (e.g., logical, symbolic) or ``low-level'' (e.g., connectionist networks, behavior-based robotics). Each approach suffers from particular drawbacks. High-level AI uses abstractions that often have no relation to the way real, biological brains work. Low-level AI, on the other hand, tends to lack the powerful abstractions that are needed to express complex structures and relationships. I have tried to combine the best features of both approaches, by building a set of programming abstractions defined in terms of simple, biologically plausible components. At the ``ground level'', I define a primitive, perceptron-like computational unit. I then show how more abstract computational units may be implemented in terms of the primitive units, and show the utility of the abstract units in sample networks. The new units make it possible to build networks using concepts such as long-term memories, short-term memories, and frames. As a demonstration of these abstractions, I have implemented a simulator for ``creatures'' controlled by a network of abstract units. The creatures exist in a simple 2D world, and exhibit behaviors such as catching mobile prey and sorting colored blocks into matching boxes. This program demonstrates that it is possible to build systems that can interact effectively with a dynamic physical environment, yet use symbolic representations to control aspects of their behavior.

Reasoning about Temporal Context using Ontology and Abductive Constraint Logic Programming

The underlying assumptions for interpreting the meaning of data often change over time, which further complicates the problem of semantic heterogeneities among autonomous data sources. As an extension to the COntext INterchange (COIN) framework, this paper introduces the notion of temporal context as a formalization of the problem. We represent temporal context as a multi-valued method in F-Logic; however, only one value is valid at any point in time, the determination of which is constrained by temporal relations. This representation is then mapped to an abductive constraint logic programming framework with temporal relations being treated as constraints. A mediation engine that implements the framework automatically detects and reconciles semantic differences at different times. We articulate that this extended COIN framework is suitable for reasoning on the Semantic Web.

Reasoning about Temporal Context using Ontology and Abductive Constraint Logic Programming

The underlying assumptions for interpreting the meaning of data often change over time, which further complicates the problem of semantic heterogeneities among autonomous data sources. As an extension to the COntext INterchange (COIN) framework, this paper introduces the notion of temporal context as a formalization of the problem. We represent temporal context as a multi-valued method in F-Logic; however, only one value is valid at any point in time, the determination of which is constrained by temporal relations. This representation is then mapped to an abductive constraint logic programming framework with temporal relations being treated as constraints. A mediation engine that implements the framework automatically detects and reconciles semantic differences at different times. We articulate that this extended COIN framework is suitable for reasoning on the Semantic Web.

Reasoning about Temporal Context using Ontology and Abductive Constraint Logic Programming

The underlying assumptions for interpreting the meaning of data often change over time, which further complicates the problem of semantic heterogeneities among autonomous data sources. As an extension to the COntext INterchange (COIN) framework, this paper introduces the notion of temporal context as a formalization of the problem. We represent temporal context as a multi-valued method in F-Logic; however, only one value is valid at any point in time, the determination of which is constrained by temporal relations. This representation is then mapped to an abductive constraint logic programming framework with temporal relations being treated as constraints. A mediation engine that implements the framework automatically detects and reconciles semantic differences at different times. We articulate that this extended COIN framework is suitable for reasoning on the Semantic Web.

Reasoning about Temporal Context using Ontology and Abductive Constraint Logic Programming

The underlying assumptions for interpreting the meaning of data often change over time, which further complicates the problem of semantic heterogeneities among autonomous data sources. As an extension to the COntext INterchange (COIN) framework, this paper introduces the notion of temporal context as a formalization of the problem. We represent temporal context as a multi-valued method in F-Logic; however, only one value is valid at any point in time, the determination of which is constrained by temporal relations. This representation is then mapped to an abductive constraint logic programming framework with temporal relations being treated as constraints. A mediation engine that implements the framework automatically detects and reconciles semantic differences at different times. We articulate that this extended COIN framework is suitable for reasoning on the Semantic Web.