Short-term electricity demand and gas price forecasts using wavelet transforms and adaptive models

This paper presents some forecasting techniques for energy demand and price prediction, one day ahead. These techniques combine wavelet transform (WT) with fixed and adaptive machine learning/time series models (multi-layer perceptron (MLP), radial basis functions, linear regression, or GARCH). To create an adaptive model, we use an extended Kalman filter or particle filter to update the parameters continuously on the test set. The adaptive GARCH model is a new contribution, broadening the applicability of GARCH methods. We empirically compared two approaches of combining the WT with prediction models: multicomponent forecasts and direct forecasts. These techniques are applied to large sets of real data (both stationary and non-stationary) from the UK energy markets, so as to provide comparative results that are statistically stronger than those previously reported. The results showed that the forecasting accuracy is significantly improved by using the WT and adaptive models. The best models on the electricity demand/gas price forecast are the adaptive MLP/GARCH with the multicomponent forecast; their MSEs are 0.02314 and 0.15384 respectively.

The n-tuple network: coping with sub-optimality

The subject of this thesis is the n-tuple net.work (RAMnet). The major advantage of RAMnets is their speed and the simplicity with which they can be implemented in parallel hardware. On the other hand, this method is not a universal approximator and the training procedure does not involve the minimisation of a cost function. Hence RAMnets are potentially sub-optimal. It is important to understand the source of this sub-optimality and to develop the analytical tools that allow us to quantify the generalisation cost of using this model for any given data. We view RAMnets as classifiers and function approximators and try to determine how critical their lack of' universality and optimality is. In order to understand better the inherent. restrictions of the model, we review RAMnets showing their relationship to a number of well established general models such as: Associative Memories, Kamerva's Sparse Distributed Memory, Radial Basis Functions, General Regression Networks and Bayesian Classifiers. We then benchmark binary RAMnet. model against 23 other algorithms using real-world data from the StatLog Project. This large scale experimental study indicates that RAMnets are often capable of delivering results which are competitive with those obtained by more sophisticated, computationally expensive rnodels. The Frequency Weighted version is also benchmarked and shown to perform worse than the binary RAMnet for large values of the tuple size n. We demonstrate that the main issues in the Frequency Weighted RAMnets is adequate probability estimation and propose Good-Turing estimates in place of the more commonly used :Maximum Likelihood estimates. Having established the viability of the method numerically, we focus on providillg an analytical framework that allows us to quantify the generalisation cost of RAMnets for a given datasetL. For the classification network we provide a semi-quantitative argument which is based on the notion of Tuple distance. It gives a good indication of whether the network will fail for the given data. A rigorous Bayesian framework with Gaussian process prior assumptions is given for the regression n-tuple net. We show how to calculate the generalisation cost of this net and verify the results numerically for one dimensional noisy interpolation problems. We conclude that the n-tuple method of classification based on memorisation of random features can be a powerful alternative to slower cost driven models. The speed of the method is at the expense of its optimality. RAMnets will fail for certain datasets but the cases when they do so are relatively easy to determine with the analytical tools we provide.

Trained Neural Network Characterizing Variables for Predicting Organic Retention by Nanofiltration Membranes

Many organic compounds cause an irreversible damage to human health and the ecosystem and are present in water resources. Among these hazard substances, phenolic compounds play an important role on the actual contamination. Utilization of membrane technology is increasing exponentially in drinking water production and waste water treatment. The removal of organic compounds by nanofiltration membranes is characterized not only by molecular sieving effects but also by membrane-solute interactions. Influence of the sieving parameters (molecular weight and molecular diameter) and the physicochemical interactions (dissociation constant and molecular hydrophobicity) on the membrane rejection of the organic solutes were studied. The molecular hydrophobicity is expressed as logarithm of octanol-water partition coefficient. This paper proposes a method used that can be used for symbolic knowledge extraction from a trained neural network, once they have been trained with the desired performance and is based on detect the more important variables in problems where exist multicolineality among the input variables.

Triangular mesh parameterization with trimmed surfaces

Given a 2manifold triangular mesh \(M \subset {\mathbb {R}}^3\), with border, a parameterization of \(M\) is a FACE or trimmed surface \(F=\{S,L_0,\ldots, L_m\}\) -- \(F\) is a connected subset or region of a parametric surface \(S\), bounded by a set of LOOPs \(L_0,\ldots ,L_m\) such that each \(L_i \subset S\) is a closed 1manifold having no intersection with the other \(L_j\) LOOPs -- The parametric surface \(S\) is a statistical fit of the mesh \(M\) -- \(L_0\) is the outermost LOOP bounding \(F\) and \(L_i\) is the LOOP of the ith hole in \(F\) (if any) -- The problem of parameterizing triangular meshes is relevant for reverse engineering, tool path planning, feature detection, redesign, etc -- Stateofart mesh procedures parameterize a rectangular mesh \(M\) -- To improve such procedures, we report here the implementation of an algorithm which parameterizes meshes \(M\) presenting holes and concavities -- We synthesize a parametric surface \(S \subset {\mathbb {R}}^3\) which approximates a superset of the mesh \(M\) -- Then, we compute a set of LOOPs trimming \(S\), and therefore completing the FACE \(F=\ {S,L_0,\ldots ,L_m\}\) -- Our algorithm gives satisfactory results for \(M\) having low Gaussian curvature (i.e., \(M\) being quasi-developable or developable) -- This assumption is a reasonable one, since \(M\) is the product of manifold segmentation preprocessing -- Our algorithm computes: (1) a manifold learning mapping \(\phi : M \rightarrow U \subset {\mathbb {R}}^2\), (2) an inverse mapping \(S: W \subset {\mathbb {R}}^2 \rightarrow {\mathbb {R}}^3\), with \ (W\) being a rectangular grid containing and surpassing \(U\) -- To compute \(\phi\) we test IsoMap, Laplacian Eigenmaps and Hessian local linear embedding (best results with HLLE) -- For the back mapping (NURBS) \(S\) the crucial step is to find a control polyhedron \(P\), which is an extrapolation of \(M\) -- We calculate \(P\) by extrapolating radial basis functions that interpolate points inside \(\phi (M)\) -- We successfully test our implementation with several datasets presenting concavities, holes, and are extremely nondevelopable -- Ongoing work is being devoted to manifold segmentation which facilitates mesh parameterization

Photovoltaic power forecast modeling with artificial neural networks

Dissertação de Mestrado, Engenharia Eletrónica e Telecomunicações, Faculdade de Ciências e Tecnologia, Universidade do Algarve, 2016

Design Optimization of Nozzle Shapes for Maximum Uniformity of Exit Flow

The objective of this study is to identify the optimal designs of converging-diverging supersonic and hypersonic nozzles that perform at maximum uniformity of thermodynamic and flow-field properties with respect to their average values at the nozzle exit. Since this is a multi-objective design optimization problem, the design variables used are parameters defining the shape of the nozzle. This work presents how variation of such parameters can influence the nozzle exit flow non-uniformities. A Computational Fluid Dynamics (CFD) software package, ANSYS FLUENT, was used to simulate the compressible, viscous gas flow-field in forty nozzle shapes, including the heat transfer analysis. The results of two turbulence models, k-e and k-ω, were computed and compared. With the analysis results obtained, the Response Surface Methodology (RSM) was applied for the purpose of performing a multi-objective optimization. The optimization was performed with ModeFrontier software package using Kriging and Radial Basis Functions (RBF) response surfaces. Final Pareto optimal nozzle shapes were then analyzed with ANSYS FLUENT to confirm the accuracy of the optimization process.

Proposta de implementação de redes de base radial em tecnologias CMOS e BiCMOS

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

An automatic methodology for obtaining optimum shape factors for the radial point interpolation method

In this letter, a methodology is proposed for automatically (and locally) obtaining the shape factor c for the Gaussian basis functions, for each support domain, in order to increase numerical precision and mainly to avoid matrix inversion impossibilities. The concept of calibration function is introduced, which is used for obtaining c. The methodology developed was applied for a 2-D numerical experiment, which results are compared to analytical solution. This comparison revels that the results associated to the developed methodology are very close to the analytical solution for the entire bandwidth of the excitation pulse. The proposed methodology is called in this work Local Shape Factor Calibration Method (LSFCM).

Synergistic control of forearm based on accelerometer data and artificial neural networks

In the present study, we modeled a reaching task as a two-link mechanism. The upper arm and forearm motion trajectories during vertical arm movements were estimated from the measured angular accelerations with dual-axis accelerometers. A data set of reaching synergies from able-bodied individuals was used to train a radial basis function artificial neural network with upper arm/forearm tangential angular accelerations. The trained radial basis function artificial neural network for the specific movements predicted forearm motion from new upper arm trajectories with high correlation (mean, 0.9149-0.941). For all other movements, prediction was low (range, 0.0316-0.8302). Results suggest that the proposed algorithm is successful in generalization over similar motions and subjects. Such networks may be used as a high-level controller that could predict forearm kinematics from voluntary movements of the upper arm. This methodology is suitable for restoring the upper limb functions of individuals with motor disabilities of the forearm, but not of the upper arm. The developed control paradigm is applicable to upper-limb orthotic systems employing functional electrical stimulation. The proposed approach is of great significance particularly for humans with spinal cord injuries in a free-living environment. The implication of a measurement system with dual-axis accelerometers, developed for this study, is further seen in the evaluation of movement during the course of rehabilitation. For this purpose, training-related changes in synergies apparent from movement kinematics during rehabilitation would characterize the extent and the course of recovery. As such, a simple system using this methodology is of particular importance for stroke patients. The results underlie the important issue of upper-limb coordination.

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

Test for basis-set errors in relativistic Dirac-Fock-Slater calculations with a numerical AO-DFS-basis

A fully relativistic four-component Dirac-Fock-Slater program for diatomics, with numerically given AO's as basis functions is presented. We discuss the problem of the errors due to the finite basis-set, and due to the influence of the negative energy solutions of the Dirac Hamiltonian. The negative continuum contributions are found to be very small.

The Informational Complexity of Learning from Examples

This thesis attempts to quantify the amount of information needed to learn certain tasks. The tasks chosen vary from learning functions in a Sobolev space using radial basis function networks to learning grammars in the principles and parameters framework of modern linguistic theory. These problems are analyzed from the perspective of computational learning theory and certain unifying perspectives emerge.

Optimization of apodization functions in terahertz transient spectrometry

A quadratic programming optimization procedure for designing asymmetric apodization windows tailored to the shape of time-domain sample waveforms recorded using a terahertz transient spectrometer is proposed. By artificially degrading the waveforms, the performance of the designed window in both the time and the frequency domains is compared with that of conventional rectangular, triangular (Mertz), and Hamming windows. Examples of window optimization assuming Gaussian functions as the building elements of the apodization window are provided. The formulation is sufficiently general to accommodate other basis functions. (C) 2007 Optical Society of America

Neurofuzzy network model construction using Bézier-Bernstein polynomial functions

Neurofuzzy modelling systems combine fuzzy logic with quantitative artificial neural networks via a concept of fuzzification by using a fuzzy membership function usually based on B-splines and algebraic operators for inference, etc. The paper introduces a neurofuzzy model construction algorithm using Bezier-Bernstein polynomial functions as basis functions. The new network maintains most of the properties of the B-spline expansion based neurofuzzy system, such as the non-negativity of the basis functions, and unity of support but with the additional advantages of structural parsimony and Delaunay input space partitioning, avoiding the inherent computational problems of lattice networks. This new modelling network is based on the idea that an input vector can be mapped into barycentric co-ordinates with respect to a set of predetermined knots as vertices of a polygon (a set of tiled Delaunay triangles) over the input space. The network is expressed as the Bezier-Bernstein polynomial function of barycentric co-ordinates of the input vector. An inverse de Casteljau procedure using backpropagation is developed to obtain the input vector's barycentric co-ordinates that form the basis functions. Extension of the Bezier-Bernstein neurofuzzy algorithm to n-dimensional inputs is discussed followed by numerical examples to demonstrate the effectiveness of this new data based modelling approach.

Generalized neurofuzzy network modeling algorithms using Bezier-Bernstein polynomial functions and additive decomposition

This paper introduces a new neurofuzzy model construction algorithm for nonlinear dynamic systems based upon basis functions that are Bezier-Bernstein polynomial functions. This paper is generalized in that it copes with n-dimensional inputs by utilising an additive decomposition construction to overcome the curse of dimensionality associated with high n. This new construction algorithm also introduces univariate Bezier-Bernstein polynomial functions for the completeness of the generalized procedure. Like the B-spline expansion based neurofuzzy systems, Bezier-Bernstein polynomial function based neurofuzzy networks hold desirable properties such as nonnegativity of the basis functions, unity of support, and interpretability of basis function as fuzzy membership functions, moreover with the additional advantages of structural parsimony and Delaunay input space partition, essentially overcoming the curse of dimensionality associated with conventional fuzzy and RBF networks. This new modeling network is based on additive decomposition approach together with two separate basis function formation approaches for both univariate and bivariate Bezier-Bernstein polynomial functions used in model construction. The overall network weights are then learnt using conventional least squares methods. Numerical examples are included to demonstrate the effectiveness of this new data based modeling approach.