Six thinking hats for electricity markets simulation: adapting meeting tools to agent decision

In almost all industrialized countries, the energy sector has suffered a severe restructuring that originated a greater complexity in market players’ interactions. The complexity that these changes brought made way for the creation of decision support tools that facilitate the study and understanding of these markets. MASCEM – “Multiagent Simulator for Competitive Electricity Markets” arose in this context providing a framework for evaluating new rules, new behaviour, and new participants in deregulated electricity markets. MASCEM uses game theory, machine learning techniques, scenario analysis and optimisation techniques to model market agents and to provide them with decision-support. ALBidS is a multiagent system created to provide decision support to market negotiating players. Fully integrated with MASCEM it considers several different methodologies based on very distinct approaches. The Six Thinking Hats is a powerful technique used to look at decisions from different perspectives. This tool’s goal is to force the thinker to move outside his habitual thinking style. It was developed to be used mainly at meetings in order to “run better meetings, make faster decisions”. This dissertation presents a study about the applicability of the Six Thinking Hats technique in Decision Support Systems, particularly with the multiagent paradigm like the MASCEM simulator. As such this work’s proposal is of a new agent, a meta-learner based on STH technique that organizes several different ALBidS’ strategies and combines the distinct answers into a single one that, expectedly, out-performs any of them.

Hand gesture recognition system based in computer vision and machine learning : applications on human-machine interaction

Sendo uma forma natural de interação homem-máquina, o reconhecimento de gestos implica uma forte componente de investigação em áreas como a visão por computador e a aprendizagem computacional. O reconhecimento gestual é uma área com aplicações muito diversas, fornecendo aos utilizadores uma forma mais natural e mais simples de comunicar com sistemas baseados em computador, sem a necessidade de utilização de dispositivos extras. Assim, o objectivo principal da investigação na área de reconhecimento de gestos aplicada à interacção homemmáquina é o da criação de sistemas, que possam identificar gestos específicos e usálos para transmitir informações ou para controlar dispositivos. Para isso as interfaces baseados em visão para o reconhecimento de gestos, necessitam de detectar a mão de forma rápida e robusta e de serem capazes de efetuar o reconhecimento de gestos em tempo real. Hoje em dia, os sistemas de reconhecimento de gestos baseados em visão são capazes de trabalhar com soluções específicas, construídos para resolver um determinado problema e configurados para trabalhar de uma forma particular. Este projeto de investigação estudou e implementou soluções, suficientemente genéricas, com o recurso a algoritmos de aprendizagem computacional, permitindo a sua aplicação num conjunto alargado de sistemas de interface homem-máquina, para reconhecimento de gestos em tempo real. A solução proposta, Gesture Learning Module Architecture (GeLMA), permite de forma simples definir um conjunto de comandos que pode ser baseado em gestos estáticos e dinâmicos e que pode ser facilmente integrado e configurado para ser utilizado numa série de aplicações. É um sistema de baixo custo e fácil de treinar e usar, e uma vez que é construído unicamente com bibliotecas de código. As experiências realizadas permitiram mostrar que o sistema atingiu uma precisão de 99,2% em termos de reconhecimento de gestos estáticos e uma precisão média de 93,7% em termos de reconhecimento de gestos dinâmicos. Para validar a solução proposta, foram implementados dois sistemas completos. O primeiro é um sistema em tempo real capaz de ajudar um árbitro a arbitrar um jogo de futebol robótico. A solução proposta combina um sistema de reconhecimento de gestos baseada em visão com a definição de uma linguagem formal, o CommLang Referee, à qual demos a designação de Referee Command Language Interface System (ReCLIS). O sistema identifica os comandos baseados num conjunto de gestos estáticos e dinâmicos executados pelo árbitro, sendo este posteriormente enviado para um interface de computador que transmite a respectiva informação para os robôs. O segundo é um sistema em tempo real capaz de interpretar um subconjunto da Linguagem Gestual Portuguesa. As experiências demonstraram que o sistema foi capaz de reconhecer as vogais em tempo real de forma fiável. Embora a solução implementada apenas tenha sido treinada para reconhecer as cinco vogais, o sistema é facilmente extensível para reconhecer o resto do alfabeto. As experiências também permitiram mostrar que a base dos sistemas de interação baseados em visão pode ser a mesma para todas as aplicações e, deste modo facilitar a sua implementação. A solução proposta tem ainda a vantagem de ser suficientemente genérica e uma base sólida para o desenvolvimento de sistemas baseados em reconhecimento gestual que podem ser facilmente integrados com qualquer aplicação de interface homem-máquina. A linguagem formal de definição da interface pode ser redefinida e o sistema pode ser facilmente configurado e treinado com um conjunto de gestos diferentes de forma a serem integrados na solução final.

Machine learning Vasicek model calibration with Gaussian processes

In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.

Environmental Decision Support: a Distributed Artificial Intelligence Approach

Decision making in any environmental domain is a complex and demanding activity, justifying the development of dedicated decision support systems. Every decision is confronted with a large variety and amount of constraints to satisfy as well as contradictory interests that must be sensibly accommodated. The first stage of a project evaluation is its submission to the relevant group of public (and private) agencies. The individual role of each agency is to verify, within its domain of competence, the fulfilment of the set of applicable regulations. The scope of the involved agencies is wide and ranges from evaluation abilities on the technical or economical domains to evaluation competences on the environmental or social areas. The second project evaluation stage involves the gathering of the recommendations of the individual agencies and their justified merge to produce the final conclusion. The incorporation and accommodation of the consulted agencies opinions is of extreme importance: opinions may not only differ, but can be interdependent, complementary, irreconcilable or, simply, independent. The definition of adequate methodologies to sensibly merge, whenever possible, the existing perspectives while preserving the overall legality of the system, will lead to the making of sound justified decisions. The proposed Environmental Decision Support System models the project evaluation activity and aims to assist developers in the selection of adequate locations for their projects, guaranteeing their compliance with the applicable regulations.

Reinforcement Learning Based on the Bayesian Theorem for Electricity Markets Decision Support

This paper presents the applicability of a reinforcement learning algorithm based on the application of the Bayesian theorem of probability. The proposed reinforcement learning algorithm is an advantageous and indispensable tool for ALBidS (Adaptive Learning strategic Bidding System), a multi-agent system that has the purpose of providing decision support to electricity market negotiating players. ALBidS uses a set of different strategies for providing decision support to market players. These strategies are used accordingly to their probability of success for each different context. The approach proposed in this paper uses a Bayesian network for deciding the most probably successful action at each time, depending on past events. The performance of the proposed methodology is tested using electricity market simulations in MASCEM (Multi-Agent Simulator of Competitive Electricity Markets). MASCEM provides the means for simulating a real electricity market environment, based on real data from real electricity market operators.

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Dissertação para obtenção do Grau de Mestre em Engenharia Informática

Stratigraphic interpretation of Well-Log data of the Athabasca Oil Sands of Alberta Canada through Pattern recognition and Artificial Intelligence

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

Inteligência artificial aplicada na previsão de mercados financeiros

Neste documento, são investigados vários métodos usados na inteligência artificial, com o objetivo de obter previsões precisas da evolução dos mercados financeiros. O uso de ferramentas lineares como os modelos AR, MA, ARMA e GARCH têm muitas limitações, pois torna-se muito difícil adaptá-los às não linearidades dos fenómenos que ocorrem nos mercados. Pelas razões anteriormente referidas, os algoritmos como as redes neuronais dinâmicas (TDNN, NARX e ESN), mostram uma maior capacidade de adaptação a estas não linearidades, pois não fazem qualquer pressuposto sobre as distribuições de probabilidade que caracterizam estes mercados. O facto destas redes neuronais serem dinâmicas, faz com que estas exibam um desempenho superior em relação às redes neuronais estáticas, ou outros algoritmos que não possuem qualquer tipo de memória. Apesar das vantagens reveladas pelas redes neuronais, estas são um sistema do tipo black box, o que torna muito difícil extrair informação dos pesos da rede. Isto significa que estes algoritmos devem ser usados com precaução, pois podem tornar-se instáveis.

Machine learning Gaussian short rate

Dissertação para obtenção do Grau de Doutor em Estatística e Gestão do Risco

Hand gesture recognition system based in computer vision and machine learning

"Lecture notes in computational vision and biomechanics series, ISSN 2212-9391, vol. 19"

Discrimination of Brazilian propolis according to the seasoning using chemometrics and machine learning based on UV-Vis scanning data

Propolis is a chemically complex biomass produced by honeybees (Apis mellifera) from plant resins added of salivary enzymes, beeswax, and pollen. The biological activities described for propolis were also identified for donor plants resin, but a big challenge for the standardization of the chemical composition and biological effects of propolis remains on a better understanding of the influence of seasonality on the chemical constituents of that raw material. Since propolis quality depends, among other variables, on the local flora which is strongly influenced by (a)biotic factors over the seasons, to unravel the harvest season effect on the propolis chemical profile is an issue of recognized importance. For that, fast, cheap, and robust analytical techniques seem to be the best choice for large scale quality control processes in the most demanding markets, e.g., human health applications. For that, UV-Visible (UV-Vis) scanning spectrophotometry of hydroalcoholic extracts (HE) of seventy-three propolis samples, collected over the seasons in 2014 (summer, spring, autumn, and winter) and 2015 (summer and autumn) in Southern Brazil was adopted. Further machine learning and chemometrics techniques were applied to the UV-Vis dataset aiming to gain insights as to the seasonality effect on the claimed chemical heterogeneity of propolis samples determined by changes in the flora of the geographic region under study. Descriptive and classification models were built following a chemometric approach, i.e. principal component analysis (PCA) and hierarchical clustering analysis (HCA) supported by scripts written in the R language. The UV-Vis profiles associated with chemometric analysis allowed identifying a typical pattern in propolis samples collected in the summer. Importantly, the discrimination based on PCA could be improved by using the dataset of the fingerprint region of phenolic compounds ( = 280-400m), suggesting that besides the biological activities of those secondary metabolites, they also play a relevant role for the discrimination and classification of that complex matrix through bioinformatics tools. Finally, a series of machine learning approaches, e.g., partial least square-discriminant analysis (PLS-DA), k-Nearest Neighbors (kNN), and Decision Trees showed to be complementary to PCA and HCA, allowing to obtain relevant information as to the sample discrimination.

Learning Robotics for youngsters - the RoboParty experience

Series: "Advances in intelligent systems and computing , ISSN 2194-5357, vol. 417"

Metabolic profiling and classification of propolis samples from Southern Brazil: an NMR-based platform coupled with machine learning

The chemical composition of propolis is affected by environmental factors and harvest season, making it difficult to standardize its extracts for medicinal usage. By detecting a typical chemical profile associated with propolis from a specific production region or season, certain types of propolis may be used to obtain a specific pharmacological activity. In this study, propolis from three agroecological regions (plain, plateau, and highlands) from southern Brazil, collected over the four seasons of 2010, were investigated through a novel NMR-based metabolomics data analysis workflow. Chemometrics and machine learning algorithms (PLS-DA and RF), including methods to estimate variable importance in classification, were used in this study. The machine learning and feature selection methods permitted construction of models for propolis sample classification with high accuracy (>75%, reaching 90% in the best case), better discriminating samples regarding their collection seasons comparatively to the harvest regions. PLS-DA and RF allowed the identification of biomarkers for sample discrimination, expanding the set of discriminating features and adding relevant information for the identification of the class-determining metabolites. The NMR-based metabolomics analytical platform, coupled to bioinformatic tools, allowed characterization and classification of Brazilian propolis samples regarding the metabolite signature of important compounds, i.e., chemical fingerprint, harvest seasons, and production regions.

Hand gesture recognition system based in computer vision and machine learning: Applications on human-machine interaction

Tese de Doutoramento em Engenharia de Eletrónica e de Computadores