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.

Classification of Smoking Cessation Status Using Various Data Mining Methods

AMS Subj. Classification: 62P10, 62H30, 68T01

New kernel functions and learning methods for text and data mining

Recent advances in machine learning methods enable increasingly the automatic construction of various types of computer assisted methods that have been difficult or laborious to program by human experts. The tasks for which this kind of tools are needed arise in many areas, here especially in the fields of bioinformatics and natural language processing. The machine learning methods may not work satisfactorily if they are not appropriately tailored to the task in question. However, their learning performance can often be improved by taking advantage of deeper insight of the application domain or the learning problem at hand. This thesis considers developing kernel-based learning algorithms incorporating this kind of prior knowledge of the task in question in an advantageous way. Moreover, computationally efficient algorithms for training the learning machines for specific tasks are presented. In the context of kernel-based learning methods, the incorporation of prior knowledge is often done by designing appropriate kernel functions. Another well-known way is to develop cost functions that fit to the task under consideration. For disambiguation tasks in natural language, we develop kernel functions that take account of the positional information and the mutual similarities of words. It is shown that the use of this information significantly improves the disambiguation performance of the learning machine. Further, we design a new cost function that is better suitable for the task of information retrieval and for more general ranking problems than the cost functions designed for regression and classification. We also consider other applications of the kernel-based learning algorithms such as text categorization, and pattern recognition in differential display. We develop computationally efficient algorithms for training the considered learning machines with the proposed kernel functions. We also design a fast cross-validation algorithm for regularized least-squares type of learning algorithm. Further, an efficient version of the regularized least-squares algorithm that can be used together with the new cost function for preference learning and ranking tasks is proposed. In summary, we demonstrate that the incorporation of prior knowledge is possible and beneficial, and novel advanced kernels and cost functions can be used in algorithms efficiently.

Applications of Nonclassical Logic Methods for Purposes of Knowledge Discovery and Data Mining

* The work is partially supported by Grant no. NIP917 of the Ministry of Science and Education – Republic of Bulgaria.

Data Mining Applied to Harmonic Current Sources Identification in Residential Consumers

This work proposes a method based on both preprocessing and data mining with the objective of identify harmonic current sources in residential consumers. In addition, this methodology can also be applied to identify linear and nonlinear loads. It should be emphasized that the entire database was obtained through laboratory essays, i.e., real data were acquired from residential loads. Thus, the residential system created in laboratory was fed by a configurable power source and in its output were placed the loads and the power quality analyzers (all measurements were stored in a microcomputer). So, the data were submitted to pre-processing, which was based on attribute selection techniques in order to minimize the complexity in identifying the loads. A newer database was generated maintaining only the attributes selected, thus, Artificial Neural Networks were trained to realized the identification of loads. In order to validate the methodology proposed, the loads were fed both under ideal conditions (without harmonics), but also by harmonic voltages within limits pre-established. These limits are in accordance with IEEE Std. 519-1992 and PRODIST (procedures to delivery energy employed by Brazilian`s utilities). The results obtained seek to validate the methodology proposed and furnish a method that can serve as alternative to conventional methods.

Special issue on advances in data mining and its applications

Data mining is the process to identify valid, implicit, previously unknown, potentially useful and understandable information from large databases. It is an important step in the process of knowledge discovery in databases, (Olaru & Wehenkel, 1999). In a data mining process, input data can be structured, seme-structured, or unstructured. Data can be in text, categorical or numerical values. One of the important characteristics of data mining is its ability to deal data with large volume, distributed, time variant, noisy, and high dimensionality. A large number of data mining algorithms have been developed for different applications. For example, association rules mining can be useful for market basket problems, clustering algorithms can be used to discover trends in unsupervised learning problems, classification algorithms can be applied in decision-making problems, and sequential and time series mining algorithms can be used in predicting events, fault detection, and other supervised learning problems (Vapnik, 1999). Classification is among the most important tasks in the data mining, particularly for data mining applications into engineering fields. Together with regression, classification is mainly for predictive modelling. So far, there have been a number of classification algorithms in practice. According to (Sebastiani, 2002), the main classification algorithms can be categorized as: decision tree and rule based approach such as C4.5 (Quinlan, 1996); probability methods such as Bayesian classifier (Lewis, 1998); on-line methods such as Winnow (Littlestone, 1988) and CVFDT (Hulten 2001), neural networks methods (Rumelhart, Hinton & Wiliams, 1986); example-based methods such as k-nearest neighbors (Duda & Hart, 1973), and SVM (Cortes & Vapnik, 1995). Other important techniques for classification tasks include Associative Classification (Liu et al, 1998) and Ensemble Classification (Tumer, 1996).

Data mining framework for fatty liver disease classification in ultrasound: a hybrid feature extraction paradigm

PURPOSE: Fatty liver disease (FLD) is an increasing prevalent disease that can be reversed if detected early. Ultrasound is the safest and ubiquitous method for identifying FLD. Since expert sonographers are required to accurately interpret the liver ultrasound images, lack of the same will result in interobserver variability. For more objective interpretation, high accuracy, and quick second opinions, computer aided diagnostic (CAD) techniques may be exploited. The purpose of this work is to develop one such CAD technique for accurate classification of normal livers and abnormal livers affected by FLD. METHODS: In this paper, the authors present a CAD technique (called Symtosis) that uses a novel combination of significant features based on the texture, wavelet transform, and higher order spectra of the liver ultrasound images in various supervised learning-based classifiers in order to determine parameters that classify normal and FLD-affected abnormal livers. RESULTS: On evaluating the proposed technique on a database of 58 abnormal and 42 normal liver ultrasound images, the authors were able to achieve a high classification accuracy of 93.3% using the decision tree classifier. CONCLUSIONS: This high accuracy added to the completely automated classification procedure makes the authors' proposed technique highly suitable for clinical deployment and usage.

Using data mining techniques to support breast cancer diagnosis

More than ever, there is an increase of the number of decision support methods and computer aided diagnostic systems applied to various areas of medicine. In breast cancer research, many works have been done in order to reduce false-positives when used as a double reading method. In this study, we aimed to present a set of data mining techniques that were applied to approach a decision support system in the area of breast cancer diagnosis. This method is geared to assist clinical practice in identifying mammographic findings such as microcalcifications, masses and even normal tissues, in order to avoid misdiagnosis. In this work a reliable database was used, with 410 images from about 115 patients, containing previous reviews performed by radiologists as microcalcifications, masses and also normal tissue findings. Throughout this work, two feature extraction techniques were used: the gray level co-occurrence matrix and the gray level run length matrix. For classification purposes, we considered various scenarios according to different distinct patterns of injuries and several classifiers in order to distinguish the best performance in each case described. The many classifiers used were Naïve Bayes, Support Vector Machines, k-nearest Neighbors and Decision Trees (J48 and Random Forests). The results in distinguishing mammographic findings revealed great percentages of PPV and very good accuracy values. Furthermore, it also presented other related results of classification of breast density and BI-RADS® scale. The best predictive method found for all tested groups was the Random Forest classifier, and the best performance has been achieved through the distinction of microcalcifications. The conclusions based on the several tested scenarios represent a new perspective in breast cancer diagnosis using data mining techniques.

A Data Mining Framework for Electric Load Profiling

This paper consists in the characterization of medium voltage (MV) electric power consumers based on a data clustering approach. It is intended to identify typical load profiles by selecting the best partition of a power consumption database among a pool of data partitions produced by several clustering algorithms. The best partition is selected using several cluster validity indices. These methods are intended to be used in a smart grid environment to extract useful knowledge about customers’ behavior. The data-mining-based methodology 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 partitions. To validate our approach, a case study with a real database of 1.022 MV consumers was used.

Using data mining with time series data in short-term stocks prediction

Data Mining (DM) methods are being increasingly used in prediction with time series data, in addition to traditional statistical approaches. This paper presents a literature review of the use of DM with time series data, focusing on short- time stocks prediction. This is an area that has been attracting a great deal of attention from researchers in the field. The main contribution of this paper is to provide an outline of the use of DM with time series data, using mainly examples related with short-term stocks prediction. This is important to a better understanding of the field. Some of the main trends and open issues will also be introduced.

Using data mining for prediction of hospital length of stay: an application of the CRISP-DM Methodology

Hospitals are nowadays collecting vast amounts of data related with patient records. All this data hold valuable knowledge that can be used to improve hospital decision making. Data mining techniques aim precisely at the extraction of useful knowledge from raw data. This work describes an implementation of a medical data mining project approach based on the CRISP-DM methodology. Recent real-world data, from 2000 to 2013, were collected from a Portuguese hospital and related with inpatient hospitalization. The goal was to predict generic hospital Length Of Stay based on indicators that are commonly available at the hospitalization process (e.g., gender, age, episode type, medical specialty). At the data preparation stage, the data were cleaned and variables were selected and transformed, leading to 14 inputs. Next, at the modeling stage, a regression approach was adopted, where six learning methods were compared: Average Prediction, Multiple Regression, Decision Tree, Artificial Neural Network ensemble, Support Vector Machine and Random Forest. The best learning model was obtained by the Random Forest method, which presents a high quality coefficient of determination value (0.81). This model was then opened by using a sensitivity analysis procedure that revealed three influential input attributes: the hospital episode type, the physical service where the patient is hospitalized and the associated medical specialty. Such extracted knowledge confirmed that the obtained predictive model is credible and with potential value for supporting decisions of hospital managers.

A Data mining approach to indirect inference

Consider a model with parameter phi, and an auxiliary model with parameter theta. Let phi be a randomly sampled from a given density over the known parameter space. Monte Carlo methods can be used to draw simulated data and compute the corresponding estimate of theta, say theta_tilde. A large set of tuples (phi, theta_tilde) can be generated in this manner. Nonparametric methods may be use to fit the function E(phi|theta_tilde=a), using these tuples. It is proposed to estimate phi using the fitted E(phi|theta_tilde=theta_hat), where theta_hat is the auxiliary estimate, using the real sample data. This is a consistent and asymptotically normally distributed estimator, under certain assumptions. Monte Carlo results for dynamic panel data and vector autoregressions show that this estimator can have very attractive small sample properties. Confidence intervals can be constructed using the quantiles of the phi for which theta_tilde is close to theta_hat. Such confidence intervals are found to have very accurate coverage.

Histology-driven data mining of lipid signatures from multiple imaging mass spectrometry analyses: application to human colorectal cancer liver metastasis biopsies.

Imaging mass spectrometry (IMS) represents an innovative tool in the cancer research pipeline, which is increasingly being used in clinical and pharmaceutical applications. The unique properties of the technique, especially the amount of data generated, make the handling of data from multiple IMS acquisitions challenging. This work presents a histology-driven IMS approach aiming to identify discriminant lipid signatures from the simultaneous mining of IMS data sets from multiple samples. The feasibility of the developed workflow is evaluated on a set of three human colorectal cancer liver metastasis (CRCLM) tissue sections. Lipid IMS on tissue sections was performed using MALDI-TOF/TOF MS in both negative and positive ionization modes after 1,5-diaminonaphthalene matrix deposition by sublimation. The combination of both positive and negative acquisition results was performed during data mining to simplify the process and interrogate a larger lipidome into a single analysis. To reduce the complexity of the IMS data sets, a sub data set was generated by randomly selecting a fixed number of spectra from a histologically defined region of interest, resulting in a 10-fold data reduction. Principal component analysis confirmed that the molecular selectivity of the regions of interest is maintained after data reduction. Partial least-squares and heat map analyses demonstrated a selective signature of the CRCLM, revealing lipids that are significantly up- and down-regulated in the tumor region. This comprehensive approach is thus of interest for defining disease signatures directly from IMS data sets by the use of combinatory data mining, opening novel routes of investigation for addressing the demands of the clinical setting.

Intégration de méthodes de data mining dans le renseignement criminel : analyse par des structures issues de la théorie des graphes dans le profilage des stupéfiants

Data mining can be defined as the extraction of previously unknown and potentially useful information from large datasets. The main principle is to devise computer programs that run through databases and automatically seek deterministic patterns. It is applied in different fields of application, e.g., remote sensing, biometry, speech recognition, but has seldom been applied to forensic case data. The intrinsic difficulty related to the use of such data lies in its heterogeneity, which comes from the many different sources of information. The aim of this study is to highlight potential uses of pattern recognition that would provide relevant results from a criminal intelligence point of view. The role of data mining within a global crime analysis methodology is to detect all types of structures in a dataset. Once filtered and interpreted, those structures can point to previously unseen criminal activities. The interpretation of patterns for intelligence purposes is the final stage of the process. It allows the researcher to validate the whole methodology and to refine each step if necessary. An application to cutting agents found in illicit drug seizures was performed. A combinatorial approach was done, using the presence and the absence of products. Methods coming from the graph theory field were used to extract patterns in data constituted by links between products and place and date of seizure. A data mining process completed using graphing techniques is called ``graph mining''. Patterns were detected that had to be interpreted and compared with preliminary knowledge to establish their relevancy. The illicit drug profiling process is actually an intelligence process that uses preliminary illicit drug classes to classify new samples. Methods proposed in this study could be used \textit{a priori} to compare structures from preliminary and post-detection patterns. This new knowledge of a repeated structure may provide valuable complementary information to profiling and become a source of intelligence.

Community Policing in Switzerland's Major Urban Areas: An Observational Study of the Implementation and Impact Using Geospatial Data Mining

La présente étude est à la fois une évaluation du processus de la mise en oeuvre et des impacts de la police de proximité dans les cinq plus grandes zones urbaines de Suisse - Bâle, Berne, Genève, Lausanne et Zurich. La police de proximité (community policing) est à la fois une philosophie et une stratégie organisationnelle qui favorise un partenariat renouvelé entre la police et les communautés locales dans le but de résoudre les problèmes relatifs à la sécurité et à l'ordre public. L'évaluation de processus a analysé des données relatives aux réformes internes de la police qui ont été obtenues par l'intermédiaire d'entretiens semi-structurés avec des administrateurs clés des cinq départements de police, ainsi que dans des documents écrits de la police et d'autres sources publiques. L'évaluation des impacts, quant à elle, s'est basée sur des variables contextuelles telles que des statistiques policières et des données de recensement, ainsi que sur des indicateurs d'impacts construit à partir des données du Swiss Crime Survey (SCS) relatives au sentiment d'insécurité, à la perception du désordre public et à la satisfaction de la population à l'égard de la police. Le SCS est un sondage régulier qui a permis d'interroger des habitants des cinq grandes zones urbaines à plusieurs reprises depuis le milieu des années 1980. L'évaluation de processus a abouti à un « Calendrier des activités » visant à créer des données de panel permettant de mesurer les progrès réalisés dans la mise en oeuvre de la police de proximité à l'aide d'une grille d'évaluation à six dimensions à des intervalles de cinq ans entre 1990 et 2010. L'évaluation des impacts, effectuée ex post facto, a utilisé un concept de recherche non-expérimental (observational design) dans le but d'analyser les impacts de différents modèles de police de proximité dans des zones comparables à travers les cinq villes étudiées. Les quartiers urbains, délimités par zone de code postal, ont ainsi été regroupés par l'intermédiaire d'une typologie réalisée à l'aide d'algorithmes d'apprentissage automatique (machine learning). Des algorithmes supervisés et non supervisés ont été utilisés sur les données à haute dimensionnalité relatives à la criminalité, à la structure socio-économique et démographique et au cadre bâti dans le but de regrouper les quartiers urbains les plus similaires dans des clusters. D'abord, les cartes auto-organisatrices (self-organizing maps) ont été utilisées dans le but de réduire la variance intra-cluster des variables contextuelles et de maximiser simultanément la variance inter-cluster des réponses au sondage. Ensuite, l'algorithme des forêts d'arbres décisionnels (random forests) a permis à la fois d'évaluer la pertinence de la typologie de quartier élaborée et de sélectionner les variables contextuelles clés afin de construire un modèle parcimonieux faisant un minimum d'erreurs de classification. Enfin, pour l'analyse des impacts, la méthode des appariements des coefficients de propension (propensity score matching) a été utilisée pour équilibrer les échantillons prétest-posttest en termes d'âge, de sexe et de niveau d'éducation des répondants au sein de chaque type de quartier ainsi identifié dans chacune des villes, avant d'effectuer un test statistique de la différence observée dans les indicateurs d'impacts. De plus, tous les résultats statistiquement significatifs ont été soumis à une analyse de sensibilité (sensitivity analysis) afin d'évaluer leur robustesse face à un biais potentiel dû à des covariables non observées. L'étude relève qu'au cours des quinze dernières années, les cinq services de police ont entamé des réformes majeures de leur organisation ainsi que de leurs stratégies opérationnelles et qu'ils ont noué des partenariats stratégiques afin de mettre en oeuvre la police de proximité. La typologie de quartier développée a abouti à une réduction de la variance intra-cluster des variables contextuelles et permet d'expliquer une partie significative de la variance inter-cluster des indicateurs d'impacts avant la mise en oeuvre du traitement. Ceci semble suggérer que les méthodes de géocomputation aident à équilibrer les covariables observées et donc à réduire les menaces relatives à la validité interne d'un concept de recherche non-expérimental. Enfin, l'analyse des impacts a révélé que le sentiment d'insécurité a diminué de manière significative pendant la période 2000-2005 dans les quartiers se trouvant à l'intérieur et autour des centres-villes de Berne et de Zurich. Ces améliorations sont assez robustes face à des biais dus à des covariables inobservées et covarient dans le temps et l'espace avec la mise en oeuvre de la police de proximité. L'hypothèse alternative envisageant que les diminutions observées dans le sentiment d'insécurité soient, partiellement, un résultat des interventions policières de proximité semble donc être aussi plausible que l'hypothèse nulle considérant l'absence absolue d'effet. Ceci, même si le concept de recherche non-expérimental mis en oeuvre ne peut pas complètement exclure la sélection et la régression à la moyenne comme explications alternatives. The current research project is both a process and impact evaluation of community policing in Switzerland's five major urban areas - Basel, Bern, Geneva, Lausanne, and Zurich. Community policing is both a philosophy and an organizational strategy that promotes a renewed partnership between the police and the community to solve problems of crime and disorder. The process evaluation data on police internal reforms were obtained through semi-structured interviews with key administrators from the five police departments as well as from police internal documents and additional public sources. The impact evaluation uses official crime records and census statistics as contextual variables as well as Swiss Crime Survey (SCS) data on fear of crime, perceptions of disorder, and public attitudes towards the police as outcome measures. The SCS is a standing survey instrument that has polled residents of the five urban areas repeatedly since the mid-1980s. The process evaluation produced a "Calendar of Action" to create panel data to measure community policing implementation progress over six evaluative dimensions in intervals of five years between 1990 and 2010. The impact evaluation, carried out ex post facto, uses an observational design that analyzes the impact of the different community policing models between matched comparison areas across the five cities. Using ZIP code districts as proxies for urban neighborhoods, geospatial data mining algorithms serve to develop a neighborhood typology in order to match the comparison areas. To this end, both unsupervised and supervised algorithms are used to analyze high-dimensional data on crime, the socio-economic and demographic structure, and the built environment in order to classify urban neighborhoods into clusters of similar type. In a first step, self-organizing maps serve as tools to develop a clustering algorithm that reduces the within-cluster variance in the contextual variables and simultaneously maximizes the between-cluster variance in survey responses. The random forests algorithm then serves to assess the appropriateness of the resulting neighborhood typology and to select the key contextual variables in order to build a parsimonious model that makes a minimum of classification errors. Finally, for the impact analysis, propensity score matching methods are used to match the survey respondents of the pretest and posttest samples on age, gender, and their level of education for each neighborhood type identified within each city, before conducting a statistical test of the observed difference in the outcome measures. Moreover, all significant results were subjected to a sensitivity analysis to assess the robustness of these findings in the face of potential bias due to some unobserved covariates. The study finds that over the last fifteen years, all five police departments have undertaken major reforms of their internal organization and operating strategies and forged strategic partnerships in order to implement community policing. The resulting neighborhood typology reduced the within-cluster variance of the contextual variables and accounted for a significant share of the between-cluster variance in the outcome measures prior to treatment, suggesting that geocomputational methods help to balance the observed covariates and hence to reduce threats to the internal validity of an observational design. Finally, the impact analysis revealed that fear of crime dropped significantly over the 2000-2005 period in the neighborhoods in and around the urban centers of Bern and Zurich. These improvements are fairly robust in the face of bias due to some unobserved covariate and covary temporally and spatially with the implementation of community policing. The alternative hypothesis that the observed reductions in fear of crime were at least in part a result of community policing interventions thus appears at least as plausible as the null hypothesis of absolutely no effect, even if the observational design cannot completely rule out selection and regression to the mean as alternative explanations.