Novel Techniques for Gas Demand Modeling and Forecasting

The ability to provide accurate forecasts of future gas demand has a major impact on several business processes for Gas Regions in the UK and elsewhere in the world. Long term forecasts provide the guidance for major structural needs, while short term forecasts guide the operations management on requirements of supply purchase, supply storage and delivery. Accurate forecasts guarantee optimum and safe gas supply at the lowest cost. Currently there is no single technique that produces the perfect forecast, this research will attempt to improve on current methods by applying Non-Linear techniques. The technique to be tested is defined as ”Non-Linear Autoregressive Moving Average with eXogeneous Inputs, polynomials, and a Forward Regression with Orthogonal Least Squares estimation procedure”. The goal of the research is is to produce a Mean Average Percentage Error of between 4-6% or better, which was proposed by DNV GL (supplier of software for the Gas Industry), as a valid level of error to make any new methodology of value

Neuro-Fuzzy Based Intelligent Approaches to Nonlinear System Identification and Forecasting

Nearly three decades back nonlinear system identification consisted of several ad-hoc approaches, which were restricted to a very limited class of systems. However, with the advent of the various soft computing methodologies like neural networks and the fuzzy logic combined with optimization techniques, a wider class of systems can be handled at present. Complex systems may be of diverse characteristics and nature. These systems may be linear or nonlinear, continuous or discrete, time varying or time invariant, static or dynamic, short term or long term, central or distributed, predictable or unpredictable, ill or well defined. Neurofuzzy hybrid modelling approaches have been developed as an ideal technique for utilising linguistic values and numerical data. This Thesis is focused on the development of advanced neurofuzzy modelling architectures and their application to real case studies. Three potential requirements have been identified as desirable characteristics for such design: A model needs to have minimum number of rules; a model needs to be generic acting either as Multi-Input-Single-Output (MISO) or Multi-Input-Multi-Output (MIMO) identification model; a model needs to have a versatile nonlinear membership function. Initially, a MIMO Adaptive Fuzzy Logic System (AFLS) model which incorporates a prototype defuzzification scheme, while utilising an efficient, compared to the Takagi–Sugeno–Kang (TSK) based systems, fuzzification layer has been developed for the detection of meat spoilage using Fourier transform infrared (FTIR) spectroscopy. The identification strategy involved not only the classification of beef fillet samples in their respective quality class (i.e. fresh, semi-fresh and spoiled), but also the simultaneous prediction of their associated microbiological population directly from FTIR spectra. In the case of AFLS, the number of memberships for each input variable was directly associated to the number of rules, hence, the “curse of dimensionality” problem was significantly reduced. Results confirmed the advantage of the proposed scheme against Adaptive Neurofuzzy Inference System (ANFIS), Multilayer Perceptron (MLP) and Partial Least Squares (PLS) techniques used in the same case study. In the case of MISO systems, the TSK based structure, has been utilized in many neurofuzzy systems, like ANFIS. At the next stage of research, an Adaptive Fuzzy Inference Neural Network (AFINN) has been developed for the monitoring the spoilage of minced beef utilising multispectral imaging information. This model, which follows the TSK structure, incorporates a clustering pre-processing stage for the definition of fuzzy rules, while its final fuzzy rule base is determined by competitive learning. In this specific case study, AFINN model was also able to predict for the first time in the literature, the beef’s temperature directly from imaging information. Results again proved the superiority of the adopted model. By extending the line of research and adopting specific design concepts from the previous case studies, the Asymmetric Gaussian Fuzzy Inference Neural Network (AGFINN) architecture has been developed. This architecture has been designed based on the above design principles. A clustering preprocessing scheme has been applied to minimise the number of fuzzy rules. AGFINN incorporates features from the AFLS concept, by having the same number of rules as well as fuzzy memberships. In spite of the extensive use of the standard symmetric Gaussian membership functions, AGFINN utilizes an asymmetric function acting as input linguistic node. Since the asymmetric Gaussian membership function’s variability and flexibility are higher than the traditional one, it can partition the input space more effectively. AGFINN can be built either as an MISO or as an MIMO system. In the MISO case, a TSK defuzzification scheme has been implemented, while two different learning algorithms have been implemented. AGFINN has been tested on real datasets related to electricity price forecasting for the ISO New England Power Distribution System. Its performance was compared against a number of alternative models, including ANFIS, AFLS, MLP and Wavelet Neural Network (WNN), and proved to be superior. The concept of asymmetric functions proved to be a valid hypothesis and certainly it can find application to other architectures, such as in Fuzzy Wavelet Neural Network models, by designing a suitable flexible wavelet membership function. AGFINN’s MIMO characteristics also make the proposed architecture suitable for a larger range of applications/problems

Advanced forecasting methods for renewable generation and loads in modern power systems

The PhD Thesis deals with the problem of forecasting in power systems, i.e., a wide topic that today covers many and many needs, and that is universally acknowledged to require further deep research efforts. After a brief discussion on the classification of forecasting systems and on the methods that are currently available in literature for forecasting electrical variables, stressing pros and cons of each approach, the PhD Thesis provides four contributes to the state of the art on forecasting in power systems where literature is somehow weak. The first provided contribute is a Bayesian-based probabilistic method to forecast photovoltaic (PV) power in short-term scenarios. Parameters of the predictive distributions are estimated by means of an exogenous linear regression model and through the Bayesian inference of past observations. The second provided contribute is a probabilistic competitive ensemble method once again to forecast PV power in short-term scenarios. The idea is to improve the quality of forecasts obtained through some individual probabilistic predictors, by combining them in a probabilistic competitive approach based on a linear pooling of predictive cumulative density functions. A multi-objective optimization method is proposed in order to guarantee elevate sharpness and reliability characteristics of the predictive distribution. The third contribute is aimed to the development of a deterministic industrial load forecasting method suitable in short-term scenarios, at both aggregated and single-load levels, and for both active and reactive powers. The deterministic industrial load forecasting method is based on multiple linear regression and support vector regression models, selected by means of 10-fold cross-validation or lasso analysis. The fourth contribute provides advanced PDFs for the statistical characterization of Extreme Wind Speeds (EWS). In particular, the PDFs proposed in the PhD Thesis are an Inverse Burr distribution and a mixture Inverse Burr – Inverse Weibull distribution. The mixture of an Inverse Burr and an Inverse Weibull distribution allows to increase the versatility of the tool, although increasing the number of parameters to be estimated. This complicates the parameter estimation process, since traditional techniques such as the maximum likelihood estimation suffer from convergence problems. Therefore, an expectation-maximization procedure is specifically developed for the parameter estimation. All of the contributes presented in the PhD Thesis are tested on actual data, and compared to the state-of-the-art benchmarks to assess the suitability of each proposal

Probabilistic data-driven methods for forecasting, identification and control

This dissertation presents contributions mainly in three different fields: system identification, probabilistic forecasting and stochastic control. Thanks to the concept of dissimilarity and by defining an appropriate dissimilarity function, it is shown that a family of predictors can be obtained. First, a predictor to compute nominal forecastings of a time-series or a dynamical system is presented. The effectiveness of the predictor is shown by means of a numerical example, where daily predictions of a stock index are computed. The obtained results turn out to be better than those obtained with popular machine learning techniques like Neural Networks. Similarly, the aforementioned dissimilarity function can be used to compute conditioned probability distributions. By means of the obtained distributions, interval predictions can be made by using the concept of quantiles. However, in order to do that, it is necessary to integrate the distribution for all the possible values of the output. As this numerical integration process is computationally expensive, an alternate method bypassing the computation of the probability distribution is also proposed. Not only is computationally cheaper but it also allows to compute prediction regions, which are the multivariate version of the interval predictions. Both methods present better results than other baseline approaches in a set of examples, including a stock forecasting example and the prediction of the Lorenz attractor. Furthermore, new methods to obtain models of nonlinear systems by means of input-output data are proposed. Two different model approaches are presented: a local data approach and a kernel-based approach. A kalman filter can be added to improve the quality of the predictions. It is shown that the forecasting performance of the proposed models is better than other machine learning methods in several examples, such as the forecasting of the sunspot number and the R¨ossler attractor. Also, as these models are suitable for Model Predictive Control (MPC), new MPC formulations are proposed. Thanks to the distinctive features of the proposed models, the nonlinear MPC problem can be posed as a simple quadratic programming problem. Finally, by means of a simulation example and a real experiment, it is shown that the controller performs adequately. On the other hand, in the field of stochastic control, several methods to bound the constraint violation rate of any controller under the presence of bounded or unbounded disturbances are presented. These can be used, for example, to tune some hyperparameters of the controller. Some simulation examples are proposed in order to show the functioning of the algorithms. One of these examples considers the management of a data center. Here, an energy-efficient MPC-inspired policy is developed in order to reduce the electricity consumption while keeping the quality of service at acceptable levels

Intra-hour solar forecasting for photovoltaic systems integration in weak electric grids

La tesis "Intra-hour solar forecasting for photovoltaic systems integration in weak electric grids" estudia la problemática de la variabilidad del recurso solar en la integración de sistemas fotovoltaicos en redes eléctricas débiles, que es el principal obstáculo que enfrenta esta tecnología para un despliegue masivo. Por un lado, se desarrolla un sistema de predicción de energía fotovoltaica intra-horario basado en dos cámaras de cielo capaz de predecir las rampas de producción causadas por el efecto de las nubes. El sistema hace uso de técnicas de procesamiento de imágenes y deep learning para identificar las nubes y predecir cuando éstas afectaran a la producción de las plantas fotovoltaicas cercanas. Por otro lado, se evalúa el potencial fotovoltaico de las Islas Canarias haciendo uso de técnicas de Big Data. También se estudian los problemas de integración derivados de la inclusión de energía fotovoltaica en las redes eléctricas de distribución, proponiendo un algoritmo para la optimización del control de los inversores fotovoltaicos

Nonlinear system identification using wavelet based SDP models

System identification has played an increasingly dominant role in a wide range of engineering applications. While linear system's theory is mature, nonlinear system identification remains an open research area in recent years. This thesis develops a new, efficient and systematic approach to the identification of nonlinear dynamic systems using wavelet based State Dependent Parameter (SDP) models, from structure determination to parameter estimation. In this approach, the system's nonlinearities are analysed and effectively represented by a SDP model structure in the form of wavelets. This provides a computationally efficient tool to open up the `black-box', offering valuable insights into the system's dynamics. In this thesis, 1-dimensional (1-D) approach is first developed based on a conventional SDP model structure which relies on a single state variable dependency. It is then extended into a multi-dimensional approach in order to solve the identification problem of systems with significant multi-variable dependence nonlinear dynamics. Here, parametrically efficient nonlinear model is obtained by the application of an effective model structure selection algorithm based on the Predicted Residual Sums of Squares (PRESS) criterion in conjunction with Orthogonal Decomposition (OD) to avoid any ill-conditioning problems associated with the parameter estimation. This thesis also investigates the aspects of noise, stability and other engineering application of the proposed approaches. More specifically, this includes: (1) nonlinear identification in the presence of noise, (2) development of bounded characteristics of the estimated models and (3) application studies where the developed approaches have been used in various engineering applications. Particularly, the modelling and forecast of daily peak power demand in the state of Victoria, Australia have been effectively studied using the proposed approaches. This strongly motivates a great deal of potential future research to be carried out in the area of power system modelling