Time series prediction and forecasting using Deep learning Architectures

Nature brings time series data everyday and everywhere, for example, weather data, physiological signals and biomedical signals, financial and business recordings. Predicting the future observations of a collected sequence of historical observations is called time series forecasting. Forecasts are essential, considering the fact that they guide decisions in many areas of scientific, industrial and economic activity such as in meteorology, telecommunication, finance, sales and stock exchange rates. A massive amount of research has already been carried out by researchers over many years for the development of models to improve the time series forecasting accuracy. The major aim of time series modelling is to scrupulously examine the past observation of time series and to develop an appropriate model which elucidate the inherent behaviour and pattern existing in time series. The behaviour and pattern related to various time series may possess different conventions and infact requires specific countermeasures for modelling. Consequently, retaining the neural networks to predict a set of time series of mysterious domain remains particularly challenging. Time series forecasting remains an arduous problem despite the fact that there is substantial improvement in machine learning approaches. This usually happens due to some factors like, different time series may have different flattering behaviour. In real world time series data, the discriminative patterns residing in the time series are often distorted by random noise and affected by high-frequency perturbations. The major aim of this thesis is to contribute to the study and expansion of time series prediction and multistep ahead forecasting method based on deep learning algorithms. Time series forecasting using deep learning models is still in infancy as compared to other research areas for time series forecasting.Variety of time series data has been considered in this research. We explored several deep learning architectures on the sequential data, such as Deep Belief Networks (DBNs), Stacked AutoEncoders (SAEs), Recurrent Neural Networks (RNNs) and Convolutional Neural Networks (CNNs). Moreover, we also proposed two different new methods based on muli-step ahead forecasting for time series data. The comparison with state of the art methods is also exhibited. The research work conducted in this thesis makes theoretical, methodological and empirical contributions to time series prediction and multi-step ahead forecasting by using Deep Learning Architectures

Attributes of Big Data Analytics for Data-Driven Decision Making in Cyber-Physical Power Systems

Big data analytics is a virtually new term in power system terminology. This concept delves into the way a massive volume of data is acquired, processed, analyzed to extract insight from available data. In particular, big data analytics alludes to applications of artificial intelligence, machine learning techniques, data mining techniques, time-series forecasting methods. Decision-makers in power systems have been long plagued by incapability and weakness of classical methods in dealing with large-scale real practical cases due to the existence of thousands or millions of variables, being time-consuming, the requirement of a high computation burden, divergence of results, unjustifiable errors, and poor accuracy of the model. Big data analytics is an ongoing topic, which pinpoints how to extract insights from these large data sets. The extant article has enumerated the applications of big data analytics in future power systems through several layers from grid-scale to local-scale. Big data analytics has many applications in the areas of smart grid implementation, electricity markets, execution of collaborative operation schemes, enhancement of microgrid operation autonomy, management of electric vehicle operations in smart grids, active distribution network control, district hub system management, multi-agent energy systems, electricity theft detection, stability and security assessment by PMUs, and better exploitation of renewable energy sources. The employment of big data analytics entails some prerequisites, such as the proliferation of IoT-enabled devices, easily-accessible cloud space, blockchain, etc. This paper has comprehensively conducted an extensive review of the applications of big data analytics along with the prevailing challenges and solutions

An Integrated Multi-Time-Scale Modeling for Solar Irradiance Forecasting Using Deep Learning

For short-term solar irradiance forecasting, the traditional point forecasting methods are rendered less useful due to the non-stationary characteristic of solar power. The amount of operating reserves required to maintain reliable operation of the electric grid rises due to the variability of solar energy. The higher the uncertainty in the generation, the greater the operating-reserve requirements, which translates to an increased cost of operation. In this research work, we propose a unified architecture for multi-time-scale predictions for intra-day solar irradiance forecasting using recurrent neural networks (RNN) and long-short-term memory networks (LSTMs). This paper also lays out a framework for extending this modeling approach to intra-hour forecasting horizons thus, making it a multi-time-horizon forecasting approach, capable of predicting intra-hour as well as intra-day solar irradiance. We develop an end-to-end pipeline to effectuate the proposed architecture. The performance of the prediction model is tested and validated by the methodical implementation. The robustness of the approach is demonstrated with case studies conducted for geographically scattered sites across the United States. The predictions demonstrate that our proposed unified architecture-based approach is effective for multi-time-scale solar forecasts and achieves a lower root-mean-square prediction error when benchmarked against the best-performing methods documented in the literature that use separate models for each time-scale during the day. Our proposed method results in a 71.5% reduction in the mean RMSE averaged across all the test sites compared to the ML-based best-performing method reported in the literature. Additionally, the proposed method enables multi-time-horizon forecasts with real-time inputs, which have a significant potential for practical industry applications in the evolving grid.Comment: 19 pages, 12 figures, 3 tables, under review for journal submissio

Air Quality Prediction in Smart Cities Using Machine Learning Technologies Based on Sensor Data: A Review

The influence of machine learning technologies is rapidly increasing and penetrating almost in every field, and air pollution prediction is not being excluded from those fields. This paper covers the revision of the studies related to air pollution prediction using machine learning algorithms based on sensor data in the context of smart cities. Using the most popular databases and executing the corresponding filtration, the most relevant papers were selected. After thorough reviewing those papers, the main features were extracted, which served as a base to link and compare them to each other. As a result, we can conclude that: (1) instead of using simple machine learning techniques, currently, the authors apply advanced and sophisticated techniques, (2) China was the leading country in terms of a case study, (3) Particulate matter with diameter equal to 2.5 micrometers was the main prediction target, (4) in 41% of the publications the authors carried out the prediction for the next day, (5) 66% of the studies used data had an hourly rate, (6) 49% of the papers used open data and since 2016 it had a tendency to increase, and (7) for efficient air quality prediction it is important to consider the external factors such as weather conditions, spatial characteristics, and temporal features