Optimising a nonlinear utility function in multi-objective integer programming

In this paper we develop an algorithm to optimise a nonlinear utility function of multiple objectives over the integer efficient set. Our approach is based on identifying and updating bounds on the individual objectives as well as the optimal utility value. This is done using already known solutions, linear programming relaxations, utility function inversion, and integer programming. We develop a general optimisation algorithm for use with k objectives, and we illustrate our approach using a tri-objective integer programming problem.Comment: 11 pages, 2 tables; v3: minor revisions, to appear in Journal of Global Optimizatio

Power System Parameters Forecasting Using Hilbert-Huang Transform and Machine Learning

A novel hybrid data-driven approach is developed for forecasting power system parameters with the goal of increasing the efficiency of short-term forecasting studies for non-stationary time-series. The proposed approach is based on mode decomposition and a feature analysis of initial retrospective data using the Hilbert-Huang transform and machine learning algorithms. The random forests and gradient boosting trees learning techniques were examined. The decision tree techniques were used to rank the importance of variables employed in the forecasting models. The Mean Decrease Gini index is employed as an impurity function. The resulting hybrid forecasting models employ the radial basis function neural network and support vector regression. Apart from introduction and references the paper is organized as follows. The section 2 presents the background and the review of several approaches for short-term forecasting of power system parameters. In the third section a hybrid machine learning-based algorithm using Hilbert-Huang transform is developed for short-term forecasting of power system parameters. Fourth section describes the decision tree learning algorithms used for the issue of variables importance. Finally in section six the experimental results in the following electric power problems are presented: active power flow forecasting, electricity price forecasting and for the wind speed and direction forecasting

The Haar Wavelet Transform of a Dendrogram: Additional Notes

We consider the wavelet transform of a finite, rooted, node-ranked, $p$-way tree, focusing on the case of binary ($p = 2$) trees. We study a Haar wavelet transform on this tree. Wavelet transforms allow for multiresolution analysis through translation and dilation of a wavelet function. We explore how this works in our tree context.Comment: 37 pp, 1 fig. Supplementary material to "The Haar Wavelet Transform of a Dendrogram", http://arxiv.org/abs/cs.IR/060810

Universal neural field computation

Turing machines and G\"odel numbers are important pillars of the theory of computation. Thus, any computational architecture needs to show how it could relate to Turing machines and how stable implementations of Turing computation are possible. In this chapter, we implement universal Turing computation in a neural field environment. To this end, we employ the canonical symbologram representation of a Turing machine obtained from a G\"odel encoding of its symbolic repertoire and generalized shifts. The resulting nonlinear dynamical automaton (NDA) is a piecewise affine-linear map acting on the unit square that is partitioned into rectangular domains. Instead of looking at point dynamics in phase space, we then consider functional dynamics of probability distributions functions (p.d.f.s) over phase space. This is generally described by a Frobenius-Perron integral transformation that can be regarded as a neural field equation over the unit square as feature space of a dynamic field theory (DFT). Solving the Frobenius-Perron equation yields that uniform p.d.f.s with rectangular support are mapped onto uniform p.d.f.s with rectangular support, again. We call the resulting representation \emph{dynamic field automaton}.Comment: 21 pages; 6 figures. arXiv admin note: text overlap with arXiv:1204.546