Review of Forecasting Univariate Time-series Data with Application to Water-Energy Nexus Studies & Proposal of Parallel Hybrid SARIMA-ANN Model

The necessary materials for most human activities are water and energy. Integrated analysis to accurately forecast water and energy consumption enables the implementation of efficient short and long-term resource management planning as well as expanding policy and research possibilities for the supportive infrastructure. However, the integral relationship between water and energy (water-energy nexus) poses a difficult problem for modeling. The accessibility and physical overlay of data sets related to water-energy nexus is another main issue for a reliable water-energy consumption forecast. The framework of urban metabolism (UM) uses several types of data to build a global view and highlight issues of inefficiency within the network. Failure to view the whole system contributes to the inability to comprehend the complexity and interconnectivity of the issues within the system. This complexity is found in most systems, especially with systems that must be able to support and react to vacillating human interaction and behavior. One approach to address the limitations of data accessibility and model inflexibility is through the application of univariate time-series with heterogeneous hybrid modeling addresses. Time-series forecasting uses past observations of the same variable(s) to analyze and separate the pattern from white noise to define underlying relationships to predict future behavior. There are various linear and non-linear models utilized to forecast time-series data sets; however, ground truth data sets with extreme seasonal variation are neither pure linear nor pure non-linear. This truth has propelled model building into hybrid model frameworks to combine linear and non-linear methodologies to reduce the fallacies of both model frameworks with the other\u27s strengths. This problem report works to illustrate the limitations of complex WEN studies, build a timeline of hybrid modeling analysis using univariate time-series data, and develop a parallel hybrid SARIMA-ANN model framework to increase univariate time-series analysis capabilities in order to address previously discussed WEN study limitations. The parallel Hybrid SARIMA – ANN model performs better in comparison to SARIMA, ANN, and Series hybrid SARIMA-ANN; and shows promise for research expansion with structure flexibility to expand with additional variables

Proactive Assessment of Accident Risk to Improve Safety on a System of Freeways, Research Report 11-15

This report describes the development and evaluation of real-time crash risk-assessment models for four freeway corridors: U.S. Route 101 NB (northbound) and SB (southbound) and Interstate 880 NB and SB. Crash data for these freeway segments for the 16-month period from January 2010 through April 2011 are used to link historical crash occurrences with real-time traffic patterns observed through loop-detector data. \u27The crash risk-assessment models are based on a binary classification approach (crash and non-crash outcomes), with traffic parameters measured at surrounding vehicle detection station (VDS) locations as the independent variables. The analysis techniques used in this study are logistic regression and classification trees. Prior to developing the models, some data-related issues such as data cleaning and aggregation were addressed. The modeling efforts revealed that the turbulence resulting from speed variation is significantly associated with crash risk on the U.S. 101 NB corridor. The models estimated with data from U.S. 101 NB were evaluated on the basis of their classification performance, not only on U.S. 101 NB, but also on the other three freeway segments for transferability assessment. It was found that the predictive model derived from one freeway can be readily applied to other freeways, although the classification performance decreases. The models that transfer best to other roadways were determined to be those that use the least number of VDSs–that is, those that use one upstream or downstream station rather than two or three.\ The classification accuracy of the models is discussed in terms of how the models can be used for real-time crash risk assessment. The models can be applied to developing and testing variable speed limits (VSLs) and ramp-metering strategies that proactively attempt to reduce crash risk

A Framework for Leveraging Artificial Intelligence in Project Management

Dissertation presented as the partial requirement for obtaining a Master's degree in Information Management, specialization in Information Systems and Technologies ManagementThis dissertation aims to support the project manager in their daily tasks. As we use artificial intelligence (AI) and machine learning (ML) in everyday life, it is necessary to include them in business and change traditional ways of working. For the purpose of this study, it is essential to understand challenges and areas of project management and how artificial intelligence can contribute to them. A theoretical overview, applying the knowledge of project management, will show a holistic view of the current situation in the enterprises. The research is about artificial intelligence applications in project management, the common activities in project management, the biggest challenges, and how AI and ML can support it. Understanding project managers help create a framework that will contribute to optimizing their tasks. After designing and developing the framework for applying artificial intelligence to project management, the project managers were asked to evaluate. This study is essential to increase awareness among the stakeholders and enterprises on how automation of the processes can be improved and how AI and ML can decrease the possibility of risk and cost along with improving the happiness and efficiency of the employees

Application of advanced machine learning techniques to early network traffic classification

The fast-paced evolution of the Internet is drawing a complex context which imposes demanding requirements to assure end-to-end Quality of Service. The development of advanced intelligent approaches in networking is envisioning features that include autonomous resource allocation, fast reaction against unexpected network events and so on. Internet Network Traffic Classification constitutes a crucial source of information for Network Management, being decisive in assisting the emerging network control paradigms. Monitoring traffic flowing through network devices support tasks such as: network orchestration, traffic prioritization, network arbitration and cyberthreats detection, amongst others. The traditional traffic classifiers became obsolete owing to the rapid Internet evolution. Port-based classifiers suffer from significant accuracy losses due to port masking, meanwhile Deep Packet Inspection approaches have severe user-privacy limitations. The advent of Machine Learning has propelled the application of advanced algorithms in diverse research areas, and some learning approaches have proved as an interesting alternative to the classic traffic classification approaches. Addressing Network Traffic Classification from a Machine Learning perspective implies numerous challenges demanding research efforts to achieve feasible classifiers. In this dissertation, we endeavor to formulate and solve important research questions in Machine-Learning-based Network Traffic Classification. As a result of numerous experiments, the knowledge provided in this research constitutes an engaging case of study in which network traffic data from two different environments are successfully collected, processed and modeled. Firstly, we approached the Feature Extraction and Selection processes providing our own contributions. A Feature Extractor was designed to create Machine-Learning ready datasets from real traffic data, and a Feature Selection Filter based on fast correlation is proposed and tested in several classification datasets. Then, the original Network Traffic Classification datasets are reduced using our Selection Filter to provide efficient classification models. Many classification models based on CART Decision Trees were analyzed exhibiting excellent outcomes in identifying various Internet applications. The experiments presented in this research comprise a comparison amongst ensemble learning schemes, an exploratory study on Class Imbalance and solutions; and an analysis of IP-header predictors for early traffic classification. This thesis is presented in the form of compendium of JCR-indexed scientific manuscripts and, furthermore, one conference paper is included. In the present work we study a wide number of learning approaches employing the most advance methodology in Machine Learning. As a result, we identify the strengths and weaknesses of these algorithms, providing our own solutions to overcome the observed limitations. Shortly, this thesis proves that Machine Learning offers interesting advanced techniques that open prominent prospects in Internet Network Traffic Classification.Departamento de Teoría de la Señal y Comunicaciones e Ingeniería TelemáticaDoctorado en Tecnologías de la Información y las Telecomunicacione

Systems Engineering

The book "Systems Engineering: Practice and Theory" is a collection of articles written by developers and researches from all around the globe. Mostly they present methodologies for separate Systems Engineering processes; others consider issues of adjacent knowledge areas and sub-areas that significantly contribute to systems development, operation, and maintenance. Case studies include aircraft, spacecrafts, and space systems development, post-analysis of data collected during operation of large systems etc. Important issues related to "bottlenecks" of Systems Engineering, such as complexity, reliability, and safety of different kinds of systems, creation, operation and maintenance of services, system-human communication, and management tasks done during system projects are addressed in the collection. This book is for people who are interested in the modern state of the Systems Engineering knowledge area and for systems engineers involved in different activities of the area. Some articles may be a valuable source for university lecturers and students; most of case studies can be directly used in Systems Engineering courses as illustrative materials

The safety case and the lessons learned for the reliability and maintainability case

This paper examine the safety case and the lessons learned for the reliability and maintainability case

Adaptive Algorithms For Classification On High-Frequency Data Streams: Application To Finance

Mención Internacional en el título de doctorIn recent years, the problem of concept drift has gained importance in the financial domain. The succession of manias, panics and crashes have stressed the nonstationary nature and the likelihood of drastic structural changes in financial markets. The most recent literature suggests the use of conventional machine learning and statistical approaches for this. However, these techniques are unable or slow to adapt to non-stationarities and may require re-training over time, which is computationally expensive and brings financial risks. This thesis proposes a set of adaptive algorithms to deal with high-frequency data streams and applies these to the financial domain. We present approaches to handle different types of concept drifts and perform predictions using up-to-date models. These mechanisms are designed to provide fast reaction times and are thus applicable to high-frequency data. The core experiments of this thesis are based on the prediction of the price movement direction at different intraday resolutions in the SPDR S&P 500 exchange-traded fund. The proposed algorithms are benchmarked against other popular methods from the data stream mining literature and achieve competitive results. We believe that this thesis opens good research prospects for financial forecasting during market instability and structural breaks. Results have shown that our proposed methods can improve prediction accuracy in many of these scenarios. Indeed, the results obtained are compatible with ideas against the efficient market hypothesis. However, we cannot claim that we can beat consistently buy and hold; therefore, we cannot reject it.Programa de Doctorado en Ciencia y Tecnología Informática por la Universidad Carlos III de MadridPresidente: Gustavo Recio Isasi.- Secretario: Pedro Isasi Viñuela.- Vocal: Sandra García Rodrígue