DPVis: Visual Analytics with Hidden Markov Models for Disease Progression Pathways

Clinical researchers use disease progression models to understand patient status and characterize progression patterns from longitudinal health records. One approach for disease progression modeling is to describe patient status using a small number of states that represent distinctive distributions over a set of observed measures. Hidden Markov models (HMMs) and its variants are a class of models that both discover these states and make inferences of health states for patients. Despite the advantages of using the algorithms for discovering interesting patterns, it still remains challenging for medical experts to interpret model outputs, understand complex modeling parameters, and clinically make sense of the patterns. To tackle these problems, we conducted a design study with clinical scientists, statisticians, and visualization experts, with the goal to investigate disease progression pathways of chronic diseases, namely type 1 diabetes (T1D), Huntington's disease, Parkinson's disease, and chronic obstructive pulmonary disease (COPD). As a result, we introduce DPVis which seamlessly integrates model parameters and outcomes of HMMs into interpretable and interactive visualizations. In this study, we demonstrate that DPVis is successful in evaluating disease progression models, visually summarizing disease states, interactively exploring disease progression patterns, and building, analyzing, and comparing clinically relevant patient subgroups.Comment: to appear at IEEE Transactions on Visualization and Computer Graphic

Short-Term Industrial Load Forecasting Based on Ensemble Hidden Markov Model

Short-term load forecasting (STLF) for industrial customers has been an essential task to reduce the cost of energy transaction and promote the stable operation of smart grid throughout the development of the modern power system. Traditional STLF methods commonly focus on establishing the non-linear relationship between loads and features, but ignore the temporal relationship between them. In this paper, an STLF method based on ensemble hidden Markov model (e-HMM) is proposed to track and learn the dynamic characteristics of industrial customer’s consumption patterns in correlated multivariate time series, thereby improving the prediction accuracy. Specifically, a novel similarity measurement strategy of log-likelihood space is designed to calculate the log-likelihood value of the multivariate time series in sliding time windows, which can effectively help the hidden Markov model (HMM) to capture the dynamic temporal characteristics from multiple historical sequences in similar patterns, so that the prediction accuracy is greatly improved. In order to improve the generalization ability and stability of a single HMM, we further adopt the framework of Bagging ensemble learning algorithm to reduce the prediction errors of a single model. The experimental study is implemented on a real dataset from a company in Hunan Province, China. We test the model in different forecasting periods. The results of multiple experiments and comparison with several state-of-the-art models show that the proposed approach has higher prediction accuracy

Short-Term Industrial Load Forecasting Based on Ensemble Hidden Markov Model

Short-term load forecasting (STLF) for industrial customers has been an essential task to reduce the cost of energy transaction and promote the stable operation of smart grid throughout the development of the modern power system. Traditional STLF methods commonly focus on establishing the non-linear relationship between loads and features, but ignore the temporal relationship between them. In this paper, an STLF method based on ensemble hidden Markov model (e-HMM) is proposed to track and learn the dynamic characteristics of industrial customer’s consumption patterns in correlated multivariate time series, thereby improving the prediction accuracy. Specifically, a novel similarity measurement strategy of log-likelihood space is designed to calculate the log-likelihood value of the multivariate time series in sliding time windows, which can effectively help the hidden Markov model (HMM) to capture the dynamic temporal characteristics from multiple historical sequences in similar patterns, so that the prediction accuracy is greatly improved. In order to improve the generalization ability and stability of a single HMM, we further adopt the framework of Bagging ensemble learning algorithm to reduce the prediction errors of a single model. The experimental study is implemented on a real dataset from a company in Hunan Province, China. We test the model in different forecasting periods. The results of multiple experiments and comparison with several state-of-the-art models show that the proposed approach has higher prediction accuracy

Algorithms for appliance usage prediction

Demand-Side Management (DSM) is one of the key elements of future Smart Electricity Grids. DSM involves mechanisms to reduce or shift the consumption of electricity in an attempt to minimise peaks. By so doing it is possible to avoid using expensive peaking plants that are also highly carbon emitting. A key challenge in DSM, however, is the need to predict energy usage from specific home appliances accurately so that consumers can be notified to shift or reduce the use of high energy-consuming appliances. In some cases, such notifications may be also need to be given at very short notice. Hence, to solve the appliance usage prediction problem, in this thesis we develop novel algorithms that take into account both users' daily practices (by taking advantage of the cyclic nature of routine activities) and the inter-dependency between the usage of multiple appliances (i.e., the user's typical consumption patterns). We propose two prediction algorithms to satisfy the needs for fast prediction and high accuracy respectively: i) a rule-based approach, EGH-H, for scenarios in which notifications need to be given at short notice, to find significant patterns in the use of appliances that can capture the user's behaviour (or habits), ii) a graphical{model based approach, GM-PMA (Graphical Model for Prediction in Multiple Appliances) for scenarios that require high prediction accuracy. We demonstrate through extensive empirical evaluations on real{world data from a prominent database of home energy usage that GM-PMA outperforms existing methods by up to 41%, and the runtime of EGH-H is 100 times lower on average, than that of other benchmark algorithms, while maintaining competitive prediction accuracy. Moreover, we demonstrate the use of appliance usage prediction algorithms in the context of demand{side management by proposing an Intelligent Demand Responses (IDR) mechanism, where an agent uses Logistic Inference to learn the user's preferences, and hence provides the best personalised suggestions to the user. We use simulations to evaluate IDR on a number of user types, and show that, by using IDR, users are likely to improve their savings significantly

Short-term electricity price forecasting with time series models: A review and evaluation

We investigate the forecasting power of different time series models for electricity spot prices. The models include different specifications of linear autoregressive time series with heteroscedastic noise and/or additional fundamental variables and non-linear regime-switching TAR-type models. The models are tested on a time series of hourly system prices and loads from the California power market. Data from the period July 5, 1999 - April 2, 2000 are used for calibration and from the period April 3 - December 3, 2000 for out-of-sample testing.Electricity price forecasting; Autoregression (AR) model; Threshold Autoregression (TAR) model; Electricity load;

Context-based energy disaggregation in smart homes

In this paper, we address the problem of energy conservation and optimization in residential environments by providing users with useful information to solicit a change in consumption behavior. Taking care to highly limit the costs of installation and management, our work proposes a Non-Intrusive Load Monitoring (NILM) approach, which consists of disaggregating the whole-house power consumption into the individual portions associated to each device. State of the art NILM algorithms need monitoring data sampled at high frequency, thus requiring high costs for data collection and management. In this paper, we propose an NILM approach that relaxes the requirements on monitoring data since it uses total active power measurements gathered at low frequency (about 1 Hz). The proposed approach is based on the use of Factorial Hidden Markov Models (FHMM) in conjunction with context information related to the user presence in the house and the hourly utilization of appliances. Through a set of tests, we investigated how the use of these additional context-awareness features could improve disaggregation results with respect to the basic FHMM algorithm. The tests have been performed by using Tracebase, an open dataset made of data gathered from real home environments

Non-intrusive load monitoring solutions for low- and very low-rate granularity

Strathclyde theses - ask staff. Thesis no. : T15573Large-scale smart energy metering deployment worldwide and the integration of smart meters within the smart grid are enabling two-way communication between the consumer and energy network, thus ensuring an improved response to demand. Energy disaggregation or non-intrusive load monitoring (NILM), namely disaggregation of the total metered electricity consumption down to individual appliances using purely algorithmic tools, is gaining popularity as an added-value that makes the most of meter data.In this thesis, the first contribution tackles low-rate NILM problem by proposing an approach based on graph signal processing (GSP) that does not require any training.Note that Low-rate NILM refers to NILM of active power measurements only, at rates from 1 second to 1 minute. Adaptive thresholding, signal clustering and pattern matching are implemented via GSP concepts and applied to the NILM problem. Then for further demonstration of GSP potential, GSP concepts are applied at both, physical signal level via graph-based filtering and data level, via effective semi-supervised GSP-based feature matching. The proposed GSP-based NILM-improving methods are generic and can be used to improve the results of various event-based NILM approaches. NILM solutions for very low data rates (15-60 min) cannot leverage on low to highrates NILM approaches. Therefore, the third contribution of this thesis comprises three very low-rate load disaggregation solutions, based on supervised (i) K-nearest neighbours relying on features such as statistical measures of the energy signal, time usage profile of appliances and reactive power consumption (if available); unsupervised(ii) optimisation performing minimisation of error between aggregate and the sum of estimated individual loads, where energy consumed by always-on load is heuristically estimated prior to further disaggregation and appliance models are built only by manufacturer information; and (iii) GSP as a variant of aforementioned GSP-based solution proposed for low-rate load disaggregation, with an additional graph of time-of-day information.Large-scale smart energy metering deployment worldwide and the integration of smart meters within the smart grid are enabling two-way communication between the consumer and energy network, thus ensuring an improved response to demand. Energy disaggregation or non-intrusive load monitoring (NILM), namely disaggregation of the total metered electricity consumption down to individual appliances using purely algorithmic tools, is gaining popularity as an added-value that makes the most of meter data.In this thesis, the first contribution tackles low-rate NILM problem by proposing an approach based on graph signal processing (GSP) that does not require any training.Note that Low-rate NILM refers to NILM of active power measurements only, at rates from 1 second to 1 minute. Adaptive thresholding, signal clustering and pattern matching are implemented via GSP concepts and applied to the NILM problem. Then for further demonstration of GSP potential, GSP concepts are applied at both, physical signal level via graph-based filtering and data level, via effective semi-supervised GSP-based feature matching. The proposed GSP-based NILM-improving methods are generic and can be used to improve the results of various event-based NILM approaches. NILM solutions for very low data rates (15-60 min) cannot leverage on low to highrates NILM approaches. Therefore, the third contribution of this thesis comprises three very low-rate load disaggregation solutions, based on supervised (i) K-nearest neighbours relying on features such as statistical measures of the energy signal, time usage profile of appliances and reactive power consumption (if available); unsupervised(ii) optimisation performing minimisation of error between aggregate and the sum of estimated individual loads, where energy consumed by always-on load is heuristically estimated prior to further disaggregation and appliance models are built only by manufacturer information; and (iii) GSP as a variant of aforementioned GSP-based solution proposed for low-rate load disaggregation, with an additional graph of time-of-day information

Bayesian Fused Lasso regression for dynamic binary networks

We propose a multinomial logistic regression model for link prediction in a time series of directed binary networks. To account for the dynamic nature of the data we employ a dynamic model for the model parameters that is strongly connected with the fused lasso penalty. In addition to promoting sparseness, this prior allows us to explore the presence of change points in the structure of the network. We introduce fast computational algorithms for estimation and prediction using both optimization and Bayesian approaches. The performance of the model is illustrated using simulated data and data from a financial trading network in the NYMEX natural gas futures market. Supplementary material containing the trading network data set and code to implement the algorithms is available online