Combined network intrusion and phasor data anomaly detection for secure dynamic control centers

The dynamic operation of power transmission systems requires the acquisition of reliable and accurate measurement and state information. The use of TCP/IP-based communication protocols such as IEEE C37.118 or IEC 61850 introduces different gateways to launch cyber-attacks and to compromise major system operation functionalities. Within this study, a combined network intrusion and phasor data anomaly detection system is proposed to enable a secure system operation in the presence of cyber-attacks for dynamic control centers. This includes the utilization of expert-rules, one-class classifiers, as well as recurrent neural networks to monitor different network packet and measurement information. The effectiveness of the proposed network intrusion and phasor data anomaly detection system is shown within a real-time simulation testbed considering multiple operation and cyber-attack conditions

Forecasting foreign exchange rates with adaptive neural networks using radial basis functions and particle swarm optimization

The motivation for this paper is to introduce a hybrid Neural Network architecture of Particle Swarm Optimization and Adaptive Radial Basis Function (ARBF-PSO), a time varying leverage trading strategy based on Glosten, Jagannathan and Runkle (GJR) volatility forecasts and a Neural Network fitness function for financial forecasting purposes. This is done by benchmarking the ARBF-PSO results with those of three different Neural Networks architectures, a Nearest Neighbors algorithm (k-NN), an autoregressive moving average model (ARMA), a moving average convergence/divergence model (MACD) plus a naïve strategy. More specifically, the trading and statistical performance of all models is investigated in a forecast simulation of the EUR/USD, EUR/GBP and EUR/JPY ECB exchange rate fixing time series over the period January 1999 to March 2011 using the last two years for out-of-sample testing

DEK-Forecaster: A Novel Deep Learning Model Integrated with EMD-KNN for Traffic Prediction

Internet traffic volume estimation has a significant impact on the business policies of the ISP (Internet Service Provider) industry and business successions. Forecasting the internet traffic demand helps to shed light on the future traffic trend, which is often helpful for ISPs decision-making in network planning activities and investments. Besides, the capability to understand future trend contributes to managing regular and long-term operations. This study aims to predict the network traffic volume demand using deep sequence methods that incorporate Empirical Mode Decomposition (EMD) based noise reduction, Empirical rule based outlier detection, and $K$-Nearest Neighbour (KNN) based outlier mitigation. In contrast to the former studies, the proposed model does not rely on a particular EMD decomposed component called Intrinsic Mode Function (IMF) for signal denoising. In our proposed traffic prediction model, we used an average of all IMFs components for signal denoising. Moreover, the abnormal data points are replaced by $K$ nearest data points average, and the value for $K$ has been optimized based on the KNN regressor prediction error measured in Root Mean Squared Error (RMSE). Finally, we selected the best time-lagged feature subset for our prediction model based on AutoRegressive Integrated Moving Average (ARIMA) and Akaike Information Criterion (AIC) value. Our experiments are conducted on real-world internet traffic datasets from industry, and the proposed method is compared with various traditional deep sequence baseline models. Our results show that the proposed EMD-KNN integrated prediction models outperform comparative models.Comment: 13 pages, 9 figure

Hybrid Advanced Optimization Methods with Evolutionary Computation Techniques in Energy Forecasting

More accurate and precise energy demand forecasts are required when energy decisions are made in a competitive environment. Particularly in the Big Data era, forecasting models are always based on a complex function combination, and energy data are always complicated. Examples include seasonality, cyclicity, fluctuation, dynamic nonlinearity, and so on. These forecasting models have resulted in an over-reliance on the use of informal judgment and higher expenses when lacking the ability to determine data characteristics and patterns. The hybridization of optimization methods and superior evolutionary algorithms can provide important improvements via good parameter determinations in the optimization process, which is of great assistance to actions taken by energy decision-makers. This book aimed to attract researchers with an interest in the research areas described above. Specifically, it sought contributions to the development of any hybrid optimization methods (e.g., quadratic programming techniques, chaotic mapping, fuzzy inference theory, quantum computing, etc.) with advanced algorithms (e.g., genetic algorithms, ant colony optimization, particle swarm optimization algorithm, etc.) that have superior capabilities over the traditional optimization approaches to overcome some embedded drawbacks, and the application of these advanced hybrid approaches to significantly improve forecasting accuracy

Machine Learning methods for long and short term energy demand forecasting

The thesis addresses the problems of long- and short- term electric load demand forecasting by using a mixed approach consisting of statistics and machine learning algorithms. The modelling of the multi-seasonal component of the Italian electric load is investigated by spectral analysis combined with machine learning. In particular, a frequency-domain version of the LASSO is developed in order to enforce sparsity in the parameter and efficiently obtain the main harmonics of the multi-seasonal term. The corresponding model yields one-year ahead forecasts whose Mean Absolute Percentage Error (MAPE) has the same order of magnitude of the one-day ahead predictor currently used by the Italian Transmission System Operator. Again for the Italian case, two whole-day ahead predictors are designed. The former applies to normal days while the latter is specifically designed for the Easter week. Concerning normal days, a predictor is built that relies exclusively on the loads recorded in the previous days, without resorting to exogenous data such as weather forecasts. This approach is viable in view of the highly correlated nature of the demand series, provided that suitable regularization-based strategies are applied in order to reduce the degrees of freedom and hence the parameters variance. The obtained forecasts improve significantly on the Terna benchmark predictor. The Easter week predictor is based on a Gaussian process model, whose kernel, differently from standard choices, is statistically designed from historical data. Again, even without using temperatures, a definite improvement is achieved over the Terna predictions. In the last chapter of the thesis, aggregation and enhancement techniques are introduced in order to suitably combine the prediction of different experts. The results, obtained on German national load data, show that, even in the case of missing experts, the proposed strategies yield to more accurate and robust predictions.The thesis addresses the problems of long- and short- term electric load demand forecasting by using a mixed approach consisting of statistics and machine learning algorithms. The modelling of the multi-seasonal component of the Italian electric load is investigated by spectral analysis combined with machine learning. In particular, a frequency-domain version of the LASSO is developed in order to enforce sparsity in the parameter and efficiently obtain the main harmonics of the multi-seasonal term. The corresponding model yields one-year ahead forecasts whose Mean Absolute Percentage Error (MAPE) has the same order of magnitude of the one-day ahead predictor currently used by the Italian Transmission System Operator. Again for the Italian case, two whole-day ahead predictors are designed. The former applies to normal days while the latter is specifically designed for the Easter week. Concerning normal days, a predictor is built that relies exclusively on the loads recorded in the previous days, without resorting to exogenous data such as weather forecasts. This approach is viable in view of the highly correlated nature of the demand series, provided that suitable regularization-based strategies are applied in order to reduce the degrees of freedom and hence the parameters variance. The obtained forecasts improve significantly on the Terna benchmark predictor. The Easter week predictor is based on a Gaussian process model, whose kernel, differently from standard choices, is statistically designed from historical data. Again, even without using temperatures, a definite improvement is achieved over the Terna predictions. In the last chapter of the thesis, aggregation and enhancement techniques are introduced in order to suitably combine the prediction of different experts. The results, obtained on German national load data, show that, even in the case of missing experts, the proposed strategies yield to more accurate and robust predictions

Advanced Methods for Photovoltaic Output Power Forecasting: A Review

Forecasting is a crucial task for successfully integrating photovoltaic (PV) output power into the grid. The design of accurate photovoltaic output forecasters remains a challenging issue, particularly for multistep-ahead prediction. Accurate PV output power forecasting is critical in a number of applications, such as micro-grids (MGs), energy optimization and management, PV integrated in smart buildings, and electrical vehicle chartering. Over the last decade, a vast literature has been produced on this topic, investigating numerical and probabilistic methods, physical models, and artificial intelligence (AI) techniques. This paper aims at providing a complete and critical review on the recent applications of AI techniques; we will focus particularly on machine learning (ML), deep learning (DL), and hybrid methods, as these branches of AI are becoming increasingly attractive. Special attention will be paid to the recent development of the application of DL, as well as to the future trends in this topic

Assessment of an Adaptive Load Forecasting Methodology in a Smart Grid Demonstration Project

This paper presents the implementation of an adaptive load forecasting methodology in two different power networks from a smart grid demonstration project deployed in the region of Madrid, Spain. The paper contains an exhaustive comparative study of different short-term load forecast methodologies, addressing the methods and variables that are more relevant to be applied for the smart grid deployment. The evaluation followed in this paper suggests that the performance of the different methods depends on the conditions of the site in which the smart grid is implemented. It is shown that some non-linear methods, such as support vector machine with a radial basis function kernel and extremely randomized forest offer good performance using only 24 lagged load hourly values, which could be useful when the amount of data available is limited due to communication problems in the smart grid monitoring system. However, it has to be highlighted that, in general, the behavior of different short-term load forecast methodologies is not stable when they are applied to different power networks and that when there is a considerable variability throughout the whole testing period, some methods offer good performance in some situations, but they fail in others. In this paper, an adaptive load forecasting methodology is proposed to address this issue improving the forecasting performance through iterative optimization: in each specific situation, the best short-term load forecast methodology is chosen, resulting in minimum prediction errors.This work has been partly funded by the Spanish Ministry of Economy and Competitiveness through the National Program for Research Aimed at the Challenges of Society under the project OSIRIS (RTC-2014-1556-3). The authors would like to thank all of the partners in the OSIRIS project: Unión Fenosa Distribución S.A., Tecnalia, Orbis , Neoris, Ziv Metering Solutions, Telecontrol STM and Universidad Carlos III de Madrid. The authors would also like to thank Charalampos Chelmis (University at Albany-SUNY) for the valuable discussion