A novel ensemble method for the accurate prediction of the major oil prices in Tanzania

Global development relies much on oil to run different types of machines. Using oil to power many types of equipment is very important to world economic growth. The analysis of oil prices is crucial for the country's long-term stability. However, global monopoly producers, wars, and pandemics have contributed to the volatility of crude oil prices. As a result, the optimal prediction model for oil prices becomes crucial. The performance of several ensemble strategies on single traditional and machine learning models was examined in this study. We found that the weighted ensemble technique outperformed other ensemble and single models in predicting petrol and diesel prices in Tanzania based on four performance metrics. Furthermore, a spike in global oil prices necessitates global economic and political stability for non-oil-producing nations to avoid suffering the consequences. Finally, other ensemble approaches may be used and compared to predict the oil prices.

Forecasting Models for Integration of Large-Scale Renewable Energy Generation to Electric Power Systems

Amid growing concerns about climate change and non-renewable energy sources deple¬tion, vari¬able renewable energy sources (VRESs) are considered as a feasible substitute for conventional environment-polluting fossil fuel-based power plants. Furthermore, the transition towards clean power systems requires additional transmission capacity. Dynamic thermal line rating (DTLR) is being considered as a potential solution to enhance the current transmission line capacity and omit/postpone transmission system expansion planning, while DTLR is highly dependent on weather variations. With increasing the accommodation of VRESs and application of DTLR, fluctuations and variations thereof impose severe and unprecedented challenges on power systems operation. Therefore, short-term forecasting of large-scale VERSs and DTLR play a crucial role in the electric power system op¬eration problems. To this end, this thesis devotes on developing forecasting models for two large-scale VRESs types (i.e., wind and tidal) and DTLR. Deterministic prediction can be employed for a variety of power system operation problems solved by deterministic optimization. Also, the outcomes of deterministic prediction can be employed for conditional probabilistic prediction, which can be used for modeling uncertainty, used in power system operation problems with robust optimization, chance-constrained optimization, etc. By virtue of the importance of deterministic prediction, deterministic prediction models are developed. Prevalently, time-frequency decomposition approaches are adapted to decompose the wind power time series (TS) into several less non-stationary and non-linear components, which can be predicted more precisely. However, in addition to non-stationarity and nonlinearity, wind power TS demonstrates chaotic characteristics, which reduces the predictability of the wind power TS. In this regard, a wind power generation prediction model based on considering the chaosity of the wind power generation TS is addressed. The model consists of a novel TS decomposition approach, named multi-scale singular spectrum analysis (MSSSA), and least squares support vector machines (LSSVMs). Furthermore, deterministic tidal TS prediction model is developed. In the proposed prediction model, a variant of empirical mode decomposition (EMD), which alleviates the issues associated with EMD. To further improve the prediction accuracy, the impact of different components of wind power TS with different frequencies (scales) in the spatiotemporal modeling of the wind farm is assessed. Consequently, a multiscale spatiotemporal wind power prediction is developed, using information theory-based feature selection, wavelet decomposition, and LSSVM. Power system operation problems with robust optimization and interval optimization require prediction intervals (PIs) to model the uncertainty of renewables. The advanced PI models are mainly based on non-differentiable and non-convex cost functions, which make the use of heuristic optimization for tuning a large number of unknown parameters of the prediction models inevitable. However, heuristic optimization suffers from several issues (e.g., being trapped in local optima, irreproducibility, etc.). To this end, a new wind power PI (WPPI) model, based on a bi-level optimization structure, is put forward. In the proposed WPPI, the main unknown parameters of the prediction model are globally tuned based on optimizing a convex and differentiable cost function. In line with solving the non-differentiability and non-convexity of PI formulation, an asymmetrically adaptive quantile regression (AAQR) which benefits from a linear formulation is proposed for tidal uncertainty modeling. In the prevalent QR-based PI models, for a specified reliability level, the probabilities of the quantiles are selected symmetrically with respect the median probability. However, it is found that asymmetrical and adaptive selection of quantiles with respect to median can provide more efficient PIs. To make the formulation of AAQR linear, extreme learning machine (ELM) is adapted as the prediction engine. Prevalently, the parameters of activation functions in ELM are selected randomly; while different sets of random values might result in dissimilar prediction accuracy. To this end, a heuristic optimization is devised to tune the parameters of the activation functions. Also, to enhance the accuracy of probabilistic DTLR, consideration of latent variables in DTLR prediction is assessed. It is observed that convective cooling rate can provide informative features for DTLR prediction. Also, to address the high dimensional feature space in DTLR, a DTR prediction based on deep learning and consideration of latent variables is put forward. Numerical results of this thesis are provided based on realistic data. The simulations confirm the superiority of the proposed models in comparison to traditional benchmark models, as well as the state-of-the-art models

Inventory Management and Demand Forecasting Improvement of a Forecasting Model Based on Artificial Neural Networks

Forecasting is predicting or estimating a future event or trend. Supply chains have been constantly growing in most countries ever since the industrial revolution of the 18th century. As the competitiveness between supply chains intensifies day by day, companies are shifting their focus to predictive analytics techniques to minimize costs and boost productivity and profits. Excessive inventory (overstock) and stock outs are very significant issues for suppliers. Excessive inventory levels can lead to loss of revenue because the company's capital is tied up in excess inventory. Excess inventory can also lead to increased storage, insurance costs and labor as well as lower and degraded quality based on the nature of the product. Shortages or out of stock can lead to lost sales and a decline in customer contentment and loyalty to the store. If clients are unable to find the right products on the shelves, they may switch to another vendor or purchase alternative items. Demand forecasting is valuable for planning, scheduling and improving the coordination of all supply chain activities. This paper discusses the use of neural networks for seasonal time series forecasting. Our objective is to evaluate the contribution of the correct choice of the transfer function by proposing a new form of the transfer function to improve the quality of the forecast

Big data analytics for relative humidity time series forecasting based on the LSTM network and ELM

Accurate and reliable relative humidity forecasting is important when evaluating the impacts of climate change on humans and ecosystems. However, the complex interactions among geophysical parameters are challenging and may result in inaccurate weather forecasting. This study combines long short-term memory (LSTM) and extreme learning machines (ELM) to create a hybrid model-based forecasting technique to predict relative humidity to improve the accuracy of forecasts. Detailed experiments with univariate and multivariate problems were conducted, and the results show that LSTM-ELM and ELM-LSTM have the lowest MAE and RMSE results compared to stand-alone LSTM and ELM for the univariate problem. In addition, LSTM-ELM and ELM-LSTM result in lower computation time than stand-alone LSTM. The experiment results demonstrate that the proposed hybrid models outperform the comparative methods in relative humidity forecasting. We employed the recursive feature elimination (RFE) method and showed that dewpoint temperature, temperature, and wind speed are the factors that most affect relative humidity. A higher dewpoint temperature indicates more air moisture, equating to high relative humidity. Humidity levels also rise as the temperature rises

Applications of machine learning to water resources management: A review of present status and future opportunities

Data availability: No data was used for the research described in the article.The corrected proof will be replaced by version of record in due course.Copyright © 2024 The Authors. Water is the most valuable natural resource on earth that plays a critical role in the socio-economic development of humans worldwide. Water is used for various purposes, including, but not limited to, drinking, recreation, irrigation, and hydropower production. The expected population growth at a global scale, coupled with the predicted climate change-induced impacts, warrants the need for proactive and effective management of water resources. Over the recent decades, machine learning tools have been widely applied to various water resources management-related fields and have often shown promising results. Despite the publication of several review articles on machine learning applications in water-related fields, this review paper presents for the first time a comprehensive review of machine learning techniques applied to water resources management, focusing on the most recent achievements. The study examines the potential for advanced machine learning techniques to improve decision support systems in the various sectors within the realm of water resources management, which includes groundwater management, streamflow forecasting, water distribution systems, water quality and wastewater treatment, water demand and consumption, hydropower and marine energy, water drainage systems, and flood management and defence. This study provides an overview of the state-of-the-art machine learning approaches to the water industry and how they can be used to ensure water supply sustainability, quality, and flood and drought mitigation. This review covers the most recent related studies to provide the most recent snapshot of machine learning applications in the water industry. Overall, LSTM networks have been proven to exhibit reliable performance, often outperforming ANN models, traditional machine learning models, and established physics-based models. Hybrid ML techniques have exhibited great forecasting accuracy across all water-related fields, often showing superior computational power over traditional ANNs architectures. In addition to purely data-driven models, physical-based hybrid models have also been developed to improve prediction performance. These efforts further demonstrate that Machine learning can be a powerful practical tool for water resources management. It provides insights, predictions, and optimisation capabilities to help enhance sustainable water use and management and improve socio-economic development, healthy ecosystems and human existence.EPSRC project reference 2339403 to S. Sayed and A. Ahmed

Ensemble based on randomised neural networks for online data stream regression in presence of concept drift

The big data paradigm has posed new challenges for the Machine Learning algorithms, such as analysing continuous flows of data, in the form of data streams, and dealing with the evolving nature of the data, which cause a phenomenon often referred to in the literature as concept drift. Concept drift is caused by inconsistencies between the optimal hypotheses in two subsequent chunks of data, whereby the concept underlying a given process evolves over time, which can happen due to several factors including change in consumer preference, economic dynamics, or environmental conditions. This thesis explores the problem of data stream regression with the presence of concept drift. This problem requires computationally efficient algorithms that are able to adapt to the various types of drift that may affect the data. The development of effective algorithms for data streams with concept drift requires several steps that are discussed in this research. The first one is related to the datasets required to assess the algorithms. In general, it is not possible to determine the occurrence of concept drift on real-world datasets; therefore, synthetic datasets where the various types of concept drift can be simulated are required. The second issue is related to the choice of the algorithm. The ensemble algorithms show many advantages to deal with concept drifting data streams, which include flexibility, computational efficiency and high accuracy. For the design of an effective ensemble, this research analyses the use of randomised Neural Networks as base models, along with their optimisation. The optimisation of the randomised Neural Networks involves design and tuning hyperparameters which may substantially affect its performance. The optimisation of the base models is an important aspect to build highly accurate and computationally efficient ensembles. To cope with the concept drift, the existing methods either require setting fixed updating points, which may result in unnecessary computations or slow reaction to concept drift, or rely on drifting detection mechanism, which may be ineffective due to the difficulty to detect drift in real applications. Therefore, the research contributions of this thesis include the development of a new approach for synthetic dataset generation, development of a new hyperparameter optimisation algorithm that reduces the search effort and the need of prior assumptions compared to existing methods, the analysis of the effects of randomised Neural Networks hyperparameters, and the development of a new ensemble algorithm based on bagging meta-model that reduces the computational effort over existing methods and uses an innovative updating mechanism to cope with concept drift. The algorithms have been tested on synthetic datasets and validated on four real-world datasets from various application domains

Nonlinear Dynamics

This volume covers a diverse collection of topics dealing with some of the fundamental concepts and applications embodied in the study of nonlinear dynamics. Each of the 15 chapters contained in this compendium generally fit into one of five topical areas: physics applications, nonlinear oscillators, electrical and mechanical systems, biological and behavioral applications or random processes. The authors of these chapters have contributed a stimulating cross section of new results, which provide a fertile spectrum of ideas that will inspire both seasoned researches and students

Reduction of False Positives in Intrusion Detection Based on Extreme Learning Machine with Situation Awareness

Protecting computer networks from intrusions is more important than ever for our privacy, economy, and national security. Seemingly a month does not pass without news of a major data breach involving sensitive personal identity, financial, medical, trade secret, or national security data. Democratic processes can now be potentially compromised through breaches of electronic voting systems. As ever more devices, including medical machines, automobiles, and control systems for critical infrastructure are increasingly networked, human life is also more at risk from cyber-attacks. Research into Intrusion Detection Systems (IDSs) began several decades ago and IDSs are still a mainstay of computer and network protection and continue to evolve. However, detecting previously unseen, or zero-day, threats is still an elusive goal. Many commercial IDS deployments still use misuse detection based on known threat signatures. Systems utilizing anomaly detection have shown great promise to detect previously unseen threats in academic research. But their success has been limited in large part due to the excessive number of false positives that they produce. This research demonstrates that false positives can be better minimized, while maintaining detection accuracy, by combining Extreme Learning Machine (ELM) and Hidden Markov Models (HMM) as classifiers within the context of a situation awareness framework. This research was performed using the University of New South Wales - Network Based 2015 (UNSW-NB15) data set which is more representative of contemporary cyber-attack and normal network traffic than older data sets typically used in IDS research. It is shown that this approach provides better results than either HMM or ELM alone and with a lower False Positive Rate (FPR) than other comparable approaches that also used the UNSW-NB15 data set

Predictive modelling of global solar radiation with artificial intelligence approaches using MODIS satellites and atmospheric reanalysis data for Australia

Global solar radiation (GSR) prediction is a prerequisite task for agricultural management and agronomic decisions, including photovoltaic (PV) power generation, biofuel exploration and several other bio-physical applications. Since short-term variabilities in the GSR incorporate stochastic and intermittent behaviours (such as periodic fluctuations, jumps and trends) due to the dynamicity of atmospheric variables, GSR predictions, as required for solar energy generation, is a challenging endeavour to satisfactorily predict the solar generated electricity in a PV system. Additionally, the solar radiation data, as required for solar energy monitoring purposes, are not available in all geographic locations due to the absence of meteorological stations and this is especially true for remote and regional solar powered sites. To surmount these challenges, the universally (and freely available) atmospheric gridded datasets (e.g., reanalysis and satellite variables) integrated into solar radiation predictive models to generate reliable GSR predictions can be considered as a viable medium for future solar energy exploration, utilisation and management. Hence, this doctoral thesis aims to design and evaluate novel Artificial Intelligence (AI; Machine Learning and Deep Learning) based predictive models for GSR predictions, using the European Centre for Medium Range Weather Forecasting (ECMWF) Interim-ERA reanalysis and Moderate Resolution Imaging Spectroradiometer (MODIS) Satellite variables enriched with ground-based weather station datasets for the prediction of both long-term (i.e., monthly averaged daily) as well as the short-term (i.e., daily and half-hourly) GSR. The focus of the study region is Queensland, the sunshine state, as well as a number of major solar cities in Australia where solar energy utilisation is actively being promoted by the Australian State and Federal Government agencies. Firstly, the Artificial Neural Networks (ANN), a widely used Machine Learning model is implemented to predict daily GSR at five different cities in Australia using ECMWF Reanalysis fields obtained from the European Centre for Medium Range Weather Forecasting repository. Secondly, the Self-Adaptive Differential Evolutionary Extreme Learning Machine (i.e., SaDE-ELM) is also proposed for monthly averaged daily GSR prediction trained with ECMWF reanalysis and MODIS satellite data from the Moderate Resolution Imaging Spectroradiometer. Thirdly, a three-phase Support Vector Regression (SVR; Machine Learning) model is developed to predict monthly averaged daily GSR prediction where the MODIS data are used to train and evaluate the model and the Particle Swarm Algorithm (PSO) is used as an input selection algorithm. The PSO selected inputs are further transformed into wavelet subseries via non-decimated Discrete Wavelet Transform to unveil the embedded features leading to a hybrid PSO-W-SVR model, seen to outperform the comparative hybrid models. Fourthly, to improve the accuracy of conventional techniques adopted for GSR prediction, Deep Learning (DL) approach based on Deep Belief Network (DBN) and Deep Neural Network (DNN) algorithms are developed to predict the monthly averaged daily GSR prediction using MODIS-based dataset. Finally, the Convolutional Neural Network (CNN) integrated with a Long Short-Term Memory Network (LSTM) model is used to construct a hybrid CLSTM model which is tested to predict the half-hourly GSR values over multiple time-step horizons (i.e., 1-Day, 1-Week, 2-Week, and 1-Month periods). Here, several statistical, Machine Learning and Deep Learning models are adopted to benchmark the proposed DNN and CLSTM models against conventional models (ANN, SaDE-ELM, SVR, DBN). In this doctoral research thesis, a Global Sensitivity Analysis method that attempts to utilise the Gaussian Emulation Machine (GEM-SA) algorithm is employed for a sensitivity analysis of the model predictors. Sensitivity analysis of selected predictors ascertains that the variables: aerosol, cloud, and water vapour parameters used as input parameters for GSR prediction play a significant role and the most important predictors are seen to vary with the geographic location of the tested study site. A suite of alternative models are also developed to evaluate the input datasets classified into El Niño, La Niña and the positive and negative phases of the Indian Ocean Dipole moment. This considers the impact of synoptic-scale climate phenomenon on long-term GSR predictions. A seasonal analysis of models applied at the tested study sites showed that proposed predictive models are an ideal tool over several other comparative models used for GSR prediction. This study also ascertains that an Artificial Intelligence based predictive model integrated with ECMWF reanalysis and MODIS satellite data incorporating physical interactions of the GSR (and its variability) with the other important atmospheric variables can be considered to be an efficient method to predict GSR. In terms of their practical use, the models developed can be used to assist with solar energy modelling and monitoring in solar-rich sites that have diverse climatic conditions, to further support cleaner energy utilization. The outcomes of this doctoral research program are expected to lead to new applications of Artificial Intelligence based predictive tools for GSR prediction, as these tools are able to capture the non-linear relationships between the predictor and the target variable (GSR). The Artificial Intelligence models can therefore assist climate adaptation and energy policymakers to devise new energy management devices not only for Australia but also globally, to enable optimal management of solar energy resources and promote renewable energy to combat current issues of climate change. Additionally, the proposed predictive models may also be applied to other renewable energy areas such as wind, drought, streamflow, flood and electricity demand for prediction

A New Predictive Algorithm for Time Series Forecasting Based on Machine Learning Techniques: Evidence for Decision Making in Agriculture and Tourism Sectors

Accurate time series prediction techniques are becoming fundamental to modern decision support systems. As massive data processing develops in its practicality, machine learning (ML) techniques applied to time series can automate and improve prediction models. The radical novelty of this paper is the development of a hybrid model that combines a new approach to the classical Kalman filter with machine learning techniques, i.e., support vector regression (SVR) and nonlinear autoregressive (NAR) neural networks, to improve the performance of existing predictive models. The proposed hybrid model uses, on the one hand, an improved Kalman filter method that eliminates the convergence problems of time series data with large error variance and, on the other hand, an ML algorithm as a correction factor to predict the model error. The results reveal that our hybrid models obtain accurate predictions, substantially reducing the root mean square and absolute mean errors compared to the classical and alternative Kalman filter models and achieving a goodness of fit greater than 0.95. Furthermore, the generalization of this algorithm was confirmed by its validation in two different scenariosThe authors acknowledge the support provided by the companies that released the data used for the analysi