Development of Neurofuzzy Architectures for Electricity Price Forecasting

In 20th century, many countries have liberalized their electricity market. This power markets liberalization has directed generation companies as well as wholesale buyers to undertake a greater intense risk exposure compared to the old centralized framework. In this framework, electricity price prediction has become crucial for any market player in their decision‐making process as well as strategic planning. In this study, a prototype asymmetric‐based neuro‐fuzzy network (AGFINN) architecture has been implemented for short‐term electricity prices forecasting for ISO New England market. AGFINN framework has been designed through two different defuzzification schemes. Fuzzy clustering has been explored as an initial step for defining the fuzzy rules while an asymmetric Gaussian membership function has been utilized in the fuzzification part of the model. Results related to the minimum and maximum electricity prices for ISO New England, emphasize the superiority of the proposed model over well‐established learning‐based models

Task-based adaptive multiresolution for time-space multi-scale reaction-diffusion systems on multi-core architectures

A new solver featuring time-space adaptation and error control has been recently introduced to tackle the numerical solution of stiff reaction-diffusion systems. Based on operator splitting, finite volume adaptive multiresolution and high order time integrators with specific stability properties for each operator, this strategy yields high computational efficiency for large multidimensional computations on standard architectures such as powerful workstations. However, the data structure of the original implementation, based on trees of pointers, provides limited opportunities for efficiency enhancements, while posing serious challenges in terms of parallel programming and load balancing. The present contribution proposes a new implementation of the whole set of numerical methods including Radau5 and ROCK4, relying on a fully different data structure together with the use of a specific library, TBB, for shared-memory, task-based parallelism with work-stealing. The performance of our implementation is assessed in a series of test-cases of increasing difficulty in two and three dimensions on multi-core and many-core architectures, demonstrating high scalability

Computational fluid dynamics challenges for hybrid air vehicle applications

This paper begins by comparing turbulence models for the prediction of hybrid air vehicle (HAV) flows. A 6 : 1 prolate spheroid is employed for validation of the computational fluid dynamics (CFD) method. An analysis of turbulent quantities is presented and the Shear Stress Transport (SST) k-ω model is compared against a k-ω Explicit Algebraic Stress model (EASM) within the unsteady Reynolds-Averaged Navier-Stokes (RANS) framework. Further comparisons involve Scale Adaptative Simulation models and a local transition transport model. The results show that the flow around the vehicle at low pitch angles is sensitive to transition effects. At high pitch angles, the vortices generated on the suction side provide substantial lift augmentation and are better resolved by EASMs. The validated CFD method is employed for the flow around a shape similar to the Airlander aircraft of Hybrid Air Vehicles Ltd. The sensitivity of the transition location to the Reynolds number is demonstrated and the role of each vehicle£s component is analyzed. It was found that the ¦ns contributed the most to increase the lift and drag

Hardware-aware block size tailoring on adaptive spacetree grids for shallow water waves.

Spacetrees are a popular formalism to describe dynamically adaptive Cartesian grids. Though they directly yield an adaptive spatial discretisation, i.e. a mesh, it is often more efficient to augment them by regular Cartesian blocks embedded into the spacetree leaves. This facilitates stencil kernels working efficiently on homogeneous data chunks. The choice of a proper block size, however, is delicate. While large block sizes foster simple loop parallelism, vectorisation, and lead to branch-free compute kernels, they bring along disadvantages. Large blocks restrict the granularity of adaptivity and hence increase the memory footprint and lower the numerical-accuracy-per-byte efficiency. Large block sizes also reduce the block-level concurrency that can be used for dynamic load balancing. In the present paper, we therefore propose a spacetree-block coupling that can dynamically tailor the block size to the compute characteristics. For that purpose, we allow different block sizes per spacetree node. Groups of blocks of the same size are identied automatically throughout the simulation iterations, and a predictor function triggers the replacement of these blocks by one huge, regularly rened block. This predictor can pick up hardware characteristics while the dynamic adaptivity of the fine grid mesh is not constrained. We study such characteristics with a state-of-the-art shallow water solver and examine proper block size choices on AMD Bulldozer and Intel Sandy Bridge processors