57,831 research outputs found
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 decisionâmaking process as well as strategic planning. In this study, a prototype asymmetricâbased neuroâfuzzy network (AGFINN) architecture has been implemented for shortâterm 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 wellâestablished learningâbased models
-means clustering of extremes
The -means clustering algorithm and its variant, the spherical -means
clustering, are among the most important and popular methods in unsupervised
learning and pattern detection. In this paper, we explore how the spherical
-means algorithm can be applied in the analysis of only the extremal
observations from a data set. By making use of multivariate extreme value
analysis we show how it can be adopted to find "prototypes" of extremal
dependence and we derive a consistency result for our suggested estimator. In
the special case of max-linear models we show furthermore that our procedure
provides an alternative way of statistical inference for this class of models.
Finally, we provide data examples which show that our method is able to find
relevant patterns in extremal observations and allows us to classify extremal
events
Network anomaly detection: a survey and comparative analysis of stochastic and deterministic methods
7 pages. 1 more figure than final CDC 2013 versionWe present five methods to the problem of network anomaly detection. These methods cover most of the common techniques in the anomaly detection field, including Statistical Hypothesis Tests (SHT), Support Vector Machines (SVM) and clustering analysis. We evaluate all methods in a simulated network that consists of nominal data, three flow-level anomalies and one packet-level attack. Through analyzing the results, we point out the advantages and disadvantages of each method and conclude that combining the results of the individual methods can yield improved anomaly detection results
Dynamic Tensor Clustering
Dynamic tensor data are becoming prevalent in numerous applications. Existing
tensor clustering methods either fail to account for the dynamic nature of the
data, or are inapplicable to a general-order tensor. Also there is often a gap
between statistical guarantee and computational efficiency for existing tensor
clustering solutions. In this article, we aim to bridge this gap by proposing a
new dynamic tensor clustering method, which takes into account both sparsity
and fusion structures, and enjoys strong statistical guarantees as well as high
computational efficiency. Our proposal is based upon a new structured tensor
factorization that encourages both sparsity and smoothness in parameters along
the specified tensor modes. Computationally, we develop a highly efficient
optimization algorithm that benefits from substantial dimension reduction. In
theory, we first establish a non-asymptotic error bound for the estimator from
the structured tensor factorization. Built upon this error bound, we then
derive the rate of convergence of the estimated cluster centers, and show that
the estimated clusters recover the true cluster structures with a high
probability. Moreover, our proposed method can be naturally extended to
co-clustering of multiple modes of the tensor data. The efficacy of our
approach is illustrated via simulations and a brain dynamic functional
connectivity analysis from an Autism spectrum disorder study.Comment: Accepted at Journal of the American Statistical Associatio
Machine Learning for Neuroimaging with Scikit-Learn
Statistical machine learning methods are increasingly used for neuroimaging
data analysis. Their main virtue is their ability to model high-dimensional
datasets, e.g. multivariate analysis of activation images or resting-state time
series. Supervised learning is typically used in decoding or encoding settings
to relate brain images to behavioral or clinical observations, while
unsupervised learning can uncover hidden structures in sets of images (e.g.
resting state functional MRI) or find sub-populations in large cohorts. By
considering different functional neuroimaging applications, we illustrate how
scikit-learn, a Python machine learning library, can be used to perform some
key analysis steps. Scikit-learn contains a very large set of statistical
learning algorithms, both supervised and unsupervised, and its application to
neuroimaging data provides a versatile tool to study the brain.Comment: Frontiers in neuroscience, Frontiers Research Foundation, 2013, pp.1
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