Adaptive inferential sensors based on evolving fuzzy models

A new technique to the design and use of inferential sensors in the process industry is proposed in this paper, which is based on the recently introduced concept of evolving fuzzy models (EFMs). They address the challenge that the modern process industry faces today, namely, to develop such adaptive and self-calibrating online inferential sensors that reduce the maintenance costs while keeping the high precision and interpretability/transparency. The proposed new methodology makes possible inferential sensors to recalibrate automatically, which reduces significantly the life-cycle efforts for their maintenance. This is achieved by the adaptive and flexible open-structure EFM used. The novelty of this paper lies in the following: (1) the overall concept of inferential sensors with evolving and self-developing structure from the data streams; (2) the new methodology for online automatic selection of input variables that are most relevant for the prediction; (3) the technique to detect automatically a shift in the data pattern using the age of the clusters (and fuzzy rules); (4) the online standardization technique used by the learning procedure of the evolving model; and (5) the application of this innovative approach to several real-life industrial processes from the chemical industry (evolving inferential sensors, namely, eSensors, were used for predicting the chemical properties of different products in The Dow Chemical Company, Freeport, TX). It should be noted, however, that the methodology and conclusions of this paper are valid for the broader area of chemical and process industries in general. The results demonstrate that well-interpretable and with-simple-structure inferential sensors can automatically be designed from the data stream in real time, which predict various process variables of interest. The proposed approach can be used as a basis for the development of a new generation of adaptive and evolving inferential sensors that can a- ddress the challenges of the modern advanced process industry

Machine Learning for Financial Prediction Under Regime Change Using Technical Analysis: A Systematic Review

Recent crises, recessions and bubbles have stressed the non-stationary nature and the presence of drastic structural changes in the financial domain. The most recent literature suggests the use of conventional machine learning and statistical approaches in this context. Unfortunately, several of these techniques are unable or slow to adapt to changes in the price-generation process. This study aims to survey the relevant literature on Machine Learning for financial prediction under regime change employing a systematic approach. It reviews key papers with a special emphasis on technical analysis. The study discusses the growing number of contributions that are bridging the gap between two separate communities, one focused on data stream learning and the other on economic research. However, it also makes apparent that we are still in an early stage. The range of machine learning algorithms that have been tested in this domain is very wide, but the results of the study do not suggest that currently there is a specific technique that is clearly dominant

Identifying smart design attributes for Industry 4.0 customization using a clustering Genetic Algorithm

Industry 4.0 aims at achieving mass customization at a mass production cost. A key component to realizing this is accurate prediction of customer needs and wants, which is however a challenging issue due to the lack of smart analytics tools. This paper investigates this issue in depth and then develops a predictive analytic framework for integrating cloud computing, big data analysis, business informatics, communication technologies, and digital industrial production systems. Computational intelligence in the form of a cluster k-means approach is used to manage relevant big data for feeding potential customer needs and wants to smart designs for targeted productivity and customized mass production. The identification of patterns from big data is achieved with cluster k-means and with the selection of optimal attributes using genetic algorithms. A car customization case study shows how it may be applied and where to assign new clusters with growing knowledge of customer needs and wants. This approach offer a number of features suitable to smart design in realizing Industry 4.0

Infrastructure systems modeling using data visualization and trend extraction

“Current infrastructure systems modeling literature lacks frameworks that integrate data visualization and trend extraction needed for complex systems decision making and planning. Critical infrastructures such as transportation and energy systems contain interdependencies that cannot be properly characterized without considering data visualization and trend extraction. This dissertation presents two case analyses to showcase the effectiveness and improvements that can be made using these techniques. Case one examines flood management and mitigation of disruption impacts using geospatial characteristics as part of data visualization. Case two incorporates trend analysis and sustainability assessment into energy portfolio transitions. Four distinct contributions are made in this work and divided equally across the two cases. The first contribution identifies trends and flood characteristics that must be included as part of model development. The second contribution uses trend extraction to create a traffic management data visualization system based on the flood influencing factors identified. The third contribution creates a data visualization framework for energy portfolio analysis using a genetic algorithm and fuzzy logic. The fourth contribution develops a sustainability assessment model using trend extraction and time series forecasting of state-level electricity generation in a proposed transition setting. The data visualization and trend extraction tools developed and validated in this research will improve strategic infrastructure planning effectiveness”--Abstract, page iv

Autonomous supervision and optimization of product quality in a multi-stage manufacturing process based on self-adaptive prediction models.

In modern manufacturing facilities, there are basically two essential phases for assuring high production quality with low (or even zero) defects and waste in order to save costs for companies. The first phase concerns the early recognition of potentially arising problems in product quality, the second phase concerns proper reactions upon the recognition of such problems. In this paper, we address a holistic approach for handling both issues consecutively within a predictive maintenance framework at an on-line production system. Thereby, we address multi-stage functionality based on (i) data-driven forecast models for (measure-able) product quality criteria (QCs) at a latter stage, which are established and executed through process values (and their time series trends) recorded at an early stage of production (describing its progress), and (ii) process optimization cycles whose outputs are suggestions for proper reactions at an earlier stage in the case of forecasted downtrends or exceeds of allowed boundaries in product quality. The data-driven forecast models are established through a high-dimensional batch time-series modeling problem. In this, we employ a non-linear version of PLSR (partial least squares regression) by coupling PLS with generalized Takagi–Sugeno fuzzy systems (termed as PLS-fuzzy). The models are able to self-adapt over time based on recursive parameters adaptation and rule evolution functionalities. Two concepts for increased flexibility during model updates are proposed, (i) a dynamic outweighing strategy of older samples with an adaptive update of the forgetting factor (steering forgetting intensity) and (ii) an incremental update of the latent variable space spanned by the directions (loading vectors) achieved through PLS; the whole model update approach is termed as SAFM-IF (self-adaptive forecast models with increased flexibility). Process optimization is achieved through multi-objective optimization using evolutionary techniques, where the (trained and updated) forecast models serve as surrogate models to guide the optimization process to Pareto fronts (containing solution candidates) with high quality. A new influence analysis between process values and QCs is suggested based on the PLS-fuzzy forecast models in order to reduce the dimensionality of the optimization space and thus to guarantee high(er) quality of solutions within a reasonable amount of time (→ better usage in on-line mode). The methodologies have been comprehensively evaluated on real on-line process data from a (micro-fluidic) chip production system, where the early stage comprises the injection molding process and the latter stage the bonding process. The results show remarkable performance in terms of low prediction errors of the PLS-fuzzy forecast models (showing mostly lower errors than achieved by other model architectures) as well as in terms of Pareto fronts with individuals (solutions) whose fitness was close to the optimal values of three most important target QCs (being used for supervision): flatness, void events and RMSEs of the chips. Suggestions could thus be provided to experts/operators how to best change process values and associated machining parameters at the injection molding process in order to achieve significantly higher product quality for the final chips at the end of the bonding process

Ecological models at fish community and species level to support effective river restoration

RESUMEN Los peces nativos son indicadores de la salud de los ecosistemas acuáticos, y se han convertido en un elemento de calidad clave para evaluar el estado ecológico de los ríos. La comprensión de los factores que afectan a las especies nativas de peces es importante para la gestión y conservación de los ecosistemas acuáticos. El objetivo general de esta tesis es analizar las relaciones entre variables biológicas y de hábitat (incluyendo la conectividad) a través de una variedad de escalas espaciales en los ríos Mediterráneos, con el desarrollo de herramientas de modelación para apoyar la toma de decisiones en la restauración de ríos. Esta tesis se compone de cuatro artículos. El primero tiene como objetivos modelar la relación entre un conjunto de variables ambientales y la riqueza de especies nativas (NFSR), y evaluar la eficacia de potenciales acciones de restauración para mejorar la NFSR en la cuenca del río Júcar. Para ello se aplicó un enfoque de modelación de red neuronal artificial (ANN), utilizando en la fase de entrenamiento el algoritmo Levenberg-Marquardt. Se aplicó el método de las derivadas parciales para determinar la importancia relativa de las variables ambientales. Según los resultados, el modelo de ANN combina variables que describen la calidad de ribera, la calidad del agua y el hábitat físico, y ayudó a identificar los principales factores que condicionan el patrón de distribución de la NFSR en los ríos Mediterráneos. En la segunda parte del estudio, el modelo fue utilizado para evaluar la eficacia de dos acciones de restauración en el río Júcar: la eliminación de dos azudes abandonados, con el consiguiente incremento de la proporción de corrientes. Estas simulaciones indican que la riqueza aumenta con el incremento de la longitud libre de barreras artificiales y la proporción del mesohabitat de corriente, y demostró la utilidad de las ANN como una poderosa herramienta para apoyar la toma de decisiones en el manejo y restauración ecológica de los ríos Mediterráneos. El segundo artículo tiene como objetivo determinar la importancia relativa de los dos principales factores que controlan la reducción de la riqueza de peces (NFSR), es decir, las interacciones entre las especies acuáticas, variables del hábitat (incluyendo la conectividad fluvial) y biológicas (incluidas las especies invasoras) en los ríos Júcar, Cabriel y Turia. Con este fin, tres modelos de ANN fueron analizados: el primero fue construido solamente con variables biológicas, el segundo se construyó únicamente con variables de hábitat y el tercero con la combinación de estos dos grupos de variables. Los resultados muestran que las variables de hábitat son los ¿drivers¿ más importantes para la distribución de NFSR, y demuestran la importancia ecológica de los modelos desarrollados. Los resultados de este estudio destacan la necesidad de proponer medidas de mitigación relacionadas con la mejora del hábitat (incluyendo la variabilidad de caudales en el río) como medida para conservar y restaurar los ríos Mediterráneos. El tercer artículo busca comparar la fiabilidad y relevancia ecológica de dos modelos predictivos de NFSR, basados en redes neuronales artificiales (ANN) y random forests (RF). La relevancia de las variables seleccionadas por cada modelo se evaluó a partir del conocimiento ecológico y apoyado por otras investigaciones. Los dos modelos fueron desarrollados utilizando validación cruzada k-fold y su desempeño fue evaluado a través de tres índices: el coeficiente de determinación (R2 ), el error cuadrático medio (MSE) y el coeficiente de determinación ajustado (R2 adj). Según los resultados, RF obtuvo el mejor desempeño en entrenamiento. Pero, el procedimiento de validación cruzada reveló que ambas técnicas generaron resultados similares (R2 = 68% para RF y R2 = 66% para ANN). La comparación de diferentes métodos de machine learning es muy útil para el análisis crítico de los resultados obtenidos a través de los modelos. El cuarto artículo tiene como objetivo evaluar la capacidad de las ANN para identificar los factores que afectan a la densidad y la presencia/ausencia de Luciobarbus guiraonis en la demarcación hidrográfica del Júcar. Se utilizó una red neuronal artificial multicapa de tipo feedforward (ANN) para representar relaciones no lineales entre descriptores de L. guiraonis con variables biológicas y de hábitat. El poder predictivo de los modelos se evaluó con base en el índice Kappa (k), la proporción de casos correctamente clasificados (CCI) y el área bajo la curva (AUC) característica operativa del receptor (ROC). La presencia/ausencia de L. guiraonis fue bien predicha por el modelo ANN (CCI = 87%, AUC = 0.85 y k = 0.66). La predicción de la densidad fue moderada (CCI = 62%, AUC = 0.71 y k = 0.43). Las variables más importantes que describen la presencia/ausencia fueron: radiación solar, área de drenaje y la proporción de especies exóticas de peces con un peso relativo del 27.8%, 24.53% y 13.60% respectivamente. En el modelo de densidad, las variables más importantes fueron el coeficiente de variación de los caudales medios anuales con una importancia relativa del 50.5% y la proporción de especies exóticas de peces con el 24.4%. Los modelos proporcionan información importante acerca de la relación de L. guiraonis con variables bióticas y de hábitat, este nuevo conocimiento podría utilizarse para apoyar futuros estudios y para contribuir en la toma de decisiones para la conservación y manejo de especies en los en los ríos Júcar, Cabriel y Turia.Olaya Marín, EJ. (2013). Ecological models at fish community and species level to support effective river restoration [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/28853TESI

Assessing the suitable habitat for reintroduction of brown trout (Salmo trutta forma fario) in a lowland river : a modeling approach

Huge efforts have been made during the past decades to improve the water quality and to restore the physical habitat of rivers and streams in western Europe. This has led to an improvement in biological water quality and an increase in fish stocks in many countries. However, several rheophilic fish species such as brown trout are still categorized as vulnerable in lowland streams in Flanders (Belgium). In order to support cost-efficient restoration programs, habitat suitability modeling can be used. In this study, we developed an ensemble of habitat suitability models using metaheuristic algorithms to explore the importance of a large number of environmental variables, including chemical, physical, and hydromorphological characteristics to determine the suitable habitat for reintroduction of brown trout in the Zwalm River basin (Flanders, Belgium), which is included in the Habitats Directive. Mean stream velocity, water temperature, hiding opportunities, and presence of pools or riffles were identified as the most important variables determining the habitat suitability. Brown trout mainly preferred streams with a relatively high mean reach stream velocity (0.2-1m/s), a low water temperature (7-15 degrees C), and the presence of pools. The ensemble of models indicated that most of the tributaries and headwaters were suitable for the species. Synthesis and applications. Our results indicate that this modeling approach can be used to support river management, not only for brown trout but also for other species in similar geographical regions. Specifically for the Zwalm River basin, future restoration of the physical habitat, removal of the remaining migration barriers and the development of suitable spawning grounds could promote the successful restoration of brown trout

Incremental Market Behavior Classification in Presence of Recurring Concepts

In recent years, the problem of concept drift has gained importance in the financial domain. The succession of manias, panics and crashes have stressed the non-stationary nature and the likelihood of drastic structural or concept changes in the markets. Traditional systems are unable or slow to adapt to these changes. Ensemble-based systems are widely known for their good results predicting both cyclic and non-stationary data such as stock prices. In this work, we propose RCARF (Recurring Concepts Adaptive Random Forests), an ensemble tree-based online classifier that handles recurring concepts explicitly. The algorithm extends the capabilities of a version of Random Forest for evolving data streams, adding on top a mechanism to store and handle a shared collection of inactive trees, called concept history, which holds memories of the way market operators reacted in similar circumstances. This works in conjunction with a decision strategy that reacts to drift by replacing active trees with the best available alternative: either a previously stored tree from the concept history or a newly trained background tree. Both mechanisms are designed to provide fast reaction times and are thus applicable to high-frequency data. The experimental validation of the algorithm is based on the prediction of price movement directions one second ahead in the SPDR (Standard & Poor's Depositary Receipts) S&P 500 Exchange-Traded Fund. RCARF is benchmarked against other popular methods from the incremental online machine learning literature and is able to achieve competitive results.This research was funded by the Spanish Ministry of Economy and Competitiveness under grant number ENE2014-56126-C2-2-R

Forecasting model for the change in stage of reservoir water level

Reservoir is one of major structural approaches for flood mitigation. During floods, early reservoir water release is one of the actions taken by the reservoir operator to accommodate incoming heavy rainfall. Late water release might give negative effect to the reservoir structure and cause flood at downstream area. However, current rainfall may not directly influence the change of reservoir water level. The delay may occur as the streamflow that carries the water might take some time to reach the reservoir. This study is aimed to develop a forecasting model for the change in stage of reservoir water level. The model considers the changes of reservoir water level and its stage as the input and the future change in stage of reservoir water level as the output. In this study, the Timah Tasoh reservoir operational data was obtained from the Perlis Department of Irrigation and Drainage (DID). The reservoir water level was categorised into stages based on DID manual. A modified sliding window algorithm has been deployed to segment the data into temporal patterns. Based on the patterns, three models were developed: the reservoir water level model, the change of reservoir water level and stage of reservoir water level model, and the combination of the change of reservoir water level and stage of reservoir water level model. All models were simulated using neural network and their performances were compared using on mean square error (MSE) and percentage of correctness. The result shows that the change of reservoir water level and stage of reservoir water model produces the lowest MSE and the highest percentage of correctness when compared to the other two models. The findings also show that a delay of two previous days has affected the change in stage of reservoir water level. The model can be applied to support early reservoir water release decision making. Thus, reduce the impact of flood at the downstream area