Multi-time-horizon Solar Forecasting Using Recurrent Neural Network

The non-stationarity characteristic of the solar power renders traditional point forecasting methods to be less useful due to large prediction errors. This results in increased uncertainties in the grid operation, thereby negatively affecting the reliability and increased cost of operation. This research paper proposes a unified architecture for multi-time-horizon predictions for short and long-term solar forecasting using Recurrent Neural Networks (RNN). The paper describes an end-to-end pipeline to implement the architecture along with the methods to test and validate the performance of the prediction model. The results demonstrate that the proposed method based on the unified architecture is effective for multi-horizon solar forecasting and achieves a lower root-mean-squared prediction error compared to the previous best-performing methods which use one model for each time-horizon. The proposed method enables multi-horizon forecasts with real-time inputs, which have a high potential for practical applications in the evolving smart grid.Comment: Accepted at: IEEE Energy Conversion Congress and Exposition (ECCE 2018), 7 pages, 5 figures, code available: sakshi-mishra.github.i

Model structure selection using an integrated forward orthogonal search algorithm assisted by squared correlation and mutual information

Model structure selection plays a key role in non-linear system identification. The first step in non-linear system identification is to determine which model terms should be included in the model. Once significant model terms have been determined, a model selection criterion can then be applied to select a suitable model subset. The well known Orthogonal Least Squares (OLS) type algorithms are one of the most efficient and commonly used techniques for model structure selection. However, it has been observed that the OLS type algorithms may occasionally select incorrect model terms or yield a redundant model subset in the presence of particular noise structures or input signals. A very efficient Integrated Forward Orthogonal Search (IFOS) algorithm, which is assisted by the squared correlation and mutual information, and which incorporates a Generalised Cross-Validation (GCV) criterion and hypothesis tests, is introduced to overcome these limitations in model structure selection

Model structure selection using an integrated forward orthogonal search algorithm interfered with squared correlation and mutual information

Model structure selection plays a key role in nonlinear system identification. The first step in nonlinear system identification is to determine which model terms should be included in the model. Once significant model terms have been determined, a model selection criterion can then be applied to select a suitable model subset. The well known orthogonal least squares type algorithms are one of the most efficient and commonly used techniques for model structure selection. However, it has been observed that the orthogonal least squares type algorithms may occasionally select incorrect model terms or yield a redundant model subset in the presence of particular noise structures or input signals. A very efficient integrated forward orthogonal searching (IFOS) algorithm, which is interfered with squared correlation and mutual information, and which incorporates a general cross-validation (GCV) criterion and hypothesis tests, is introduced to overcome these limitations in model structure selection

Data-driven models for monthly streamflow time series prediction

Author name used in this publication: K.W. Chau2010-2011 > Academic research: refereed > Publication in refereed journalAccepted ManuscriptPublishe

Big Data Analysis application in the renewable energy market: wind power

Entre as enerxías renovables, a enerxía eólica e unha das tecnoloxías mundiais de rápido crecemento. Non obstante, esta incerteza debería minimizarse para programar e xestionar mellor os activos de xeración tradicionais para compensar a falta de electricidade nas redes electricas. A aparición de técnicas baseadas en datos ou aprendizaxe automática deu a capacidade de proporcionar predicións espaciais e temporais de alta resolución da velocidade e potencia do vento. Neste traballo desenvólvense tres modelos diferentes de ANN, abordando tres grandes problemas na predición de series de datos con esta técnica: garantía de calidade de datos e imputación de datos non válidos, asignación de hiperparámetros e selección de funcións. Os modelos desenvolvidos baséanse en técnicas de agrupación, optimización e procesamento de sinais para proporcionar predicións de velocidade e potencia do vento a curto e medio prazo (de minutos a horas)

Wavelet Neural Networks: A Practical Guide

Wavelet networks (WNs) are a new class of networks which have been used with great success in a wide range of application. However a general accepted framework for applying WNs is missing from the literature. In this study, we present a complete statistical model identification framework in order to apply WNs in various applications. The following subjects were thorough examined: the structure of a WN, training methods, initialization algorithms, variable significance and variable selection algorithms, model selection methods and finally methods to construct confidence and prediction intervals. In addition the complexity of each algorithm is discussed. Our proposed framework was tested in two simulated cases, in one chaotic time series described by the Mackey-Glass equation and in three real datasets described by daily temperatures in Berlin, daily wind speeds in New York and breast cancer classification. Our results have shown that the proposed algorithms produce stable and robust results indicating that our proposed framework can be applied in various applications

Predicting monthly streamflow using data-driven models coupled with data-preprocessing techniques

Author name used in this publication: K. W. Chau2009-2010 > Academic research: refereed > Publication in refereed journalAccepted ManuscriptPublishe

STOCHASTIC SEASONAL MODELS FOR GLUCOSE PREDICTION IN TYPE 1 DIABETES

[ES] La diabetes es un importante problema de salud mundial, siendo una de las enfermedades no transmisibles más graves después de las enfermedades cardiovasculares, el cáncer y las enfermedades respiratorias crónicas. La prevalencia de la diabetes ha aumentado constantemente en las últimas décadas, especialmente en países de ingresos bajos y medios. Se estima que 425 millones de personas en todo el mundo tenían diabetes en 2017, y para 2045 este número puede aumentar a 629 millones. Alrededor del 10% de las personas con diabetes padecen diabetes tipo 1, caracterizada por una destrucción autoinmune de las células beta en el páncreas, responsables de la secreción de la hormona insulina. Sin insulina, la glucosa plasmática aumenta a niveles nocivos, provocando complicaciones vasculares a largo plazo. Hasta que se encuentre una cura, el manejo de la diabetes depende de los avances tecnológicos para terapias de reemplazo de insulina. Con la llegada de los monitores continuos de glucosa, la tecnología ha evolucionado hacia sistemas automatizados. Acuñados como "páncreas artificial", los dispositivos de control de glucosa en lazo cerrado suponen hoy en día un cambio de juego en el manejo de la diabetes. La investigación en las últimas décadas ha sido intensa, dando lugar al primer sistema comercial a fines de 2017, y muchos más están siendo desarrollados por las principales industrias de dispositivos médicos. Sin embargo, como dispositivo de primera generación, muchos problemas aún permanecen abiertos y nuevos avances tecnológicos conducirán a mejoras del sistema para obtener mejores resultados de control glucémico y reducir la carga del paciente, mejorando significativamente la calidad de vida de las personas con diabetes tipo 1. En el centro de cualquier sistema de páncreas artificial se encuentra la predicción de glucosa, tema abordado en esta tesis. La capacidad de predecir la glucosa a lo largo de un horizonte de predicción dado, y la estimación de las tendencias futuras de glucosa, es la característica más importante de cualquier sistema de páncreas artificial, para poder tomar medidas preventivas que eviten por completo el riesgo para el paciente. La predicción de glucosa puede aparecer como parte del algoritmo de control en sí, como en sistemas basados en técnicas de control predictivo basado en modelo (MPC), o como parte de un sistema de supervisión para evitar episodios de hipoglucemia. Sin embargo, predecir la glucosa es un problema muy desafiante debido a la gran variabilidad inter e intra-sujeto que sufren los pacientes, cuyas fuentes solo se entienden parcialmente. Esto limita las prestaciones predictivas de los modelos, imponiendo horizontes de predicción relativamente cortos, independientemente de la técnica de modelado utilizada (modelos fisiológicos, basados en datos o híbridos). La hipótesis de partida de esta tesis es que la complejidad de la dinámica de la glucosa requiere la capacidad de caracterizar grupos de comportamientos en los datos históricos del paciente que llevan naturalmente al concepto de modelado local. Además, la similitud de las respuestas en un grupo puede aprovecharse aún más para introducir el concepto clásico de estacionalidad en la predicción de glucosa. Como resultado, los modelos locales estacionales están en el centro de esta tesis. Se utilizan varias bases de datos clínicas que incluyen comidas mixtas y ejercicio para demostrar la viabilidad y superioridad de las prestaciones de este enfoque.[CA] La diabetisés un important problema de salut mundial, sent una de les malalties no transmissibles més greus després de les malalties cardiovasculars, el càncer i les malalties respiratòries cròniques. La prevalença de la diabetis ha augmentat constantment en les últimes dècades, especialment en països d'ingressos baixos i mitjans. S'estima que 425 milions de persones a tot el món tenien diabetis en 2017, i per 2045 aquest nombre pot augmentar a 629 milions. Al voltant del 10% de les persones amb diabetis pateixen diabetis tipus 1, caracteritzada per una destrucció autoimmune de les cèl·lules beta en el pàncrees, responsables de la secreció de l'hormona insulina. Sense insulina, la glucosa plasmàtica augmenta a nivells nocius, provocant complicacions vasculars a llarg termini. Fins que es trobi una cura, el maneig de la diabetis depén dels avenços tecnològics per a teràpies de reemplaçament d'insulina. Amb l'arribada dels monitors continus de glucosa, la tecnologia ha evolucionat cap a sistemes automatitzats. Encunyats com "pàncrees artificial", els dispositius de control de glucosa en llaç tancat suposen avui dia un canvi de joc en el maneig de la diabetis. La investigació en les últimes dècades ha estat intensa, donant lloc al primer sistema comercial a finals de 2017, i molts més estan sent desenvolupats per les principals indústries de dispositius mèdics. No obstant això, com a dispositiu de primera generació, molts problemes encara romanen oberts i nous avenços tecnològics conduiran a millores del sistema per obtenir millors resultats de control glucèmic i reduir la càrrega del pacient, millorant significativament la qualitat de vida de les persones amb diabetis tipus 1. Al centre de qualsevol sistema de pàncrees artificial es troba la predicció de glucosa, tema abordat en aquesta tesi. La capacitat de predir la glucosa al llarg d'un horitzó de predicció donat, i l'estimació de les tendències futures de glucosa, és la característica més important de qualsevol sistema de pàncrees artificial, per poder prendre mesures preventives que evitin completament el risc per el pacient. La predicció de glucosa pot aparèixer com a part de l'algoritme de control en si, com en sistemes basats en técniques de control predictiu basat en model (MPC), o com a part d'un sistema de supervisió per evitar episodis d'hipoglucèmia. No obstant això, predir la glucosa és un problema molt desafiant degut a la gran variabilitat inter i intra-subjecte que pateixen els pacients, les fonts només s'entenen parcialment. Això limita les prestacions predictives dels models, imposant horitzons de predicció relativament curts, independentment de la tècnica de modelatge utilitzada (models fisiològics, basats en dades o híbrids). La hipòtesi de partida d'aquesta tesi és que la complexitat de la dinàmica de la glucosa requereix la capacitat de caracteritzar grups de comportaments en les dades històriques del pacient que porten naturalment al concepte de modelatge local. A més, la similitud de les respostes en un grup pot aprofitar-se encara més per introduir el concepte clàssic d'estacionalitat en la predicció de glucosa. Com a resultat, els models locals estacionals estan al centre d'aquesta tesi. S'utilitzen diverses bases de dades clíniques que inclouen menjars mixtes i exercici per demostrar la viabilitat i superioritat de les prestacions d'aquest enfocament.[EN] Diabetes is a significant global health problem, one of the most serious noncommunicable diseases after cardiovascular diseases, cancer and chronic respiratory diseases. Diabetes prevalence has been steadily increasing over the past decades, especially in low- and middle-income countries. It is estimated that 425 million people worldwide had diabetes in 2017, and by 2045 this number may rise to 629 million. About 10% of people with diabetes suffer from type 1 diabetes, characterized by autoimmune destruction of the beta-cells in the pancreas, responsible for the secretion of the hormone insulin. Without insulin, plasma glucose rises to deleterious levels, provoking long-term vascular complications. Until a cure is found, the management of diabetes relies on technological developments for insulin replacement therapies. With the advent of continuous glucose monitors, technology has been evolving towards automated systems. Coined as "artificial pancreas", closed-loop glucose control devices are nowadays a game-changer in diabetes management. Research in the last decades has been intense, yielding a first commercial system in late 2017 and many more are in the pipeline of the main medical devices industry. However, as a first-generation device, many issues still remain open and new technological advancements will lead to system improvements for better glycemic control outputs and reduced patient's burden, improving significantly the quality of life of people with type 1 diabetes. At the core of any artificial pancreas system is glucose prediction, the topic addressed in this thesis. The ability to predict glucose along a given prediction horizon, and estimation of future glucose trends, is the most important feature of any artificial pancreas system, in order to be able to take preventive actions to entirely avoid risk to the patient. Glucose prediction can appear as part of the control algorithm itself, such as in systems based on model predictive control (MPC) techniques, or as part of a monitoring system to avoid hypoglycemic episodes. However, predicting glucose is a very challenging problem due to the large inter- and intra-subject variability that patients suffer, whose sources are only partially understood. These limits models forecasting performance, imposing relatively short prediction horizons, despite the modeling technique used (physiological, data-driven or hybrid approaches). The starting hypothesis of this thesis is that the complexity of glucose dynamics requires the ability to characterize clusters of behaviors in the patient's historical data naturally yielding to the concept of local modeling. Besides, the similarity of responses in a cluster can be further exploited to introduce the classical concept of seasonality into glucose prediction. As a result, seasonal local models are at the core of this thesis. Several clinical databases including mixed meals and exercise are used to demonstrate the feasibility and superiority of the performance of this approach.This work has been supported by the Spanish Ministry of Economy and Competitiveness (MINECO) under the FPI grant BES-2014-069253 and projects DPI2013-46982-C2-1-R and DPI2016-78831-C2-1-R. Moreover, with relation to this grant, a short stay was done at the end of 2017 at the Illinois Institute of Technology, Chicago, United States of America, under the supervision of Prof. Ali Cinar, for four months from 01/09/2017 to 29/12/2017.Montaser Roushdi Ali, E. (2020). STOCHASTIC SEASONAL MODELS FOR GLUCOSE PREDICTION IN TYPE 1 DIABETES [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/136574TESI