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

Electricity Price Forecasting using Asymmetric Fuzzy Neural Network Systems

Electricity price forecasting is considered as an important tool for energy-related utilities and power generation industries. The deregulation of power market, as well as the competitive financial environment, which have introduced new market players in this field, makes the electricity price forecasting problem a demanding mission. The main focus of this paper is to investigate the performance of asymmetric neuro-fuzzy network models for day-ahead electricity price forecasting. The proposed model has been developed from existing Takagi–Sugeno–Kang fuzzy systems by substituting the IF part of fuzzy rules with an asymmetric Gaussian function. In addition, a clustering method is utilised as a pre-processing scheme to identify the initial set and adequate number of clusters and eventually the number of rules in the proposed model. The results corresponding to the minimum and maximum electricity price have indicated that the proposed forecasting scheme could be considered as an improved tool for the forecasting accuracy

Neuro-Fuzzy Based Intelligent Approaches to Nonlinear System Identification and Forecasting

Nearly three decades back nonlinear system identification consisted of several ad-hoc approaches, which were restricted to a very limited class of systems. However, with the advent of the various soft computing methodologies like neural networks and the fuzzy logic combined with optimization techniques, a wider class of systems can be handled at present. Complex systems may be of diverse characteristics and nature. These systems may be linear or nonlinear, continuous or discrete, time varying or time invariant, static or dynamic, short term or long term, central or distributed, predictable or unpredictable, ill or well defined. Neurofuzzy hybrid modelling approaches have been developed as an ideal technique for utilising linguistic values and numerical data. This Thesis is focused on the development of advanced neurofuzzy modelling architectures and their application to real case studies. Three potential requirements have been identified as desirable characteristics for such design: A model needs to have minimum number of rules; a model needs to be generic acting either as Multi-Input-Single-Output (MISO) or Multi-Input-Multi-Output (MIMO) identification model; a model needs to have a versatile nonlinear membership function. Initially, a MIMO Adaptive Fuzzy Logic System (AFLS) model which incorporates a prototype defuzzification scheme, while utilising an efficient, compared to the Takagi–Sugeno–Kang (TSK) based systems, fuzzification layer has been developed for the detection of meat spoilage using Fourier transform infrared (FTIR) spectroscopy. The identification strategy involved not only the classification of beef fillet samples in their respective quality class (i.e. fresh, semi-fresh and spoiled), but also the simultaneous prediction of their associated microbiological population directly from FTIR spectra. In the case of AFLS, the number of memberships for each input variable was directly associated to the number of rules, hence, the “curse of dimensionality” problem was significantly reduced. Results confirmed the advantage of the proposed scheme against Adaptive Neurofuzzy Inference System (ANFIS), Multilayer Perceptron (MLP) and Partial Least Squares (PLS) techniques used in the same case study. In the case of MISO systems, the TSK based structure, has been utilized in many neurofuzzy systems, like ANFIS. At the next stage of research, an Adaptive Fuzzy Inference Neural Network (AFINN) has been developed for the monitoring the spoilage of minced beef utilising multispectral imaging information. This model, which follows the TSK structure, incorporates a clustering pre-processing stage for the definition of fuzzy rules, while its final fuzzy rule base is determined by competitive learning. In this specific case study, AFINN model was also able to predict for the first time in the literature, the beef’s temperature directly from imaging information. Results again proved the superiority of the adopted model. By extending the line of research and adopting specific design concepts from the previous case studies, the Asymmetric Gaussian Fuzzy Inference Neural Network (AGFINN) architecture has been developed. This architecture has been designed based on the above design principles. A clustering preprocessing scheme has been applied to minimise the number of fuzzy rules. AGFINN incorporates features from the AFLS concept, by having the same number of rules as well as fuzzy memberships. In spite of the extensive use of the standard symmetric Gaussian membership functions, AGFINN utilizes an asymmetric function acting as input linguistic node. Since the asymmetric Gaussian membership function’s variability and flexibility are higher than the traditional one, it can partition the input space more effectively. AGFINN can be built either as an MISO or as an MIMO system. In the MISO case, a TSK defuzzification scheme has been implemented, while two different learning algorithms have been implemented. AGFINN has been tested on real datasets related to electricity price forecasting for the ISO New England Power Distribution System. Its performance was compared against a number of alternative models, including ANFIS, AFLS, MLP and Wavelet Neural Network (WNN), and proved to be superior. The concept of asymmetric functions proved to be a valid hypothesis and certainly it can find application to other architectures, such as in Fuzzy Wavelet Neural Network models, by designing a suitable flexible wavelet membership function. AGFINN’s MIMO characteristics also make the proposed architecture suitable for a larger range of applications/problems

Study on identification of nonlinear systems using Quasi-ARX models

制度:新 ; 報告番号:甲3660号 ; 学位の種類:博士(工学) ; 授与年月日:2012/9/15 ; 早大学位記番号:新6026Waseda Universit

Soft computing for tool life prediction a manufacturing application of neural - fuzzy systems

Tooling technology is recognised as an element of vital importance within the manufacturing industry. Critical tooling decisions related to tool selection, tool life management, optimal determination of cutting conditions and on-line machining process monitoring and control are based on the existence of reliable detailed process models. Among the decisive factors of process planning and control activities, tool wear and tool life considerations hold a dominant role. Yet, both off-line tool life prediction, as well as real tune tool wear identification and prediction are still issues open to research. The main reason lies with the large number of factors, influencing tool wear, some of them being of stochastic nature. The inherent variability of workpiece materials, cutting tools and machine characteristics, further increases the uncertainty about the machining optimisation problem. In machining practice, tool life prediction is based on the availability of data provided from tool manufacturers, machining data handbooks or from the shop floor. This thesis recognises the need for a data-driven, flexible and yet simple approach in predicting tool life. Model building from sample data depends on the availability of a sufficiently rich cutting data set. Flexibility requires a tool-life model with high adaptation capacity. Simplicity calls for a solution with low complexity and easily interpretable by the user. A neural-fuzzy systems approach is adopted, which meets these targets and predicts tool life for a wide range of turning operations. A literature review has been carried out, covering areas such as tool wear and tool life, neural networks, frizzy sets theory and neural-fuzzy systems integration. Various sources of tool life data have been examined. It is concluded that a combined use of simulated data from existing tool life models and real life data is the best policy to follow. The neurofuzzy tool life model developed is constructed by employing neural network-like learning algorithms. The trained model stores the learned knowledge in the form of frizzy IF-THEN rules on its structure, thus featuring desired transparency. Low model complexity is ensured by employing an algorithm which constructs a rule base of reduced size from the available data. In addition, the flexibility of the developed model is demonstrated by the ease, speed and efficiency of its adaptation on the basis of new tool life data. The development of the neurofuzzy tool life model is based on the Fuzzy Logic Toolbox (vl.0) of MATLAB (v4.2cl), a dedicated tool which facilitates design and evaluation of fuzzy logic systems. Extensive results are presented, which demonstrate the neurofuzzy model predictive performance. The model can be directly employed within a process planning system, facilitating the optimisation of turning operations. Recommendations aremade for further enhancements towards this direction

Study on adaptive control of nonlinear dynamical systems based on quansi-ARX models

制度:新 ; 報告番号:甲3441号 ; 学位の種類:博士(工学) ; 授与年月日:15-Sep-11 ; 早大学位記番号:新576

Neuro-fuzzy identification of an internal combustion engine

Dynamic modeling and identification of an internal combustion engine (ICE) model is presented in this paper. Initially, an analytical model of an internal combustion engine simulated within SIMULINK environment is excited by pseudorandom binary sequence (PRBS) input. This random signals input is chosen to excite the dynamic behavior of the system over a large range of frequencies. The input and output data obtained from the simulation of the analytical model is used for the identification of the system. Next, a parametric modeling of the internal combustion engine using recursive least squares (RLS) technique within an auto-regressive external input (ARX) model structure and a nonparametric modeling using neuro-fuzzy modeling (ANFIS) approach are introduced. Both parametric and nonparametric models verified using one-step-ahead (OSA) prediction, mean squares error (MSE) between actual and predicted output and correlation tests. Although both methods are capable to represent the dynamic of the system very well, it is demonstrated that ANFIS gives better prediction results than RLS in terms of mean squares error achieved between the actual and predicted signals