Redes neurais, metodologias de agrupamento e combinação de previsores aplicados a previsão de vazões naturais

Orientador: Fernando Gomide, Rosangela BalliniDissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Eletrica e de ComputaçãoResumo: Planejamento de sistemas hidroeletricos possui um alto grau de complexidade e dificuldade, uma vez que involve caracteristicas de produção não lineares e depende de muitas variaveis. Um das variaveis chave e a vazão natural. Os valores de vazões devem ser previstos com acuracia, uma vez que esses valores influenciam significativamente na produção de energia. Atualmente, no setor de geração hidroeletrica, a previsão de vazões e baseada na metodologia de Box & Jenkins. Este trabalho propõe um modelo de previsão baseado em agrupamento nebuloso como alternativa para a previsão de vazões naturais medias mensais. O modelo utiliza o algoritmo de agrupamento fuzzy c-means para explorar a estrutura dos dados historicos, e procedimentos de mediana e reconhecimento de padrões para capturar similaridades na tendencia das series. Ainda, este trabalho sugere um modelo que combina previsões geradas por um conjunto de m'etodos individuais de previsão, de uma maneira simples, mas efetiva. Utiliza-se, como combinador, uma rede neural treinada com o algoritmo do gradiente. O objetivo e combinar as previsões geradas por diferentes modelos na tentativa de capturar as contribuições das caracteristicas de previão mais importantes de cada previsor individual. Esse metodo tambem e aplicado a previsão de series de vazões naturais medias mensais escolhendo-se, como modelos individuais, aqueles que obtiveram melhor desempenho para uma dada serie. Resultados experimentais com dados reais de vazão sugerem que o modelo preditivo aseado em agrupamento nebuloso obtem um desempenho superior, quando comparado com a metodologia atual de previsão de vazões adotada pelo setor hidroeletrico, e, ainda, com uma rede neural nebulosa, um modelo não linear. Alem disso, o modelo de combinação alcança um desempenho superior que os modelos de previsão individuais, pois apresentam erros de previsão menoresAbstract: In addition, this work suggests a linear approach to combine forecasts generated by a set of individual forecasting models in a simple and effective way. We use, as a combiner, a neural network trained with the gradient descent algorithm. The aim is to combine the forecasts generated by the different forecasting models as an attempt to capture the contributions of the most important prediction features of each individual model at each prediction step. The approach is also used for streamflow time series prediction choosing, as individual forecasting models, the most promising predictive methods. Experimental results with actual data suggest that the predictive clustering approach performs globally better than the current streamflow forecasting methodology adopted by many hydroelectric systems worldwide, and a fuzzy neural network, a nonlinear prediction model. The combination approach, with lower prediction errors, performs better than each of the individual forecasting modelsMestradoEngenharia de ComputaçãoMestre em Engenharia Elétric

Neurofuzzy approach for nonlinear dynamical systems modeling

Orientadores: Fernando Antonio Campos Gomide, Pyramo Pires Costa JuniorTese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Eletrica e de ComputaçãoResumo: Este trabalho propõe um procedimento sistemático para obtenção de modelos de sistemas dinâmicos não-lineares complexos utilizando redes neurais nebulosas. As redes neurais nebulosas aplicadas em modelagem são capazes de extrair conhecimento de dados entrada/saída e representar este conhecimento na forma de regras nebulosas do tipo se-então, gerando modelos lingüísticos convenientes para compreensão humana. Duas novas classes de redes neurais nebulosas são propostas a partir de generalizações dos neurônios lógicos AND e OR. Estas generalizações, denominadas unineurons e nullneurons, implementam, além da plasticidade sináptica, outra importante característica dos neurônios biológicos, a plasticidade neuronal. Desta forma, os neurônios propostos neste trabalho são capazes de modificar parâmetros internos em resposta à alterações, permitindo que unineurons e nullneurons variem individualmente de um neurônio AND para um neurônio OR (e vice-e-versa), dependendo da necessidade do problema. Conseqüentemente, uma rede neural nebulosa composta por unineurons e nullneurons é mais geral do que as redes neurais nebulosas similares sugeridas na literatura. Além da introdução de redes neurais com unineurons e nullneurons, um novo algoritmo de treinamento para obtenção de modelos nebulosos de sistemas dinâmicos é proposto utilizando aprendizado participativo. Neste algoritmo, uma nova informação fornecida à rede por meio de um dado entrada/saída é comparada com o conhecimento que já se tem a respeito do sistema. A nova informação só tem influência na atualização do conhecimento se não entrar em conflito com o conhecimento adquirido anteriormente. Como conseqüência, redes neurais nebulosas que utilizam este novo algoritmo de treinamento são mais robustas a dados de treinamento com valores que correspondem a comportamentos anômalos ou mesmo a erros durante a obtenção destes dados. As abordagens propostas foram utilizadas para desenvolver modelos para previsão de séries temporais e modelagem térmica de transformadores de potência. Os resultados experimentais mostram que os modelos aqui propostos são mais robustos e apresentam os melhores desempenhos, tanto em termos de precisão quanto em termos de custos computacionais, quando comparados com abordagens alternativas sugeridas na literaturaAbstract: This work suggests a systematic procedure to develop models of complex nonlinear dynamical systems using neural fuzzy networks. The neural fuzzy networks are able to extract knowledge from input/output data and to encode it explicitly in the form of if-then rules. Therefore, linguistic models are obtained in a form suitable for human understanding. Two new classes of fuzzy neurons are introduced to generalize AND and OR logic neurons. These generalized login neurons, called unineurons and nullneurons, provide a mechanism to implement synaptic plasticity and an important characteristic of biological neurons, the neuronal plasticity. Unineurons and nullneurons achieve synaptic and neuronal plasticity modifying their internal parameters in response to external changes. Thus, unineurons and nullneurons may individually vary from a AND neuron to a OR neuron (and vice-versa), depending upon the necessity of the modeling task. Neural fuzzy networks constructed with unineurons and nullneurons are more general than similar fuzzy neural approaches suggested in literature. Training algorithms for neural fuzzy networks with unineurons and nullneurons are also studied. In particular, a new training algorithm based on the participatory learning is introduced to develop fuzzy models of dynamical systems. In the participatory learning algorithm, a new information brought to the network through an input/output data is first compared with the knowledge that the network already has about the model. The new information influences the update of the knowledge only if it does not conflict with the current knowledge. As a result, neural fuzzy networks trained with participatory learning show greater robustness to training data with anomalous values than their counterparts. The neural fuzzy network and training algorithms suggested herein are used to develop time series forecast models and thermal models of power transformers. Experimental results show that the models proposed here are more robust and perform best in terms of accuracy and computational costs when compared against alternative approaches suggested in the literatureDoutoradoAutomaçãoDoutor em Engenharia Elétric

Enhancing Fuzzy Associative Rule Mining Approaches for Improving Prediction Accuracy. Integration of Fuzzy Clustering, Apriori and Multiple Support Approaches to Develop an Associative Classification Rule Base

Building an accurate and reliable model for prediction for different application domains, is one of the most significant challenges in knowledge discovery and data mining. This thesis focuses on building and enhancing a generic predictive model for estimating a future value by extracting association rules (knowledge) from a quantitative database. This model is applied to several data sets obtained from different benchmark problems, and the results are evaluated through extensive experimental tests. The thesis presents an incremental development process for the prediction model with three stages. Firstly, a Knowledge Discovery (KD) model is proposed by integrating Fuzzy C-Means (FCM) with Apriori approach to extract Fuzzy Association Rules (FARs) from a database for building a Knowledge Base (KB) to predict a future value. The KD model has been tested with two road-traffic data sets. Secondly, the initial model has been further developed by including a diversification method in order to improve a reliable FARs to find out the best and representative rules. The resulting Diverse Fuzzy Rule Base (DFRB) maintains high quality and diverse FARs offering a more reliable and generic model. The model uses FCM to transform quantitative data into fuzzy ones, while a Multiple Support Apriori (MSapriori) algorithm is adapted to extract the FARs from fuzzy data. The correlation values for these FARs are calculated, and an efficient orientation for filtering FARs is performed as a post-processing method. The FARs diversity is maintained through the clustering of FARs, based on the concept of the sharing function technique used in multi-objectives optimization. The best and the most diverse FARs are obtained as the DFRB to utilise within the Fuzzy Inference System (FIS) for prediction. The third stage of development proposes a hybrid prediction model called Fuzzy Associative Classification Rule Mining (FACRM) model. This model integrates the ii improved Gustafson-Kessel (G-K) algorithm, the proposed Fuzzy Associative Classification Rules (FACR) algorithm and the proposed diversification method. The improved G-K algorithm transforms quantitative data into fuzzy data, while the FACR generate significant rules (Fuzzy Classification Association Rules (FCARs)) by employing the improved multiple support threshold, associative classification and vertical scanning format approaches. These FCARs are then filtered by calculating the correlation value and the distance between them. The advantage of the proposed FACRM model is to build a generalized prediction model, able to deal with different application domains. The validation of the FACRM model is conducted using different benchmark data sets from the University of California, Irvine (UCI) of machine learning and KEEL (Knowledge Extraction based on Evolutionary Learning) repositories, and the results of the proposed FACRM are also compared with other existing prediction models. The experimental results show that the error rate and generalization performance of the proposed model is better in the majority of data sets with respect to the commonly used models. A new method for feature selection entitled Weighting Feature Selection (WFS) is also proposed. The WFS method aims to improve the performance of FACRM model. The prediction performance is improved by minimizing the prediction error and reducing the number of generated rules. The prediction results of FACRM by employing WFS have been compared with that of FACRM and Stepwise Regression (SR) models for different data sets. The performance analysis and comparative study show that the proposed prediction model provides an effective approach that can be used within a decision support system.Applied Science University (ASU) of Jorda