Performance Optimisation of Standalone and Grid Connected Microgrid Clusters

Remote areas usually supplied by isolated electricity systems known as microgrids which can operate in standalone and grid-connected mode. This research focus on reliable operation of microgrids with minimal fuel consumption and maximal renewables penetration, ensuring least voltage and frequency deviations. These problems can be solved by an optimisation-based technique. The objective function is formulated and solved with a Genetic Algorithm approach and performance of the proposal is evaluated by exhaustive numerical analyses in Matlab

Multiobjective genetic programming for financial portfolio management in dynamic environments

Multiobjective (MO) optimisation is a useful technique for evolving portfolio optimisation solutions that span a range from high-return/high-risk to low-return/low-risk. The resulting Pareto front would approximate the risk/reward Efficient Frontier [Mar52], and simplifies the choice of investment model for a given client’s attitude to risk. However, the financial market is continuously changing and it is essential to ensure that MO solutions are capturing true relationships between financial factors and not merely over fitting the training data. Research on evolutionary algorithms in dynamic environments has been directed towards adapting the algorithm to improve its suitability for retraining whenever a change is detected. Little research focused on how to assess and quantify the success of multiobjective solutions in unseen environments. The multiobjective nature of the problem adds a unique feature to be satisfied to judge robustness of solutions. That is, in addition to examining whether solutions remain optimal in the new environment, we need to ensure that the solutions’ relative positions previously identified on the Pareto front are not altered. This thesis investigates the performance of Multiobjective Genetic Programming (MOGP) in the dynamic real world problem of portfolio optimisation. The thesis provides new definitions and statistical metrics based on phenotypic cluster analysis to quantify robustness of both the solutions and the Pareto front. Focusing on the critical period between an environment change and when retraining occurs, four techniques to improve the robustness of solutions are examined. Namely, the use of a validation data set; diversity preservation; a novel variation on mating restriction; and a combination of both diversity enhancement and mating restriction. In addition, preliminary investigation of using the robustness metrics to quantify the severity of change for optimum tracking in a dynamic portfolio optimisation problem is carried out. Results show that the techniques used offer statistically significant improvement on the solutions’ robustness, although not on all the robustness criteria simultaneously. Combining the mating restriction with diversity enhancement provided the best robustness results while also greatly enhancing the quality of solutions

Geometric guides for interactive evolutionary design

This thesis describes the addition of novel Geometric Guides to a generative Computer-Aided Design (CAD) application that supports early-stage concept generation. The application generates and evolves abstract 3D shapes, used to inspire the form of new product concepts. It was previously a conventional Interactive Evolutionary system where users selected shapes from evolving populations. However, design industry users wanted more control over the shapes, for example by allowing the system to influence the proportions of evolving forms. The solution researched, developed, integrated and tested is a more cooperative human-machine system combining classic user interaction with innovative geometric analysis. In the literature review, different types of Interactive Evolutionary Computation (IEC), Pose Normalisation (PN), Shape Comparison, and Minimum-Volume Bounding Box approaches are compared, with some of these technologies identified as applicable for this research. Using its Application Programming Interface, add-ins for the Siemens NX CAD system have been developed and integrated with an existing Interactive Evolutionary CAD system. These add-ins allow users to create a Geometric Guide (GG) at the start of a shape exploration session. Before evolving shapes can be compared with the GG, they must be aligned and scaled (known as Pose Normalisation in the literature). Computationally-efficient PN has been achieved using geometric functions such as Bounding Box for translation and scaling, and Principle Axes for the orientation. A shape comparison algorithm has been developed that is based on the principle of non-intersecting volumes. This algorithm is also implemented with standard, readily available geometric functions, is conceptually simple, accessible to other researchers and also offers appropriate efficacy. Objective geometric testing showed that the PN and Shape Comparison methods developed are suitable for this guiding application and can be efficiently adapted to enhance an Interactive Evolutionary Design system. System performance with different population sizes was examined to indicate how best to use the new guiding capabilities to assist users in evolutionary shape searching. This was backed up by participant testing research into two user interaction strategies. A Large Background Population (LBP) approach where the GG is used to select a sub-set of shapes to show to the user was shown to be the most effective. The inclusion of Geometric Guides has taken the research from the existing aesthetic focused tool to a system capable of application to a wider range of engineering design problems. This system supports earlier design processes and ideation in conceptual design and allows a designer to experiment with ideas freely to interactively explore populations of evolving solutions. The design approach has been further improved, and expanded beyond the previous quite limited scope of form exploration

Algorithms and Methods for Designing and Scheduling Smart Manufacturing Systems

This book, as a Special Issue, is a collection of some of the latest advancements in designing and scheduling smart manufacturing systems. The smart manufacturing concept is undoubtedly considered a paradigm shift in manufacturing technology. This conception is part of the Industry 4.0 strategy, or equivalent national policies, and brings new challenges and opportunities for the companies that are facing tough global competition. Industry 4.0 should not only be perceived as one of many possible strategies for manufacturing companies, but also as an important practice within organizations. The main focus of Industry 4.0 implementation is to combine production, information technology, and the internet. The presented Special Issue consists of ten research papers presenting the latest works in the field. The papers include various topics, which can be divided into three categories—(i) designing and scheduling manufacturing systems (seven articles), (ii) machining process optimization (two articles), (iii) digital insurance platforms (one article). Most of the mentioned research problems are solved in these articles by using genetic algorithms, the harmony search algorithm, the hybrid bat algorithm, the combined whale optimization algorithm, and other optimization and decision-making methods. The above-mentioned groups of articles are briefly described in this order in this book

Soft Computing Techiniques for the Protein Folding Problem on High Performance Computing Architectures

The protein-folding problem has been extensively studied during the last fifty years. The understanding of the dynamics of global shape of a protein and the influence on its biological function can help us to discover new and more effective drugs to deal with diseases of pharmacological relevance. Different computational approaches have been developed by different researchers in order to foresee the threedimensional arrangement of atoms of proteins from their sequences. However, the computational complexity of this problem makes mandatory the search for new models, novel algorithmic strategies and hardware platforms that provide solutions in a reasonable time frame. We present in this revision work the past and last tendencies regarding protein folding simulations from both perspectives; hardware and software. Of particular interest to us are both the use of inexact solutions to this computationally hard problem as well as which hardware platforms have been used for running this kind of Soft Computing techniques.This work is jointly supported by the FundaciónSéneca (Agencia Regional de Ciencia y Tecnología, Región de Murcia) under grants 15290/PI/2010 and 18946/JLI/13, by the Spanish MEC and European Commission FEDER under grant with reference TEC2012-37945-C02-02 and TIN2012-31345, by the Nils Coordinated Mobility under grant 012-ABEL-CM-2014A, in part financed by the European Regional Development Fund (ERDF). We also thank NVIDIA for hardware donation within UCAM GPU educational and research centers.Ingeniería, Industria y Construcció

Evolutionary Computation 2020

Intelligent optimization is based on the mechanism of computational intelligence to refine a suitable feature model, design an effective optimization algorithm, and then to obtain an optimal or satisfactory solution to a complex problem. Intelligent algorithms are key tools to ensure global optimization quality, fast optimization efficiency and robust optimization performance. Intelligent optimization algorithms have been studied by many researchers, leading to improvements in the performance of algorithms such as the evolutionary algorithm, whale optimization algorithm, differential evolution algorithm, and particle swarm optimization. Studies in this arena have also resulted in breakthroughs in solving complex problems including the green shop scheduling problem, the severe nonlinear problem in one-dimensional geodesic electromagnetic inversion, error and bug finding problem in software, the 0-1 backpack problem, traveler problem, and logistics distribution center siting problem. The editors are confident that this book can open a new avenue for further improvement and discoveries in the area of intelligent algorithms. The book is a valuable resource for researchers interested in understanding the principles and design of intelligent algorithms

Evolutionary Computation

This book presents several recent advances on Evolutionary Computation, specially evolution-based optimization methods and hybrid algorithms for several applications, from optimization and learning to pattern recognition and bioinformatics. This book also presents new algorithms based on several analogies and metafores, where one of them is based on philosophy, specifically on the philosophy of praxis and dialectics. In this book it is also presented interesting applications on bioinformatics, specially the use of particle swarms to discover gene expression patterns in DNA microarrays. Therefore, this book features representative work on the field of evolutionary computation and applied sciences. The intended audience is graduate, undergraduate, researchers, and anyone who wishes to become familiar with the latest research work on this field

Estimating Directional Changes Trend Reversal in Forex Using Machine Learning

Most forecasting algorithms use a physical time scale data to study price movement in financial markets by taking snapshots in fixed schedule, making the flow of time discontinuous. The use of a physical time scale can make traders oblivious to significant activities in the market, which poses risks. For example, currency risk, the risk that exchange rate will change. Directional changes is a different and newer approach of taking snapshot of the market, which uses an event-based time scale. This approach summarises data into alternating trends called upward directional change and downward directional change according to a change in price a trader considers to be significant, which is expressed as a threshold. The trends in the summary are split into directional change (DC) and overshoot (OS) events. In this work, we propose a novel DC-based framework, which uses machine learning algorithms to forecast when the next, alternate trend is expected to begin. First, we present a genetic programming (GP) algorithm that evolves equations that express linear and non-linear relationships between the length of DC and OS events in a given dataset. Awareness of DC event and OS event lengths provide traders with an idea of when DC trends are expected to reverse and thus take appropriate action to increase profit or mitigate risk. Second, DC trends can be categorised into two distinct types: (1) trends with OS events; and (2) trends without OS events(i.e. OS event length is 0). Trends with OS events are those that continue beyond a period when they were first observed and trends without OS event are others that ends as soon as they were observed. To further improve trend reversal estimation accuracy, we identified these two categorises using classification techniques and estimated OS event length for trends that belong in the first category. We appraised whether this new knowledge could lead to an even greater excess return. Third, our novel trend reversal estimation approach was then used as part of a novel genetic algorithm (GA) based trading strategy. The strategy embedded an optimised trend reversal forecasting algorithm that was based on trend reversal point forecasted by multiple thresholds. We assessed the efficiency of our framework (i.e., a novel trend reversal approach and an optimised trading strategy) by performing an in-depth investigation. To assess our approach and evaluate the extent to which it could be generalised in Forex markets, we used five tailored thresholds to create 1000 DC datasets from 10, monthly 10- minute physical time data of 20 major Forex markets (i.e 5 thresholds * 10 months * 20 currency pairs). We compared our results to six benchmarks techniques, both DC and non-DC based, such as technical analysis and buy-and-hold. Our findings showed that our proposed approach can return a significantly higher profit at reduced risk, and statistically outperformed the other trading strategies compareds in a number of different performance metrics

Co-operative coevolution for computational creativity: a case study In videogame design

The term procedural content generation (PCG) refers to writing software which can synthesise content for a game (or other media such as film) without further intervention from a designer. PCG has become a rich area of research in recent years, finding new ways to apply artificial intelligence to generate high-quality game content such as levels, weapons or puzzles for games. Such research is generally constrained to a single type of content, however, with the assumption that the remainder of the game's design will be fixed by an external designer. Generating many aspects of a game's design simultaneously, perhaps ultimately generating the entirety of a game's design, using PCG is not a well-explored idea. The notion of automated game design is not well-established, and is not seen as a task distinct from simply performing lots of PCG tasks at the same time. In particular, the high-level design tasks guiding the creative direction of a game are all but completely absent in PCG literature, because it is rare that a designer wishes to hand over such responsibility to a PCG system. We present here ANGELINA, an automated game designer that has developed games using a multi-faceted approach to content generation underpinned by a co-operative co-evolutionary approach which breaks down a game design into several distinct tasks, each of which controlled by an evolutionary subsystem within ANGELINA. We will show that this approach works well to automate game design, can be ported across many game engines and game genres, and can be enhanced and extended using novel computational creativity techniques to give the system a heightened sense of autonomy and independence.Open Acces