Using intelligent optimization methods to improve the group method of data handling in time series prediction

In this paper we show how the performance of the basic algorithm of the Group Method of Data Handling (GMDH) can be improved using Genetic Algorithms (GA) and Particle Swarm Optimization (PSO). The new improved GMDH is then used to predict currency exchange rates: the US Dollar to the Euros. The performance of the hybrid GMDHs are compared with that of the conventional GMDH. Two performance measures, the root mean squared error and the mean absolute percentage errors show that the hybrid GMDH algorithm gives more accurate predictions than the conventional GMDH algorithm

The wavelet-NARMAX representation : a hybrid model structure combining polynomial models with multiresolution wavelet decompositions

A new hybrid model structure combing polynomial models with multiresolution wavelet decompositions is introduced for nonlinear system identification. Polynomial models play an important role in approximation theory, and have been extensively used in linear and nonlinear system identification. Wavelet decompositions, in which the basis functions have the property of localization in both time and frequency, outperform many other approximation schemes and offer a flexible solution for approximating arbitrary functions. Although wavelet representations can approximate even severe nonlinearities in a given signal very well, the advantage of these representations can be lost when wavelets are used to capture linear or low-order nonlinear behaviour in a signal. In order to sufficiently utilise the global property of polynomials and the local property of wavelet representations simultaneously, in this study polynomial models and wavelet decompositions are combined together in a parallel structure to represent nonlinear input-output systems. As a special form of the NARMAX model, this hybrid model structure will be referred to as the WAvelet-NARMAX model, or simply WANARMAX. Generally, such a WANARMAX representation for an input-output system might involve a large number of basis functions and therefore a great number of model terms. Experience reveals that only a small number of these model terms are significant to the system output. A new fast orthogonal least squares algorithm, called the matching pursuit orthogonal least squares (MPOLS) algorithm, is also introduced in this study to determine which terms should be included in the final model

Prediction in Photovoltaic Power by Neural Networks

The ability to forecast the power produced by renewable energy plants in the short and middle term is a key issue to allow a high-level penetration of the distributed generation into the grid infrastructure. Forecasting energy production is mandatory for dispatching and distribution issues, at the transmission system operator level, as well as the electrical distributor and power system operator levels. In this paper, we present three techniques based on neural and fuzzy neural networks, namely the radial basis function, the adaptive neuro-fuzzy inference system and the higher-order neuro-fuzzy inference system, which are well suited to predict data sequences stemming from real-world applications. The preliminary results concerning the prediction of the power generated by a large-scale photovoltaic plant in Italy confirm the reliability and accuracy of the proposed approaches

On the role of pre and post-processing in environmental data mining

The quality of discovered knowledge is highly depending on data quality. Unfortunately real data use to contain noise, uncertainty, errors, redundancies or even irrelevant information. The more complex is the reality to be analyzed, the higher the risk of getting low quality data. Knowledge Discovery from Databases (KDD) offers a global framework to prepare data in the right form to perform correct analyses. On the other hand, the quality of decisions taken upon KDD results, depend not only on the quality of the results themselves, but on the capacity of the system to communicate those results in an understandable form. Environmental systems are particularly complex and environmental users particularly require clarity in their results. In this paper some details about how this can be achieved are provided. The role of the pre and post processing in the whole process of Knowledge Discovery in environmental systems is discussed

Innovative Second-Generation Wavelets Construction With Recurrent Neural Networks for Solar Radiation Forecasting

Solar radiation prediction is an important challenge for the electrical engineer because it is used to estimate the power developed by commercial photovoltaic modules. This paper deals with the problem of solar radiation prediction based on observed meteorological data. A 2-day forecast is obtained by using novel wavelet recurrent neural networks (WRNNs). In fact, these WRNNS are used to exploit the correlation between solar radiation and timescale-related variations of wind speed, humidity, and temperature. The input to the selected WRNN is provided by timescale-related bands of wavelet coefficients obtained from meteorological time series. The experimental setup available at the University of Catania, Italy, provided this information. The novelty of this approach is that the proposed WRNN performs the prediction in the wavelet domain and, in addition, also performs the inverse wavelet transform, giving the predicted signal as output. The obtained simulation results show a very low root-mean-square error compared to the results of the solar radiation prediction approaches obtained by hybrid neural networks reported in the recent literature