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

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

Neuro-Fuzzy based Identification of Meat Spoilage using an Electronic Nose

Freshness and safety of muscle foods are generally considered as the most important parameters for the food industry. The performance of a portable electronic nose has been evaluated in monitoring the spoilage of beef fillet stored aerobically at different storage temperatures (0, 4, 8, 12, 16 and 20°C). An adaptive fuzzy logic system model that utilizes a prototype defuzzification scheme has been developed to classify beef samples in their respective quality class and to predict their associated microbiological population directly from volatile compounds fingerprints. Results confirmed the superiority of the adopted methodology and indicated that volatile information in combination with an efficient choice of a modeling scheme could be considered as an alternative methodology for the accurate evaluation of meat spoilag

Literature Review of the Recent Trends and Applications in various Fuzzy Rule based systems

Fuzzy rule based systems (FRBSs) is a rule-based system which uses linguistic fuzzy variables as antecedents and consequent to represent human understandable knowledge. They have been applied to various applications and areas throughout the soft computing literature. However, FRBSs suffers from many drawbacks such as uncertainty representation, high number of rules, interpretability loss, high computational time for learning etc. To overcome these issues with FRBSs, there exists many extensions of FRBSs. This paper presents an overview and literature review of recent trends on various types and prominent areas of fuzzy systems (FRBSs) namely genetic fuzzy system (GFS), hierarchical fuzzy system (HFS), neuro fuzzy system (NFS), evolving fuzzy system (eFS), FRBSs for big data, FRBSs for imbalanced data, interpretability in FRBSs and FRBSs which use cluster centroids as fuzzy rules. The review is for years 2010-2021. This paper also highlights important contributions, publication statistics and current trends in the field. The paper also addresses several open research areas which need further attention from the FRBSs research community.Comment: 49 pages, Accepted for publication in ijf

A Novel Robust Algorithm for Information Security Risk Evaluation

Abstract As computer becomes popular and internet advances rapidly, informatio

Evolving Ensemble Fuzzy Classifier

The concept of ensemble learning offers a promising avenue in learning from data streams under complex environments because it addresses the bias and variance dilemma better than its single model counterpart and features a reconfigurable structure, which is well suited to the given context. While various extensions of ensemble learning for mining non-stationary data streams can be found in the literature, most of them are crafted under a static base classifier and revisits preceding samples in the sliding window for a retraining step. This feature causes computationally prohibitive complexity and is not flexible enough to cope with rapidly changing environments. Their complexities are often demanding because it involves a large collection of offline classifiers due to the absence of structural complexities reduction mechanisms and lack of an online feature selection mechanism. A novel evolving ensemble classifier, namely Parsimonious Ensemble pENsemble, is proposed in this paper. pENsemble differs from existing architectures in the fact that it is built upon an evolving classifier from data streams, termed Parsimonious Classifier pClass. pENsemble is equipped by an ensemble pruning mechanism, which estimates a localized generalization error of a base classifier. A dynamic online feature selection scenario is integrated into the pENsemble. This method allows for dynamic selection and deselection of input features on the fly. pENsemble adopts a dynamic ensemble structure to output a final classification decision where it features a novel drift detection scenario to grow the ensemble structure. The efficacy of the pENsemble has been numerically demonstrated through rigorous numerical studies with dynamic and evolving data streams where it delivers the most encouraging performance in attaining a tradeoff between accuracy and complexity.Comment: this paper has been published by IEEE Transactions on Fuzzy System

Variational inference for robust sequential learning of multilayered perceptron neural network

U radu je prikazan i izveden novi sekvencijalni algoritam za obučavanje višeslojnog perceptrona u prisustvu autlajera. Autlajeri predstavljaju značajan problem, posebno ukoliko sprovodimo sekvencijalno obučavanje ili obučavanje u realnom vremenu. Linearizovani Kalmanov filtar robustan na autlajere (LKF-RA), je statistički generativni model u kome je matrica kovarijansi šuma merenja modelovana kao stohastički proces, a apriorna informacija usvojena kao inverzna Višartova raspodela. Izvođenje svih jednakosti je bazirano na prvim principima Bajesovske metodologije. Da bi se rešio korak modifikacije primenjen je varijacioni metod, u kome rešenje problema tražimo u familiji raspodela odgovarajuće funkcionalne forme. Eksperimentalni rezultati primene LKF-RA, dobijeni korišćenjem stvarnih vremenskih serija, pokazuju da je LKF-RA bolji od konvencionalnog linearizovanog Kalmanovog filtra u smislu generisanja niže greške na test skupu podataka. Prosečna vrednost poboljšanja određena u eksperimentalnom procesu je 7%.We derive a new sequential learning algorithm for Multilayered Perceptron (MLP) neural network robust to outliers. Presence of outliers in data results in failure of the model especially if data processing is performed on-line or in real time. Extended Kalman filter robust to outliers (EKF-OR) is probabilistic generative model in which measurement noise covariance is modeled as stochastic process over the set of symmetric positive-definite matrices in which prior is given as inverse Wishart distribution. Derivation of expressions comes straight form first principles, within Bayesian framework. Analytical intractability of Bayes' update step is solved using Variational Inference (VI). Experimental results obtained using real world stochastic data show that MLP network trained with proposed algorithm achieves low error and average improvement rate of 7% when compared directly to conventional EKF learning algorithm

Variational inference for robust sequential learning of multilayered perceptron neural network

U radu je prikazan i izveden novi sekvencijalni algoritam za obučavanje višeslojnog perceptrona u prisustvu autlajera. Autlajeri predstavljaju značajan problem, posebno ukoliko sprovodimo sekvencijalno obučavanje ili obučavanje u realnom vremenu. Linearizovani Kalmanov filtar robustan na autlajere (LKF-RA), je statistički generativni model u kome je matrica kovarijansi šuma merenja modelovana kao stohastički proces, a apriorna informacija usvojena kao inverzna Višartova raspodela. Izvođenje svih jednakosti je bazirano na prvim principima Bajesovske metodologije. Da bi se rešio korak modifikacije primenjen je varijacioni metod, u kome rešenje problema tražimo u familiji raspodela odgovarajuće funkcionalne forme. Eksperimentalni rezultati primene LKF-RA, dobijeni korišćenjem stvarnih vremenskih serija, pokazuju da je LKF-RA bolji od konvencionalnog linearizovanog Kalmanovog filtra u smislu generisanja niže greške na test skupu podataka. Prosečna vrednost poboljšanja određena u eksperimentalnom procesu je 7%.We derive a new sequential learning algorithm for Multilayered Perceptron (MLP) neural network robust to outliers. Presence of outliers in data results in failure of the model especially if data processing is performed on-line or in real time. Extended Kalman filter robust to outliers (EKF-OR) is probabilistic generative model in which measurement noise covariance is modeled as stochastic process over the set of symmetric positive-definite matrices in which prior is given as inverse Wishart distribution. Derivation of expressions comes straight form first principles, within Bayesian framework. Analytical intractability of Bayes' update step is solved using Variational Inference (VI). Experimental results obtained using real world stochastic data show that MLP network trained with proposed algorithm achieves low error and average improvement rate of 7% when compared directly to conventional EKF learning algorithm

A Fuzzy-Wavelet Neural Network Model for the Detection of Meat Spoilage using an Electronic Nose

Food product safety is one of the most promising areas for the application of electronic noses. The performance of a portable electronic nose has been evaluated in monitoring the spoilage of beef fillet stored aerobically at different storage temperatures (0, 4, 8, 12, 16 and 20°C). This paper proposes a fuzzy-wavelet neural network model which incorporates a clustering pre-processing stage for the definition of fuzzy rules. The dual purpose of the proposed modeling approach is not only to classify beef samples in the respective quality class (i.e. fresh, semi-fresh and spoiled), but also to predict their associated microbiological population directly from volatile compounds fingerprints. Comparison results indicated that the proposed modeling scheme could be considered as a valuable detection methodology in food microbiolog