End-to-end anomaly detection in stream data

Nowadays, huge volumes of data are generated with increasing velocity through various systems, applications, and activities. This increases the demand for stream and time series analysis to react to changing conditions in real-time for enhanced efficiency and quality of service delivery as well as upgraded safety and security in private and public sectors. Despite its very rich history, time series anomaly detection is still one of the vital topics in machine learning research and is receiving increasing attention. Identifying hidden patterns and selecting an appropriate model that fits the observed data well and also carries over to unobserved data is not a trivial task. Due to the increasing diversity of data sources and associated stochastic processes, this pivotal data analysis topic is loaded with various challenges like complex latent patterns, concept drift, and overfitting that may mislead the model and cause a high false alarm rate. Handling these challenges leads the advanced anomaly detection methods to develop sophisticated decision logic, which turns them into mysterious and inexplicable black-boxes. Contrary to this trend, end-users expect transparency and verifiability to trust a model and the outcomes it produces. Also, pointing the users to the most anomalous/malicious areas of time series and causal features could save them time, energy, and money. For the mentioned reasons, this thesis is addressing the crucial challenges in an end-to-end pipeline of stream-based anomaly detection through the three essential phases of behavior prediction, inference, and interpretation. The first step is focused on devising a time series model that leads to high average accuracy as well as small error deviation. On this basis, we propose higher-quality anomaly detection and scoring techniques that utilize the related contexts to reclassify the observations and post-pruning the unjustified events. Last but not least, we make the predictive process transparent and verifiable by providing meaningful reasoning behind its generated results based on the understandable concepts by a human. The provided insight can pinpoint the anomalous regions of time series and explain why the current status of a system has been flagged as anomalous. Stream-based anomaly detection research is a principal area of innovation to support our economy, security, and even the safety and health of societies worldwide. We believe our proposed analysis techniques can contribute to building a situational awareness platform and open new perspectives in a variety of domains like cybersecurity, and health

Fuzzy model predictive control. Complexity reduction by functional principal component analysis

En el Control Predictivo basado en Modelo, el controlador ejecuta una optimización en tiempo real para obtener la mejor solución para la acción de control. Un problema de optimización se resuelve para identificar la mejor acción de control que minimiza una función de coste relacionada con las predicciones de proceso. Debido a la carga computacional de los algoritmos, el control predictivo sujeto a restricciones, no es adecuado para funcionar en cualquier plataforma de hardware. Las técnicas de control predictivo son bien conocidos en la industria de proceso durante décadas. Es cada vez más atractiva la aplicación de técnicas de control avanzadas basadas en modelos a otros muchos campos tales como la automatización de edificios, los teléfonos inteligentes, redes de sensores inalámbricos, etc., donde las plataformas de hardware nunca se han conocido por tener una elevada potencia de cálculo. El objetivo principal de esta tesis es establecer una metodología para reducir la complejidad de cálculo al aplicar control predictivo basado en modelos no lineales sujetos a restricciones, utilizando como plataforma, sistemas de hardware de baja potencia de cálculo, permitiendo una implementación basado en estándares de la industria. La metodología se basa en la aplicación del análisis de componentes principales funcionales, proporcionando un enfoque matemáticamente elegante para reducir la complejidad de los sistemas basados en reglas, como los sistemas borrosos y los sistemas lineales a trozos. Lo que permite reducir la carga computacional en el control predictivo basado en modelos, sujetos o no a restricciones. La idea de utilizar sistemas de inferencia borrosos, además de permitir el modelado de sistemas no lineales o complejos, dota de una estructura formal que permite la implementación de la técnica de reducción de la complejidad mencionada anteriormente. En esta tesis, además de las contribuciones teóricas, se describe el trabajo realizado con plantas reales en los que se han llevado a cabo tareas de modelado y control borroso. Uno de los objetivos a cubrir en el período de la investigación y el desarrollo de la tesis ha sido la experimentación con sistemas borrosos, su simplificación y aplicación a sistemas industriales. La tesis proporciona un marco de conocimiento práctico, basado en la experiencia.In Model-based Predictive Control, the controller runs a real-time optimisation to obtain the best solution for the control action. An optimisation problem is solved to identify the best control action that minimises a cost function related to the process predictions. Due to the computational load of the algorithms, predictive control subject to restric- tions is not suitable to run on any hardware platform. Predictive control techniques have been well known in the process industry for decades. The application of advanced control techniques based on models is becoming increasingly attractive in other fields such as building automation, smart phones, wireless sensor networks, etc., as the hardware platforms have never been known to have high computing power. The main purpose of this thesis is to establish a methodology to reduce the computational complexity of applying nonlinear model based predictive control systems subject to constraints, using as a platform hardware systems with low computational power, allowing a realistic implementation based on industry standards. The methodology is based on applying the functional principal component analysis, providing a mathematically elegant approach to reduce the complexity of rule-based systems, like fuzzy and piece wise affine systems, allowing the reduction of the computational load on modelbased predictive control systems, subject or not subject to constraints. The idea of using fuzzy inference systems, in addition to allowing nonlinear or complex systems modelling, endows a formal structure which enables implementation of the aforementioned complexity reduction technique. This thesis, in addition to theoretical contributions, describes the work done with real plants on which tasks of modeling and fuzzy control have been carried out. One of the objectives to be covered for the period of research and development of the thesis has been training with fuzzy systems and their simplification and application to industrial systems. The thesis provides a practical knowledge framework, based on experience

Evolution of microgrids with converter-interfaced generations: Challenges and opportunities

© 2019 Elsevier Ltd Although microgrids facilitate the increased penetration of distributed generations (DGs) and improve the security of power supplies, they have some issues that need to be better understood and addressed before realising the full potential of microgrids. This paper presents a comprehensive list of challenges and opportunities supported by a literature review on the evolution of converter-based microgrids. The discussion in this paper presented with a view to establishing microgrids as distinct from the existing distribution systems. This is accomplished by, firstly, describing the challenges and benefits of using DG units in a distribution network and then those of microgrid ones. Also, the definitions, classifications and characteristics of microgrids are summarised to provide a sound basis for novice researchers to undertake ongoing research on microgrids