Enhancing statistical wind speed forecasting models : a thesis presented in partial fulfilment of the requirements for the degree of Doctor of Philosophy in Engineering at Massey University, Manawatū Campus, New Zealand

In recent years, wind speed forecasting models have seen significant development and growth. In particular, hybrid models have been emerging since the last decade. Hybrid models combine two or more techniques from several categories, with each model utilizing its distinct strengths. Mainly, data-driven models that include statistical and Artificial Intelligence/Machine Learning (AI/ML) models are deployed in hybrid models for shorter forecasting time horizons (< 6hrs). Literature studies show that machine learning models have gained enormous potential owing to their accuracy and robustness. On the other hand, only a handful of studies are available on the performance enhancement of statistical models, despite the fact that hybrid models are incomplete without statistical models. To address the knowledge gap, this thesis identified the shortcomings of traditional statistical models while enhancing prediction accuracy. Three statistical models are considered for analyses: Grey Model [GM(1,1)], Markov Chain, and Holt’s Double Exponential Smoothing models. Initially, the problems that limit the forecasting models' applicability are highlighted. Such issues include negative wind speed predictions, failure of predetermined accuracy levels, non-optimal estimates, and additional computational cost with limited performance. To address these concerns, improved forecasting models are proposed considering wind speed data of Palmerston North, New Zealand. Several methodologies have been developed to improve the model performance and fulfill the necessary and sufficient conditions. These approaches include adjusting dynamic moving window, self-adaptive state categorization algorithm, a similar approach to the leave-one-out method, and mixed initialization method. Keeping in view the application of the hybrid methods, novel MODWT-ARIMA-Markov and AGO-HDES models are further proposed as secondary objectives. Also, a comprehensive analysis is presented by comparing sixteen models from three categories, each for four case studies, three rolling windows, and three forecasting horizons. Overall, the improved models showed higher accuracy than their counter traditional models. Finally, the future directions are highlighted that need subsequent research to improve forecasting performance further

Long-Term Load Forecasting Considering Volatility Using Multiplicative Error Model

Long-term load forecasting plays a vital role for utilities and planners in terms of grid development and expansion planning. An overestimate of long-term electricity load will result in substantial wasted investment in the construction of excess power facilities, while an underestimate of future load will result in insufficient generation and unmet demand. This paper presents first-of-its-kind approach to use multiplicative error model (MEM) in forecasting load for long-term horizon. MEM originates from the structure of autoregressive conditional heteroscedasticity (ARCH) model where conditional variance is dynamically parameterized and it multiplicatively interacts with an innovation term of time-series. Historical load data, accessed from a U.S. regional transmission operator, and recession data for years 1993-2016 is used in this study. The superiority of considering volatility is proven by out-of-sample forecast results as well as directional accuracy during the great economic recession of 2008. To incorporate future volatility, backtesting of MEM model is performed. Two performance indicators used to assess the proposed model are mean absolute percentage error (for both in-sample model fit and out-of-sample forecasts) and directional accuracy.Comment: 19 pages, 11 figures, 3 table

Forecasting the multifactorial interval grey number sequences using grey relational model and GM (1, N) model based on effective information transformation

The file attached to this record is the author's final peer reviewed version. The Publisher's final version can be found by following the DOI link.In the context of data eruption, the data often shows a short-term pattern and changes rapidly which makes it difficult to use a single real value to express. For this kind of small-sample and interval data, how to analyze and predict muti-factor sequences efficiently becomes a problem. By this means, grey system theory (GST) is developed in which the interval grey numbers, as a typical object of GST, characterize the range of data and the grey relational and prediction models analyze the relations of multiple grey numbers and forecast the future. However, traditional grey relative relational model has some limitations: the results obtained always show low resolution and there are no extractions for the interval feature information from the interval grey number sequence. In this paper, the grey relational analysis model (GRA) based on effective information transformation of interval grey numbers is established, which contains comprehensive information of area differences and slope variances and optimizes the resolution of traditional grey degree. Then, according to the relational results, the multivariable GM model (GM(1,N)) is proposed to forecast the interval grey number sequence. To verify the effectiveness of this novel model, it is established to analyze the relationship between the degree of traffic congestion and its relevant factors in the Yangtze River Delta of China and predict the development of urban traffic congestion degrees in this area over the next five years. In addition, some traditional statistical methods (principal component analysis, multiple linear regression models and curve regression models) are established for comparisons. The results show high performances of the novel GRA model and GM(1,N) model, which means the models proposed in this paper are suitable for interval grey numbers from regional data. The strengths which recommend the use of this novel method lie in its high recognition mechanism and muti-angle information transformation for interval grey numbers as well as its characteristic of timeliness in information processing

Data Challenges and Data Analytics Solutions for Power Systems

L'abstract è presente nell'allegato / the abstract is in the attachmen

Algorithms for Fault Detection and Diagnosis

Due to the increasing demand for security and reliability in manufacturing and mechatronic systems, early detection and diagnosis of faults are key points to reduce economic losses caused by unscheduled maintenance and downtimes, to increase safety, to prevent the endangerment of human beings involved in the process operations and to improve reliability and availability of autonomous systems. The development of algorithms for health monitoring and fault and anomaly detection, capable of the early detection, isolation, or even prediction of technical component malfunctioning, is becoming more and more crucial in this context. This Special Issue is devoted to new research efforts and results concerning recent advances and challenges in the application of “Algorithms for Fault Detection and Diagnosis”, articulated over a wide range of sectors. The aim is to provide a collection of some of the current state-of-the-art algorithms within this context, together with new advanced theoretical solutions