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

Meeting the challenges related to material issues in chemical industries

Reliable performance and profitability are two important requirements for any chemical industry. In order to achieve high level of reliability and excellent performance, several issues related to design, materials selection, fabrication, quality assurance, transport, storage, inputs from condition monitoring, failure analysis etc. have to be adequately addressed and implemented. Technology related to nondestructive testing and monitoring of the plant is also essential for precise identification of defect sites and to take appropriate remedial decision regarding repair, replacement or modification of process conditions. The interdisciplinary holistic approach enhances the life of critical engineering components in chemical plants. Further, understanding the failure modes of the components through the analysis of failed components throws light on the choice of appropriate preventive measures to be taken well in advance, to have a control over the overall health of the plant. The failure analysis also leads to better design modification and condition monitoring methodologies, for the next generation components and plants. At the Indira Gandhi Centre for Atomic Research (IGCAR), Kalpakkam, a unique combination of the expertise in design, materials selection, fabrication, NDT development, condition monitoring, life prediction and failure analysis exists to obtain desired results for achieving high levels of reliability and performance assessment of critical engineering components in chemical industries. Case studies related to design, materials selection and fabrication aspects of critical components in nuclear fuel reprocessing plants, NDT development and condition monitoring of various components of nuclear power plants, and important failure investigations on critical engineering components in chemical and allied industries are discussed in this paper. Future directions are identified and planned approaches are briefly described

Evolutionary and Reinforcement Fuzzy Control

Many modern and classical techniques exist for the design of control systems. However, many real world applications are inherently complex and the application of traditional design and control techniques is limited. In addition, no single design method exists which can be applied to all types of system. Due to this 'deficiency', recent years have seen an exponential increase in the use of methods loosely termed 'computational intelligent techniques' or 'soft- computing techniques'. Such techniques tend to solve problems using a population of individual elements or potential solutions or the flexibility of a network as opposed to using a rigid, single point of computing. Through use of computational redundancies, soft-computing allows unmatched tractability in practical problem solving. The intelligent paradigm most successfully applied to control engineering, is that of fuzzy logic in the form of fuzzy control. The motivation of using fuzzy control is twofold. First, it allows one to incorporate heuristics into the control strategy, such as the model operator actions. Second, it allows nonlinearities to be defined in an intuitive way using rules and interpolations. Although it is an attractive tool, there still exist many problems to be solved in fuzzy control. To date most applications have been limited to relatively simple problems of low dimensionality. This is primarily due to the fact that the design process is very much a trial and error one and is heavily dependent on the quality of expert knowledge provided by the operator. In addition, fuzzy control design is virtually ad hoc, lacking a systematic design procedure. Other problems include those associated with the curse of dimensionality and the inability to learn and improve from experience. While much work has been carried out to alleviate most of these difficulties, there exists a lack of drive and exploration in the last of these points. The objective of this thesis is to develop an automated, systematic procedure for optimally learning fuzzy logic controllers (FLCs), which provides for autonomous and simple implementations. In pursuit of this goal, a hybrid method is to combine the advantages artificial neural networks (ANNs), evolutionary algorithms (EA) and reinforcement learning (RL). This overcomes the deficiencies of conventional EAs that may omit representation of the region within a variable's operating range and that do not in practice achieve fine learning. This method also allows backpropagation when necessary or feasible. It is termed an Evolutionary NeuroFuzzy Learning Intelligent Control technique (ENFLICT) model. Unlike other hybrids, ENFLICT permits globally structural learning and local offline or online learning. The global EA and local neural learning processes should not be separated. Here, the EA learns and optimises the ENFLICT structure while ENFLICT learns the network parameters. The EA used here is an improved version of a technique known as the messy genetic algorithm (mGA), which utilises flexible cellular chromosomes for structural optimisation. The properties of the mGA as compared with other flexible length EAs, are that it enables the addressing of issues such as the curse of dimensionality and redundant genetic information. Enhancements to the algorithm are in the coding and decoding of the genetic information to represent a growing and shrinking network; the defining of the network properties such as neuron activation type and network connectivity; and that all of this information is represented in a single gene. Another step forward taken in this thesis on neurofuzzy learning is that of learning online. Online in this case refers to learning unsupervised and adapting to real time system parameter changes. It is much more attractive because the alternative (supervised offline learning) demands quality learning data which is often expensive to obtain, and unrepresentative of and inaccurate about the real environment. First, the learning algorithm is developed for the case of a given model of the system where the system dynamics are available or can be obtained through, for example, system identification. This naturally leads to the development of a method for learning by directly interacting with the environment. The motivation for this is that usually real world applications tend to be large and complex, and obtaining a mathematical model of the plant is not always possible. For this purpose the reinforcement learning paradigm is utilised, which is the primary learning method of biological systems, systems that can adapt to their environment and experiences, in this thesis, the reinforcement learning algorithm is based on the advantage learning method and has been extended to deal with continuous time systems and online implementations, and which does not use a lookup table. This means that large databases containing the system behaviour need not be constructed, and the procedure can work online where the information available is that of the immediate situation. For complex systems of higher order dimensions, and where identifying the system model is difficult, a hierarchical method has been developed and is based on a hybrid of all the other methods developed. In particular, the procedure makes use of a method developed to work directly with plant step response, thus avoiding the need for mathematical model fitting which may be time-consuming and inaccurate. All techniques developed and contributions in the thesis are illustrated by several case studies, and are validated through simulations

A neuro-fuzzy self built system for prognostics : a way to ensure good prediction accuracy by balancing complexity and generalization.

International audienceIn maintenance field, prognostics is recognized as a key feature as the prediction of the remaining useful life of a system allows avoiding inopportune maintenance spending. However, it can be a non trivial task to develop and implement effective prognostics models including the inherent uncertainty of prognostics. Moreover, there is no systematic way to construct a prognostics tool since the user can make some assumptions: choice of a structure, initialization of parameters... This last problem is addressed in the paper: how to build a prognostics system with no human intervention, neither a priori knowledge? The proposition is based on the use of a neuro-fuzzy predictor whose architecture is partially determined thanks to a statistical approach based on the Akaike information criterion. It consists in using a cost function in the learning phase in order to automatically generate an accurate prediction system that reaches a compromise between complexity and generalization capability. The proposition is illustrated and discussed

An Integrated Fuzzy Inference Based Monitoring, Diagnostic, and Prognostic System

To date the majority of the research related to the development and application of monitoring, diagnostic, and prognostic systems has been exclusive in the sense that only one of the three areas is the focus of the work. While previous research progresses each of the respective fields, the end result is a variable grab bag of techniques that address each problem independently. Also, the new field of prognostics is lacking in the sense that few methods have been proposed that produce estimates of the remaining useful life (RUL) of a device or can be realistically applied to real-world systems. This work addresses both problems by developing the nonparametric fuzzy inference system (NFIS) which is adapted for monitoring, diagnosis, and prognosis and then proposing the path classification and estimation (PACE) model that can be used to predict the RUL of a device that does or does not have a well defined failure threshold. To test and evaluate the proposed methods, they were applied to detect, diagnose, and prognose faults and failures in the hydraulic steering system of a deep oil exploration drill. The monitoring system implementing an NFIS predictor and sequential probability ratio test (SPRT) detector produced comparable detection rates to a monitoring system implementing an autoassociative kernel regression (AAKR) predictor and SPRT detector, specifically 80% vs. 85% for the NFIS and AAKR monitor respectively. It was also found that the NFIS monitor produced fewer false alarms. Next, the monitoring system outputs were used to generate symptom patterns for k-nearest neighbor (kNN) and NFIS classifiers that were trained to diagnose different fault classes. The NFIS diagnoser was shown to significantly outperform the kNN diagnoser, with overall accuracies of 96% vs. 89% respectively. Finally, the PACE implementing the NFIS was used to predict the RUL for different failure modes. The errors of the RUL estimates produced by the PACE-NFIS prognosers ranged from 1.2-11.4 hours with 95% confidence intervals (CI) from 0.67-32.02 hours, which are significantly better than the population based prognoser estimates with errors of ~45 hours and 95% CIs of ~162 hours

"Can the neuro fuzzy model predict stock indexes better than its rivals?"

This paper develops a model of a trading system by using neuro fuzzy framework in order to better predict the stock index. Thirty well-known stock indexes are analyzed with the help of the model developed here. The empirical results show strong evidence of nonlinearity in the stock index by using KD technical indexes. The trading point analysis and the sensitivity analysis of trading costs show the robustness and opportunity for making further profits through using the proposed nonlinear neuro fuzzy system. The scenario analysis also shows that the proposed neuro fuzzy system performs consistently over time.