Epicasting: An Ensemble Wavelet Neural Network (EWNet) for Forecasting Epidemics

Infectious diseases remain among the top contributors to human illness and death worldwide, among which many diseases produce epidemic waves of infection. The unavailability of specific drugs and ready-to-use vaccines to prevent most of these epidemics makes the situation worse. These force public health officials and policymakers to rely on early warning systems generated by reliable and accurate forecasts of epidemics. Accurate forecasts of epidemics can assist stakeholders in tailoring countermeasures, such as vaccination campaigns, staff scheduling, and resource allocation, to the situation at hand, which could translate to reductions in the impact of a disease. Unfortunately, most of these past epidemics exhibit nonlinear and non-stationary characteristics due to their spreading fluctuations based on seasonal-dependent variability and the nature of these epidemics. We analyse a wide variety of epidemic time series datasets using a maximal overlap discrete wavelet transform (MODWT) based autoregressive neural network and call it EWNet model. MODWT techniques effectively characterize non-stationary behavior and seasonal dependencies in the epidemic time series and improve the nonlinear forecasting scheme of the autoregressive neural network in the proposed ensemble wavelet network framework. From a nonlinear time series viewpoint, we explore the asymptotic stationarity of the proposed EWNet model to show the asymptotic behavior of the associated Markov Chain. We also theoretically investigate the effect of learning stability and the choice of hidden neurons in the proposal. From a practical perspective, we compare our proposed EWNet framework with several statistical, machine learning, and deep learning models. Experimental results show that the proposed EWNet is highly competitive compared to the state-of-the-art epidemic forecasting methods

PSO based Neural Networks vs. Traditional Statistical Models for Seasonal Time Series Forecasting

Seasonality is a distinctive characteristic which is often observed in many practical time series. Artificial Neural Networks (ANNs) are a class of promising models for efficiently recognizing and forecasting seasonal patterns. In this paper, the Particle Swarm Optimization (PSO) approach is used to enhance the forecasting strengths of feedforward ANN (FANN) as well as Elman ANN (EANN) models for seasonal data. Three widely popular versions of the basic PSO algorithm, viz. Trelea-I, Trelea-II and Clerc-Type1 are considered here. The empirical analysis is conducted on three real-world seasonal time series. Results clearly show that each version of the PSO algorithm achieves notably better forecasting accuracies than the standard Backpropagation (BP) training method for both FANN and EANN models. The neural network forecasting results are also compared with those from the three traditional statistical models, viz. Seasonal Autoregressive Integrated Moving Average (SARIMA), Holt-Winters (HW) and Support Vector Machine (SVM). The comparison demonstrates that both PSO and BP based neural networks outperform SARIMA, HW and SVM models for all three time series datasets. The forecasting performances of ANNs are further improved through combining the outputs from the three PSO based models.Comment: 4 figures, 4 tables, 31 references, conference proceeding

Characterization of time-varying regimes in remote sensing time series: application to the forecasting of satellite-derived suspended matter concentrations

International audienceSatellite data, with their spatial and temporal coverage, are particularly well suited for the analysis and characterization of space-time-varying relationships between geophysical processes. We investigate here the forecasting of a geophysical variable using both satellite observations and model outputs. As example we study the daily concentration of mineral suspended particulate matters estimated from satellite-derived datasets, in coastal waters adjacent to the French Gironde River mouth. We forecast this high resolution dataset using environmental data (wave height, wind strength and direction, tides and river outflow) and four multi-latent-regime models: homogeneous and non-homogeneous Markov-switching models, with and without an autoregressive term, i.e. the suspended matter concentration observed the day before. We clearly show, using a validation dataset, significant improvements with multi-regime models compared to a classical multi-regression and a state-of-the-art non-linear model (Support Vector Regression (SVR) model). The best results are reported for a mixture of 3 regimes for autoregressive model using non-homogeneous transitions. With the autoregressive models, we obtain at day+1 forecasting performances of 93% of the explained variance for the mixture model compared to 83% for a standard linear model and 85% using a SVR. These improvements are even more important for the non-autoregressive models. These results stress the potential of the identification of geophysical regimes to improve the forecasting or the inversion. We also show that for short periods of lack of observations (typically lesser than 15 days), non-homogeneous transition probabilities and estimated autoregressive term, the observation of the previous day not being available, help to enhance forecasting performances

Load forecast on a Micro Grid level through Machine Learning algorithms

As Micro Redes constituem um sector em crescimento da indústria energética, representando uma mudança de paradigma, desde as remotas centrais de geração até à produção mais localizada e distribuída. A capacidade de isolamento das principais redes elétricas e atuar de forma independente tornam as Micro Redes em sistemas resilientes, capazes de conduzir operações flexíveis em paralelo com a prestação de serviços que tornam a rede mais competitiva. Como tal, as Micro Redes fornecem energia limpa eficiente de baixo custo, aprimoram a coordenação dos ativos e melhoram a operação e estabilidade da rede regional de eletricidade, através da capacidade de resposta dinâmica aos recursos energéticos. Para isso, necessitam de uma coordenação de gestão inteligente que equilibre todas as tecnologias ao seu dispor. Daqui surge a necessidade de recorrer a modelos de previsão de carga e de produção robustos e de confiança, que interligam a alocação dos recursos da rede perante as necessidades emergentes. Sendo assim, foi desenvolvida a metodologia HALOFMI, que tem como principal objetivo a criação de um modelo de previsão de carga para 24 horas. A metodologia desenvolvida é constituída, numa primeira fase, por uma abordagem híbrida de multinível para a criação e escolha de atributos, que alimenta uma rede neuronal (Multi-Layer Perceptron) sujeita a um ajuste de híper-parâmetros. Posto isto, numa segunda fase são testados dois modos de aplicação e gestão de dados para a Micro Rede. A metodologia desenvolvida é aplicada em dois casos de estudo: o primeiro é composto por perfis de carga agregados correspondentes a dados de clientes em Baixa Tensão Normal e de Unidades de Produção e Autoconsumo (UPAC). Este caso de estudo apresenta-se como um perfil de carga elétrica regular e com contornos muito suaves. O segundo caso de estudo diz respeito a uma ilha turística e representa um perfil irregular de carga, com variações bruscas e difíceis de prever e apresenta um desafio maior em termos de previsão a 24-horas A partir dos resultados obtidos, é avaliado o impacto da integração de uma seleção recursiva inteligente de atributos, seguido por uma viabilização do processo de redução da dimensão de dados para o operador da Micro Rede, e por fim uma comparação de estimadores usados no modelo de previsão, através de medidores de erros na performance do algoritmo.Micro Grids constitute a growing sector of the energetic industry, representing a paradigm shift from the central power generation plans to a more distributed generation. The capacity to work isolated from the main electric grid make the MG resilient system, capable of conducting flexible operations while providing services that make the network more competitive. Additionally, Micro Grids supply clean and efficient low-cost energy, enhance the flexible assets coordination and improve the operation and stability of the of the local electric grid, through the capability of providing a dynamic response to the energetic resources. For that, it is required an intelligent coordination which balances all the available technologies. With this, rises the need to integrate accurate and robust load and production forecasting models into the MG management platform, thus allowing a more precise coordination of the flexible resource according to the emerging demand needs. For these reasons, the HALOFMI methodology was developed, which focus on the creation of a precise 24-hour load forecast model. This methodology includes firstly, a hybrid multi-level approach for the creation and selection of features. Then, these inputs are fed to a Neural Network (Multi-Layer Perceptron) with hyper-parameters tuning. In a second phase, two ways of data operation are compared and assessed, which results in the viability of the network operating with a reduced number of training days without compromising the model's performance. Such process is attained through a sliding window application. Furthermore, the developed methodology is applied in two case studies, both with 15-minute timesteps: the first one is composed by aggregated load profiles of Standard Low Voltage clients, including production and self-consumption units. This case study presents regular and very smooth load profile curves. The second case study concerns a touristic island and represents an irregular load curve with high granularity with abrupt variations. From the attained results, it is evaluated the impact of integrating a recursive intelligent feature selection routine, followed by an assessment on the sliding window application and at last, a comparison on the errors coming from different estimators for the model, through several well-defined performance metrics

Study on identification of nonlinear systems using Quasi-ARX models

制度:新 ; 報告番号:甲3660号 ; 学位の種類:博士(工学) ; 授与年月日:2012/9/15 ; 早大学位記番号:新6026Waseda Universit

Regularization and Bayesian Learning in Dynamical Systems: Past, Present and Future

Regularization and Bayesian methods for system identification have been repopularized in the recent years, and proved to be competitive w.r.t. classical parametric approaches. In this paper we shall make an attempt to illustrate how the use of regularization in system identification has evolved over the years, starting from the early contributions both in the Automatic Control as well as Econometrics and Statistics literature. In particular we shall discuss some fundamental issues such as compound estimation problems and exchangeability which play and important role in regularization and Bayesian approaches, as also illustrated in early publications in Statistics. The historical and foundational issues will be given more emphasis (and space), at the expense of the more recent developments which are only briefly discussed. The main reason for such a choice is that, while the recent literature is readily available, and surveys have already been published on the subject, in the author's opinion a clear link with past work had not been completely clarified.Comment: Plenary Presentation at the IFAC SYSID 2015. Submitted to Annual Reviews in Contro

Hybrid Advanced Optimization Methods with Evolutionary Computation Techniques in Energy Forecasting

More accurate and precise energy demand forecasts are required when energy decisions are made in a competitive environment. Particularly in the Big Data era, forecasting models are always based on a complex function combination, and energy data are always complicated. Examples include seasonality, cyclicity, fluctuation, dynamic nonlinearity, and so on. These forecasting models have resulted in an over-reliance on the use of informal judgment and higher expenses when lacking the ability to determine data characteristics and patterns. The hybridization of optimization methods and superior evolutionary algorithms can provide important improvements via good parameter determinations in the optimization process, which is of great assistance to actions taken by energy decision-makers. This book aimed to attract researchers with an interest in the research areas described above. Specifically, it sought contributions to the development of any hybrid optimization methods (e.g., quadratic programming techniques, chaotic mapping, fuzzy inference theory, quantum computing, etc.) with advanced algorithms (e.g., genetic algorithms, ant colony optimization, particle swarm optimization algorithm, etc.) that have superior capabilities over the traditional optimization approaches to overcome some embedded drawbacks, and the application of these advanced hybrid approaches to significantly improve forecasting accuracy