“Dust in the wind...”, deep learning application to wind energy time series forecasting

To balance electricity production and demand, it is required to use different prediction techniques extensively. Renewable energy, due to its intermittency, increases the complexity and uncertainty of forecasting, and the resulting accuracy impacts all the different players acting around the electricity systems around the world like generators, distributors, retailers, or consumers. Wind forecasting can be done under two major approaches, using meteorological numerical prediction models or based on pure time series input. Deep learning is appearing as a new method that can be used for wind energy prediction. This work develops several deep learning architectures and shows their performance when applied to wind time series. The models have been tested with the most extensive wind dataset available, the National Renewable Laboratory Wind Toolkit, a dataset with 126,692 wind points in North America. The architectures designed are based on different approaches, Multi-Layer Perceptron Networks (MLP), Convolutional Networks (CNN), and Recurrent Networks (RNN). These deep learning architectures have been tested to obtain predictions in a 12-h ahead horizon, and the accuracy is measured with the coefficient of determination, the R² method. The application of the models to wind sites evenly distributed in the North America geography allows us to infer several conclusions on the relationships between methods, terrain, and forecasting complexity. The results show differences between the models and confirm the superior capabilities on the use of deep learning techniques for wind speed forecasting from wind time series data.Peer ReviewedPostprint (published version

An Adaptive Locally Connected Neuron Model: Focusing Neuron

This paper presents a new artificial neuron model capable of learning its receptive field in the topological domain of inputs. The model provides adaptive and differentiable local connectivity (plasticity) applicable to any domain. It requires no other tool than the backpropagation algorithm to learn its parameters which control the receptive field locations and apertures. This research explores whether this ability makes the neuron focus on informative inputs and yields any advantage over fully connected neurons. The experiments include tests of focusing neuron networks of one or two hidden layers on synthetic and well-known image recognition data sets. The results demonstrated that the focusing neurons can move their receptive fields towards more informative inputs. In the simple two-hidden layer networks, the focusing layers outperformed the dense layers in the classification of the 2D spatial data sets. Moreover, the focusing networks performed better than the dense networks even when 70$\%$ of the weights were pruned. The tests on convolutional networks revealed that using focusing layers instead of dense layers for the classification of convolutional features may work better in some data sets.Comment: 45 pages, a national patent filed, submitted to Turkish Patent Office, No: -2017/17601, Date: 09.11.201

An original framework for understanding human actions and body language by using deep neural networks

The evolution of both fields of Computer Vision (CV) and Artificial Neural Networks (ANNs) has allowed the development of efficient automatic systems for the analysis of people's behaviour. By studying hand movements it is possible to recognize gestures, often used by people to communicate information in a non-verbal way. These gestures can also be used to control or interact with devices without physically touching them. In particular, sign language and semaphoric hand gestures are the two foremost areas of interest due to their importance in Human-Human Communication (HHC) and Human-Computer Interaction (HCI), respectively. While the processing of body movements play a key role in the action recognition and affective computing fields. The former is essential to understand how people act in an environment, while the latter tries to interpret people's emotions based on their poses and movements; both are essential tasks in many computer vision applications, including event recognition, and video surveillance. In this Ph.D. thesis, an original framework for understanding Actions and body language is presented. The framework is composed of three main modules: in the first one, a Long Short Term Memory Recurrent Neural Networks (LSTM-RNNs) based method for the Recognition of Sign Language and Semaphoric Hand Gestures is proposed; the second module presents a solution based on 2D skeleton and two-branch stacked LSTM-RNNs for action recognition in video sequences; finally, in the last module, a solution for basic non-acted emotion recognition by using 3D skeleton and Deep Neural Networks (DNNs) is provided. The performances of RNN-LSTMs are explored in depth, due to their ability to model the long term contextual information of temporal sequences, making them suitable for analysing body movements. All the modules were tested by using challenging datasets, well known in the state of the art, showing remarkable results compared to the current literature methods

Nonlinear Combination of Financial Forecast with Genetic Algorithm

Complexity in the financial markets requires intelligent forecasting models for return volatility. In this paper, historical simulation, GARCH, GARCH with skewed student-t distribution and asymmetric normal mixture GRJ-GARCH models are combined with Extreme Value Theory Hill by using artificial neural networks with genetic algorithm as the combination platform. By employing daily closing values of the Istanbul Stock Exchange from 01/10/1996 to 11/07/2006, Kupiec and Christoffersen tests as the back-testing mechanisms are performed for forecast comparison of the models. Empirical findings show that the fat-tails are more properly captured by the combination of GARCH with skewed student-t distribution and Extreme Value Theory Hill. Modeling return volatility in the emerging markets needs “intelligent” combinations of Value-at-Risk models to capture the extreme movements in the markets rather than individual model forecast.Forecast combination; Artificial neural networks; GARCH models; Extreme value theory; Christoffersen test