Previsão do comportamento de redes de distribuição de água com métodos de aprendizagem automática

Water supply systems are indispensable infrastructures in any modern civilisation. Any modern house has running water at all time. People are so dependent on this essential good that today it is unthinkable for any social environment to live without water supply. Supply systems are responsible for maintaining the constant supply of water to homes, hospitals, industries, etc., and, consequently, are also responsible for maintaining the functioning of society. Since these systems are so indispensable in daily life, the costs associated with their operation are not taken into account. These systems have to pump water to meet their customers’ demands and face major energy cost-efficiency issues related to pumping operations. This work presents and analyses a possible solution to this problem using a decision support system that takes advantage of variations in the energy tariff throughout the day to optimise energy costs. It uses machine learning methods to predict future water demands and simulate the consequent behaviour of the networks, thus allowing the scheduling of pumping operations to coincide with the period when the tariff is cheaper. The results indicate that Artificial Neural Networks, Extreme Learning Machines and Recurrent Neural Networks with Gated Recurrent Units are capable of achieving a good performance forecasting water demands. It was also possible to create a model that accurately reproduces the behaviour of a water supply network of reasonable size using Artificial Neural Networks.Os sistemas de abastecimento de água são infraestruturas indispensáveis em qualquer civilização moderna. Qualquer casa moderna tem sempre água corrente. As pessoas estão de tal maneira dependentes deste bem essencial que hoje em dia é impensável qualquer meio social viver sem abastecimento de água. Os sistemas de abastecimento são responsáveis por manter o constante fornecimento de água a casas, hospitais, indústrias, etc., e, consequentemente, também são responsáveis por manter o funcionamento da sociedade. Como são sistemas indispensáveis no quotidiano não se tem tanto em consideração os custos associados com o seu funcionamento. Estes sistemas têm de bombear água para satisfazer os consumos dos seus clientes e enfrentam grandes problemas de custos energéticos relacionados com as operações de bombeamento. Este trabalho apresenta e analisa uma possível solução para este problema utilizando um sistema de apoio à decisão que tira partido da variação da tarifa energética ao longo do dia para fazer a otimização dos custos energéticos. A solução apresentada utiliza métodos de aprendizagem automática para prever consumos de água e simular o consequente comportamento das redes possibilitando assim o agendamento das operações de bombeamento para que coincidam com o período em que a tarifa é mais barata. Os resultados indicam que Redes Neuronais, Máquinas de Aprendizagem Extrema e Redes Neuronais Recurrentes com Gated Recurrent Units são capazes de alcançar um bom desempenho na previsão de consumos de água. Também foi possível criar um modelo que reproduz com precisão o comportamento de uma rede de abastecimento de água de médio tamanho usando Redes Neuronais.Mestrado em Engenharia Informátic

Predicting Daily Probability Distributions Of S&P500 Returns

Most approaches in forecasting merely try to predict the next value of the time series. In contrast, this paper presents a framework to predict the full probability distribution. It is expressed as a mixture model: the dynamics of the individual states is modeled with so-called "experts" (potentially nonlinear neural networks), and the dynamics between the states is modeled using a hidden Markov approach. The full density predictions are obtained by a weighted superposition of the individual densities of each expert. This model class is called "hidden Markov experts". Results are presented for daily S&P500 data. While the predictive accuracy of the mean does not improve over simpler models, evaluating the prediction of the full density shows a clear out-of-sample improvement both over a simple GARCH(1,l) model (which assumes Gaussian distributed returns) and over a "gated experts" model (which expresses the weighting for each state non-recursively as a function of external inputs). Several interpretations are given: the blending of supervised and unsupervised learning, the discovery of hidden states, the combination of forecasts, the specialization of experts, the removal of outliers, and the persistence of volatility.Information Systems Working Papers Serie

A novel improved model for building energy consumption prediction based on model integration

Building energy consumption prediction plays an irreplaceable role in energy planning, management, and conservation. Constantly improving the performance of prediction models is the key to ensuring the efficient operation of energy systems. Moreover, accuracy is no longer the only factor in revealing model performance, it is more important to evaluate the model from multiple perspectives, considering the characteristics of engineering applications. Based on the idea of model integration, this paper proposes a novel improved integration model (stacking model) that can be used to forecast building energy consumption. The stacking model combines advantages of various base prediction algorithms and forms them into “meta-features” to ensure that the final model can observe datasets from different spatial and structural angles. Two cases are used to demonstrate practical engineering applications of the stacking model. A comparative analysis is performed to evaluate the prediction performance of the stacking model in contrast with existing well-known prediction models including Random Forest, Gradient Boosted Decision Tree, Extreme Gradient Boosting, Support Vector Machine, and K-Nearest Neighbor. The results indicate that the stacking method achieves better performance than other models, regarding accuracy (improvement of 9.5%–31.6% for Case A and 16.2%–49.4% for Case B), generalization (improvement of 6.7%–29.5% for Case A and 7.1%-34.6% for Case B), and robustness (improvement of 1.5%–34.1% for Case A and 1.8%–19.3% for Case B). The proposed model enriches the diversity of algorithm libraries of empirical models

Effective planning of-end-of-life scenarios for offshore windfarm

Many offshore wind turbines (OWTs) are approaching the end of their estimated operational life soon. It is challenging to develop a general decommissioning procedure for all OW farms. Therefore, this research aims to comprehend the available end-of-life (EoL) scenario for OWTs to decide on their application procedures and propose an innovative systematic framework for considering the EoL scenario. The first part of the research critically reviewed the various end-of-life strategies for offshore wind farms, available technological options and the influencing factors that can inform such decisions. The study proposed a multi-attribute framework for supporting optimum choices in terms of main constraints, such as the possibility of end-of-life strategies based on unique characteristics and influencing factors. In the selection of techno-economic, the primary procedure parameters influencing the three major end-life strategies, i.e. life extension, repowering, and decommissioning, are discussed, and the benefits and issues related to the influencing variables are also identified. In the next part, an initial comparative assessment between two of these scenarios, repowering and decommissioning, through a purpose-developed techno-economic analysis model calculates relevant key performance indicators. With numerous OW farms approaching the end of service life, the discussion on planning the most appropriate EoL scenario has become popular. Planning and scheduling those main activities of EoL scenarios depends on forecasting leading environmental indicators such as significant wave height. This research proposes a novel probabilistic methodology based on multivariate and univariate time series forecasting of machine learning (ML) models, including LSTM, BiLSTM, and GRU. In the end, the role of optimum selection of end-of-life scenarios is investigated to achieve the highest profitability of offshore wind farms. Various end-of-life scenarios have been evaluated through a TOPSIS technique as a multi-criteria decision-making procedure to determine an appropriate way according to environmental, financial, safety Criteria, Schedule impact, and Legislation and guidelines. Keywords: Offshore Wind Turbine; Decommissioning; End-of-life scenarios; Decision making; Levelized Cost of Energy; Machine learning, ForecastingMany offshore wind turbines (OWTs) are approaching the end of their estimated operational life soon. It is challenging to develop a general decommissioning procedure for all OW farms. Therefore, this research aims to comprehend the available end-of-life (EoL) scenario for OWTs to decide on their application procedures and propose an innovative systematic framework for considering the EoL scenario. The first part of the research critically reviewed the various end-of-life strategies for offshore wind farms, available technological options and the influencing factors that can inform such decisions. The study proposed a multi-attribute framework for supporting optimum choices in terms of main constraints, such as the possibility of end-of-life strategies based on unique characteristics and influencing factors. In the selection of techno-economic, the primary procedure parameters influencing the three major end-life strategies, i.e. life extension, repowering, and decommissioning, are discussed, and the benefits and issues related to the influencing variables are also identified. In the next part, an initial comparative assessment between two of these scenarios, repowering and decommissioning, through a purpose-developed techno-economic analysis model calculates relevant key performance indicators. With numerous OW farms approaching the end of service life, the discussion on planning the most appropriate EoL scenario has become popular. Planning and scheduling those main activities of EoL scenarios depends on forecasting leading environmental indicators such as significant wave height. This research proposes a novel probabilistic methodology based on multivariate and univariate time series forecasting of machine learning (ML) models, including LSTM, BiLSTM, and GRU. In the end, the role of optimum selection of end-of-life scenarios is investigated to achieve the highest profitability of offshore wind farms. Various end-of-life scenarios have been evaluated through a TOPSIS technique as a multi-criteria decision-making procedure to determine an appropriate way according to environmental, financial, safety Criteria, Schedule impact, and Legislation and guidelines. Keywords: Offshore Wind Turbine; Decommissioning; End-of-life scenarios; Decision making; Levelized Cost of Energy; Machine learning, Forecastin

Machine Learning based Models for Fresh Produce Yield and Price Forecasting for Strawberry Fruit

Building market price forecasting models of Fresh Produce (FP) is crucial to protect retailers and consumers from highly priced FP. However, the task of forecasting FP prices is highly complex due to the very short shelf life of FP, inability to store for long term and external factors like weather and climate change. This forecasting problem has been traditionally modelled as a time series problem. Models for grain yield forecasting and other non-agricultural prices forecasting are common. However, forecasting of FP prices is recent and has not been fully explored. In this thesis, the forecasting models built to fill this void are solely machine learning based which is also a novelty. The growth and success of deep learning, a type of machine learning algorithm, has largely been attributed to the availability of big data and high end computational power. In this thesis, work is done on building several machine learning models (both conventional and deep learning based) to predict future yield and prices of FP (price forecast of strawberries are said to be more difficult than other FP and hence is used here as the main product). The data used in building these prediction models comprises of California weather data, California strawberry yield, California strawberry farm-gate prices and a retailer purchase price data. A comparison of the various prediction models is done based on a new aggregated error measure (AGM) proposed in this thesis which combines mean absolute error, mean squared error and R^2 coefficient of determination. The best two models are found to be an Attention CNN-LSTM (AC-LSTM) and an Attention ConvLSTM (ACV-LSTM). Different stacking ensemble techniques such as voting regressor and stacking with Support vector Regression (SVR) are then utilized to come up with the best prediction. The experiment results show that across the various examined applications, the proposed model which is a stacking ensemble of the AC-LSTM and ACV-LSTM using a linear SVR is the best performing based on the proposed aggregated error measure. To show the robustness of the proposed model, it was used also tested for predicting WTI and Brent crude oil prices and the results proved consistent with that of the FP price prediction

Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning

The complexity and ambiguity of financial and economic systems, along with frequent changes in the economic environment, have made it difficult to make precise predictions that are supported by theory-consistent explanations. Interpreting the prediction models used for forecasting important macroeconomic indicators is highly valuable for understanding relations among different factors, increasing trust towards the prediction models, and making predictions more actionable. In this study, we develop a fundamental-based model for the Canadian-U.S. dollar exchange rate within an interpretative framework. We propose a comprehensive approach using machine learning to predict the exchange rate and employ interpretability methods to accurately analyze the relationships among macroeconomic variables. Moreover, we implement an ablation study based on the output of the interpretations to improve the predictive accuracy of the models. Our empirical results show that crude oil, as Canada's main commodity export, is the leading factor that determines the exchange rate dynamics with time-varying effects. The changes in the sign and magnitude of the contributions of crude oil to the exchange rate are consistent with significant events in the commodity and energy markets and the evolution of the crude oil trend in Canada. Gold and the TSX stock index are found to be the second and third most important variables that influence the exchange rate. Accordingly, this analysis provides trustworthy and practical insights for policymakers and economists and accurate knowledge about the predictive model's decisions, which are supported by theoretical considerations

The 8th International Conference on Time Series and Forecasting

The aim of ITISE 2022 is to create a friendly environment that could lead to the establishment or strengthening of scientific collaborations and exchanges among attendees. Therefore, ITISE 2022 is soliciting high-quality original research papers (including significant works-in-progress) on any aspect time series analysis and forecasting, in order to motivating the generation and use of new knowledge, computational techniques and methods on forecasting in a wide range of fields