Classification of damage in structural systems using time series analysis and supervised and unsupervised pattern recognition techniques

Peer reviewedPostprin

Forced Oscillation Source Location via Multivariate Time Series Classification

Precisely locating low-frequency oscillation sources is the prerequisite of suppressing sustained oscillation, which is an essential guarantee for the secure and stable operation of power grids. Using synchrophasor measurements, a machine learning method is proposed to locate the source of forced oscillation in power systems. Rotor angle and active power of each power plant are utilized to construct multivariate time series (MTS). Applying Mahalanobis distance metric and dynamic time warping, the distance between MTS with different phases or lengths can be appropriately measured. The obtained distance metric, representing characteristics during the transient phase of forced oscillation under different disturbance sources, is used for offline classifier training and online matching to locate the disturbance source. Simulation results using the four-machine two-area system and IEEE 39-bus system indicate that the proposed location method can identify the power system forced oscillation source online with high accuracy.Comment: 5 pages, 3 figures. Accepted by 2018 IEEE/PES Transmission and Distribution Conferenc

A Survey on Metric Learning for Feature Vectors and Structured Data

The need for appropriate ways to measure the distance or similarity between data is ubiquitous in machine learning, pattern recognition and data mining, but handcrafting such good metrics for specific problems is generally difficult. This has led to the emergence of metric learning, which aims at automatically learning a metric from data and has attracted a lot of interest in machine learning and related fields for the past ten years. This survey paper proposes a systematic review of the metric learning literature, highlighting the pros and cons of each approach. We pay particular attention to Mahalanobis distance metric learning, a well-studied and successful framework, but additionally present a wide range of methods that have recently emerged as powerful alternatives, including nonlinear metric learning, similarity learning and local metric learning. Recent trends and extensions, such as semi-supervised metric learning, metric learning for histogram data and the derivation of generalization guarantees, are also covered. Finally, this survey addresses metric learning for structured data, in particular edit distance learning, and attempts to give an overview of the remaining challenges in metric learning for the years to come.Comment: Technical report, 59 pages. Changes in v2: fixed typos and improved presentation. Changes in v3: fixed typos. Changes in v4: fixed typos and new method

Increasing pattern recognition accuracy for chemical sensing by evolutionary based drift compensation

Artificial olfaction systems, which mimic human olfaction by using arrays of gas chemical sensors combined with pattern recognition methods, represent a potentially low-cost tool in many areas of industry such as perfumery, food and drink production, clinical diagnosis, health and safety, environmental monitoring and process control. However, successful applications of these systems are still largely limited to specialized laboratories. Sensor drift, i.e., the lack of a sensor's stability over time, still limits real in dustrial setups. This paper presents and discusses an evolutionary based adaptive drift-correction method designed to work with state-of-the-art classification systems. The proposed approach exploits a cutting-edge evolutionary strategy to iteratively tweak the coefficients of a linear transformation which can transparently correct raw sensors' measures thus mitigating the negative effects of the drift. The method learns the optimal correction strategy without the use of models or other hypotheses on the behavior of the physical chemical sensors

European exchange trading funds trading with locally weighted support vector regression

In this paper, two different Locally Weighted Support Vector Regression (wSVR) algorithms are generated and applied to the task of forecasting and trading five European Exchange Traded Funds. The trading application covers the recent European Monetary Union debt crisis. The performance of the proposed models is benchmarked against traditional Support Vector Regression (SVR) models. The Radial Basis Function, the Wavelet and the Mahalanobis kernel are explored and tested as SVR kernels. Finally, a novel statistical SVR input selection procedure is introduced based on a principal component analysis and the Hansen, Lunde, and Nason (2011) model confidence test. The results demonstrate the superiority of the wSVR models over the traditional SVRs and of the v-SVR over the ε-SVR algorithms. We note that the performance of all models varies and considerably deteriorates in the peak of the debt crisis. In terms of the kernels, our results do not confirm the belief that the Radial Basis Function is the optimum choice for financial series