Innovative Second-Generation Wavelets Construction With Recurrent Neural Networks for Solar Radiation Forecasting

Solar radiation prediction is an important challenge for the electrical engineer because it is used to estimate the power developed by commercial photovoltaic modules. This paper deals with the problem of solar radiation prediction based on observed meteorological data. A 2-day forecast is obtained by using novel wavelet recurrent neural networks (WRNNs). In fact, these WRNNS are used to exploit the correlation between solar radiation and timescale-related variations of wind speed, humidity, and temperature. The input to the selected WRNN is provided by timescale-related bands of wavelet coefficients obtained from meteorological time series. The experimental setup available at the University of Catania, Italy, provided this information. The novelty of this approach is that the proposed WRNN performs the prediction in the wavelet domain and, in addition, also performs the inverse wavelet transform, giving the predicted signal as output. The obtained simulation results show a very low root-mean-square error compared to the results of the solar radiation prediction approaches obtained by hybrid neural networks reported in the recent literature

Interactive Planning and Sensing for Aircraft in Uncertain Environments with Spatiotemporally Evolving Threats

Autonomous aerial, terrestrial, and marine vehicles provide a platform for several applications including cargo transport, information gathering, surveillance, reconnaissance, and search-and-rescue. To enable such applications, two main technical problems are commonly addressed.On the one hand, the motion-planning problem addresses optimal motion to a destination: an application example is the delivery of a package in the shortest time with least fuel. Solutions to this problem often assume that all relevant information about the environment is available, possibly with some uncertainty. On the other hand, the information gathering problem addresses the maximization of some metric of information about the environment: application examples include such as surveillance and environmental monitoring. Solutions to the motion-planning problem in vehicular autonomy assume that information about the environment is available from three sources: (1) the vehicle’s own onboard sensors, (2) stationary sensor installations (e.g. ground radar stations), and (3) other information gathering vehicles, i.e., mobile sensors, especially with the recent emphasis on collaborative teams of autonomous vehicles with heterogeneous capabilities. Each source typically processes the raw sensor data via estimation algorithms. These estimates are then available to a decision making system such as a motion- planning algorithm. The motion-planner may use some or all of the estimates provided. There is an underlying assumption of “separation� between the motion-planning algorithm and the information about environment. This separation is common in linear feedback control systems, where estimation algorithms are designed independent of control laws, and control laws are designed with the assumption that the estimated state is the true state. In the case of motion-planning, there is no reason to believe that such a separation between the motion-planning algorithm and the sources of estimated environment information will lead to optimal motion plans, even if the motion planner and the estimators are themselves optimal. The goal of this dissertation is to investigate whether the removal of this separation, via interactive motion-planning and sensing, can significantly improve the optimality of motion- planning. The major contribution of this work is interactive planning and sensing. We consider the problem of planning the path of a vehicle, which we refer to as the actor, to traverse a threat field with minimum threat exposure. The threat field is an unknown, time- variant, and strictly positive scalar field defined on a compact 2D spatial domain – the actor’s workspace. The threat field is estimated by a network of mobile sensors that can measure the threat field pointwise. All measurements are noisy. The objective is to determine a path for the actor to reach a desired goal with minimum risk, which is a measure sensitive not only to the threat exposure itself, but also to the uncertainty therein. A novelty of this problem setup is that the actor can communicate with the sensor network and request that the sensors position themselves in a procedure we call sensor reconfiguration such that the actor’s risk is minimized. This work continues with a foundation in motion planning in time-varying fields where waiting is a control input. Waiting is examined in the context of finding an optimal path with considerations for the cost of exposure to a threat field, the cost of movement, and the cost of waiting. For example, an application where waiting may be beneficial in motion-planning is the delivery of a package where adverse weather may pose a risk to the safety of a UAV and its cargo. In such scenarios, an optimal plan may include “waiting until the storm passes.� Results on computational efficiency and optimality of considering waiting in path- planning algorithms are presented. In addition, the relationship of waiting in a time- varying field represented with varying levels of resolution, or multiresolution is studied. Interactive planning and sensing is further developed for the case of time-varying environments. This proposed extension allows for the evaluation of different mission windows, finite sensor network reconfiguration durations, finite planning durations, and varying number of available sensors. Finally, the proposed method considers the effect of waiting in the path planner under the interactive planning and sensing for time-varying fields framework. Future work considers various extensions of the proposed interactive planning and sensing framework including: generalizing the environment using Gaussian processes, sensor reconfiguration costs, multiresolution implementations, nonlinear parameters, decentralized sensor networks and an application to aerial payload delivery by parafoil

Forecasting stock market returns by summing the frequency-decomposed parts

We forecast stock market returns by applying, within a Ferreira and Santa-Clara (2011) sum-of-the-parts framework, a frequency decomposition of several predictors of stock returns. The method delivers statistically and economically significant improvements over historical mean forecasts, with monthly out- of-sample R2 of 3.27% and annual utility gains of 403 basis points. The strong performance of this method comes from its ability to isolate the frequencies of the predictors with the highest predictive power from the noisy parts, and from the fact that the frequency-decomposed predictors carry complementary information that captures both the long-term trend and the higher frequency movements of stock market returns.info:eu-repo/semantics/publishedVersio

High-performance compression of visual information - A tutorial review - Part I : Still Pictures

Digital images have become an important source of information in the modern world of communication systems. In their raw form, digital images require a tremendous amount of memory. Many research efforts have been devoted to the problem of image compression in the last two decades. Two different compression categories must be distinguished: lossless and lossy. Lossless compression is achieved if no distortion is introduced in the coded image. Applications requiring this type of compression include medical imaging and satellite photography. For applications such as video telephony or multimedia applications, some loss of information is usually tolerated in exchange for a high compression ratio. In this two-part paper, the major building blocks of image coding schemes are overviewed. Part I covers still image coding, and Part II covers motion picture sequences. In this first part, still image coding schemes have been classified into predictive, block transform, and multiresolution approaches. Predictive methods are suited to lossless and low-compression applications. Transform-based coding schemes achieve higher compression ratios for lossy compression but suffer from blocking artifacts at high-compression ratios. Multiresolution approaches are suited for lossy as well for lossless compression. At lossy high-compression ratios, the typical artifact visible in the reconstructed images is the ringing effect. New applications in a multimedia environment drove the need for new functionalities of the image coding schemes. For that purpose, second-generation coding techniques segment the image into semantically meaningful parts. Therefore, parts of these methods have been adapted to work for arbitrarily shaped regions. In order to add another functionality, such as progressive transmission of the information, specific quantization algorithms must be defined. A final step in the compression scheme is achieved by the codeword assignment. Finally, coding results are presented which compare stateof- the-art techniques for lossy and lossless compression. The different artifacts of each technique are highlighted and discussed. Also, the possibility of progressive transmission is illustrated

Wavelet-based filtration procedure for denoising the predicted CO2 waveforms in smart home within the Internet of Things

The operating cost minimization of smart homes can be achieved with the optimization of the management of the building's technical functions by determination of the current occupancy status of the individual monitored spaces of a smart home. To respect the privacy of the smart home residents, indirect methods (without using cameras and microphones) are possible for occupancy recognition of space in smart homes. This article describes a newly proposed indirect method to increase the accuracy of the occupancy recognition of monitored spaces of smart homes. The proposed procedure uses the prediction of the course of CO2 concentration from operationally measured quantities (temperature indoor and relative humidity indoor) using artificial neural networks with a multilayer perceptron algorithm. The mathematical wavelet transformation method is used for additive noise canceling from the predicted course of the CO2 concentration signal with an objective increase accuracy of the prediction. The calculated accuracy of CO2 concentration waveform prediction in the additive noise-canceling application was higher than 98% in selected experiments.Web of Science203art. no. 62

Forecasting the equity risk premium with frequency-decomposed predictors

We show that the out-of-sample forecast of the equity risk premium can b e signi cantly improved by taking into account the frequency-domain relationship b etween the equity risk premium and several p otential predictors. We consider fteen predictors from the existing literature, for the out-of-sample forecasting p erio d from January 1990 to Decemb er 2014. The b est result achieved for individual predictors is a monthly out-of-sample R 2 of 2.98 % and utility gains of 549 basis p oints p er year for a mean-variance investor. This p erformance is improved even further when the individual forecasts from the frequency- decomp osed predictors are combined. These results are robust for di erent subsamples, including the Great Mo deration p erio d, the Great Financial Crisis p erio d and, more generically, p erio ds of bad, normal and go o d economic growth. The strong and robust p erformance of this metho d comes from its ability to disentangle the information aggregated in the original time series of each variable, which allows to isolate the frequencies of the predictors with the highest predictive p ower from the noisy parts.info:eu-repo/semantics/publishedVersio