937 research outputs found
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
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