Probabilistic Anomaly Detection in Natural Gas Time Series Data

This paper introduces a probabilistic approach to anomaly detection, specifically in natural gas time series data. In the natural gas field, there are various types of anomalies, each of which is induced by a range of causes and sources. The causes of a set of anomalies are examined and categorized, and a Bayesian maximum likelihood classifier learns the temporal structures of known anomalies. Given previously unseen time series data, the system detects anomalies using a linear regression model with weather inputs, after which the anomalies are tested for false positives and classified using a Bayesian classifier. The method can also identify anomalies of an unknown origin. Thus, the likelihood of a data point being anomalous is given for anomalies of both known and unknown origins. This probabilistic anomaly detection method is tested on a reported natural gas consumption data set

The Effect of Wal-Mart Supercenters on Grocery Prices in New England

This study analyzes the effect of the presence of Wal-Mart Supercenters on the prices at conventional supermarkets in Massachusetts, Connecticut, and Rhode Island. Using price indexes constructed from primary price data on a basket of 54 goods and holding several demographics and market conditions constant, we determine that Supercenters result in a 7.79% average price reduction in national brand goods and a 6.38% average price reduction in private label goods. Wal-Mart Supercenters also price their groceries on average 15.65% lower than supermarkets competing with Supercenters and 22.28% lower than supermarkets geographically distant from Supercenters.Marketing,

Data Improving in Time Series Using ARX and ANN Models

Anomalous data can negatively impact energy forecasting by causing model parameters to be incorrectly estimated. This paper presents two approaches for the detection and imputation of anomalies in time series data. Autoregressive with exogenous inputs (ARX) and artificial neural network (ANN) models are used to extract the characteristics of time series. Anomalies are detected by performing hypothesis testing on the extrema of the residuals, and the anomalous data points are imputed using the ARX and ANN models. Because the anomalies affect the model coefficients, the data cleaning process is performed iteratively. The models are re-learned on “cleaner” data after an anomaly is imputed. The anomalous data are reimputed to each iteration using the updated ARX and ANN models. The ARX and ANN data cleaning models are evaluated on natural gas time series data. This paper demonstrates that the proposed approaches are able to identify and impute anomalous data points. Forecasting models learned on the unclean data and the cleaned data are tested on an uncleaned out-of-sample dataset. The forecasting model learned on the cleaned data outperforms the model learned on the unclean data with 1.67% improvement in the mean absolute percentage errors and a 32.8% improvement in the root mean squared error. Existing challenges include correctly identifying specific types of anomalies such as negative flows

On the Strategic Use of Debt and Capacity in Imperfectly Competitive Product Markets

In capital intensive industries, firms face complicated multi-stage financing, investment, and production decisions under the watchful eye of existing and potential industry rivals. We consider a two-stage simplification of this environment. In the first stage, an incumbent firm benefits from two first-mover advantages by precommiting to a debt financing policy and a capacity investment policy. In the second stage, the incumbent and a single-stage rival simultaneously choose production levels and realize stochastic profits. We characterize the incumbent's first-stage debt and capacity choices as factors in the production of an intermediate good we call "output deterrence." In our two-factor deterrence model, we show that the incumbent chooses a unique capacity policy and a threshold debt policy to achieve the optimal level of deterrence coinciding with full Stackelberg leadership. When we remove the incumbent's first-mover advantage in capacity, the full Stackelberg level of deterrence is still achievable, albeit with a higher level of debt than the threshold. In contrast, when we remove the incumbent's first-mover advantage in debt, the Stackelberg level of deterrence may no longer be achievable and the incumbent may suffer a dead-weight loss. Evidence on the telecommunications industry shows that firms have increased their leverage in a manner consistent with deterring potential rivals following the 1996 deregulation.Industrial organization; Deregulation; Deterrence; Capital structure; Capacity; Telecommunications

Advertising and the rise of the free daily newspapers

We analyze the competition between two newspapers in a vertical differentiation model where the qualities of the journals are determined endogenously in the first stage of the game. We show that when the advertising revenues per reader increase there is a critical value above which the quality of the low quality newspaper discontinuously falls while it become similtaneously a free newspaper. This is beneficial to the high quality journal and detrimental to the readers.Advertising, Newspaper quality

The TV news scheduling game when the newscaster’s face matters

The present note first provides an alternative formulation of the Cancian, Bills and Bergström (1995) - problem which discards the non-existence difficulty and consequently allows to consider some extensions of the TV-newscast scheduling game. The extension we consider consists in assuming that viewers’ preferences between the competing channels do not depend only on the timing of their broadcast, but also on some other characteristics, like the content of the show or the identity of the newscaster. Then we identify a sufficient condition on the dispersion of these preferences over the viewers’ population guaranteeing the existence of a unique Nash equilibrium. It turns out that, at this equilibrium, both networks broadcast their news at the same instant.advertising; newspaper quality

The effect of mark enhancement techniques on the presumptive and confirmatory tests for blood

An investigation into the effects of physical and chemical enhancement on subsequent presumptive and confirmatory tests for human blood is presented. Human blood was deposited onto porous (white 80gsm paper and brown envelope) and non-porous (tile and linoleum) substrates in a depletion series (30 depletions on non-porous and 20 on porous) and subjected to three ageing periods; 1, 7 and 28 days. A number of enhancement techniques were tested [fluorescence, black magnetic powder (BMP), iron-oxide black powder suspension (PS), cyanoacrylate (CA) fuming, acid violet 17 (AV17), acid yellow 7 (AY7), ninhydrin, DFO and Bluestar Forensic Magnum (BFM) luminol] to evaluate their potential effects on subsequent presumptive and confirmatory tests. AV17 and Bluestar provided the best enhancement and fully enhanced all depletions in the series. The sensitivity of the Kastle-Meyer (KM) (presumptive), Takayama and RSID-Blood tests (confirmatory) was initially investigated to determine the range of detectable depletions. The KM test detected all depletions, whereas the Takayama test detected up to depletion 6 and RSID-Blood detected up to depletion 20 (paper), 10 (envelope), 15 (tile) and 9 (lino). The abilities of these tests to detect blood after enhancement were then observed.A number of techniques resulted in little to no effect on any of the blood tests, whereas adverse effects were observed for others. Ninhydrin and CA fuming caused weak but instantaneous positive KM results whereas methanol-based AV17 and AY7 delayed the reaction by as much as 1 min. The Takayama test was not very sensitive, therefore, its performance was easily affected by enhancement and negative results were often observed. RSID-Blood tests were largely unaffected by chemical enhancement although a drop in positive results was observed for some of the techniques when compared to positive controls.Using a standard procedure for DNA extraction, all the tested blood samples (before and after enhancement) gave a detectable quantity of DNA and were successfully profiled. Out of the 45 samples processed for DNA profiling, 44 gave full profiles, while the remaining showed allele drop out in one or two loci

Interactive effects of solar UV radiation and ammonium on the biomass andnutritional compound production in tank cultivated Hydropuntia corne (Rhodophyta)

Figueroa et al. (2016) Acta Aquaculture 16, 331-332Introduction Hydropuntia cornea is a red alga species cultivated in tanks under nitrogen enrichment with high biomass production and content of high value bioactive compounds (Figueroa et al., 2012; Robledo et al, 2014). In this study, the combined effects (2 × 2 factorial design) of solar radiation (in door (I), green house cutting off the UV radiation and out-door (O) with UV radiation) and nitrogen (ammonium) under high (HN) and low (LN) levels on biomass production (g DW m-2 d-1), biofiltration as Nitrogen uptake efficiency (NUE, %) and Nitrogen uptake rate (NUR, mmol N m-2 h-1), photosynthetic activity as maximal electron transport rate (ETRmax), starch content and antioxidant activity were analyzed in H.cornea grown in tanks for 35 days in the above mentioned conditions. Material and methods The red seaweed Hydropuntia cornea was cultivated in cylindrical tanks of 90 L (0.17 m2 superficial area) with open flow-through N and P-enrichment (5 NH4Cl: 1 KHPO4, in a concentration ranges between 50 - 250 µM). Seaweed density assayed in tanks was 9 g FW L-1. Turnover rates were 64 and 6.4 vol d-1 in high and low flow rate, respectively. Photosynthetic activity was measured by using in vivo chlorophyll a fluorescence associated to photosystem II i.e. Electron transport rate (ETR) expressed as μmol electrons m-2 s-1. Starch (%) was determined according to anthrone method (Brooks et al. 1986) and antioxidant activity was evaluated following ABTS method (Ree et al., 1999) and expressed as Trolox equivalent (μM TEAC g-1 DW). Results Maximal photosynthetic production (ETRmax) increased throughout the culture time. (Fig. 1.A). After 35 d culture, ETRmax was higher under HN than that under LN both under in door and out door conditions (Fig.1A). However, biomass production expressed as g DW m-2 d-1 decreased throughout the experimental time (Fig 1.B). After 35d culture the highest biomass production was reached under HN-O and the lowest under LN-O although the differences were not so high (Fig.1B). The maximal efficiency of N assimilation (NUE %) was greater under LN (98%) than that under HN treatment (72%). NUE decreased throughout the time although after 35 d a clear increase was observed (Table 1). In contrast, the maximal nitrogen uptake rate (NUR) was higher under HN (45.5 mmol N m-2 h-1) than that under LN (25.8 mmol N m-2 h-1). The highest values of both NUE and NUR were obtained under solar radiation (outdoor treatments). Starch ranged from 25.1% (LN-I, 21 d) to 49.6 % (LN-O, 28 d) whereas the highest antioxidant activity was reached under LN-O after 21 d culture (68.5 μM TEAC g-1 DW). After 35d the highest level was again under LN-O (65.2 μM TEAC g-1 DW) followed by HN-O treatment (57.3 μM TEAC g-1 DW).Discussion and conclusions Ammonium supply, simulating fishpond effluents, and full solar irradiation (presence of UV radiation) have a positive effect on photosynthetic rate as ETRmax. The decrease in biomass production in spite of the increase of photosynthetic activity and nitrogen uptake rate is explained because the algae through the time could inverse more energy for the accumulation of metabolites (starch and antioxidant compounds) that that for growth. In any case the highest accumulation of starch and antioxidant activity were observed in the treatments associated to the greatest stress conditions i.e LN and outdoor culture due to UVR can negatively affect biological processes related to growth. As expected, under HN supply NUE was lower than that under LN but NUR was the reverse. H. cornea grown in simulated fishpond effluents displays a high biofiltration rate of inorganic N and accumulates commercially N compounds, as the photoprotector-antioxidant substances, mycosporine-like aminoacids (Figueroa et al., 2012) and C-compounds for nutritional uses or bioethanol production. In this study, the antioxidant activity was much higher than that reported in other seaweeds (Matanjun et al., 2008). H. cornea can be cultured and used to remove nutrient-rich fishpond effluents from aquaculture industries and besides, this biomass provides compounds of high added value for the biotechnology industry. References Brooks, J.R., Griffin, V.K., Kattan, M.W. 1986.A modified method for total carbohydrate analysisof glucose syrups, maltodextrins and other starch hydrolysis products. Cereal Chem 63:465-466. Figueroa, F. L., Korbee, N., Abdala, R., Jerez, C. G., López-de la Torre, M., Güenaga, L., Gómez-Pinchetti, J. L. 2012. Biofiltration of fishpond effluents and accumulation of N-compounds (phycobiliproteins and mycosporine-like amino acids) versus C-compounds (polysaccharides) in Hydropuntia cornea (Rhodophyta). Marine Pollution Bulletin, 64(2), 310-318. Matanjun, P., Mohamed, S., Mustapha, N.M., Ming, C.H. 2008. Antioxidant activities and phenolics content of eight species of seaweeds from north Borneo. J Appl Phycol 20:367–373. Re, R., Pellegrini, N., Proteggente, A., Pannala, A.,Yang,M., Rice-Evans, C. 1999. Antioxidant activity applying an improved ABTS radical cation decolorization assay. Free Radic Biol Med 26:1231–1237. Robledo, D., Navarro‐Angulo, L., Valdes Lozano, D., Freile‐Pelegrín, Y. 2014. Nutrient removal efficiency of Hydropuntia cornea in an integrated closed recirculation system with pink shrimp Farfantepenaeus brasiliensis. Aquaculture Research, 45(10), 1648-1658Universidad de Málaga.Campus de Excelencia Internacional Andalucia Tech