Improved estimation of electricity demand function by using of artificial neural network,principal component analysis and data envelopment analysis

Due to various seasonal and monthly changes in electricity consumption and difficulties in modeling it with the conventional methods, a novel algorithm is proposed in this paper. This study presents an approach that uses Artificial Neural Network (ANN), Principal Component Analysis (PCA), Data Envelopment Analysis (DEA) and ANOVA methods to estimate and predict electricity demand for seasonal and monthly changes in electricity consumption. Pre-processing and post-processing techniques in the data mining field are used in the present study. We analyze the impact of the data pre-processing and post-processing on the ANN performance and a 680 ANN-MLP is constructed for this purpose. DEA is used to compare the constructed ANN models as well as ANN learning algorithm performance. The average, minimum, maximum and standard deviation of mean absolute percentage error (MAPE) of each constructed ANN are used as the DEA inputs. The DEA helps the user to use an appropriate ANN model as an acceptable forecasting tool. In the other words, various error calculation methods are used to find a robust ANN learning algorithm. Moreover, PCA is used as an input selection method, and a preferred time series model is chosen from the linear (ARIMA) and nonlinear models. After selecting the preferred ARIMA model, the Mcleod–Li test is applied to determine the nonlinearity condition. Once the nonlinearity condition is satisfied, the preferred nonlinear model is selected and compared with the preferred ARIMA model, and the best time series model is selected. Then, a new algorithm is developed for the time series estimation; in each case an ANN or conventional time series model is selected for the estimation and prediction. To show the applicability and superiority of the proposed ANN-PCA-DEA-ANOVA algorithm, the data regarding the Iranian electricity consumption from April 1992 to February 2004 are used. The results show that the proposed algorithm provides an accurate solution for the problem of estimating electricity consumption.     

A flexible neural network-fuzzy mathematical programming algorithm for improvement of oil price estimation and forecasting

This paper presents a flexible algorithm based on artificial neural network (ANN) and fuzzy regression (FR) to cope with optimum long-term oil price forecasting in noisy, uncertain, and complex environments. The oil supply, crude oil distillation capacity, oil consumption of non-OECD, USA refinery capacity, and surplus capacity are incorporated as the economic indicators. Analysis of variance (ANOVA) and Duncan’s multiple range test (DMRT) are then applied to test the significance of the forecasts obtained from ANN and FR models. It is concluded that the selected ANN models considerably outperform the FR models in terms of mean absolute percentage error (MAPE). Moreover, Spearman correlation test is applied for verification and validation of the results. The proposed flexible ANN–FR algorithm may be easily modified to be applied to other complex, non-linear and uncertain datasets.     

基于SLAM的旋翼无人机组合导航算法研究

在旋翼无人机组合导航中,针对缺乏GPS作为导航信号源的室内飞行环境,为了达到精确定位的目的,提出一种基于SLAM（simultaneous localization and mapping）的旋翼无人机组合导航算法。首先,引入双线性插值算法,实现基于扫描匹配的即时定位与地图构建;其次,对陀螺仪、加速度计和磁罗盘建立捷联惯导系统误差模型,针对旋翼无人机的使用环境对误差模型进行简化;最后,应用联邦卡尔曼滤波算法,设计组合导航系统模型,将SLAM算法和捷联惯导系统估计出的位置数据进行融合。仿真结果表明所设计基于SLAM的旋翼无人机组合导航算法能够进一步提高组合导航系统对旋翼无人机位姿估计的精度。     

A comparison of DEA and the stochastic frontier model using panel data

Two competing approaches for the measurement of efficiency are the stochastic frontier model and data envelopment analysis (DEA). Previous research has established that the two models applied to cross‐sectional data are both adversely affected by measurement error. While the cross‐sectional stochastic frontier model does not effectively handle statistical noise, panel data models do. This is true because additional information from multiple time periods is incorporated into the estimation. A panel data DEA model that uses averaged data has been shown to effectively smooth out measurement error. In this paper, we compare the panel data models using simulated data.     

补偿模型误差的采油过程多目标优化

通过对采油过程的分析,本文建立了以最大化区块产油量和最小化单位产油量综合能耗为目标的优化模型.针对单位产油量综合能耗模型的输出与实际值存在较大误差,利用高斯混合模型(GMM)对单位产油量综合能耗混合模型误差特性进行描述,实现对模型的误差补偿,并将误差补偿后的单位产油量综合能耗引入到已建的优化模型中,使得优化结果更接近实际最优值.在此基础上,采用带精英策略的快速非支配排序遗传算法(NSGA-Ⅱ)用于所建的多目标优化模型求解.最后,以某采油作业区一区块生产过程为例进行仿真验证,结果表明了所建模型和优化算法的有效性.     

用神经网络估计模型误差的预测滤波算法

针对时不变非线性系统,提出一种用神经网络进行模型误差估计的预测滤波算法．该算法用寻优的方法离线获得与当前状态和下一步输出测量相对应的模型误差估值,并作为样本训练神经网络;实际滤波中,用训练好的神经网络进行模型误差估计．该方法与原预测滤波算法相比没有动态过程,不会因为滤波器初始误差太大而振荡或发散,且稳态精度与计算步长无关．通过对一个二阶非线性系统的仿真验证了神经一预测滤波器的优越性。     

基于车载信息的多普勒频移估计方法研究

列车高速移动带来的多普勒频移问题增大了无线通信系统的误码率。经典Fitz估计算法已经无法适应高速环境下频偏大且变化速率大的特点。提出基于车载信息的多普勒频移估计方法,首先推导列车在不同行驶条件下的多普勒频偏公式,然后获取实时车载信息估计出多普勒频偏,最后结合改进Fitz估计算法进行第二次精确估计。通过构建无线信道传输误码率的仿真模型,利用matlab的simulink工具箱对列车行驶过程中误码率进行仿真。结果表明联合估计算法可以精确、实时估计列车高速移动带来的多普勒频偏,并且间接地增大了改进Fitz算法频偏估计范围。     

Large vocabulary word recognition using context-dependent allophonic hidden Markov models

In this paper, we report our development of context-dependent allophonic hidden Markov models (HMMs) implemented in a 75 000-word speaker-dependent Gaussian-HMM recognizer. The context explored is the immediate left and/or right adjacent phoneme. To achieve reliable estimation of the model parameters, phonemes are grouped into classes based on their expected co-articulatory effects on neighboring phonemes. Only five separate preceding and following contexts are identified explicitly for each phoneme. By grouping the contexts we ensure that they occur frequently enough in the training data to allow reliable estimation of the parameters of the HMM representing the context-dependent units. Further improvement in the estimation reliability is obtained by tying the covariance matrices in the HMM output distributions across all contexts. Speech recognition experiments show that when a large amount of data (e.g. over 2500 words) is used to train context-dependent HMMs, the word recognition error rate is reduced by 33%, compared with the context-independent HMMs. For smaller amounts of training data the error reduction becomes less significant.     

An IMM tracking algorithm with input estimation

A new approach to track manoeuvring targets is presented. A target model that combines Singer's model with a deterministic step manoeuvre model is also proposed to account for the various realistic evasive manoeuvre strategies. The interacting multiple models (IMM) method incurs a mean tracking error in the presence of a pilot-commanded abrupt target manoeuvre. A recursive real-time least-squares algorithm to compute the magnitude of the input acceleration is devised to reduce the tracking error. The combined scheme of this input estimation filter and the IMM algorithm markedly improves the tracking accuracy. Simulation results show that the proposed algorithm is superior to that of the IMM algorithm, especially in velocity and acceleration estimations.     

微机电系统姿态估计系统算法与仿真

结合陀螺仪、加速度计误差模型,实现了以微机电系统(MEMS)陀螺仪与MEMS加速度计为基础的姿态估计硬件仿真系统,可用于模拟任意噪声强度和安装偏差下三轴捷联惯导系统(INS),即按照给定运动曲线仿真输出陀螺仪与加速度计数据,为设计姿态估计算法提供仿真验证平台.同时,以姿态四元数为状态变量,载体俯仰角与横滚角为观测值设计了基于扩展卡尔曼滤波器(EKF)的姿态估计算法,俯仰角估计误差小于0.04°,横滚角估计误差小于0.05.,偏航角漂移速度0.01(°)/s.     

A novel evolutionary-negative correlated mixture of experts model in tourism demand estimation

Mixtures of experts (ME) model are widely used in many different areas as a recognized ensemble learning approach to account for nonlinearities and other complexities in the data, such as time series estimation. With the aim of developing an accurate tourism demand time series estimation model, a mixture of experts model called LSPME (Lag Space Projected ME) is presented by combining ideas from subspace projection methods and negative correlation learning (NCL). The LSPME uses a new cluster-based lag space projection (CLSP) method to automatically obtain input space to train each expert focused on the difficult instances at each step of the boosting approach. For training experts of the LSPME, a new NCL algorithm called Sequential Evolutionary NCL algorithm (SENCL) is proposed that uses a moving average for the correlation penalty term in the error function of each expert to measure the error correlation between it and its previous experts. The LSPME model was compared with other ensemble models using monthly tourist arrivals to Japan from four markets: The United States, United Kingdom, Hong Kong and Taiwan. The experimental results show that the estimation accuracy of the proposed LSPME model is significantly better than the other ensemble models and can be considered to be a promising alternative for time series estimation problems.     

A cumulant based algorithm for the identification of input-output quadratic systems

The identification of a special class of polynomial models is pursued in this paper. In particular a parameter estimation algorithm is developed for the identification of an input-output quadratic model excited by a zero mean white Gaussian input and with the output corrupted by additive measurement noise. Input-output crosscumulants up to the fifth order are employed and the identification problem of the unknown model parameters is reduced to the solution of successive triangular linear systems of equations that are solved at each step of the algorithm. Simulation studies are carried out and the proposed methodology is compared with two least squares type identification algorithms, the output error method and a combination of the instrumental variables and the output error approach. The proposed cumulant based algorithm and the output error method are tested with real data produced by a robotic manipulator.     

列车组合导航系统研究与仿真

提出了一种列车组合导航系统.首先,采用低精度的惯性传感器构成简易惯性测量装置(IMU),设计了该简易IMU的安装结构,并给出了其导航定位解算方法.然后,将简易IMU与GPS构成组合导航系统,分析了IMU和GPS各自的误差源,并建立了组合系统误差模型,从而利用卡尔曼滤波技术设计了IMU/GPS列车组合导航算法.仿真结果表明,该IMU/GPS列车组合导航系统具有精度高、可靠性好、成本低等显著优点,非常适用于列车导航定位.     

State of charge estimation for Li-ion battery based on model from extreme learning machine

Lithium-ion (Li-ion) battery state of charge (SOC) estimation is important for electric vehicles (EVs). The model-based state estimation method using the Kalman filter (KF) variants is studied and improved in this paper. To establish an accurate discrete model for Li-ion battery, the extreme learning machine (ELM) algorithm is proposed to train the model using experimental data. The estimation of SOC is then compared using four algorithms: extended Kalman filter (EKF), unscented Kalman filter (UKF), adaptive extended Kalman filter (AEKF) and adaptive unscented Kalman filter (AUKF). The comparison of the experimental results shows that AEKF and AUKF have better convergence rate, and AUKF has the best accuracy. The comparison from the radial basis function neural network (RBF NN) model also verifies that the ELM model has lighter computation load and smaller estimation error in SOC estimation process. In general, the performance of Li-ion battery SOC estimation is improved by the AUKF algorithm applied on the ELM model.     

MIMO-OFDM系统中一种改进的最大似然信道估计算法*

对MIMO-OFDM系统中的信道估计进行研究,提出了一种对最大似然（ML）算法的改进,该算法首先采用ML算法获得初始估计值,然后联合检测进行迭代信道估计,充分利用上了接收端联合数据检测得到的数据信号信息与信道估计进行信息交互来提高估计性能,仿真结果表明,相对于传统估计方法,这种改进方法能够得到更好的均方误差和误码率性能,尤其是在导频数量较少时,此改进算法的性能提升将更明显。     

基于智能集成策略的烧结块残硫软测量模型

针对铅锌冶炼烧结过程烧结块残硫估计问题,提出了一个基于智能集成策略的软测量模型,主要包括数学模型、专家规则模型和智能协调器几部分.其中数学模型通过物料平衡方程计算烧结块残硫,方程中的部分不可解参数由神经网络估计给出.专家规则模型对残硫与主要影响因素之间的关系进行了描述.基于模糊逻辑的智能协调器根据生产条件的情况综合各模型的输出作为估计结果.工业实际数据验证表明,智能集成模型的残硫估计误差平均值仅为7.5%,而且真实反映了烧结块残硫的变化趋势,可以为生产操作提供有益的指导.     

基于优进策略的新差分进化算法动力学模型参数的估计

为准确估计反应动力学参数,针对标准差分进化算法(DEA)全局寻优效率偏低的弱点,提出一种优进策略的差分进化算法(EDEA).它将确定性寻优的单纯形(SM)算子引入随机的DEA中.DEA将依概率调用SM寻优操作,测试结果表明,EDEA克服了DEA的缺点,比其它方法全局寻优性能好.该法成功的用于重油热解三集总动力学复杂数学模型的非线性参数估计,效果良好,结果有改进,显出EDEA的优越性.     

基于先验估计的传播中心溯源算法

针对多数信息传播溯源算法未考虑先验估计对溯源的作用和价值,造成溯源检测率较低、错误距离较大等问题,文中利用易感-感染模型(SI)模拟信息在加权网络上的传播过程,提出基于先验估计的传播中心溯源算法.算法综合考虑邻居节点中感染节点和未被感染节点,根据它们的数量关系作为源节点先验估计值,有效弥补现有溯源算法先验估计不足的缺陷.在人工网络和真实网络上的实验表明,文中算法检测率较高、错误距离较小、真实源节点排名精确度较高.     

Finding the most efficient DMUs in DEA: An improved integrated model

In many applications of DEA finding the most efficient DMUs is desirable. This paper presents an improved integrated DEA model in order to detect the most efficient DMUs. The proposed integrated DEA model does not use the trial and error method in the objective function. Also, it is able to find the most efficient DMUs without solving the model n times (one linear programming (LP) for each DMU) and therefore allows the user to get faster results. It is shown that the improved integrated DEA model is always feasible and capable to rank the most efficient one. To illustrate the model capability the proposed methodology is applied to a real data set consisting of the 19 facility layout alternatives.     

Support Vector Machine State Estimation

The power system state estimator based on the support vector machine (SVM) and the weighted least squares (WLS) method is presented in the paper. The WLS provides state estimations necessary for creating SVM model which is then used for state estimation. The developed algorithm was tested on the IEEE systems, and the performance indicators were calculated in order to compare the accuracy of estimation and the measurement error filtering. The results indicate that the proposed hybrid model outperforms the classical WLS-based state estimation in terms of accuracy and improves measurement error filtering in comparison to the classical estimator.