Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 14686

Search results for: A one-layer recurrent neural network for constrained seudoconvex optimization and its application for dynamic portfolio optimization. Neural Networks

14685 Optimization of Vertical Axis Wind Turbine Based on Artificial Neural Network

Authors: Mohammed Affanuddin H. Siddique, Jayesh S. Shukla, Chetan B. Meshram

Abstract:

The neural networks are one of the power tools of machine learning. After the invention of perceptron in early 1980's, the neural networks and its application have grown rapidly. Neural networks are a technique originally developed for pattern investigation. The structure of a neural network consists of neurons connected through synapse. Here, we have investigated the different algorithms and cost function reduction techniques for optimization of vertical axis wind turbine (VAWT) rotor blades. The aerodynamic force coefficients corresponding to the airfoils are stored in a database along with the airfoil coordinates. A forward propagation neural network is created with the input as aerodynamic coefficients and output as the airfoil co-ordinates. In the proposed algorithm, the hidden layer is incorporated into cost function having linear and non-linear error terms. In this article, it is observed that the ANNs (Artificial Neural Network) can be used for the VAWT’s optimization.

Keywords: VAWT, ANN, optimization, inverse design

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14684 Demand Forecasting Using Artificial Neural Networks Optimized by Particle Swarm Optimization

Authors: Daham Owaid Matrood, Naqaa Hussein Raheem

Abstract:

Evolutionary algorithms and Artificial neural networks (ANN) are two relatively young research areas that were subject to a steadily growing interest during the past years. This paper examines the use of Particle Swarm Optimization (PSO) to train a multi-layer feed forward neural network for demand forecasting. We use in this paper weekly demand data for packed cement and towels, which have been outfitted by the Northern General Company for Cement and General Company of prepared clothes respectively. The results showed superiority of trained neural networks using particle swarm optimization on neural networks trained using error back propagation because their ability to escape from local optima.

Keywords: artificial neural network, demand forecasting, particle swarm optimization, weight optimization

Procedia PDF Downloads 312
14683 Robotic Arm Control with Neural Networks Using Genetic Algorithm Optimization Approach

Authors: Arbnor Pajaziti, Hasan Cana

Abstract:

In this paper, the structural genetic algorithm is used to optimize the neural network to control the joint movements of robotic arm. The robotic arm has also been modeled in 3D and simulated in real-time in MATLAB. It is found that Neural Networks provide a simple and effective way to control the robot tasks. Computer simulation examples are given to illustrate the significance of this method. By combining Genetic Algorithm optimization method and Neural Networks for the given robotic arm with 5 D.O.F. the obtained the results shown that the base joint movements overshooting time without controller was about 0.5 seconds, while with Neural Network controller (optimized with Genetic Algorithm) was about 0.2 seconds, and the population size of 150 gave best results.

Keywords: robotic arm, neural network, genetic algorithm, optimization

Procedia PDF Downloads 375
14682 A Constrained Neural Network Based Variable Neighborhood Search for the Multi-Objective Dynamic Flexible Job Shop Scheduling Problems

Authors: Aydin Teymourifar, Gurkan Ozturk, Ozan Bahadir

Abstract:

In this paper, a new neural network based variable neighborhood search is proposed for the multi-objective dynamic, flexible job shop scheduling problems. The neural network controls the problems' constraints to prevent infeasible solutions, while the Variable Neighborhood Search (VNS) applies moves, based on the critical block concept to improve the solutions. Two approaches are used for managing the constraints, in the first approach, infeasible solutions are modified according to the constraints, after the moves application, while in the second one, infeasible moves are prevented. Several neighborhood structures from the literature with some modifications, also new structures are used in the VNS. The suggested neighborhoods are more systematically defined and easy to implement. Comparison is done based on a multi-objective flexible job shop scheduling problem that is dynamic because of the jobs different release time and machines breakdowns. The results show that the presented method has better performance than the compared VNSs selected from the literature.

Keywords: constrained optimization, neural network, variable neighborhood search, flexible job shop scheduling, dynamic multi-objective optimization

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14681 Optimisation of the Input Layer Structure for Feedforward Narx Neural Networks

Authors: Zongyan Li, Matt Best

Abstract:

This paper presents an optimization method for reducing the number of input channels and the complexity of the feed-forward NARX neural network (NN) without compromising the accuracy of the NN model. By utilizing the correlation analysis method, the most significant regressors are selected to form the input layer of the NN structure. An application of vehicle dynamic model identification is also presented in this paper to demonstrate the optimization technique and the optimal input layer structure and the optimal number of neurons for the neural network is investigated.

Keywords: correlation analysis, F-ratio, levenberg-marquardt, MSE, NARX, neural network, optimisation

Procedia PDF Downloads 237
14680 A Hybrid Hopfield Neural Network for Dynamic Flexible Job Shop Scheduling Problems

Authors: Aydin Teymourifar, Gurkan Ozturk

Abstract:

In this paper, a new hybrid Hopfield neural network is proposed for the dynamic, flexible job shop scheduling problem. A new heuristic based and easy to implement energy function is designed for the Hopfield neural network, which penalizes the constraints violation and decreases makespan. Moreover, for enhancing the performance, several heuristics are integrated to it that achieve active, and non-delay schedules also, prevent early convergence of the neural network. The suggested algorithm that is designed as a generalization of the previous studies for the flexible and dynamic scheduling problems can be used for solving real scheduling problems. Comparison of the presented hybrid method results with the previous studies results proves its efficiency.

Keywords: dynamic flexible job shop scheduling, neural network, heuristics, constrained optimization

Procedia PDF Downloads 279
14679 A Hybrid System of Hidden Markov Models and Recurrent Neural Networks for Learning Deterministic Finite State Automata

Authors: Pavan K. Rallabandi, Kailash C. Patidar

Abstract:

In this paper, we present an optimization technique or a learning algorithm using the hybrid architecture by combining the most popular sequence recognition models such as Recurrent Neural Networks (RNNs) and Hidden Markov models (HMMs). In order to improve the sequence or pattern recognition/ classification performance by applying a hybrid/neural symbolic approach, a gradient descent learning algorithm is developed using the Real Time Recurrent Learning of Recurrent Neural Network for processing the knowledge represented in trained Hidden Markov Models. The developed hybrid algorithm is implemented on automata theory as a sample test beds and the performance of the designed algorithm is demonstrated and evaluated on learning the deterministic finite state automata.

Keywords: hybrid systems, hidden markov models, recurrent neural networks, deterministic finite state automata

Procedia PDF Downloads 239
14678 Optimization of Structures Subjected to Earthquake

Authors: Alireza Lavaei, Alireza Lohrasbi, Mohammadali M. Shahlaei

Abstract:

To reduce the overall time of structural optimization for earthquake loads two strategies are adopted. In the first strategy, a neural system consisting self-organizing map and radial basis function neural networks, is utilized to predict the time history responses. In this case, the input space is classified by employing a self-organizing map neural network. Then a distinct RBF neural network is trained in each class. In the second strategy, an improved genetic algorithm is employed to find the optimum design. A 72-bar space truss is designed for optimal weight using exact and approximate analysis for the El Centro (S-E 1940) earthquake loading. The numerical results demonstrate the computational advantages and effectiveness of the proposed method.

Keywords: optimization, genetic algorithm, neural networks, self-organizing map

Procedia PDF Downloads 173
14677 Optimization of Agricultural Water Demand Using a Hybrid Model of Dynamic Programming and Neural Networks: A Case Study of Algeria

Authors: M. Boudjerda, B. Touaibia, M. K. Mihoubi

Abstract:

In Algeria agricultural irrigation is the primary water consuming sector followed by the domestic and industrial sectors. Economic development in the last decade has weighed heavily on water resources which are relatively limited and gradually decreasing to the detriment of agriculture. The research presented in this paper focuses on the optimization of irrigation water demand. Dynamic Programming-Neural Network (DPNN) method is applied to investigate reservoir optimization. The optimal operation rule is formulated to minimize the gap between water release and water irrigation demand. As a case study, Foum El-Gherza dam’s reservoir system in south of Algeria has been selected to examine our proposed optimization model. The application of DPNN method allowed increasing the satisfaction rate (SR) from 12.32% to 55%. In addition, the operation rule generated showed more reliable and resilience operation for the examined case study.

Keywords: water management, agricultural demand, dam and reservoir operation, Foum el-Gherza dam, dynamic programming, artificial neural network

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14676 Protein Tertiary Structure Prediction by a Multiobjective Optimization and Neural Network Approach

Authors: Alexandre Barbosa de Almeida, Telma Woerle de Lima Soares

Abstract:

Protein structure prediction is a challenging task in the bioinformatics field. The biological function of all proteins majorly relies on the shape of their three-dimensional conformational structure, but less than 1% of all known proteins in the world have their structure solved. This work proposes a deep learning model to address this problem, attempting to predict some aspects of the protein conformations. Throughout a process of multiobjective dominance, a recurrent neural network was trained to abstract the particular bias of each individual multiobjective algorithm, generating a heuristic that could be useful to predict some of the relevant aspects of the three-dimensional conformation process formation, known as protein folding.

Keywords: Ab initio heuristic modeling, multiobjective optimization, protein structure prediction, recurrent neural network

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14675 Design an Intelligent Fire Detection System Based on Neural Network and Particle Swarm Optimization

Authors: Majid Arvan, Peyman Beygi, Sina Rokhsati

Abstract:

In-time detection of fire in buildings is of great importance. Employing intelligent methods in data processing in fire detection systems leads to a significant reduction of fire damage at lowest cost. In this paper, the raw data obtained from the fire detection sensor networks in buildings is processed by using intelligent methods based on neural networks and the likelihood of fire happening is predicted. In order to enhance the quality of system, the noise in the sensor data is reduced by analyzing wavelets and applying SVD technique. Meanwhile, the proposed neural network is trained using particle swarm optimization (PSO). In the simulation work, the data is collected from sensor network inside the room and applied to the proposed network. Then the outputs are compared with conventional MLP network. The simulation results represent the superiority of the proposed method over the conventional one.

Keywords: intelligent fire detection, neural network, particle swarm optimization, fire sensor network

Procedia PDF Downloads 243
14674 Forecasting Optimal Production Program Using Profitability Optimization by Genetic Algorithm and Neural Network

Authors: Galal H. Senussi, Muamar Benisa, Sanja Vasin

Abstract:

In our business field today, one of the most important issues for any enterprises is cost minimization and profit maximization. Second issue is how to develop a strong and capable model that is able to give us desired forecasting of these two issues. Many researches deal with these issues using different methods. In this study, we developed a model for multi-criteria production program optimization, integrated with Artificial Neural Network. The prediction of the production cost and profit per unit of a product, dealing with two obverse functions at same time can be extremely difficult, especially if there is a great amount of conflict information about production parameters. Feed-Forward Neural Networks are suitable for generalization, which means that the network will generate a proper output as a result to input it has never seen. Therefore, with small set of examples the network will adjust its weight coefficients so the input will generate a proper output. This essential characteristic is of the most important abilities enabling this network to be used in variety of problems spreading from engineering to finance etc. From our results as we will see later, Feed-Forward Neural Networks has a strong ability and capability to map inputs into desired outputs.

Keywords: project profitability, multi-objective optimization, genetic algorithm, Pareto set, neural networks

Procedia PDF Downloads 336
14673 Optimizing the Probabilistic Neural Network Training Algorithm for Multi-Class Identification

Authors: Abdelhadi Lotfi, Abdelkader Benyettou

Abstract:

In this work, a training algorithm for probabilistic neural networks (PNN) is presented. The algorithm addresses one of the major drawbacks of PNN, which is the size of the hidden layer in the network. By using a cross-validation training algorithm, the number of hidden neurons is shrunk to a smaller number consisting of the most representative samples of the training set. This is done without affecting the overall architecture of the network. Performance of the network is compared against performance of standard PNN for different databases from the UCI database repository. Results show an important gain in network size and performance.

Keywords: classification, probabilistic neural networks, network optimization, pattern recognition

Procedia PDF Downloads 66
14672 A Review on Artificial Neural Networks in Image Processing

Authors: B. Afsharipoor, E. Nazemi

Abstract:

Artificial neural networks (ANNs) are powerful tool for prediction which can be trained based on a set of examples and thus, it would be useful for nonlinear image processing. The present paper reviews several paper regarding applications of ANN in image processing to shed the light on advantage and disadvantage of ANNs in this field. Different steps in the image processing chain including pre-processing, enhancement, segmentation, object recognition, image understanding and optimization by using ANN are summarized. Furthermore, results on using multi artificial neural networks are presented.

Keywords: neural networks, image processing, segmentation, object recognition, image understanding, optimization, MANN

Procedia PDF Downloads 266
14671 A Mean–Variance–Skewness Portfolio Optimization Model

Authors: Kostas Metaxiotis

Abstract:

Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.

Keywords: evolutionary algorithms, portfolio optimization, skewness, stock selection

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14670 Predicting Global Solar Radiation Using Recurrent Neural Networks and Climatological Parameters

Authors: Rami El-Hajj Mohamad, Mahmoud Skafi, Ali Massoud Haidar

Abstract:

Several meteorological parameters were used for the prediction of monthly average daily global solar radiation on horizontal using recurrent neural networks (RNNs). Climatological data and measures, mainly air temperature, humidity, sunshine duration, and wind speed between 1995 and 2007 were used to design and validate a feed forward and recurrent neural network based prediction systems. In this paper we present our reference system based on a feed-forward multilayer perceptron (MLP) as well as the proposed approach based on an RNN model. The obtained results were promising and comparable to those obtained by other existing empirical and neural models. The experimental results showed the advantage of RNNs over simple MLPs when we deal with time series solar radiation predictions based on daily climatological data.

Keywords: recurrent neural networks, global solar radiation, multi-layer perceptron, gradient, root mean square error

Procedia PDF Downloads 323
14669 Applications of Artificial Neural Networks in Civil Engineering

Authors: Naci Büyükkaracığan

Abstract:

Artificial neural networks (ANN) is an electrical model based on the human brain nervous system and working principle. Artificial neural networks have been the subject of an active field of research that has matured greatly over the past 55 years. ANN now is used in many fields. But, it has been viewed that artificial neural networks give better results in particular optimization and control systems. There are requirements of optimization and control system in many of the area forming the subject of civil engineering applications. In this study, the first artificial intelligence systems are widely used in the solution of civil engineering systems were examined with the basic principles and technical aspects. Finally, the literature reviews for applications in the field of civil engineering were conducted and also artificial intelligence techniques were informed about the study and its results.

Keywords: artificial neural networks, civil engineering, Fuzzy logic, statistics

Procedia PDF Downloads 297
14668 Optimization of the Dam Management to Satisfy the Irrigation Demand: A Case Study in Algeria

Authors: Merouane Boudjerda, Bénina Touaibia, Mustapha K Mihoubi

Abstract:

In Algeria, water resources play a crucial role in economic development. But over the last decades, they are relatively limited and gradually decreasing to the detriment of agriculture. The agricultural irrigation is the primary water consuming sector followed by the domestic and industrial sectors. The research presented in this paper focuses on the optimization of irrigation water demand. Dynamic Programming-Neural Network (DPNN) method is applied to investigate reservoir optimization. The optimal operation rule is formulated to minimize the gap between water release and water irrigation demand. As a case study, Boukerdane dam’s reservoir system in North of Algeria has been selected to examine our proposed optimization model. The application of DPNN method allowed increasing the satisfaction rate (SR) from 34% to 60%. In addition, the operation rule generated showed more reliable and resilience operation for the examined case study.

Keywords: water management, agricultural demand, Boukerdane dam, dynamic programming, artificial neural network

Procedia PDF Downloads 24
14667 Selecting the Best RBF Neural Network Using PSO Algorithm for ECG Signal Prediction

Authors: Najmeh Mohsenifar, Narjes Mohsenifar, Abbas Kargar

Abstract:

In this paper, has been presented a stable method for predicting the ECG signals through the RBF neural networks, by the PSO algorithm. In spite of quasi-periodic ECG signal from a healthy person, there are distortions in electro cardiographic data for a patient. Therefore, there is no precise mathematical model for prediction. Here, we have exploited neural networks that are capable of complicated nonlinear mapping. Although the architecture and spread of RBF networks are usually selected through trial and error, the PSO algorithm has been used for choosing the best neural network. In this way, 2 second of a recorded ECG signal is employed to predict duration of 20 second in advance. Our simulations show that PSO algorithm can find the RBF neural network with minimum MSE and the accuracy of the predicted ECG signal is 97 %.

Keywords: electrocardiogram, RBF artificial neural network, PSO algorithm, predict, accuracy

Procedia PDF Downloads 457
14666 A Bacterial Foraging Optimization Algorithm Applied to the Synthesis of Polyacrylamide Hydrogels

Authors: Florin Leon, Silvia Curteanu

Abstract:

The Bacterial Foraging Optimization (BFO) algorithm is inspired by the behavior of bacteria such as Escherichia coli or Myxococcus xanthus when searching for food, more precisely the chemotaxis behavior. Bacteria perceive chemical gradients in the environment, such as nutrients, and also other individual bacteria, and move toward or in the opposite direction to those signals. The application example considered as a case study consists in establishing the dependency between the reaction yield of hydrogels based on polyacrylamide and the working conditions such as time, temperature, monomer, initiator, crosslinking agent and inclusion polymer concentrations, as well as type of the polymer added. This process is modeled with a neural network which is included in an optimization procedure based on BFO. An experimental study of BFO parameters is performed. The results show that the algorithm is quite robust and can obtain good results for diverse combinations of parameter values.

Keywords: bacterial foraging, hydrogels, modeling and optimization, neural networks

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14665 Multimodal Convolutional Neural Network for Musical Instrument Recognition

Authors: Yagya Raj Pandeya, Joonwhoan Lee

Abstract:

The dynamic behavior of music and video makes it difficult to evaluate musical instrument playing in a video by computer system. Any television or film video clip with music information are rich sources for analyzing musical instruments using modern machine learning technologies. In this research, we integrate the audio and video information sources using convolutional neural network (CNN) and pass network learned features through recurrent neural network (RNN) to preserve the dynamic behaviors of audio and video. We use different pre-trained CNN for music and video feature extraction and then fine tune each model. The music network use 2D convolutional network and video network use 3D convolution (C3D). Finally, we concatenate each music and video feature by preserving the time varying features. The long short term memory (LSTM) network is used for long-term dynamic feature characterization and then use late fusion with generalized mean. The proposed network performs better performance to recognize the musical instrument using audio-video multimodal neural network.

Keywords: multimodal, 3D convolution, music-video feature extraction, generalized mean

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14664 Influence of the Refractory Period on Neural Networks Based on the Recognition of Neural Signatures

Authors: José Luis Carrillo-Medina, Roberto Latorre

Abstract:

Experimental evidence has revealed that different living neural systems can sign their output signals with some specific neural signature. Although experimental and modeling results suggest that neural signatures can have an important role in the activity of neural networks in order to identify the source of the information or to contextualize a message, the functional meaning of these neural fingerprints is still unclear. The existence of cellular mechanisms to identify the origin of individual neural signals can be a powerful information processing strategy for the nervous system. We have recently built different models to study the ability of a neural network to process information based on the emission and recognition of specific neural fingerprints. In this paper we further analyze the features that can influence on the information processing ability of this kind of networks. In particular, we focus on the role that the duration of a refractory period in each neuron after emitting a signed message can play in the network collective dynamics.

Keywords: neural signature, neural fingerprint, processing based on signal identification, self-organizing neural network

Procedia PDF Downloads 346
14663 Analysis of Multilayer Neural Network Modeling and Long Short-Term Memory

Authors: Danilo López, Nelson Vera, Luis Pedraza

Abstract:

This paper analyzes fundamental ideas and concepts related to neural networks, which provide the reader a theoretical explanation of Long Short-Term Memory (LSTM) networks operation classified as Deep Learning Systems, and to explicitly present the mathematical development of Backward Pass equations of the LSTM network model. This mathematical modeling associated with software development will provide the necessary tools to develop an intelligent system capable of predicting the behavior of licensed users in wireless cognitive radio networks.

Keywords: neural networks, multilayer perceptron, long short-term memory, recurrent neuronal network, mathematical analysis

Procedia PDF Downloads 287
14662 Using Artificial Neural Networks for Optical Imaging of Fluorescent Biomarkers

Authors: K. A. Laptinskiy, S. A. Burikov, A. M. Vervald, S. A. Dolenko, T. A. Dolenko

Abstract:

The article presents the results of the application of artificial neural networks to separate the fluorescent contribution of nanodiamonds used as biomarkers, adsorbents and carriers of drugs in biomedicine, from a fluorescent background of own biological fluorophores. The principal possibility of solving this problem is shown. Use of neural network architecture let to detect fluorescence of nanodiamonds against the background autofluorescence of egg white with high accuracy - better than 3 ug/ml.

Keywords: artificial neural networks, fluorescence, data aggregation, biomarkers

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14661 An Approach to Building a Recommendation Engine for Travel Applications Using Genetic Algorithms and Neural Networks

Authors: Adrian Ionita, Ana-Maria Ghimes

Abstract:

The lack of features, design and the lack of promoting an integrated booking application are some of the reasons why most online travel platforms only offer automation of old booking processes, being limited to the integration of a smaller number of services without addressing the user experience. This paper represents a practical study on how to improve travel applications creating user-profiles through data-mining based on neural networks and genetic algorithms. Choices made by users and their ‘friends’ in the ‘social’ network context can be considered input data for a recommendation engine. The purpose of using these algorithms and this design is to improve user experience and to deliver more features to the users. The paper aims to highlight a broader range of improvements that could be applied to travel applications in terms of design and service integration, while the main scientific approach remains the technical implementation of the neural network solution. The motivation of the technologies used is also related to the initiative of some online booking providers that have made the fact that they use some ‘neural network’ related designs public. These companies use similar Big-Data technologies to provide recommendations for hotels, restaurants, and cinemas with a neural network based recommendation engine for building a user ‘DNA profile’. This implementation of the ‘profile’ a collection of neural networks trained from previous user choices, can improve the usability and design of any type of application.

Keywords: artificial intelligence, big data, cloud computing, DNA profile, genetic algorithms, machine learning, neural networks, optimization, recommendation system, user profiling

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14660 Application of Artificial Neural Networks to Adaptive Speed Control under ARDUINO

Authors: Javier Fernandez De Canete, Alvaro Fernandez-Quintero

Abstract:

Nowadays, adaptive control schemes are being used when model based control schemes are applied in presence of uncertainty and model mismatches. Artificial neural networks have been employed both in modelling and control of non-linear dynamic systems with unknown dynamics. In fact, these are powerful tools to solve this control problem when only input-output operational data are available. A neural network controller under SIMULINK together with the ARDUINO hardware platform has been used to perform real-time speed control of a computer case fan. Comparison of performance with a PID controller has also been presented in order to show the efficacy of neural control under different command signals tracking and also when disturbance signals are present in the speed control loops.

Keywords: neural networks, ARDUINO platform, SIMULINK, adaptive speed control

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14659 One-Step Time Series Predictions with Recurrent Neural Networks

Authors: Vaidehi Iyer, Konstantin Borozdin

Abstract:

Time series prediction problems have many important practical applications, but are notoriously difficult for statistical modeling. Recently, machine learning methods have been attracted significant interest as a practical tool applied to a variety of problems, even though developments in this field tend to be semi-empirical. This paper explores application of Long Short Term Memory based Recurrent Neural Networks to the one-step prediction of time series for both trend and stochastic components. Two types of data are analyzed - daily stock prices, that are often considered to be a typical example of a random walk, - and weather patterns dominated by seasonal variations. Results from both analyses are compared, and reinforced learning framework is used to select more efficient between Recurrent Neural Networks and more traditional auto regression methods. It is shown that both methods are able to follow long-term trends and seasonal variations closely, but have difficulties with reproducing day-to-day variability. Future research directions and potential real world applications are briefly discussed.

Keywords: long short term memory, prediction methods, recurrent neural networks, reinforcement learning

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14658 Tools for Analysis and Optimization of Standalone Green Microgrids

Authors: William Anderson, Kyle Kobold, Oleg Yakimenko

Abstract:

Green microgrids using mostly renewable energy (RE) for generation, are complex systems with inherent nonlinear dynamics. Among a variety of different optimization tools there are only a few ones that adequately consider this complexity. This paper evaluates applicability of two somewhat similar optimization tools tailored for standalone RE microgrids and also assesses a machine learning tool for performance prediction that can enhance the reliability of any chosen optimization tool. It shows that one of these microgrid optimization tools has certain advantages over another and presents a detailed routine of preparing input data to simulate RE microgrid behavior. The paper also shows how neural-network-based predictive modeling can be used to validate and forecast solar power generation based on weather time series data, which improves the overall quality of standalone RE microgrid analysis.

Keywords: microgrid, renewable energy, complex systems, optimization, predictive modeling, neural networks

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14657 Portfolio Risk Management Using Quantum Annealing

Authors: Thomas Doutre, Emmanuel De Meric De Bellefon

Abstract:

This paper describes the application of local-search metaheuristic quantum annealing to portfolio opti- mization. Heuristic technics are particularly handy when Markowitz’ classical Mean-Variance problem is enriched with additional realistic constraints. Once tailored to the problem, computational experiments on real collected data have shown the superiority of quantum annealing over simulated annealing for this constrained optimization problem, taking advantages of quantum effects such as tunnelling.

Keywords: optimization, portfolio risk management, quantum annealing, metaheuristic

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