Search results for: modified simplex algorithm

Authors: Safayat Ali Shaikh

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Software has been developed for optimal cropping pattern in an irrigation project considering land constraint, water availability constraint and pick up flow constraint using modified Simplex Algorithm. Artificial Neural Network Models (ANN) have been developed to predict rainfall. AR (1) model used to generate 1000 years rainfall data to train the ANN. Simulation has been done with expected rainfall data. Eight number crops and three types of soil class have been considered for optimization model. Area under each crop and each soil class have been quantified using Modified Simplex Algorithm to get optimum net return. Efficacy of the software has been tested using data of large irrigation project in India.

Keywords: artificial neural network, large irrigation project, modified simplex algorithm, optimal cropping pattern

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Authors: Fumiko Kojima, Shuji Fujimoto

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Anisakiasis is a disease caused by infection with an anisakid larvae, mostly Anisakis simplex. The larvae commonly infect in marine fish and the disease is frequently reported in areas of the world where fish is consumed raw, lightly pickled or salted. In Japan, people have the habit of eating raw fish such as ‘sushi’ or ‘sashimi’, so they have more chance of infection with larvae of anisakid nematodes. There are three sibling species in A. simplex larvae, namely, A. simplex sensu stricto (Asss), A. pegreffii (Ap) and A. simplex C. It was revealed that Ap is dominant among the larvae from fish (Scomber japonics) in the Japan Sea side and Asss is dominant among those of the Pacific Ocean side conversely. Although anisakiasis has happened in Japan among both the Japan Sea side area and the Pacific Ocean side area. The aim of this study was to investigate genetic variations between the siblings (Asss and Ap) and within the same sibling species by random amplified polymorphic DNA (RAPD) technique. In order to investigate the genetic difference among the each A. simplex larvae, we used RAPD technique to differentiate individuals of A. simplex obtained from Scomber japonics fish those were caught in the Japan sea (Goto Islands in Nagasaki Prefecture) and the cost of Pacific Ocean (Kanagawa Prefecture). The RAPD patterns of the control DNA (Genus Raphidascaris) were markedly different from those of the A. simplex. There were differences in amplification patterns between Asss and Ap. The RAPD patterns for larvae obtained from fish of the same sea were somewhat different and variations were detected even among larvae from the same fish. These results suggest the considerable high genetic variability between Asss and Ap and the possible existence of genetic variation within the sibling species.

Keywords: Anisakiasis in Japan, Anisakis simplex, genomic identification, PCR-RAPD

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Authors: L. Chevez, A. Apaza, J. Rodriguez, R. Puga, H. Loro, Juan Z. Davalos

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Virtual Dimension (VD) procedure is used to analyze Hyperspectral Image (HIS) treatment-data in order to estimate the abundance of mineral components of a mining sample. Hyperspectral images coming from reflectance spectra (NIR region) are pre-treated using Standard Normal Variance (SNV) and Minimum Noise Fraction (MNF) methodologies. The endmember components are identified by the Simplex Growing Algorithm (SVG) and after adjusted to the reflectance spectra of reference-databases using Simulated Annealing (SA) methodology. The obtained abundance of minerals of the sample studied is very near to the ones obtained using XRD with a total relative error of 2%.

Keywords: hyperspectral imaging, minimum noise fraction, MNF, simplex growing algorithm, SGA, standard normal variance, SNV, virtual dimension, XRD

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Authors: G. Leena Giri, Archana Mathur, S. H. Manjula, K. R. Venugopal, L. M. Patnaik

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Keyword search in XML documents is based on the notion of lowest common ancestors in the labelled trees model of XML documents and has recently gained a lot of research interest in the database community. In this paper, we propose the Modified Active (MA) algorithm which is an improvement over the active clustering algorithm by taking into consideration the entity aspect of the nodes to find the level of the node pertaining to a particular keyword input by the user. A portion of the bibliography database is used to experimentally evaluate the modified active algorithm and results show that it performs better than the active algorithm. Our modification improves the response time of the system and thereby increases the efficiency of the system.

Keywords: keyword matching patterns, MA algorithm, semantic search, knowledge management

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Authors: I. Toumi, Y. Abed, A. Bouafia

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This paper presents a methodology for identifying the cohesive soil parameters that takes into account different constitutive equations. The procedure, applied to identify the parameters of generalized Prager model associated to the Drucker & Prager failure criterion from a pressuremeter expansion curve, is based on an inverse analysis approach, which consists of minimizing the function representing the difference between the experimental curve and the simulated curve using a simplex algorithm. The model response on pressuremeter path and its identification from experimental data lead to the determination of the friction angle, the cohesion and the Young modulus. Some parameters effects on the simulated curves and stresses path around pressuremeter probe are presented. Comparisons between the parameters determined with the proposed method and those obtained by other means are also presented.

Keywords: cohesive soils, cavity expansion, pressuremeter test, finite element method, optimization procedure, simplex algorithm

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Authors: Jacob A. Braun

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This paper uses mathematical modeling to show the spread of Herpes Simplex type-2 with and without the usage of condoms in a college population. The model uses four differential equations to calculate the data for the simulation. The dt increment used is one week. It also runs based on a fixated period. The period chosen was five years to represent time spent in college. The average age of the individual is 21, once again to represent the age of someone in college. In the total population, there are almost two times as many women who have Herpes Simplex Type-2 as men. Additionally, Herpes Simplex Type-2 does not have a known cure. The goal of the model is to show how condom usage affects women’s chances of receiving the virus in the hope of being able to reduce the number of women infected. In the end, the model demonstrates that condoms offer significant protection to women from the virus. Since fewer women are infected with the virus when condoms are used, in turn, fewer males are infected. Since Herpes Simplex Type-2 affects the carrier for their whole life, a small decrease of infections could lead to large ramifications over time. Specifically, a small decrease of infections at a young age, such as college, could have a very big effect on the long-term number of people infected with the virus.

Keywords: college, condom, Herpes, mathematical modelling

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Authors: Jeonghwan Jeon

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With the advent of IPTV in the fierce competition with existing broadcasting system, it is emerged as an important issue to predict how much the adoption of IPTV service will be. This paper aims to suggest a prediction model for adopting IPTV using classification and Ranking Belief Simplex (CaRBS). A simplex plot method of representing data allows a clear visual representation to the degree of interaction of the support from the variables to the prediction of the objects. CaRBS is applied to the survey data on the IPTV adoption.

Keywords: prediction, adoption, IPTV, CaRBS

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Authors: P. Priyanka, S. Shruthi, N. Guruprasad

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Health is a common theme in most cultures. In fact all communities have their concepts of health, as part of their culture. Health continues to be a neglected entity. Planning of Human diet should be done very careful by selecting the food items or groups of food items also the composition involved. Low price and good taste of foods are regarded as two major factors for optimal human nutrition. Linear programming techniques have been extensively used for human diet formulation for quiet good number of years. Through the process, we mainly apply “The Simplex Method” which is a very useful statistical tool based on the theorem of Elementary Row Operation from Linear Algebra and also incorporate some other necessary rules set by the Simplex Method to help solve the problem. The study done by us is an attempt to develop a programming model for optimal planning and best use of nutrient ingredients.

Keywords: diet formulation, linear programming, nutrient ingredients, optimization, simplex method

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Authors: Shinta Stri Ayuda Nur Setyaningsih

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Anterior uveitis is often triggered by viral infections such as herpes simplex virus (HSV) and cytomegalovirus (CMV). This study aims to provide an overview of the demographic and clinical characteristics of patients with anterior uveitis caused by CMV and HSV infection at PMN Cicendo Eye Hospital Bandung. This study used a retrospective observational method. Data were collected from the medical records of patients who visited the PMN Infection and Immunology Polyclinic at Cicendo Eye Hospital between February and July 2023. The results showed that anterior uveitis associated with HSV and CMV viruses often occurs in the elderly and more in women. The most common clinical symptoms are red eyes and decreased visual acuity, with a gradual onset of symptoms. Complications that often arise are cataracts and glaucoma. This study provides a deeper understanding of anterior uveitis caused by infection with HSV and CMV viruses.

Keywords: uveitis anterior, cytomegavirus, herpes simplex virus type I ELISA

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Authors: Ben Mansour Mouin, Elloumi Abdelkarim

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We will discuss the problem of routing a fleet of different vehicles from a central depot to different types of infrastructure-defaults with dynamic maintenance requests, modified time windows, and control of default maintained. For this reason, we propose a modified metaheuristicto to solve our mathematical model. SVRDP-CMTW is a variant VRP of an optimal vehicle plan that facilitates the maintenance task of different types of infrastructure-defaults. This task will be monitored after the maintenance, based on its priorities, the degree of danger associated with each default, and the neighborhood at the black-spots. We will present, in this paper, a multidimensional genetic algorithm “MGA” by detailing its characteristics, proposed mechanisms, and roles in our work. The coding of this algorithm represents the necessary parameters that characterize each infrastructure-default with the objective of minimizing a combination of cost, distance and maintenance times while satisfying the priority levels of the most urgent defaults. The developed algorithm will allow the dynamic integration of newly detected defaults at the execution time. This result will be displayed in our programmed interactive system at the routing time. This multidimensional genetic algorithm replaces N genetic algorithm to solve P different type problems of infrastructure defaults (instead of N algorithm for P problem we can solve in one multidimensional algorithm simultaneously who can solve all these problemsatonce).

Keywords: mathematical model, VRP, multidimensional genetic algorithm, metaheuristics

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Authors: A. A. Soliman

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The Modified Regularized Long Wave (MRLW) equation is solved numerically by giving a new algorithm based on collocation method using quartic B-splines at the mid-knot points as element shape. Also, we use the fourth Runge-Kutta method for solving the system of first order ordinary differential equations instead of finite difference method. Our test problems, including the migration and interaction of solitary waves, are used to validate the algorithm which is found to be accurate and efficient. The three invariants of the motion are evaluated to determine the conservation properties of the algorithm. The temporal evaluation of a Maxwellian initial pulse is then studied.

Keywords: collocation method, MRLW equation, Quartic B-splines, solitons

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Authors: Belloufi Mohammed, Sellami Badreddine

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This paper deals with a new nonlinear modified three-term conjugate gradient algorithm for solving large-scale unstrained optimization problems. The search direction of the algorithms from this class has three terms and is computed as modifications of the classical conjugate gradient algorithms to satisfy both the descent and the conjugacy conditions. An example of three-term conjugate gradient algorithm from this class, as modifications of the classical and well known Hestenes and Stiefel or of the CG_DESCENT by Hager and Zhang conjugate gradient algorithms, satisfying both the descent and the conjugacy conditions is presented. Under mild conditions, we prove that the modified three-term conjugate gradient algorithm with Wolfe type line search is globally convergent. Preliminary numerical results show the proposed method is very promising.

Keywords: unconstrained optimization, three-term conjugate gradient, sufficient descent property, line search

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Authors: Essam Al Daoud

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This study solves a phylogeny problem by using modified wild dog pack optimization. The least squares error is considered as a cost function that needs to be minimized. Therefore, in each iteration, new distance matrices based on the constructed trees are calculated and used to select the alpha dog. To test the suggested algorithm, ten homologous genes are selected and collected from National Center for Biotechnology Information (NCBI) databanks (i.e., 16S, 18S, 28S, Cox 1, ITS1, ITS2, ETS, ATPB, Hsp90, and STN). The data are divided into three categories: 50 taxa, 100 taxa and 500 taxa. The empirical results show that the proposed algorithm is more reliable and accurate than other implemented methods.

Keywords: least square, neighbor joining, phylogenetic tree, wild dog pack

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Authors: S. Mousavian, F. Mousavian, V. Nikkhah Rashidabad

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Cubic equations of state like Redlich–Kwong (RK) EOS have been proved to be very reliable tools in the prediction of phase behavior. Despite their good performance in compositional calculations, they usually suffer from weaknesses in the predictions of saturated liquid density. In this research, RK equation was modified. The result of this study shows that modified equation has good agreement with experimental data.

Keywords: equation of state, modification, ammonia, genetic algorithm

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Authors: Daljinder Singh, J.S.Dhillon, Balraj Singh

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According to no free lunch theorem, a single search technique cannot perform best in all conditions. Optimization method can be attractive choice to solve optimization problem that may have exclusive advantages like robust and reliable performance, global search capability, little information requirement, ease of implementation, parallelism, no requirement of differentiable and continuous objective function. In order to synergize between exploration and exploitation and to further enhance the performance of Bat algorithm, the paper proposed a modified bat algorithm that adds additional search procedure based on bat’s previous experience. The proposed algorithm is used for solving the economic load dispatch (ELD) problem. The practical constraint such valve-point loading along with power balance constraints and generator limit are undertaken. To take care of power demand constraint variable elimination method is exploited. The proposed algorithm is tested on various ELD problems. The results obtained show that the proposed algorithm is capable of performing better in majority of ELD problems considered and is at par with existing algorithms for some of problems.

Keywords: bat algorithm, economic load dispatch, penalty method, variable elimination method

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Authors: Aydin Teymourifar, Gurkan Ozturk, Ozan Bahadir

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NSGA-II is one of the most well-known and most widely used evolutionary algorithms. In addition to its new versions, such as NSGA-III, there are several modified types of this algorithm in the literature. In this paper, a hybrid NSGA-II algorithm has been suggested for solving the multi-objective flexible job shop scheduling problem. For a better search, new neighborhood-based crossover and mutation operators are defined. To create new generations, the neighbors of the selected individuals by the tournament selection are constructed. Also, at the end of each iteration, before sorting, neighbors of a certain number of good solutions are derived, except for solutions protected by elitism. The neighbors are generated using a constraint-based neural network that uses various constructs. The non-dominated sorting and crowding distance operators are same as the classic NSGA-II. A comparison based on some multi-objective benchmarks from the literature shows the efficiency of the algorithm.

Keywords: flexible job shop scheduling problem, multi-objective optimization, NSGA-II algorithm, neighborhood structures

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Authors: Timothée Bligny, Clément Codron, Antoine Estruch, Nicolas Girodet, Clément Ginet

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Collateralized Debt Obligations are not as widely used nowadays as they were before 2007 Subprime crisis. Nonetheless there remains an enthralling challenge to optimize cash flows associated with synthetic CDOs. A Gaussian-based model is used here in which default correlation and unconditional probabilities of default are highlighted. Then numerous simulations are performed based on this model for different scenarios in order to evaluate the associated cash flows given a specific number of defaults at different periods of time. Cash flows are not solely calculated on a single bought or sold tranche but rather on a combination of bought and sold tranches. With some assumptions, the simplex algorithm gives a way to find the maximum cash flow according to correlation of defaults and maturities. The used Gaussian model is not realistic in crisis situations. Besides present system does not handle buying or selling a portion of a tranche but only the whole tranche. However the work provides the investor with relevant elements on how to know what and when to buy and sell.

Keywords: synthetic collateralized debt obligation (CDO), credit default swap (CDS), cash flow optimization, probability of default, default correlation, strategies, simulation, simplex

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Authors: Shreya Pare, Parvin Akhter

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Remotely sensing image classification becomes a very challenging task owing to the high dimensionality of hyperspectral images. The pixel-wise classification methods fail to take the spatial structure information of an image. Therefore, to improve the performance of classification, spatial information can be integrated into the classification process. In this paper, the multilevel thresholding algorithm based on a modified fuzzy entropy function is used to perform the segmentation of hyperspectral images. The fuzzy parameters of the MFE function have been optimized by using a new meta-heuristic algorithm based on the Tree-Search algorithm. The segmented image is classified by a large distribution machine (LDM) classifier. Experimental results are shown on a hyperspectral image dataset. The experimental outputs indicate that the proposed technique (MFE-TSA-LDM) achieves much higher classification accuracy for hyperspectral images when compared to state-of-art classification techniques. The proposed algorithm provides accurate segmentation and classification maps, thus becoming more suitable for image classification with large spatial structures.

Keywords: classification, hyperspectral images, large distribution margin, modified fuzzy entropy function, multilevel thresholding, tree search algorithm, hyperspectral image classification using tree search algorithm

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Authors: Kristian Bautista, Ruben A. Idoy

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A bio-inspired metaheuristic algorithm inspired by the theory of collective animal behavior (CAB) was integrated to density-based clustering modeled as multimodal optimization problem. The algorithm was tested on synthetic, Iris, Glass, Pima and Thyroid data sets in order to measure its effectiveness relative to CDE-based Clustering algorithm. Upon preliminary testing, it was found out that one of the parameter settings used was ineffective in performing clustering when applied to the algorithm prompting the researcher to do an investigation. It was revealed that fine tuning distance δ3 that determines the extent to which a given data point will be clustered helped improve the quality of cluster output. Even though the modification of distance δ3 significantly improved the solution quality and cluster output of the algorithm, results suggest that there is no difference between the population mean of the solutions obtained using the original and modified parameter setting for all data sets. This implies that using either the original or modified parameter setting will not have any effect towards obtaining the best global and local animal positions. Results also suggest that CDE-based clustering algorithm is better than CAB-density clustering algorithm for all data sets. Nevertheless, CAB-density clustering algorithm is still a good clustering algorithm because it has correctly identified the number of classes of some data sets more frequently in a thirty trial run with a much smaller standard deviation, a potential in clustering high dimensional data sets. Thus, the researcher recommends further investigation in the post-processing stage of the algorithm.

Keywords: clustering, metaheuristics, collective animal behavior algorithm, density-based clustering, multimodal optimization

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Authors: Reza Abbasi, Ahmad Hamidi Benam

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Shell structures have many geometrical variables that modify some of these parameters to improve the mechanical behavior of the shell. On the other hand, the behavior of such structures depends on their geometry rather than on mass. Optimization techniques are useful in finding the geometrical shape of shell structures to improve mechanical behavior, especially to prevent or reduce bending anchors. The overall objective of this research is to optimize the shape of concrete shells using the thickness and height parameters along the reference curve and the overall shape of this curve. To implement the proposed scheme, the geometry of the structure was formulated using nonlinear curves. Shell optimization was performed under equivalent static loading conditions using the modified bird community algorithm. The results of this optimization show that without disrupting the initial design and with slight changes in the shell geometry, the structural behavior is significantly improved.

Keywords: concrete shells, shape optimization, spinless curves, modified particle community algorithm

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Authors: Abu Hashan Md Mashud, M. Sharif Uddin, Aminur Rahman Khan

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In this paper, we formulate a new problem as a linear programming and Integer Programming problem and maximize profit within the limited budget and limited resources based on the construction of a tea garden problem. It describes a new idea about how to optimize profit and focuses on the practical aspects of modeling and the challenges of providing a solution to a complex real life problem. Finally, a comparative study is carried out among Graphical method, Simplex method and Branch and bound method.

Keywords: integer programming, tea garden, graphical method, simplex method, branch and bound method

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Authors: K. Y. Tseng, C. Y. Wu

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This paper employs a heuristic algorithm to solve engineering problems including truss structure optimization and optimal chiller loading (OCL) problems. Two different type algorithms, real-valued differential evolution (DE) and modified binary differential evolution (MBDE), are successfully integrated and then can obtain better performance in solving engineering problems. In order to demonstrate the performance of the proposed algorithm, this study adopts each one testing case of truss structure optimization and OCL problems to compare the results of other heuristic optimization methods. The result indicates that the proposed algorithm can obtain similar or better solution in comparing with previous studies.

Keywords: differential evolution, Truss structure optimization, optimal chiller loading, modified binary differential evolution

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Authors: Sahin Emrah Amrahov, Fatih Aybar, Serhat Dogan

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In this paper we consider the rule reduct generation problem. Rule Reduct Generation (RG) and Modified Rule Generation (MRG) algorithms, that are used to solve this problem, are well-known. Alternative to these algorithms, we develop Pruning Rule Generation (PRG) algorithm. We compare the PRG algorithm with RG and MRG.

Keywords: rough sets, decision rules, rule induction, classification

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Authors: Li Ni, Pen ManMan, Li KenLi

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Clustering is an intensive research for some years because of its multifaceted applications, such as biology, information retrieval, medicine, business and so on. The expectation maximization (EM) is a kind of algorithm framework in clustering methods, one of the ten algorithms of machine learning. Traditionally, optimization of objective function has been the standard approach in EM. Hence, research has investigated the utility of evolutionary computing and related techniques in the regard. Chemical Reaction Optimization (CRO) is a recently established method. So the property embedded in CRO is used to solve optimization problems. This paper presents an algorithm framework (EM-CRO) with modified CRO operators based on EM cluster problems. The hybrid algorithm is mainly to solve the problem of initial value sensitivity of the objective function optimization clustering algorithm. Our experiments mainly take the EM classic algorithm:k-means and fuzzy k-means as an example, through the CRO algorithm to optimize its initial value, get K-means-CRO and FKM-CRO algorithm. The experimental results of them show that there is improved efficiency for solving objective function optimization clustering problems.

Keywords: chemical reaction optimization, expection maimization, initia, objective function clustering

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Authors: Wafa' Alsharafat, Suhila Farhan Abu-Owida

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Genetic algorithm (GA) is a powerful evolutionary searching technique that is used successfully to solve and optimize problems in different research areas. Genetic Algorithm (GA) considered as one of optimization methods used to solve Travel salesman Problem (TSP). The feasibility of GA in finding a TSP solution is dependent on GA operators; encoding method, population size, termination criteria, in general. In specific, crossover and its probability play a significant role in finding possible solutions for Symmetric TSP (STSP). In addition, the crossover should be determined and enhanced in term reaching optimal or at least near optimal. In this paper, we spot the light on using a modified crossover method called modified sequential constructive crossover and its impact on reaching optimal solution. To justify the relevance of a parameter value in solving the TSP, a set comparative analysis conducted on different crossover methods values.

Keywords: genetic algorithm, crossover, mutation, TSP

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Authors: Sirus Mohammadi, Rohala Moghimi

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The main advantages of microgrids are high energy efficiency through the application of Combined Heat and Power (CHP), high quality and reliability of the delivered electric energy and environmental and economic advantages. This study presents an energy management system (EMS) to optimize the operation of the microgrid (MG). In this paper an Adaptive Modified Firefly Algorithm (AMFA) is presented for optimal operation of a typical MG with renewable energy sources (RESs) accompanied by a back-up Micro-Turbine/Fuel Cell/Battery hybrid power source to level the power mismatch or to store the energy surplus when it’s needed. The problem is formulated as a nonlinear constraint problem to minimize the total operating cost. The management of Energy storage system (ESS), economic load dispatch and operation optimization of distributed generation (DG) are simplified into a single-object optimization problem in the EMS. The proposed algorithm is tested on a typical grid-connected MG including WT/PV/Micro Turbine/Fuel Cell and Energy Storage Devices (ESDs) then its superior performance is compared with those from other evolutionary algorithms such as Genetic Algorithm (GA), Particle Swarm Optimization (PSO), Fuzzy Self Adaptive PSO (FSAPSO), Chaotic Particle PSO (CPSO), Adaptive Modified PSO (AMPSO), and Firefly Algorithm (FA).

Keywords: microgrid, operation management, optimization, firefly algorithm (AMFA)

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Authors: John Lorenzo Bautista, Yoon-Joong Kim

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In this paper, a set of Filipino Phonetically Balanced Word list consisting of 250 words (PBW250) were constructed for a phoneme-level ASR system for the Filipino language. The Entropy Maximization is used to obtain phonological balance in the list. Entropy of phonemes in a word is maximized, providing an optimal balance in each word’s phonological distribution using the Add-Delete Method (PBW algorithm) and is compared to the modified PBW algorithm implemented in a dynamic algorithm approach to obtain optimization. The gained entropy score of 4.2791 and 4.2902 for the PBW and modified algorithm respectively. The PBW250 was recorded by 40 respondents, each with 2 sets data. Recordings from 30 respondents were trained to produce an acoustic model that were tested using recordings from 10 respondents using the HMM Toolkit (HTK). The results of test gave the maximum accuracy rate of 97.77% for a speaker dependent test and 89.36% for a speaker independent test.

Keywords: entropy maximization, Filipino language, Hidden Markov Model, phonetically balanced words, speech recognition

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Authors: Jianhong Xiang, Hao Xiang, Linyu Wang

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Compressed sensing (CS) has a wide range of applications in sparse signal reconstruction. Aiming at the problems of low recovery accuracy and long reconstruction time of existing reconstruction algorithms in medical imaging, this paper proposes a corrected smoothing L0 algorithm based on compressed sensing (CSL0). First, an approximate hyperbolic tangent function (AHTF) that is more similar to the L0 norm is proposed to approximate the L0 norm. Secondly, in view of the "sawtooth phenomenon" in the steepest descent method and the problem of sensitivity to the initial value selection in the modified Newton method, the use of the steepest descent method and the modified Newton method are jointly optimized to improve the reconstruction accuracy. Finally, the CSL0 algorithm is simulated on various images. The results show that the algorithm proposed in this paper improves the reconstruction accuracy of the test image by 0-0. 98dB.

Keywords: smoothed L0, compressed sensing, image processing, sparse reconstruction

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Authors: Victoria Siriaki Jorry, I. S. Mbalawata, Hayong Shin

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The main objective in a change detection problem is to develop algorithms for efficient detection of gradual and/or abrupt changes in the parameter distribution of a process or time series data. In this paper, we present a modified cumulative (MCUSUM) algorithm to detect the start and end of a time-varying linear drift in mean value of a time series data based on likelihood ratio test procedure. The design, implementation and performance of the proposed algorithm for a linear drift detection is evaluated and compared to the existing CUSUM algorithm using different performance measures. An approach to accurately approximate the threshold of the MCUSUM is also provided. Performance of the MCUSUM for gradual change-point detection is compared to that of standard cumulative sum (CUSUM) control chart designed for abrupt shift detection using Monte Carlo Simulations. In terms of the expected time for detection, the MCUSUM procedure is found to have a better performance than a standard CUSUM chart for detection of the gradual change in mean. The algorithm is then applied and tested to a randomly generated time series data with a gradual linear trend in mean to demonstrate its usefulness.

Keywords: average run length, CUSUM control chart, gradual change detection, likelihood ratio test

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Authors: Ioannis P. Panapakidis, Marios N. Moschakis

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With the continuous increment of smart meter installations across the globe, the need for processing of the load data is evident. Clustering-based load profiling is built upon the utilization of unsupervised machine learning tools for the purpose of formulating the typical load curves or load profiles. The most commonly used algorithm in the load profiling literature is the K-means. While the algorithm has been successfully tested in a variety of applications, its drawback is the strong dependence in the initialization phase. This paper proposes a novel modified form of the K-means that addresses the aforementioned problem. Simulation results indicate the superiority of the proposed algorithm compared to the K-means.

Keywords: clustering, load profiling, load modeling, machine learning, energy efficiency and quality

Procedia PDF Downloads 139