Search results for: patch time series transformer

Authors: Cheng-yu Hsieh, Bo Zhang, Ahmed Hambaba

Abstract:

Stock market prediction has long been an area of interest for both expert analysts and investors, driven by its complexity and the noisy, volatile conditions it operates under. This research examines the efficacy of combining the Patch Time Series Transformer (PatchTST) with wavelet transforms, specifically focusing on Haar and Daubechies wavelets, in forecasting the adjusted closing price of the S&P 500 index for the following day. By comparing the performance of the augmented PatchTST models with traditional predictive models such as Recurrent Neural Networks (RNNs), Convolutional Neural Networks (CNNs), Long Short-Term Memory (LSTM) networks, and Transformers, this study highlights significant enhancements in prediction accuracy. The integration of the Daubechies wavelet with PatchTST notably excels, surpassing other configurations and conventional models in terms of Mean Absolute Error (MAE) and Mean Squared Error (MSE). The success of the PatchTST model paired with Daubechies wavelet is attributed to its superior capability in extracting detailed signal information and eliminating irrelevant noise, thus proving to be an effective approach for financial time series forecasting.

Keywords: deep learning, financial forecasting, stock market prediction, patch time series transformer, wavelet transform

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Authors: Thrivikraman Aswathi, S. Advaith

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As there can be cases where the use of real data is somehow limited, such as when it is hard to get access to a large volume of real data, we need to go for synthetic data generation. This produces high-quality synthetic data while maintaining the statistical properties of a specific dataset. In the present work, a generative adversarial network (GAN) is trained to produce multivariate time series (MTS) data since the MTS is now being gathered more often in various real-world systems. Furthermore, the GAN-generated MTS data is fed into a transformer-based deep learning architecture that carries out the data categorization into predefined classes. Further, the model is evaluated across various distinct domains by generating corresponding MTS data.

Keywords: GAN, transformer, classification, multivariate time series

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Authors: Jimeng Shi, Mahek Jain, Giri Narasimhan

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Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed-length window in the past as an explicit input. In this paper, we study how the performance of predictive models changes as a function of different look-back window sizes and different amounts of time to predict the future. We also consider the performance of the recent attention-based Transformer models, which have had good success in the image processing and natural language processing domains. In all, we compare four different deep learning methods (RNN, LSTM, GRU, and Transformer) along with a baseline method. The dataset (hourly) we used is the Beijing Air Quality Dataset from the UCI website, which includes a multivariate time series of many factors measured on an hourly basis for a period of 5 years (2010-14). For each model, we also report on the relationship between the performance and the look-back window sizes and the number of predicted time points into the future. Our experiments suggest that Transformer models have the best performance with the lowest Mean Average Errors (MAE = 14.599, 23.273) and Root Mean Square Errors (RSME = 23.573, 38.131) for most of our single-step and multi-steps predictions. The best size for the look-back window to predict 1 hour into the future appears to be one day, while 2 or 4 days perform the best to predict 3 hours into the future.

Keywords: air quality prediction, deep learning algorithms, time series forecasting, look-back window

Procedia PDF Downloads 138

Authors: N. K. Mohd Affendi, T. A. R. Tuan Abdullah, S. A. Syed Mustaffa

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In power industry transformer is an important component and most of us familiar by the functioning principle of a transformer electrically. There are many losses occur during the operation of a transformer that causes heat generation. This heat, if not dissipated properly will reduce the lifetime and effectiveness of the transformer. Transformer cooling helps in maintaining the temperature rise of various paths. This paper proposed to minimize the ambient temperature of the transformer room in order to lower down the temperature of the transformer. A simulation has been made using finite element methods programs called FEMM (Finite Elements Method Magnetics) to create a virtual model based on actual measurement of a transformer. The generalization of the two-dimensional (2D) FEMM results proves that by minimizing the ambient temperature, the heat of the transformer is decreased. The modeling process and of the transformer heat flow has been presented.

Keywords: heat generation, temperature rise, ambient temperature, FEMM

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Authors: M. Salih Taci, N. Tayebi, I. Bozkır

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In this paper, the equivalent circuit of the ideal single-phase power transformer with its appropriate voltage current measurement was presented. The calculated values of the voltages and currents of the different connections single phase normal transformer and the results of the simulation process are compared. As it can be seen, the calculated results are the same as the simulated results. This paper includes eight possible different transformer connections. Depending on the desired voltage level, step-down and step-up application transformer is considered. Modelling and analysis of a system consisting of an equivalent source, transformer (primary and secondary), and loads are performed to investigate the combinations. The obtained values are simulated in PSpice environment and then how the currents, voltages and phase angle are distributed between them is explained based on calculation.

Keywords: transformer, simulation, equivalent model, parallel series combinations

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Authors: Kitti Leangkrua

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This paper presents a risk-based maintenance strategy of a power transformer in order to optimize operating and maintenance costs. The methodology involves the study and preparation of a database for the collection the technical data and test data of a power transformer. An evaluation of the overall condition of each transformer is performed by a program developed as a result of the measured results; in addition, the calculation of the main equipment separation to the overall condition of the transformer (% HI) and the criteria for evaluating the importance (% ImI) of each location where the transformer is installed. The condition assessment is performed by analysis test data such as electrical test, insulating oil test and visual inspection. The condition of the power transformer will be classified from very poor to very good condition. The importance is evaluated from load criticality, importance of load and failure consequence. The risk matrix is developed for evaluating the risk of each power transformer. The high risk power transformer will be focused firstly. The computerized program is developed for practical use, and the maintenance strategy of a power transformer can be effectively managed.

Keywords: asset management, risk-based maintenance, power transformer, health index

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Authors: M. Rashid Hussain, Shady S. Refaat

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The high voltage power transformer is the most essential part of the electrical power utilities. Reliability on the transformers is the utmost concern, and any failure of the transformers can lead to catastrophic losses in electric power utility. The causes of transformer failure include insulation failure by partial discharge, core and tank failure, cooling unit failure, current transformer failure, etc. For the study of power transformer defects, finite element analysis (FEA) can provide valuable information on the severity of defects. FEA provides a more accurate representation of complex geometries because they consider thermal, electrical, and environmental influences on the insulation models to obtain basic characteristics of the insulation system during normal and partial discharge conditions. The purpose of this paper is the time domain analysis of defects 3D model of high voltage power transformer using FEA to study the electric field distribution at different points on the defects.

Keywords: power transformer, finite element analysis, dielectric response, partial discharge, insulation

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Authors: M. Brandt, A. Peniak, J. Makarovič, P. Rafajdus

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This paper deals with a novel approach of power transformers diagnostics. This approach identifies the exact location and the range of a fault in the transformer and helps to reduce operation costs related to handling of the faulty transformer, its disassembly and repair. The advantage of the approach is a possibility to simulate healthy transformer and also all faults, which can occur in transformer during its operation without its disassembling, which is very expensive in practice. The approach is based on creating frequency dependent impedance of the transformer by sweep frequency response analysis measurements and by 3D FE parametrical modeling of the fault in the transformer. The parameters of the 3D FE model are the position and the range of the axial short circuit. Then, by comparing the frequency dependent impedances of the parametrical models with the measured ones, the location and the range of the fault is identified. The approach was tested on a real transformer and showed high coincidence between the real fault and the simulated one.

Keywords: transformer, parametrical model of transformer, fault, sweep frequency response analysis, finite element method

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Authors: Hongda Guo, Wenxia Sima

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Transformer oil is widely used in power systems because of its excellent insulation properties. The accurate measurement of electric field and space charge distribution in transformer oil under high voltage impulse has important theoretical and practical significance, but still remains challenging to date because of its low Kerr constant. In this study, the continuous electric field and space charge distribution over time between parallel-plate electrodes in high-voltage pulsed transformer oil based on the Kerr effect is directly measured using a linear array photoelectrical detector. Experimental results demonstrate the applicability and reliability of this method. This study provides a feasible approach to further study the space charge effects and breakdown mechanisms in transformer oil.

Keywords: electric field, Kerr, space charge, transformer oil

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Authors: Rajnish Shrivastava, Y. R. Sood, Priti Pundir, Rahul Srivastava

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Power transformer is one of the most important devices that are used in power station. Due to several fault impending upon it or due to ageing, etc its life gets lowered. So, it becomes necessary to have diagnosis of oil for fault analysis. Due to the chemical, electrical, thermal and mechanical stress the insulating material in the power transformer degraded. It is important to regularly assess the condition of oil and the remaining life of the power transformer. In this paper UV-VIS absorption graph area is correlated with moisture content, Flash point, IFT and Density of Transformer oil. Since UV-VIS absorption graph area varies accordingly with the variation in different transformer parameters. So by obtaining the correlation among different oil parameters for oil with respect to UV-VIS absorption area, decay contents of transformer oil can be predicted

Keywords: breakdown voltage (BDV), interfacial Tension (IFT), moisture content, ultra violet-visible rays spectroscopy (UV-VIS)

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Authors: Abdelheq Boukarkar, Omar Guermoua

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In this paper, we propose a miniaturized and wideband patch antenna for C-band applications. The antenna miniaturization is obtained by loading shorting vias along one patch edge. At the same time, the wideband performance is achieved by combining two resonances using one feed line. The measured results reveal that the antenna covers the frequency band 4.32 GHz to 6.52 GHz (41%) with a peak gain and a peak efficiency of 5.5 dBi and 87%, respectively. The antenna occupies a relatively small size of only 26 x 22 x 5.6 mm³, making it suitable for compact wireless devices requiring a stable unidirectional gain over a wide frequency range.

Keywords: miniaturized antennas, patch antennas, stable gain, wideband antennas

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Authors: Priyesh Kumar Pandey, Zakir Husain, R. K. Jarial

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Condition monitoring and diagnostic is important for testing of power transformer in order to estimate the remnant life. Concentration of furan content in transformer oil can be a promising indirect measurement of the aging of transformer insulation. The oil gets contaminated mainly due to ageing. The present paper introduces adaptive neuro fuzzy technique to correlate furanic compounds obtained by high performance liquid chromatography (HPLC) test and remnant life of the power transformer. The results are obtained by conducting HPLC test at TIFAC-CORE lab, NIT Hamirpur on thirteen power transformer oil samples taken from Himachal State Electricity Board, India.

Keywords: adaptive neuro fuzzy technique, furan compounds, remnant life, transformer oil

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Authors: Ling Qi, Matloob Khushi, Josiah Poon

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This paper introduces a pre-trained Masked Candlestick Model (MCM) for trading time-series data. The pre-trained model is based on three core designs. First, we convert trading price data at each data point as a set of normalized elements and produce embeddings of each element. Second, we generate a masked sequence of such embedded elements as inputs for self-supervised learning. Third, we use the encoder mechanism from the transformer to train the inputs. The masked model learns the contextual relations among the sequence of embedded elements, which can aid downstream classification tasks. To evaluate the performance of the pre-trained model, we fine-tune MCM for three different downstream classification tasks to predict future price trends. The fine-tuned models achieved better accuracy rates for all three tasks than the baseline models. To better analyze the effectiveness of MCM, we test the same architecture for three currency pairs, namely EUR/GBP, AUD/USD, and EUR/JPY. The experimentation results demonstrate MCM’s effectiveness on all three currency pairs and indicate the MCM’s capability for signal extraction from trading data.

Keywords: masked language model, transformer, time series prediction, trading prediction, embedding, transfer learning, self-supervised learning

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Authors: Wei Zheng, Mao Ji, Zhe Hou, Meng Huang, Bo Qi

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The transformer is the key equipment of the power system. Winding deformation is one of the main transformer defects, and timely and effective detection of the transformer winding deformation can ensure the safe and stable operation of the transformer to the maximum extent. When winding deformation occurs, the size, shape and spatial position of the winding will change, which directly leads to the change of magnetic flux leakage distribution. Therefore, it is promising to study the online detection method of the transformer winding deformation based on magnetic flux leakage characteristics, in which the key step is to study the optimal placement method of magnetic flux leakage sensors inside the transformer. In this paper, a simulation model of the transformer winding deformation is established to obtain the internal magnetic flux leakage distribution of the transformer under normal operation and different winding deformation conditions, and the law of change of magnetic flux leakage distribution due to winding deformation is analyzed. The results show that different winding deformation leads to different characteristics of the magnetic flux leakage distribution. On this basis, an optimized placement of magnetic flux leakage sensors inside the transformer is proposed to provide a basis for the online detection method of transformer winding deformation based on the magnetic flux leakage characteristics.

Keywords: magnetic flux leakage, sensor placement method, transformer, winding deformation

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Authors: Tak-Chung Fu, Ying-Kit Hung, Fu-Lai Chung

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In the field of time series data mining, the concept of the Perceptually Important Point (PIP) identification process is first introduced in 2001. This process originally works for financial time series pattern matching and it is then found suitable for time series dimensionality reduction and representation. Its strength is on preserving the overall shape of the time series by identifying the salient points in it. With the rise of Big Data, time series data contributes a major proportion, especially on the data which generates by sensors in the Internet of Things (IoT) environment. According to the nature of PIP identification and the successful cases, it is worth to further explore the opportunity to apply PIP in time series ‘Big Data’. However, the performance of PIP identification is always considered as the limitation when dealing with ‘Big’ time series data. In this paper, two distributed versions of PIP identification based on the Specialized Binary (SB) Tree are proposed. The proposed approaches solve the bottleneck when running the PIP identification process in a standalone computer. Improvement in term of speed is obtained by the distributed versions.

Keywords: distributed computing, performance analysis, Perceptually Important Point identification, time series data mining

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Authors: Neeraj G. Nahata, K. S. Bhagat

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Microstrip patch antenna widely used in communication area because it offers low profile, narrow bandwidth, high gain, and compact in size. It has big disadvantage of narrow bandwidth. To improve the bandwidth a W-slot technique is used, it is efficient to enhance the bandwidth of antenna. The feeding point of antenna is very important for efficient operation, so coaxial feeding technique is applied to microstrip patch antenna for impedance matching. A broadband W-slot microstrip patch antenna is designed successfully which attains a bandwidth of 22.74% at 10dB return loss with centre frequency of 4.5GHz and also it attains maximum directivity 8.78dBi. It is designed by cutting a W-slot into the patch of antenna, because of this resonant slot, the antenna gives broad bandwidth. This antenna is best suitable for C-band frequency spectrum. The proposed antenna is designed and simulated using IE3D software.

Keywords: broadband, microstrip antenna, VSWR, W-slotted patch

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Authors: Andika Bagaskara, Andhika Rizki Pratama, Lalu Arya Repatmaja, Septhian Ditaputra Raharja

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The power transformer is one of the critical things in system transmission. Regular testing of the power transformer is very important to maintain the reliability of the power. One of the causes of the failure of the transformer is the breakdown of insulation caused by the presence of voids in the equipment that is electrified. As a result of the voids that occur in this power transformer equipment, it can cause partial discharge. Several methods were used to determine the occurrence of damage to the power transformer equipment, such as Sweep Frequency Response Analysis (SFRA) and Tan Delta. In Inter Bus Transformer (IBT) 500/150 kV Cirata Extra High Voltage (EHV) Substation, a breakdown occurred in the T-phase tertiary bushing. From the lessons learned in this case, a complete electrical test was carried out. From the results of the complete electrical test, there was a suspicion of deterioration in the post-breakdown SFRA results. After overhaul and inspection, traces of voids were found on the tertiary bushing, which indicated a breakdown in the tertiary bushing of the IBT 500/150kV Cirata Substation transformer.

Keywords: void, bushing, SFRA, Tan Delta

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Authors: Yog Raj Sood, Rajnish Shrivastava, Anchal Wadhwa

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Power transformer is one of the electrical equipment that has a central and critical role in the power system. In order to avoid power transformer failure, information system that provides the transformer condition is needed. This paper presents an information system to know the exact situations prevailing within the transformer by declaring its health index. Health index of a transformer is decided by considering several diagnostic tools. The current work deals with UV-Vis, IFT, FP, BDV and Water Content. UV/VIS results have been pre-accessed using separate FL controller for concluding with the Furan contents. It is broadly accepted that the life of a power transformer is the life of the oil/ paper insulating system. The method relies on the use of furan analysis (insulation paper), and other oil analysis results as a means to declare health index. Fuzzy logic system is used to develop the information system. The testing is done on 5 samples of oil of transformers of rating 132/66 KV to obtain the results and results are analyzed using fuzzy logic model.

Keywords: interfacial tension analyzer (ift), flash point (fp), furfuraldehyde (fal), health index

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Authors: Piush Verma, Y. R. Sood

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This paper provides the information on the diagnostics techniques for condition monitoring of power transformer (PT). This paper deals with the practical importance of the transformer diagnostic in the Electrical Engineering field. The life of the transformer depends upon its insulation i.e paper and oil. The major testing techniques applies on transformer oil and paper i.e dissolved gas analysis, furfural analysis, radio interface, acoustic emission, infra-red emission, frequency response analysis, power factor, polarization spectrum, magnetizing currents, turn and winding ratio. A review has been made on the modern development of this practical technology.

Keywords: temperature, condition monitoring, diagnostics methods, paper analysis techniques, oil analysis techniques

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Authors: Moulfi Bouchra, Ferouani Souheyla, Ziani Kerarti Djalal, Moulessehoul Wassila

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The wireless body network (WBAN) is the most interesting network these days and especially with the appearance of contagious illnesses such as covid 19, which require surveillance in the house. In this article, we have designed a circular microstrip antenna. Gold is the material used respectively for the patch and the ground plane and Gallium (εr=12.94) is chosen as the dielectric substrate. The dimensions of the antenna are 82.10*62.84 μm2 operating at a frequency of 3.85 THz. The proposed, designed antenna has a return loss of -46.046 dB and a gain of 3.74 dBi, and it can measure various physiological parameters and sensors that help in the overall monitoring of an individual's health condition.

Keywords: circular patch antenna, Terahertz transmission, WBAN applications, real-time monitoring

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Authors: Seif Naoui, Lassaad Latrach, Ali Gharsallah

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This paper is specialized to highlight the method of miniaturization and improvement the patch antenna by using the complementary metamaterial. This method is presented by a simple technique is composed a structure of patch antenna integrated in its surface a cell of complementary split ring resonator. This resonator is placed at the middle of the radiating patch in parallel with the transmission line and with a variable angle of orientation. The objective is to find the ultimate angle where the best results are obtained on improving the characteristics of the considered antenna. This motif widespread at the traceability applications by wireless communication for RFID technology at the operation frequency 2.45 GHz. Our contribution is based on studies empirical often presented in this article. All simulation results were made by the CST Microwave Studio.

Keywords: complimentary split ring resonators, computer simulation technology microwave studio, metamaterials patch antennas, microstrip patch antenna, radio frequency identification

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Authors: Ognjen Vukovic

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Chern-Simons equation represents the cornerstone of quantum physics. The question that is often asked is if the aforementioned equation can be successfully applied to the interaction in international financial markets. By analysing the time series in financial theory, it is proved that Chern-Simons equation can be successfully applied to financial time-series. The aforementioned statement is based on one important premise and that is that the financial time series follow the fractional Brownian motion. All variants of Chern-Simons equation and theory are applied and analysed. Financial theory time series movement is, firstly, topologically analysed. The main idea is that exchange rate represents two-dimensional projections of three-dimensional Brownian motion movement. Main principles of knot theory and topology are applied to financial time series and setting is created so the Chern-Simons equation can be applied. As Chern-Simons equation is based on small particles, it is multiplied by the magnifying factor to mimic the real world movement. Afterwards, the following equation is optimised using Solver. The equation is applied to n financial time series in order to see if it can capture the interaction between financial time series and consequently explain it. The aforementioned equation represents a novel approach to financial time series analysis and hopefully it will direct further research.

Keywords: Brownian motion, Chern-Simons theory, financial time series, econophysics

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Authors: Nadeem Qaiser, Sherjeel Munsif Khan, Muhammad Mustafa Hussian, Vincent Tung

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One of the emerging fields in the detection of chronic diseases is based on the point-of-care (POC) early monitoring of the symptoms and thus provides a state-of-the-art personalized healthcare system. Nowadays, wearable and flexible sensors are being used for analyzing sweat, glucose, blood pressure, and other skin conditions. However, localized jaw-bone swelling called parotid-swelling caused by some viruses has never been tracked before. To track physical motion or deformations, strain sensors, especially piezoresistive ones, are widely used. This work, for the first time, reports carbon nanotubes (CNTs)-based piezoresistive sensing patch that is highly flexible and stretchable and can record muscle deformations in real-time. The developed patch offers an excellent gauge factor for in-plane stretching and spatial expansion with low hysteresis. To calibrate the volumetric muscle expansion, we fabricated the pneumatic actuator that experienced volumetric expansion and thus redefined the gauge factor. Moreover, we employ a Bluetooth-low-energy system that can send information about muscle activity in real-time to a smartphone app. We utilized COMSOL calculations to reveal the mechanical robustness of the patch. The experiments showed the sensing patch's greater cyclability, making it a patch for personal healthcare and an excellent choice for monitoring the real-time POC monitoring of the human muscle swelling.

Keywords: piezoresistive strain sensor, FEM simulations, CNTs sensor, flexible

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Authors: Li-Yu Lee, Yu-Shuan Chen, Jun Sheng Wang, I-Ming Chu

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Microneedle patch is a painless transdermal drug delivery method, It could solve some problems in traditional drug delivery such as digestive system causing drug metabolism and subcutaneous injection causing some side effects. Coating drug on or loading drug in microneedle can carry active ingredient through stratum corneum, also can control dose well when microneedle patch apply on localized topical area. We used hyaluronic acid to fabricate dissolvable microneedle patch and encapsulated minoxidil into microneedles. Minoxdil is a drug for exterior use that can be used to treat Androgenetic alopecia, but related commercial products have some shortcomings, for example, propylene glycol which is used to soften stratum corneum cause skin allergic reaction, comparing chemical promotion, microneedle patch provide physical way to make drugs through nature barrier of skin. In this research, we designed a two-step process to fabricate microneedle patch, that can effectively reduce drug waste, and gentle production process could maintain drug activity well. We also do in vitro test on cadaver to make sure patch has enough mechanical strength to penetrate stratum corneum. In the release test and animal test, we found microneedle patch has higher delivery efficiency than tradition way. In this study, we may determine that germinal MNs patch is a potential commodity.

Keywords: dissolving microneedles, androgenetic alopecia, minoxidil, transdermal drug delivery

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Authors: Hachul Jung, Ahee Kim, Sanghoon Lee, Dahye Kwon, Songwoo Yoon, Jinhee Moon

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We fabricated a wearable patch device including novel patch type flexible dry electrode based on carbon nanofibers (CNFs) and silicone-based elastomer (MED 6215) for real-time ECG monitoring. There are many methods to make flexible conductive polymer by mixing metal or carbon-based nanoparticles. In this study, CNFs are selected for conductive nanoparticles because carbon nanotubes (CNTs) are difficult to disperse uniformly in elastomer compare with CNFs and silver nanowires are relatively high cost and easily oxidized in the air. Wearable patch is composed of 2 parts that dry electrode parts for recording bio signal and sticky patch parts for mounting on the skin. Dry electrode parts were made by vortexer and baking in prepared mold. To optimize electrical performance and diffusion degree of uniformity, we developed unique mixing and baking process. Secondly, sticky patch parts were made by patterning and detaching from smooth surface substrate after spin-coating soft skin adhesive. In this process, attachable and detachable strengths of sticky patch are measured and optimized for them, using a monitoring system. Assembled patch is flexible, stretchable, easily skin mountable and connectable directly with the system. To evaluate the performance of electrical characteristics and ECG (Electrocardiography) recording, wearable patch was tested by changing concentrations of CNFs and thickness of the dry electrode. In these results, the CNF concentration and thickness of dry electrodes were important variables to obtain high-quality ECG signals without incidental distractions. Cytotoxicity test is conducted to prove biocompatibility, and long-term wearing test showed no skin reactions such as itching or erythema. To minimize noises from motion artifacts and line noise, we make the customized wireless, light-weight data acquisition system. Measured ECG Signals from this system are stable and successfully monitored simultaneously. To sum up, we could fully utilize fabricated wearable patch devices for real-time ECG monitoring easily.

Keywords: carbon nanofibers, ECG monitoring, flexible dry electrode, wearable patch

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Authors: Farhad Asadi, Mohammad Javad Mollakazemi

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In this paper, Bayesian online inference in models of data series are constructed by change-points algorithm, which separated the observed time series into independent series and study the change and variation of the regime of the data with related statistical characteristics. variation of statistical characteristics of time series data often represent separated phenomena in the some dynamical system, like a change in state of brain dynamical reflected in EEG signal data measurement or a change in important regime of data in many dynamical system. In this paper, prediction algorithm for studying change point location in some time series data is simulated. It is verified that pattern of proposed distribution of data has important factor on simpler and smother fluctuation of hazard rate parameter and also for better identification of change point locations. Finally, the conditions of how the time series distribution effect on factors in this approach are explained and validated with different time series databases for some dynamical system.

Keywords: time series, fluctuation in statistical characteristics, optimal learning, change-point algorithm

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Authors: C. Slim

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Traditional techniques for analyzing time series are based on the notion of stationarity of phenomena under study, but in reality most economic and financial series do not verify this hypothesis, which implies the implementation of specific tools for the detection of such behavior. In this paper, we study nonstationary non-seasonal time series tests in a non-exhaustive manner. We formalize the problem of nonstationary processes with numerical simulations and take stock of their statistical characteristics. The theoretical aspects of some of the most common unit root tests will be discussed. We detail the specification of the tests, showing the advantages and disadvantages of each. The empirical study focuses on the application of these tests to the exchange rate (USD/TND) and the Consumer Price Index (CPI) in Tunisia, in order to compare the Power of these tests with the characteristics of the series.

Keywords: stationarity, unit root tests, economic time series, ADF tests

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Authors: R. O. Osaseri, A. R. Usiobaifo

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The power transformer which is responsible for the voltage transformation is of great relevance in the power system and oil-immerse transformer is widely used all over the world. A prompt and proper maintenance of the transformer is of utmost importance. The dissolved gasses content in power transformer, oil is of enormous importance in detecting incipient fault of the transformer. There is a need for accurate prediction of the incipient fault in transformer oil in order to facilitate the prompt maintenance and reducing the cost and error minimization. Study on fault prediction and diagnostic has been the center of many researchers and many previous works have been reported on the use of artificial intelligence to predict incipient failure of transformer faults. In this study machine learning technique was employed by using gradient decent algorithms and Support Vector Machine (SVM) in predicting incipient fault diagnosis of transformer. The method focuses on creating a system that improves its performance on previous result and historical data. The system design approach is basically in two phases; training and testing phase. The gradient decent algorithm is trained with a training dataset while the learned algorithm is applied to a set of new data. This two dataset is used to prove the accuracy of the proposed model. In this study a transformer fault diagnostic model based on Support Vector Machine (SVM) and gradient decent algorithms has been presented with a satisfactory diagnostic capability with high percentage in predicting incipient failure of transformer faults than existing diagnostic methods.

Keywords: diagnostic model, gradient decent, machine learning, support vector machine (SVM), transformer fault

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Authors: Vineetha Bettaiah, Heggere S. Ranganath

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This paper presents a Hierarchical Piecewise Linear Approximation (HPLA) for the representation of time series data in which the time series is treated as a curve in the time-amplitude image space. The curve is partitioned into segments by choosing perceptually important points as break points. Each segment between adjacent break points is recursively partitioned into two segments at the best point or midpoint until the error between the approximating line and the original curve becomes less than a pre-specified threshold. The HPLA representation achieves dimensionality reduction while preserving prominent local features and general shape of time series. The representation permits course-fine processing at different levels of details, allows flexible definition of similarity based on mathematical measures or general time series shape, and supports time series data mining operations including query by content, clustering and classification based on whole or subsequence similarity.

Keywords: data mining, dimensionality reduction, piecewise linear representation, time series representation

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Authors: Ioannis Andrianakis, Vasileios Gkatas, Nikos Eleftheriadis, Alexios Ellinidis, Ermioni Avramidou

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pscmsForecasting is an open-source web service that implements a variety of time series forecasting algorithms and exposes them to the user via the ubiquitous HTTP protocol. It allows developers to enhance their applications by adding time series forecasting functionalities through an intuitive and easy-to-use interface. This paper provides some background on time series forecasting and gives details about the implemented algorithms, aiming to enhance the end user’s understanding of the underlying methods before incorporating them into their applications. A detailed description of the web service’s interface and its various parameterizations is also provided. Being an open-source project, pcsmsForecasting can also be easily modified and tailored to the specific needs of each application.

Keywords: time series, forecasting, web service, open source

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