UNIVERSIDAD PABLO DE OLAVIDE
Publications
association rules astrostatistics big data bioinformatics deep learning education energy feature selection IoT natural disasters pattern recognition time series
2020 |
P. Jiménez-Herrera and L. Melgar-García and G. Asencio-Cortés and A. Troncoso A New Forecasting Algorithm Based on Neighbors for Streaming Electricity Time Series (Conference) HAIS 15th International Conference on Hybrid Artificial Intelligence Systems, Lecture Notes in Computer Science 2020. (Links | BibTeX | Tags: big data, energy, IoT, time series) @conference{HAIS2020, title = {A New Forecasting Algorithm Based on Neighbors for Streaming Electricity Time Series}, author = {P. Jiménez-Herrera and L. Melgar-García and G. Asencio-Cortés and A. Troncoso}, url = {https://link.springer.com/chapter/10.1007/978-3-030-61705-9_43}, year = {2020}, date = {2020-11-04}, booktitle = {HAIS 15th International Conference on Hybrid Artificial Intelligence Systems}, pages = {522-533}, series = {Lecture Notes in Computer Science}, keywords = {big data, energy, IoT, time series}, pubstate = {published}, tppubtype = {conference} } |
Y. Lin and I. Koprinska and M. Rana and A. Troncoso Solar Power Forecasting Based on Pattern Sequence Similarity and Meta-learning (Conference) ICANN 29th International Conference on Artificial Neural Networks, Lecture Notes in Computer Science 2020. (Links | BibTeX | Tags: energy, time series) @conference{ICANN20, title = {Solar Power Forecasting Based on Pattern Sequence Similarity and Meta-learning}, author = {Y. Lin and I. Koprinska and M. Rana and A. Troncoso}, url = {https://link.springer.com/chapter/10.1007/978-3-030-61609-0_22}, year = {2020}, date = {2020-10-14}, booktitle = {ICANN 29th International Conference on Artificial Neural Networks}, pages = {271-283}, series = {Lecture Notes in Computer Science }, keywords = {energy, time series}, pubstate = {published}, tppubtype = {conference} } |
F. Divina and J. F. Torres and M. García-Torres and F. Martínez-Álvarez and A. Troncoso Hybridizing deep learning and neuroevolution: Application to the Spanish short-term electric energy consumption forecasting (Journal Article) Applied Sciences, 10 (16), pp. 5487, 2020. (Abstract | Links | BibTeX | Tags: big data, deep learning, energy, time series) @article{DIVINA2020, title = {Hybridizing deep learning and neuroevolution: Application to the Spanish short-term electric energy consumption forecasting}, author = {F. Divina and J. F. Torres and M. García-Torres and F. Martínez-Álvarez and A. Troncoso}, url = {https://www.mdpi.com/2076-3417/10/16/5487}, doi = {https://doi.org/10.3390/app10165487}, year = {2020}, date = {2020-07-30}, journal = {Applied Sciences}, volume = {10}, number = {16}, pages = {5487}, abstract = {The electric energy production would be much more efficient if accurate estimations of the future demand were available, since these would allow allocating only the resources needed for the production of the right amount of energy required. With this motivation in mind, we propose a strategy, based on neuroevolution, that can be used to this aim. Our proposal uses a genetic algorithm in order to find a sub-optimal set of hyper-parameters for configuring a deep neural network, which can then be used for obtaining the forecasting. Such a strategy is justified by the observation that the performances achieved by deep neural networks are strongly dependent on the right setting of the hyper-parameters, and genetic algorithms have shown excellent search capabilities in huge search spaces. Moreover, we base our proposal on a distributed computing platform, which allows its use on a large time-series. In order to assess the performances of our approach, we have applied it to a large dataset, related to the electric energy consumption registered in Spain over almost 10 years. Experimental results confirm the validity of our proposal since it outperforms all other forecasting techniques to which it has been compared.}, keywords = {big data, deep learning, energy, time series}, pubstate = {published}, tppubtype = {article} } The electric energy production would be much more efficient if accurate estimations of the future demand were available, since these would allow allocating only the resources needed for the production of the right amount of energy required. With this motivation in mind, we propose a strategy, based on neuroevolution, that can be used to this aim. Our proposal uses a genetic algorithm in order to find a sub-optimal set of hyper-parameters for configuring a deep neural network, which can then be used for obtaining the forecasting. Such a strategy is justified by the observation that the performances achieved by deep neural networks are strongly dependent on the right setting of the hyper-parameters, and genetic algorithms have shown excellent search capabilities in huge search spaces. Moreover, we base our proposal on a distributed computing platform, which allows its use on a large time-series. In order to assess the performances of our approach, we have applied it to a large dataset, related to the electric energy consumption registered in Spain over almost 10 years. Experimental results confirm the validity of our proposal since it outperforms all other forecasting techniques to which it has been compared. |
F. Martínez-Álvarez and G. Asencio-Cortés and J. F. Torres and D. Gutiérrez-Avilés and L. Melgar-García and R. Pérez-Chacón and C. Rubio-Escudero and A. Troncoso and J. C. Riquelme Coronavirus Optimization Algorithm: A bioinspired metaheuristic based on the COVID-19 propagation model (Journal Article) Big Data, 8 (4), pp. 308-322, 2020. (Abstract | Links | BibTeX | Tags: big data, deep learning, energy, time series) @article{MARTINEZ-ALVAREZ20, title = {Coronavirus Optimization Algorithm: A bioinspired metaheuristic based on the COVID-19 propagation model}, author = {F. Martínez-Álvarez and G. Asencio-Cortés and J. F. Torres and D. Gutiérrez-Avilés and L. Melgar-García and R. Pérez-Chacón and C. Rubio-Escudero and A. Troncoso and J. C. Riquelme}, url = {https://www.liebertpub.com/doi/full/10.1089/big.2020.0051}, doi = {10.1089/big.2020.0051}, year = {2020}, date = {2020-07-22}, journal = {Big Data}, volume = {8}, number = {4}, pages = {308-322}, abstract = {This work proposes a novel bioinspired metaheuristic, simulating how the coronavirus spreads and infects healthy people. From a primary infected individual (patient zero), the coronavirus rapidly infects new victims, creating large populations of infected people who will either die or spread infection. Relevant terms such as reinfection probability, super-spreading rate, social distancing measures or traveling rate are introduced into the model in order to simulate the coronavirus activity as accurately as possible. The infected population initially grows exponentially over time, but taking into consideration social isolation measures, the mortality rate and number of recoveries, the infected population gradually decreases. The Coronavirus Optimization Algorithm has two major advantages when compared to other similar strategies. Firstly, the input parameters are already set according to the disease statistics, preventing researchers from initializing them with arbitrary values. Secondly, the approach has the ability to end after several iterations, without setting this value either. Furthermore, a parallel multi-virus version is proposed, where several coronavirus strains evolve over time and explore wider search space areas in less iterations. Finally, the metaheuristic has been combined with deep learning models, in order to find optimal hyperparameters during the training phase. As application case, the problem of electricity load time series forecasting has been addressed, showing quite remarkable performance.}, keywords = {big data, deep learning, energy, time series}, pubstate = {published}, tppubtype = {article} } This work proposes a novel bioinspired metaheuristic, simulating how the coronavirus spreads and infects healthy people. From a primary infected individual (patient zero), the coronavirus rapidly infects new victims, creating large populations of infected people who will either die or spread infection. Relevant terms such as reinfection probability, super-spreading rate, social distancing measures or traveling rate are introduced into the model in order to simulate the coronavirus activity as accurately as possible. The infected population initially grows exponentially over time, but taking into consideration social isolation measures, the mortality rate and number of recoveries, the infected population gradually decreases. The Coronavirus Optimization Algorithm has two major advantages when compared to other similar strategies. Firstly, the input parameters are already set according to the disease statistics, preventing researchers from initializing them with arbitrary values. Secondly, the approach has the ability to end after several iterations, without setting this value either. Furthermore, a parallel multi-virus version is proposed, where several coronavirus strains evolve over time and explore wider search space areas in less iterations. Finally, the metaheuristic has been combined with deep learning models, in order to find optimal hyperparameters during the training phase. As application case, the problem of electricity load time series forecasting has been addressed, showing quite remarkable performance. |
R. Pérez-Chacón and G. Asencio-Cortés and F. Martínez-Álvarez and A. Troncoso Big data time series forecasting based on pattern sequence similarity and its application to the electricity demand (Journal Article) Information Sciences, 540 , pp. 160-174, 2020. (Abstract | Links | BibTeX | Tags: big data, energy, time series) @article{PEREZ20, title = {Big data time series forecasting based on pattern sequence similarity and its application to the electricity demand}, author = {R. Pérez-Chacón and G. Asencio-Cortés and F. Martínez-Álvarez and A. Troncoso}, url = {https://www.sciencedirect.com/science/article/pii/S0020025520306010}, doi = {10.1016/j.ins.2020.06.014}, year = {2020}, date = {2020-06-06}, journal = {Information Sciences}, volume = {540}, pages = {160-174}, abstract = {This work proposes a novel algorithm to forecast big data time series. Based on the well-established Pattern Sequence Forecasting algorithm, this new approach has two major contributions to the literature. First, the improvement of the aforementioned algorithm with respect to the accuracy of predictions, and second, its transformation into the big data context, having reached meaningful results in terms of scalability. The algorithm uses the Apache Spark distributed computation framework and it is a ready-to-use application with few parameters to adjust. Physical and cloud clusters have been used to carry out the experimentation, which consisted in applying the algorithm to real-world data from Uruguay electricity demand.}, keywords = {big data, energy, time series}, pubstate = {published}, tppubtype = {article} } This work proposes a novel algorithm to forecast big data time series. Based on the well-established Pattern Sequence Forecasting algorithm, this new approach has two major contributions to the literature. First, the improvement of the aforementioned algorithm with respect to the accuracy of predictions, and second, its transformation into the big data context, having reached meaningful results in terms of scalability. The algorithm uses the Apache Spark distributed computation framework and it is a ready-to-use application with few parameters to adjust. Physical and cloud clusters have been used to carry out the experimentation, which consisted in applying the algorithm to real-world data from Uruguay electricity demand. |
M. Nazeriye and A. Haeri and F. Martínez-Álvarez Analysis of the Impact of Residential Property and Equipment on Building Energy Efficiency and Consumption - A Data Mining Approach (Journal Article) Applied Sciences, 10 (10), pp. 3589, 2020. (Abstract | Links | BibTeX | Tags: energy, time series) @article{NAZERIYE20, title = {Analysis of the Impact of Residential Property and Equipment on Building Energy Efficiency and Consumption - A Data Mining Approach}, author = {M. Nazeriye and A. Haeri and F. Martínez-Álvarez}, url = {https://www.mdpi.com/2076-3417/10/10/3589/}, doi = {https://doi.org/10.3390/app10103589}, year = {2020}, date = {2020-05-22}, journal = {Applied Sciences}, volume = {10}, number = {10}, pages = {3589}, abstract = {Human living could become very difficult due to a lack of energy. The household sector plays a significant role in energy consumption. Trying to optimize and achieve efficient energy consumption can lead to large-scale energy savings. The aim of this paper is to identify the equipment and property affecting energy efficiency and consumption in residential homes. For this purpose, a hybrid data-mining approach based on K-means algorithms and decision trees is presented. To analyze the approach, data is modeled once using the approach and then without it. A data set of residential homes of England and Wales is arranged in low, medium and high consumption clusters. The C5.0 algorithm is run on each cluster to extract factors affecting energy efficiency. The comparison of the modeling results, and also their accuracy, prove that the approach employed has the ability to extract the findings with greater accuracy and detail than in other cases. The installation of boilers, using cavity walls, and installing insulation could improve energy efficiency. Old homes and the usage of economy 7 electricity have an unfavorable effect on energy efficiency, but the approach shows that each cluster behaved differently in these factors related to energy efficiency and has unique results}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {article} } Human living could become very difficult due to a lack of energy. The household sector plays a significant role in energy consumption. Trying to optimize and achieve efficient energy consumption can lead to large-scale energy savings. The aim of this paper is to identify the equipment and property affecting energy efficiency and consumption in residential homes. For this purpose, a hybrid data-mining approach based on K-means algorithms and decision trees is presented. To analyze the approach, data is modeled once using the approach and then without it. A data set of residential homes of England and Wales is arranged in low, medium and high consumption clusters. The C5.0 algorithm is run on each cluster to extract factors affecting energy efficiency. The comparison of the modeling results, and also their accuracy, prove that the approach employed has the ability to extract the findings with greater accuracy and detail than in other cases. The installation of boilers, using cavity walls, and installing insulation could improve energy efficiency. Old homes and the usage of economy 7 electricity have an unfavorable effect on energy efficiency, but the approach shows that each cluster behaved differently in these factors related to energy efficiency and has unique results |
Ó. Trull and J.C. García-Díaz and A. Troncoso Initialization methods for multiple seasonal Holt–Winters forecasting models (Journal Article) Mathematics, 8 (2), pp. 268, 2020. (Links | BibTeX | Tags: energy, time series) @article{TRULL20a, title = {Initialization methods for multiple seasonal Holt–Winters forecasting models}, author = {Ó. Trull and J.C. García-Díaz and A. Troncoso}, doi = {10.3390/math8020268 }, year = {2020}, date = {2020-01-01}, journal = {Mathematics}, volume = {8}, number = {2}, pages = {268}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {article} } |
Óscar Trull and J. Carlos García-Díaz and A. Troncoso Stability of Multiple Seasonal Holt-Winters Models Applied to Hourly Electricity Demand in Spain (Journal Article) Applied Sciences, 10 (7), pp. 2630, 2020. (Links | BibTeX | Tags: energy, time series) @article{Trull20b, title = {Stability of Multiple Seasonal Holt-Winters Models Applied to Hourly Electricity Demand in Spain}, author = {Óscar Trull and J. Carlos García-Díaz and A. Troncoso}, doi = {10.3390/app10072630}, year = {2020}, date = {2020-01-01}, journal = {Applied Sciences}, volume = {10}, number = {7}, pages = {2630}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {article} } |
2019 |
C. Gómez-Quiles and G. Asencio-Cortés and A. Gastalver-Rubio and F. Martínez-Álvarez and A. Troncoso and J. Manresa and J. C. Riquelme and J. M. Riquelme A novel ensemble method for electric vehicle power consumption forecasting: application to the Spanish system (Journal Article) IEEE Access, 7 , pp. 120840-120856, 2019. (Links | BibTeX | Tags: energy, time series) @article{GOMEZ19, title = {A novel ensemble method for electric vehicle power consumption forecasting: application to the Spanish system}, author = {C. Gómez-Quiles and G. Asencio-Cortés and A. Gastalver-Rubio and F. Martínez-Álvarez and A. Troncoso and J. Manresa and J. C. Riquelme and J. M. Riquelme}, url = {https://ieeexplore.ieee.org/document/8807120}, doi = {https://doi.org/10.1109/ACCESS.2019.2936478}, year = {2019}, date = {2019-08-01}, journal = {IEEE Access}, volume = {7}, pages = {120840-120856}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {article} } |
J. F. Torres and D. Gutiérrez-Avilés and A. Troncoso and F. Martínez-Álvarez Random Hyper-Parameter Search-Based Deep Neural Network for Power Consumption Forecasting (Conference) IWANN 15th International Work-Conference on Artificial Neural Networks, 11506 , Lecture Notes in Computer Science 2019. (Links | BibTeX | Tags: deep learning, energy, time series) @conference{TORRES19-2, title = {Random Hyper-Parameter Search-Based Deep Neural Network for Power Consumption Forecasting}, author = {J. F. Torres and D. Gutiérrez-Avilés and A. Troncoso and F. Martínez-Álvarez}, url = {https://link.springer.com/chapter/10.1007/978-3-030-20521-8_22}, doi = {https://doi.org/10.1007/978-3-030-20521-8_22}, year = {2019}, date = {2019-05-16}, booktitle = {IWANN 15th International Work-Conference on Artificial Neural Networks}, volume = {11506}, pages = {259-269}, series = {Lecture Notes in Computer Science}, keywords = {deep learning, energy, time series}, pubstate = {published}, tppubtype = {conference} } |
J. F. Torres and A. Troncoso and I. Koprinska and Z. Wang and F. Martínez-Álvarez Big data solar power forecasting based on deep learning and multiple data sources (Journal Article) Expert Systems, 36 , pp. id12394, 2019. (Links | BibTeX | Tags: deep learning, energy, time series) @article{TORRES19-1, title = {Big data solar power forecasting based on deep learning and multiple data sources}, author = {J. F. Torres and A. Troncoso and I. Koprinska and Z. Wang and F. Martínez-Álvarez}, url = {https://onlinelibrary.wiley.com/doi/abs/10.1111/exsy.12394}, doi = {https://doi.org/10.1111/exsy.12394}, year = {2019}, date = {2019-03-01}, journal = {Expert Systems}, volume = {36}, pages = {id12394}, keywords = {deep learning, energy, time series}, pubstate = {published}, tppubtype = {article} } |
R. Talavera-Llames and R. Pérez-Chacón and A. Troncoso and F. Martínez-Álvarez MV-kWNN: A novel multivariate and multi-output weighted nearest neighbors algorithm for big data time series forecasting (Journal Article) Neurocomputing, 353 , pp. 56-73, 2019. (Abstract | Links | BibTeX | Tags: big data, energy, time series) @article{NEUCOM2019, title = {MV-kWNN: A novel multivariate and multi-output weighted nearest neighbors algorithm for big data time series forecasting}, author = {R. Talavera-Llames and R. Pérez-Chacón and A. Troncoso and F. Martínez-Álvarez}, url = {https://www.sciencedirect.com/science/article/pii/S0925231219303236?via%3Dihub}, doi = {10.1016/j.neucom.2018.07.092}, year = {2019}, date = {2019-01-01}, journal = {Neurocomputing}, volume = {353}, pages = {56-73}, abstract = {This paper introduces a novel algorithm for big data time series forecasting. Its main novelty lies in its ability to deal with multivariate data, i.e. to consider multiple time series simultaneously, in order to make multi-output predictions. Real-world processes are typically characterised by several interrelated variables, and the future occurrence of certain time series cannot be explained without understanding the influence that other time series might have on the target time series. One key issue in the context of the multivariate analysis is to determine a priori whether exogenous variables must be included in the model or not. To deal with this, a correlation analysis is used to find a minimum correlation threshold that an exogenous time series must exhibit, in order to be beneficial. Furthermore, the proposed approach has been specifically designed to be used in the context of big data, thus making it possible to efficiently process very large time series. To evaluate the performance of the proposed approach we use data from Spanish electricity prices. Results have been compared to other multivariate approaches showing remarkable improvements both in terms of accuracy and execution time.}, keywords = {big data, energy, time series}, pubstate = {published}, tppubtype = {article} } This paper introduces a novel algorithm for big data time series forecasting. Its main novelty lies in its ability to deal with multivariate data, i.e. to consider multiple time series simultaneously, in order to make multi-output predictions. Real-world processes are typically characterised by several interrelated variables, and the future occurrence of certain time series cannot be explained without understanding the influence that other time series might have on the target time series. One key issue in the context of the multivariate analysis is to determine a priori whether exogenous variables must be included in the model or not. To deal with this, a correlation analysis is used to find a minimum correlation threshold that an exogenous time series must exhibit, in order to be beneficial. Furthermore, the proposed approach has been specifically designed to be used in the context of big data, thus making it possible to efficiently process very large time series. To evaluate the performance of the proposed approach we use data from Spanish electricity prices. Results have been compared to other multivariate approaches showing remarkable improvements both in terms of accuracy and execution time. |
F. Martinez-Alvarez and A. Schmutz and G. Asencio-Cortes and J. Jacques A Novel Hybrid Algorithm to Forecast Functional Time Series Based on Pattern Sequence Similarity with Application to Electricity Demand (Journal Article) Energies, 12 (94), pp. 1-18, 2019, ISSN: 1996-1073. (Abstract | Links | BibTeX | Tags: energy, time series) @article{en12010094b, title = {A Novel Hybrid Algorithm to Forecast Functional Time Series Based on Pattern Sequence Similarity with Application to Electricity Demand}, author = {F. Martinez-Alvarez and A. Schmutz and G. Asencio-Cortes and J. Jacques}, url = {http://www.mdpi.com/1996-1073/12/1/94}, doi = {10.3390/en12010094}, issn = {1996-1073}, year = {2019}, date = {2019-01-01}, journal = {Energies}, volume = {12}, number = {94}, pages = {1-18}, abstract = {The forecasting of future values is a very challenging task. In almost all scientific disciplines, the analysis of time series provides useful information and even economic benefits. In this context, this paper proposes a novel hybrid algorithm to forecast functional time series with arbitrary prediction horizons. It integrates a well-known clustering functional data algorithm into a forecasting strategy based on pattern sequence similarity, which was originally developed for discrete time series. The new approach assumes that some patterns are repeated over time, and it attempts to discover them and evaluate their immediate future. Hence, the algorithm first applies a clustering functional time series algorithm, i.e., it assigns labels to every data unit (it may represent either one hour, or one day, or any arbitrary length). As a result, the time series is transformed into a sequence of labels. Later, it retrieves the sequence of labels occurring just after the sample that we want to be forecasted. This sequence is searched for within the historical data, and every time it is found, the sample immediately after is stored. Once the searching process is terminated, the output is generated by weighting all stored data. The performance of the approach has been tested on real-world datasets related to electricity demand and compared to other existing methods, reporting very promising results. Finally, a statistical significance test has been carried out to confirm the suitability of the election of the compared methods. In conclusion, a novel algorithm to forecast functional time series is proposed with very satisfactory results when assessed in the context of electricity demand.}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {article} } The forecasting of future values is a very challenging task. In almost all scientific disciplines, the analysis of time series provides useful information and even economic benefits. In this context, this paper proposes a novel hybrid algorithm to forecast functional time series with arbitrary prediction horizons. It integrates a well-known clustering functional data algorithm into a forecasting strategy based on pattern sequence similarity, which was originally developed for discrete time series. The new approach assumes that some patterns are repeated over time, and it attempts to discover them and evaluate their immediate future. Hence, the algorithm first applies a clustering functional time series algorithm, i.e., it assigns labels to every data unit (it may represent either one hour, or one day, or any arbitrary length). As a result, the time series is transformed into a sequence of labels. Later, it retrieves the sequence of labels occurring just after the sample that we want to be forecasted. This sequence is searched for within the historical data, and every time it is found, the sample immediately after is stored. Once the searching process is terminated, the output is generated by weighting all stored data. The performance of the approach has been tested on real-world datasets related to electricity demand and compared to other existing methods, reporting very promising results. Finally, a statistical significance test has been carried out to confirm the suitability of the election of the compared methods. In conclusion, a novel algorithm to forecast functional time series is proposed with very satisfactory results when assessed in the context of electricity demand. |
Y. Lin and I. Koprinska and M. Rana and A. Troncoso Pattern Sequence Neural Network for Solar Power Forecasting (Conference) ICONIP 26th International Conference on Neural Information Processing, 2019. (BibTeX | Tags: energy, time series) @conference{ICONIP19, title = {Pattern Sequence Neural Network for Solar Power Forecasting}, author = {Y. Lin and I. Koprinska and M. Rana and A. Troncoso}, year = {2019}, date = {2019-01-01}, booktitle = {ICONIP 26th International Conference on Neural Information Processing}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {conference} } |
Ó. Trull and J. C. García-Díaz and A. Troncoso Application of Discrete-Interval Moving Seasonalities to Spanish Electricity Demand Forecasting during Easter (Journal Article) Energies, 12 (6), pp. 1083, 2019. (Abstract | Links | BibTeX | Tags: energy, time series) @article{Energies2019, title = {Application of Discrete-Interval Moving Seasonalities to Spanish Electricity Demand Forecasting during Easter}, author = {Ó. Trull and J. C. García-Díaz and A. Troncoso }, url = {https://www.mdpi.com/1996-1073/12/6/1083}, doi = {10.3390/en12061083}, year = {2019}, date = {2019-01-01}, journal = {Energies}, volume = {12}, number = {6}, pages = {1083}, abstract = {Forecasting electricity demand through time series is a tool used by transmission system operators to establish future operating conditions. The accuracy of these forecasts is essential for the precise development of activity. However, the accuracy of the forecasts is enormously subject to the calendar effect. The multiple seasonal Holt–Winters models are widely used due to the great precision and simplicity that they offer. Usually, these models relate this calendar effect to external variables that contribute to modification of their forecasts a posteriori. In this work, a new point of view is presented, where the calendar effect constitutes a built-in part of the Holt–Winters model. In particular, the proposed model incorporates discrete-interval moving seasonalities. Moreover, a clear example of the application of this methodology to situations that are difficult to treat, such as the days of Easter, is presented. The results show that the proposed model performs well, outperforming the regular Holt–Winters model and other methods such as artificial neural networks and Exponential Smoothing State Space Model with Box-Cox Transformation, ARMA Errors, Trend and Seasonal Components (TBATS) methods.}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {article} } Forecasting electricity demand through time series is a tool used by transmission system operators to establish future operating conditions. The accuracy of these forecasts is essential for the precise development of activity. However, the accuracy of the forecasts is enormously subject to the calendar effect. The multiple seasonal Holt–Winters models are widely used due to the great precision and simplicity that they offer. Usually, these models relate this calendar effect to external variables that contribute to modification of their forecasts a posteriori. In this work, a new point of view is presented, where the calendar effect constitutes a built-in part of the Holt–Winters model. In particular, the proposed model incorporates discrete-interval moving seasonalities. Moreover, a clear example of the application of this methodology to situations that are difficult to treat, such as the days of Easter, is presented. The results show that the proposed model performs well, outperforming the regular Holt–Winters model and other methods such as artificial neural networks and Exponential Smoothing State Space Model with Box-Cox Transformation, ARMA Errors, Trend and Seasonal Components (TBATS) methods. |
F. Divina and M. García-Torres and F. Goméz-Vela and J.L. Vázquez Noguera A Comparative Study of Time Series Forecasting Methods for Short Term Electric Energy Consumption Prediction in Smart Buildings (Journal Article) Applied Sciences, 12 (10), pp. 1934, 2019. (Abstract | Links | BibTeX | Tags: energy, time series) @article{Energies2019b, title = {A Comparative Study of Time Series Forecasting Methods for Short Term Electric Energy Consumption Prediction in Smart Buildings}, author = {F. Divina and M. García-Torres and F. Goméz-Vela and J.L. Vázquez Noguera}, url = {https://www.mdpi.com/1996-1073/12/10/1934}, doi = {https://doi.org/10.3390/en12101934}, year = {2019}, date = {2019-01-01}, journal = {Applied Sciences}, volume = {12}, number = {10}, pages = {1934}, abstract = {Smart buildings are equipped with sensors that allow monitoring a range of building systems including heating and air conditioning, lighting and the general electric energy consumption. Thees data can then be stored and analyzed. The ability to use historical data regarding electric energy consumption could allow improving the energy efficiency of such buildings, as well as help to spot problems related to wasting of energy. This problem is even more important when considering that buildings are some of the largest consumers of energy. In this paper, we are interested in forecasting the energy consumption of smart buildings, and, to this aim, we propose a comparative study of different forecasting strategies that can be used to this aim. To do this, we used the data regarding the electric consumption registered by thirteen buildings located in a university campus in the south of Spain. The empirical comparison of the selected methods on the different data showed that some methods are more suitable than others for this kind of problem. In particular, we show that strategies based on Machine Learning approaches seem to be more suitable for this task.}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {article} } Smart buildings are equipped with sensors that allow monitoring a range of building systems including heating and air conditioning, lighting and the general electric energy consumption. Thees data can then be stored and analyzed. The ability to use historical data regarding electric energy consumption could allow improving the energy efficiency of such buildings, as well as help to spot problems related to wasting of energy. This problem is even more important when considering that buildings are some of the largest consumers of energy. In this paper, we are interested in forecasting the energy consumption of smart buildings, and, to this aim, we propose a comparative study of different forecasting strategies that can be used to this aim. To do this, we used the data regarding the electric consumption registered by thirteen buildings located in a university campus in the south of Spain. The empirical comparison of the selected methods on the different data showed that some methods are more suitable than others for this kind of problem. In particular, we show that strategies based on Machine Learning approaches seem to be more suitable for this task. |
2018 |
R. Pérez-Chacón and J. M. Luna and A. Troncoso and F. Martínez-Álvarez and J. C. Riquelme Big data analytics for discovering electricity consumption patterns in smart cities (Journal Article) Energies, 11 (3), pp. 683, 2018. (Abstract | Links | BibTeX | Tags: big data, energy, time series) @article{Energies2018, title = {Big data analytics for discovering electricity consumption patterns in smart cities}, author = {R. Pérez-Chacón and J. M. Luna and A. Troncoso and F. Martínez-Álvarez and J. C. Riquelme}, url = {http://www.mdpi.com/1996-1073/11/3/683 }, doi = {10.3390/en11030683 }, year = {2018}, date = {2018-01-01}, journal = {Energies}, volume = {11}, number = {3}, pages = {683}, abstract = {New technologies such as sensor networks have been incorporated into the management of buildings for organizations and cities. Sensor networks have led to an exponential increase in the volume of data available in recent years, which can be used to extract consumption patterns for the purposes of energy and monetary savings. For this reason, new approaches and strategies are needed to analyze information in big data environments. This paper proposes a methodology to extract electric energy consumption patterns in big data time series, so that very valuable conclusions can be made for managers and governments. The methodology is based on the study of four clustering validity indices in their parallelized versions along with the application of a clustering technique. In particular, this work uses a voting system to choose an optimal number of clusters from the results of the indices, as well as the application of the distributed version of the k-means algorithm included in Apache Spark’s Machine Learning Library. The results, using electricity consumption for the years 2011–2017 for eight buildings of a public university, are presented and discussed. In addition, the performance of the proposed methodology is evaluated using synthetic big data, which cab represent thousands of buildings in a smart city. Finally, policies derived from the patterns discovered are proposed to optimize energy usage across the university campus.}, keywords = {big data, energy, time series}, pubstate = {published}, tppubtype = {article} } New technologies such as sensor networks have been incorporated into the management of buildings for organizations and cities. Sensor networks have led to an exponential increase in the volume of data available in recent years, which can be used to extract consumption patterns for the purposes of energy and monetary savings. For this reason, new approaches and strategies are needed to analyze information in big data environments. This paper proposes a methodology to extract electric energy consumption patterns in big data time series, so that very valuable conclusions can be made for managers and governments. The methodology is based on the study of four clustering validity indices in their parallelized versions along with the application of a clustering technique. In particular, this work uses a voting system to choose an optimal number of clusters from the results of the indices, as well as the application of the distributed version of the k-means algorithm included in Apache Spark’s Machine Learning Library. The results, using electricity consumption for the years 2011–2017 for eight buildings of a public university, are presented and discussed. In addition, the performance of the proposed methodology is evaluated using synthetic big data, which cab represent thousands of buildings in a smart city. Finally, policies derived from the patterns discovered are proposed to optimize energy usage across the university campus. |
A. Galicia and J. F. Torres and F. Martínez-Álvarez and A. Troncoso A novel Spark-based multi-step forecasting algorithm for big data time series (Journal Article) Information Sciences, 467 , pp. 800-818, 2018. (Abstract | Links | BibTeX | Tags: big data, energy, time series) @article{INFSCI2018, title = {A novel Spark-based multi-step forecasting algorithm for big data time series}, author = {A. Galicia and J. F. Torres and F. Martínez-Álvarez and A. Troncoso}, url = {https://www.sciencedirect.com/science/article/pii/S0020025518304493}, doi = {10.1016/j.ins.2018.06.010}, year = {2018}, date = {2018-01-01}, journal = {Information Sciences}, volume = {467}, pages = {800-818}, abstract = {This paper presents different scalable methods for predicting big time series, namely time series with a high frequency measurement. Methods are also developed to deal with arbitrary prediction horizons. The Apache Spark framework is proposed for distributed computing in order to achieve the scalability of the methods. Prediction methods have been developed using Spark’s MLlib library for machine learning. Since the library does not support multivariate regression, the prediction problem is formulated as h prediction sub-problems, where h is the number of future values to predict, that is, the prediction horizon. Furthermore, different kinds of representative methods have been chosen, such as decision trees, two tree-based ensemble techniques (Gradient-Boosted and Random Forest) and a linear regression method as a reference method for comparisons. Finally, the methodology has been tested in a real time series of electrical demand in Spain, with a time interval of ten minutes between measurements.}, keywords = {big data, energy, time series}, pubstate = {published}, tppubtype = {article} } This paper presents different scalable methods for predicting big time series, namely time series with a high frequency measurement. Methods are also developed to deal with arbitrary prediction horizons. The Apache Spark framework is proposed for distributed computing in order to achieve the scalability of the methods. Prediction methods have been developed using Spark’s MLlib library for machine learning. Since the library does not support multivariate regression, the prediction problem is formulated as h prediction sub-problems, where h is the number of future values to predict, that is, the prediction horizon. Furthermore, different kinds of representative methods have been chosen, such as decision trees, two tree-based ensemble techniques (Gradient-Boosted and Random Forest) and a linear regression method as a reference method for comparisons. Finally, the methodology has been tested in a real time series of electrical demand in Spain, with a time interval of ten minutes between measurements. |
R. Talavera-Llames and R. Pérez-Chacón and A. Troncoso and F. Martínez-Álvarez Big data time series forecasting based on nearest neighbors distributed computing with Spark (Journal Article) Knowledge-Based Systems, 161 (1), pp. 12-25, 2018. (Abstract | Links | BibTeX | Tags: big data, energy, time series) @article{KNOSYS2018b, title = {Big data time series forecasting based on nearest neighbors distributed computing with Spark}, author = {R. Talavera-Llames and R. Pérez-Chacón and A. Troncoso and F. Martínez-Álvarez}, url = {https://www.sciencedirect.com/science/article/pii/S0950705118303770}, doi = {10.1016/j.knosys.2018.07.026}, year = {2018}, date = {2018-01-01}, journal = {Knowledge-Based Systems}, volume = {161}, number = {1}, pages = {12-25}, abstract = {A new approach for big data forecasting based on the k-weighted nearest neighbours algorithm is introduced in this work. Such an algorithm has been developed for distributed computing under the Apache Spark framework. Every phase of the algorithm is explained in this work, along with how the optimal values of the input parameters required for the algorithm are obtained. In order to test the developed algorithm, a Spanish energy consumption big data time series has been used. The accuracy of the prediction has been assessed showing remarkable results. Additionally, the optimal configuration of a Spark cluster has been discussed. Finally, a scalability analysis of the algorithm has been conducted leading to the conclusion that the proposed algorithm is highly suitable for big data environments.}, keywords = {big data, energy, time series}, pubstate = {published}, tppubtype = {article} } A new approach for big data forecasting based on the k-weighted nearest neighbours algorithm is introduced in this work. Such an algorithm has been developed for distributed computing under the Apache Spark framework. Every phase of the algorithm is explained in this work, along with how the optimal values of the input parameters required for the algorithm are obtained. In order to test the developed algorithm, a Spanish energy consumption big data time series has been used. The accuracy of the prediction has been assessed showing remarkable results. Additionally, the optimal configuration of a Spark cluster has been discussed. Finally, a scalability analysis of the algorithm has been conducted leading to the conclusion that the proposed algorithm is highly suitable for big data environments. |
J. F. Torres and A. Galicia and A. Troncoso and F. Martínez-Álvarez A scalable approach based on deep learning for big data time series forecasting (Journal Article) Integrated Computer-Aided Engineering, 25 (4), pp. 335-348, 2018. (Abstract | Links | BibTeX | Tags: deep learning, energy, time series) @article{ICAE2018, title = {A scalable approach based on deep learning for big data time series forecasting}, author = {J. F. Torres and A. Galicia and A. Troncoso and F. Martínez-Álvarez}, url = {https://content.iospress.com/articles/integrated-computer-aided-engineering/ica580}, doi = {10.3233/ICA-180580}, year = {2018}, date = {2018-01-01}, journal = {Integrated Computer-Aided Engineering}, volume = {25}, number = {4}, pages = {335-348}, abstract = {This paper presents a method based on deep learning to deal with big data times series forecasting. The deep feed forward neural network provided by the H2O big data analysis framework has been used along with the Apache Spark platform for distributed computing. Since H2O does not allow the conduction of multi-step regression, a general-purpose methodology that can be used for prediction horizons with arbitrary length is proposed here, being the prediction horizon, h, the number of future values to be predicted. The solution consists in splitting the problem into h forecasting subproblems, being h the number of samples to be simultaneously predicted. Thus, the best prediction model for each subproblem can be obtained, making easier its parallelization and adaptation to the big data context. Moreover, a grid search is carried out to obtain the optimal hyperparameters of the deep learning-based approach. Results from a real-world dataset composed of electricity consumption in Spain, with a ten-minute frequency sampling rate, from 2007 to 2016 are reported. In particular, the accuracy and runtimes versus computing resources and size of the dataset are analyzed. Finally, the performance and the scalability of the proposed method is compared to other recently published techniques, showing to be a suitable method to process big data time series.}, keywords = {deep learning, energy, time series}, pubstate = {published}, tppubtype = {article} } This paper presents a method based on deep learning to deal with big data times series forecasting. The deep feed forward neural network provided by the H2O big data analysis framework has been used along with the Apache Spark platform for distributed computing. Since H2O does not allow the conduction of multi-step regression, a general-purpose methodology that can be used for prediction horizons with arbitrary length is proposed here, being the prediction horizon, h, the number of future values to be predicted. The solution consists in splitting the problem into h forecasting subproblems, being h the number of samples to be simultaneously predicted. Thus, the best prediction model for each subproblem can be obtained, making easier its parallelization and adaptation to the big data context. Moreover, a grid search is carried out to obtain the optimal hyperparameters of the deep learning-based approach. Results from a real-world dataset composed of electricity consumption in Spain, with a ten-minute frequency sampling rate, from 2007 to 2016 are reported. In particular, the accuracy and runtimes versus computing resources and size of the dataset are analyzed. Finally, the performance and the scalability of the proposed method is compared to other recently published techniques, showing to be a suitable method to process big data time series. |
D. Gutiérrez-Avilés and J. A. Fábregas and J. Tejedor and F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme SmartFD: A real big data application for electrical fraud detection (Conference) HAIS 13th International Conference on Hybrid Artificial Intelligence Systems, Lecture Notes in Computer Science 2018. (Links | BibTeX | Tags: big data, energy) @conference{HAIS2018, title = {SmartFD: A real big data application for electrical fraud detection}, author = {D. Gutiérrez-Avilés and J. A. Fábregas and J. Tejedor and F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme}, url = {https://link.springer.com/chapter/10.1007/978-3-319-92639-1_11}, year = {2018}, date = {2018-01-01}, booktitle = {HAIS 13th International Conference on Hybrid Artificial Intelligence Systems}, series = {Lecture Notes in Computer Science}, keywords = {big data, energy}, pubstate = {published}, tppubtype = {conference} } |
J. F. Torres and A. Troncoso and I. Koprinska and Z. Wang and F. Martínez-Álvarez Deep learning for big data time series forecasting applied to solar power (Conference) SOCO 13th International Conference on Soft Computing Models in Industrial and Environmental Applications, Advances in Intelligent Systems and Computing 2018. (Links | BibTeX | Tags: deep learning, energy, time series) @conference{SOCO2018, title = {Deep learning for big data time series forecasting applied to solar power}, author = {J. F. Torres and A. Troncoso and I. Koprinska and Z. Wang and F. Martínez-Álvarez}, url = {https://link.springer.com/chapter/10.1007/978-3-319-94120-2_12}, year = {2018}, date = {2018-01-01}, booktitle = {SOCO 13th International Conference on Soft Computing Models in Industrial and Environmental Applications}, series = {Advances in Intelligent Systems and Computing}, keywords = {deep learning, energy, time series}, pubstate = {published}, tppubtype = {conference} } |
Z. Wang and I. Koprinska and A. Troncoso and F. Martínez-Álvarez Static and dinamic ensembles of neural networks for power solar forecasting (Conference) IJCNN International Joint Conference on Neural Networks, 2018. (BibTeX | Tags: energy, time series) @conference{IJCNN2018, title = {Static and dinamic ensembles of neural networks for power solar forecasting}, author = {Z. Wang and I. Koprinska and A. Troncoso and F. Martínez-Álvarez}, year = {2018}, date = {2018-01-01}, booktitle = {IJCNN International Joint Conference on Neural Networks}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {conference} } |
F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme Data Science and Big Data in Energy Forecasting (Journal Article) Energies, 11 (11), pp. 3224, 2018. (Links | BibTeX | Tags: big data, energy) @article{Martinez18, title = {Data Science and Big Data in Energy Forecasting}, author = {F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme}, doi = {10.3390/en11113224}, year = {2018}, date = {2018-01-01}, journal = {Energies}, volume = {11}, number = {11}, pages = {3224}, keywords = {big data, energy}, pubstate = {published}, tppubtype = {article} } |
F. Divina and A. Gilson and F. Goméz-Vela and M. García-Torres and J. F. Torres Stacking ensemble learning for short-term electricity consumption forecasting (Journal Article) Energies, 11 (4), pp. 949, 2018. (Abstract | Links | BibTeX | Tags: energy, time series) @article{Energy2018, title = {Stacking ensemble learning for short-term electricity consumption forecasting}, author = {F. Divina and A. Gilson and F. Goméz-Vela and M. García-Torres and J. F. Torres}, url = {https://www.mdpi.com/1996-1073/11/4/949}, doi = {https://doi.org/10.3390/en11040949}, year = {2018}, date = {2018-01-01}, journal = {Energies}, volume = {11}, number = {4}, pages = {949}, abstract = {The ability to predict short-term electric energy demand would provide several benefits, both at the economic and environmental level. For example, it would allow for an efficient use of resources in order to face the actual demand, reducing the costs associated to the production as well as the emission of CO 2 . To this aim, in this paper we propose a strategy based on ensemble learning in order to tackle the short-term load forecasting problem. In particular, our approach is based on a stacking ensemble learning scheme, where the predictions produced by three base learning methods are used by a top level method in order to produce final predictions. We tested the proposed scheme on a dataset reporting the energy consumption in Spain over more than nine years. The obtained experimental results show that an approach for short-term electricity consumption forecasting based on ensemble learning can help in combining predictions produced by weaker learning methods in order to obtain superior results. In particular, the system produces a lower error with respect to the existing state-of-the art techniques used on the same dataset. More importantly, this case study has shown that using an ensemble scheme can achieve very accurate predictions, and thus that it is a suitable approach for addressing the short-term load forecasting problem.}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {article} } The ability to predict short-term electric energy demand would provide several benefits, both at the economic and environmental level. For example, it would allow for an efficient use of resources in order to face the actual demand, reducing the costs associated to the production as well as the emission of CO 2 . To this aim, in this paper we propose a strategy based on ensemble learning in order to tackle the short-term load forecasting problem. In particular, our approach is based on a stacking ensemble learning scheme, where the predictions produced by three base learning methods are used by a top level method in order to produce final predictions. We tested the proposed scheme on a dataset reporting the energy consumption in Spain over more than nine years. The obtained experimental results show that an approach for short-term electricity consumption forecasting based on ensemble learning can help in combining predictions produced by weaker learning methods in order to obtain superior results. In particular, the system produces a lower error with respect to the existing state-of-the art techniques used on the same dataset. More importantly, this case study has shown that using an ensemble scheme can achieve very accurate predictions, and thus that it is a suitable approach for addressing the short-term load forecasting problem. |
2017 |
J. F. Torres and A. Troncoso and F. Martínez-Álvarez Deep Learning - Based Approach for Time Series Forecasting with Application to Electricity Load (Conference) IWINAC International Work-Conference on the Interplay Between Natural and Artificial Computation, Lecture Notes in computer Science 2017. (Links | BibTeX | Tags: deep learning, energy, time series) @conference{IWINAC2017, title = {Deep Learning - Based Approach for Time Series Forecasting with Application to Electricity Load}, author = {J. F. Torres and A. Troncoso and F. Martínez-Álvarez}, url = {https://link.springer.com/chapter/10.1007/978-3-319-59773-7_21}, year = {2017}, date = {2017-01-01}, booktitle = {IWINAC International Work-Conference on the Interplay Between Natural and Artificial Computation}, series = {Lecture Notes in computer Science}, keywords = {deep learning, energy, time series}, pubstate = {published}, tppubtype = {conference} } |
A. Galicia and J. F. Torres and F. Martínez-Álvarez and A. Troncoso Scalable Forecasting Techniques Applied to Big Electricity Time Series (Conference) IWANN International Work-Conference on Artificial Neural Networks, Lecture Notes in Computer Science 2017. (Links | BibTeX | Tags: big data, energy, time series) @conference{IWANN2017, title = {Scalable Forecasting Techniques Applied to Big Electricity Time Series}, author = {A. Galicia and J. F. Torres and F. Martínez-Álvarez and A. Troncoso}, url = {https://link.springer.com/chapter/10.1007/978-3-319-59147-6_15}, year = {2017}, date = {2017-01-01}, booktitle = {IWANN International Work-Conference on Artificial Neural Networks}, series = {Lecture Notes in Computer Science}, keywords = {big data, energy, time series}, pubstate = {published}, tppubtype = {conference} } |
F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme Recent Advances in energy Time Series Forecasting (Journal Article) Energies, 10 (6), pp. 809, 2017. (Abstract | Links | BibTeX | Tags: energy, time series) @article{Energies2017, title = {Recent Advances in energy Time Series Forecasting}, author = {F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme}, url = {http://www.mdpi.com/1996-1073/10/6/809}, doi = {10.3390/en10060809}, year = {2017}, date = {2017-01-01}, journal = {Energies}, volume = {10}, number = {6}, pages = {809}, abstract = {This editorial summarizes the performance of the special issue entitled Energy Time Series Forecasting, which was published in MDPI’s Energies journal. The special issue took place in 2016 and accepted a total of 21 papers from twelve different countries. Electrical, solar, or wind energy forecasting were the most analyzed topics, introducing brand new methods with very sound results.}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {article} } This editorial summarizes the performance of the special issue entitled Energy Time Series Forecasting, which was published in MDPI’s Energies journal. The special issue took place in 2016 and accepted a total of 21 papers from twelve different countries. Electrical, solar, or wind energy forecasting were the most analyzed topics, introducing brand new methods with very sound results. |
2016 |
R. Talavera-Llames and R. Pérez-Chacón and M. Martínez-Ballesteros and A. Troncoso and F. Martínez-Álvarez A Nearest Neighbours - Based Algorithm for Big Time Series Data Forecasting (Conference) HAIS 11th International Conference on Hybrid Artificial Intelligence Systems, Lecture Note in Computer Science 2016. (Links | BibTeX | Tags: big data, energy, time series) @conference{HAIS2016b, title = {A Nearest Neighbours - Based Algorithm for Big Time Series Data Forecasting}, author = {R. Talavera-Llames and R. Pérez-Chacón and M. Martínez-Ballesteros and A. Troncoso and F. Martínez-Álvarez}, url = {https://link.springer.com/chapter/10.1007/978-3-319-32034-2_15}, year = {2016}, date = {2016-01-01}, booktitle = {HAIS 11th International Conference on Hybrid Artificial Intelligence Systems}, series = {Lecture Note in Computer Science}, keywords = {big data, energy, time series}, pubstate = {published}, tppubtype = {conference} } |
R. Pérez-Chacón and R. Talavera-Llames and F. Martínez-Álvarez and A. Troncoso Finding Electric Energy Consumption Patterns in Big Time Series Data (Conference) DCAI 13th International Conference on Distributed Computing and Artificial Intelligence, Advances in Intelligent Systems and Computing 2016. (Links | BibTeX | Tags: big data, energy, time series) @conference{DCAI2016, title = {Finding Electric Energy Consumption Patterns in Big Time Series Data}, author = {R. Pérez-Chacón and R. Talavera-Llames and F. Martínez-Álvarez and A. Troncoso}, url = {https://link.springer.com/chapter/10.1007%2F978-3-319-40162-1_25}, year = {2016}, date = {2016-01-01}, booktitle = {DCAI 13th International Conference on Distributed Computing and Artificial Intelligence}, series = {Advances in Intelligent Systems and Computing}, keywords = {big data, energy, time series}, pubstate = {published}, tppubtype = {conference} } |
F. J. Duque-Pintor and M. J. Fernández-Gómez and A. Troncoso and F. Martínez-Álvarez A new methodology based on imbalanced classification for predicting outliers in electricity demand time series (Journal Article) Energies, 9 (9), pp. 752, 2016. (Abstract | Links | BibTeX | Tags: energy, time series) @article{Energies2016, title = {A new methodology based on imbalanced classification for predicting outliers in electricity demand time series}, author = {F. J. Duque-Pintor and M. J. Fernández-Gómez and A. Troncoso and F. Martínez-Álvarez}, url = {https://www.mdpi.com/1996-1073/9/9/752}, doi = {10.3390/en9090752}, year = {2016}, date = {2016-01-01}, journal = {Energies}, volume = {9}, number = {9}, pages = {752}, abstract = {The occurrence of outliers in real-world phenomena is quite usual. If these anomalous data are not properly treated, unreliable models can be generated. Many approaches in the literature are focused on a posteriori detection of outliers. However, a new methodology to a priori predict the occurrence of such data is proposed here. Thus, the main goal of this work is to predict the occurrence of outliers in time series, by using, for the first time, imbalanced classification techniques. In this sense, the problem of forecasting outlying data has been transformed into a binary classification problem, in which the positive class represents the occurrence of outliers. Given that the number of outliers is much lower than the number of common values, the resultant classification problem is imbalanced. To create training and test sets, robust statistical methods have been used to detect outliers in both sets. Once the outliers have been detected, the instances of the dataset are labeled accordingly. Namely, if any of the samples composing the next instance are detected as an outlier, the label is set to one. As a study case, the methodology has been tested on electricity demand time series in the Spanish electricity market, in which most of the outliers were properly forecast.}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {article} } The occurrence of outliers in real-world phenomena is quite usual. If these anomalous data are not properly treated, unreliable models can be generated. Many approaches in the literature are focused on a posteriori detection of outliers. However, a new methodology to a priori predict the occurrence of such data is proposed here. Thus, the main goal of this work is to predict the occurrence of outliers in time series, by using, for the first time, imbalanced classification techniques. In this sense, the problem of forecasting outlying data has been transformed into a binary classification problem, in which the positive class represents the occurrence of outliers. Given that the number of outliers is much lower than the number of common values, the resultant classification problem is imbalanced. To create training and test sets, robust statistical methods have been used to detect outliers in both sets. Once the outliers have been detected, the instances of the dataset are labeled accordingly. Namely, if any of the samples composing the next instance are detected as an outlier, the label is set to one. As a study case, the methodology has been tested on electricity demand time series in the Spanish electricity market, in which most of the outliers were properly forecast. |
2015 |
A. Troncoso and S. Salcedo-Sanz and C. Casanova-Mateo and J. C. Riquelme and L. Prieto Local models regression trees for very short-term wind speed predictions (Journal Article) Renewable Energy, 81 , pp. 589-598, 2015. (Abstract | Links | BibTeX | Tags: energy, time series) @article{RENE2015, title = {Local models regression trees for very short-term wind speed predictions}, author = {A. Troncoso and S. Salcedo-Sanz and C. Casanova-Mateo and J. C. Riquelme and L. Prieto}, url = {https://www.sciencedirect.com/science/article/pii/S0960148115002530}, doi = {10.1016/j.renene.2015.03.071}, year = {2015}, date = {2015-01-01}, journal = {Renewable Energy}, volume = {81}, pages = {589-598}, abstract = {This paper evaluates the performance of different types of Regression Trees (RTs) in a real problem of very short-term wind speed prediction from measuring data in wind farms. RT is a solidly established methodology that, contrary to other soft-computing approaches, has been under-explored in problems of wind speed prediction in wind farms. In this paper we comparatively evaluate eight different types of RTs algorithms, and we show that they are able obtain excellent results in real problems of very short-term wind speed prediction, improving existing classical and soft-computing approaches such as multi-linear regression approaches, different types of neural networks and support vector regression algorithms in this problem. We also show that RTs have a very small computation time, that allows the retraining of the algorithms whenever new wind speed data are collected from the measuring towers.}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {article} } This paper evaluates the performance of different types of Regression Trees (RTs) in a real problem of very short-term wind speed prediction from measuring data in wind farms. RT is a solidly established methodology that, contrary to other soft-computing approaches, has been under-explored in problems of wind speed prediction in wind farms. In this paper we comparatively evaluate eight different types of RTs algorithms, and we show that they are able obtain excellent results in real problems of very short-term wind speed prediction, improving existing classical and soft-computing approaches such as multi-linear regression approaches, different types of neural networks and support vector regression algorithms in this problem. We also show that RTs have a very small computation time, that allows the retraining of the algorithms whenever new wind speed data are collected from the measuring towers. |
F. Martínez-Álvarez and A. Troncoso and G. Asencio-Cortés and J. C. Riquelme A Survey on Data Mining Techniques Applied To Electricity-Related Time Series Forecasting (Journal Article) Energies, 8 (11), pp. 13162-13193, 2015. (Abstract | Links | BibTeX | Tags: energy, time series) @article{Energies2015, title = {A Survey on Data Mining Techniques Applied To Electricity-Related Time Series Forecasting}, author = {F. Martínez-Álvarez and A. Troncoso and G. Asencio-Cortés and J. C. Riquelme}, url = {https://www.mdpi.com/1996-1073/8/11/12361}, doi = {10.3390/en81112361}, year = {2015}, date = {2015-01-01}, journal = {Energies}, volume = {8}, number = {11}, pages = {13162-13193}, abstract = {Data mining has become an essential tool during the last decade to analyze large sets of data. The variety of techniques it includes and the successful results obtained in many application fields, make this family of approaches powerful and widely used. In particular, this work explores the application of these techniques to time series forecasting. Although classical statistical-based methods provides reasonably good results, the result of the application of data mining outperforms those of classical ones. Hence, this work faces two main challenges: (i) to provide a compact mathematical formulation of the mainly used techniques; (ii) to review the latest works of time series forecasting and, as case study, those related to electricity price and demand markets.}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {article} } Data mining has become an essential tool during the last decade to analyze large sets of data. The variety of techniques it includes and the successful results obtained in many application fields, make this family of approaches powerful and widely used. In particular, this work explores the application of these techniques to time series forecasting. Although classical statistical-based methods provides reasonably good results, the result of the application of data mining outperforms those of classical ones. Hence, this work faces two main challenges: (i) to provide a compact mathematical formulation of the mainly used techniques; (ii) to review the latest works of time series forecasting and, as case study, those related to electricity price and demand markets. |
2014 |
M. Rana and I. Koprinska and A. Troncoso Forecasting hourly electricity load profile using neural networks (Conference) IJCNN International Joint Conference on Neural Networks, 2014. (Links | BibTeX | Tags: energy, time series) @conference{IJCNN2014, title = {Forecasting hourly electricity load profile using neural networks}, author = {M. Rana and I. Koprinska and A. Troncoso}, url = {https://ieeexplore.ieee.org/document/6889489}, year = {2014}, date = {2014-01-01}, booktitle = {IJCNN International Joint Conference on Neural Networks}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {conference} } |
2013 |
I. Koprinska and M. Rana and A. Troncoso and F. Martínez-Álvarez Combining Pattern Sequence Similarity with Neural Networks for Forecasting Electricity Demand Time Series (Conference) IJCNN International Joint Conference on Neural Networks, 2013. (Links | BibTeX | Tags: energy, time series) @conference{IJCNN2013, title = {Combining Pattern Sequence Similarity with Neural Networks for Forecasting Electricity Demand Time Series}, author = {I. Koprinska and M. Rana and A. Troncoso and F. Martínez-Álvarez}, url = {https://ieeexplore.ieee.org/document/6706838}, year = {2013}, date = {2013-01-01}, booktitle = {IJCNN International Joint Conference on Neural Networks}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {conference} } |
2011 |
F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme and J. S. Aguilar-Ruiz Energy Time Series Forecasting Based on Pattern Sequence Similarity (Journal Article) IEEE Transactions on Knowledge and Data Engineering, 23 (8), pp. 1230-1243, 2011. (Abstract | Links | BibTeX | Tags: energy, time series) @article{TKDE2011, title = {Energy Time Series Forecasting Based on Pattern Sequence Similarity}, author = {F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme and J. S. Aguilar-Ruiz}, url = {https://ieeexplore.ieee.org/document/5620917}, doi = {10.1109/TKDE.2010.227}, year = {2011}, date = {2011-01-01}, journal = {IEEE Transactions on Knowledge and Data Engineering}, volume = {23}, number = {8}, pages = {1230-1243}, abstract = {This paper presents a new approach to forecast the behavior of time series based on similarity of pattern sequences. First, clustering techniques are used with the aim of grouping and labeling the samples from a data set. Thus, the prediction of a data point is provided as follows: first, the pattern sequence prior to the day to be predicted is extracted. Then, this sequence is searched in the historical data and the prediction is calculated by averaging all the samples immediately after the matched sequence. The main novelty is that only the labels associated with each pattern are considered to forecast the future behavior of the time series, avoiding the use of real values of the time series until the last step of the prediction process. Results from several energy time series are reported and the performance of the proposed method is compared to that of recently published techniques showing a remarkable improvement in the prediction.}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {article} } This paper presents a new approach to forecast the behavior of time series based on similarity of pattern sequences. First, clustering techniques are used with the aim of grouping and labeling the samples from a data set. Thus, the prediction of a data point is provided as follows: first, the pattern sequence prior to the day to be predicted is extracted. Then, this sequence is searched in the historical data and the prediction is calculated by averaging all the samples immediately after the matched sequence. The main novelty is that only the labels associated with each pattern are considered to forecast the future behavior of the time series, avoiding the use of real values of the time series until the last step of the prediction process. Results from several energy time series are reported and the performance of the proposed method is compared to that of recently published techniques showing a remarkable improvement in the prediction. |
F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme and J. S. Aguilar-Ruiz Discovery of Motifs for Forecast Outlier Occurrence in Time Series (Journal Article) Pattern Recognition Letters, (32), pp. 1652–1665, 2011. (Abstract | Links | BibTeX | Tags: energy, time series) @article{PRL2011, title = {Discovery of Motifs for Forecast Outlier Occurrence in Time Series}, author = {F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme and J. S. Aguilar-Ruiz}, url = {https://www.sciencedirect.com/science/article/abs/pii/S0167865511001371}, doi = {10.1016/j.patrec.2011.05.002}, year = {2011}, date = {2011-01-01}, journal = {Pattern Recognition Letters}, number = {32}, pages = {1652–1665}, abstract = {The forecasting process of real-world time series has to deal with especially unexpected values, commonly known as outliers. Outliers in time series can lead to unreliable modeling and poor forecasts. Therefore, the identification of future outlier occurrence is an essential task in time series analysis to reduce the average forecasting error. The main goal of this work is to predict the occurrence of outliers in time series, based on the discovery of motifs. In this sense, motifs will be those pattern sequences preceding certain data marked as anomalous by the proposed metaheuristic in a training set. Once the motifs are discovered, if data to be predicted are preceded by any of them, such data are identified as outliers, and treated separately from the rest of regular data. The forecasting of outlier occurrence has been added as an additional step in an existing time series forecasting algorithm (PSF), which was based on pattern sequence similarities. Robust statistical methods have been used to evaluate the accuracy of the proposed approach regarding the forecasting of both occurrence of outliers and their corresponding values. Finally, the methodology has been tested on six electricity-related time series, in which most of the outliers were properly found and forecasted.}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {article} } The forecasting process of real-world time series has to deal with especially unexpected values, commonly known as outliers. Outliers in time series can lead to unreliable modeling and poor forecasts. Therefore, the identification of future outlier occurrence is an essential task in time series analysis to reduce the average forecasting error. The main goal of this work is to predict the occurrence of outliers in time series, based on the discovery of motifs. In this sense, motifs will be those pattern sequences preceding certain data marked as anomalous by the proposed metaheuristic in a training set. Once the motifs are discovered, if data to be predicted are preceded by any of them, such data are identified as outliers, and treated separately from the rest of regular data. The forecasting of outlier occurrence has been added as an additional step in an existing time series forecasting algorithm (PSF), which was based on pattern sequence similarities. Robust statistical methods have been used to evaluate the accuracy of the proposed approach regarding the forecasting of both occurrence of outliers and their corresponding values. Finally, the methodology has been tested on six electricity-related time series, in which most of the outliers were properly found and forecasted. |
2009 |
F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme Improving Time Series Forecasting by Discovering Frequent Episodes in Sequences (Conference) IDA Intelligent Data Analysis, Lecture Notes in Computer Science 2009. (Links | BibTeX | Tags: energy, time series) @conference{IDA2009, title = {Improving Time Series Forecasting by Discovering Frequent Episodes in Sequences}, author = {F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme}, url = {https://link.springer.com/chapter/10.1007/978-3-642-03915-7_31}, year = {2009}, date = {2009-01-01}, booktitle = {IDA Intelligent Data Analysis}, pages = {357-368}, series = {Lecture Notes in Computer Science}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {conference} } |
F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme Reconocimiento de Patrones aplicado a la Predicción de Series Temporales (Workshop) CAEPIA XIII Conferencia de la Asociación Española para la Inteligencia Artificial. MINCODA I Workshop International on Mining of Non-Conventional Data, 2009. (BibTeX | Tags: energy, time series) @workshop{MINCODA2009a, title = {Reconocimiento de Patrones aplicado a la Predicción de Series Temporales}, author = {F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme}, year = {2009}, date = {2009-01-01}, booktitle = {CAEPIA XIII Conferencia de la Asociación Española para la Inteligencia Artificial. MINCODA I Workshop International on Mining of Non-Conventional Data}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {workshop} } |
2008 |
A. Troncoso and J. C. Riquelme and J. S. Aguilar-Ruiz and J. M. Riquelme-Santos Evolutionary Techniques Applied to the Optimal Short-Term Scheduling of the Electrical Energy Production (Journal Article) European Journal of Operational Research, 185 , pp. 1114-1127, 2008. (Abstract | Links | BibTeX | Tags: energy) @article{EJOR2008, title = {Evolutionary Techniques Applied to the Optimal Short-Term Scheduling of the Electrical Energy Production}, author = {A. Troncoso and J. C. Riquelme and J. S. Aguilar-Ruiz and J. M. Riquelme-Santos}, url = {https://www.sciencedirect.com/science/article/abs/pii/S037722170600631X}, doi = {10.1016/j.ejor.2006.06.044}, year = {2008}, date = {2008-01-01}, journal = {European Journal of Operational Research}, volume = {185}, pages = {1114-1127}, abstract = {This paper presents an evolutionary technique applied to the optimal short-term scheduling (24 h) of the electric energy production. The equations that define the problem lead to a non-convex non-linear programming problem with a high number of continuous and discrete variables. Consequently, the resolution of the problem based on combinatorial methods is rather hard. The required heuristics, introduced to assure the feasibility of the constraints, are analyzed, along with a brief description of the proposed genetic algorithm (GA). The GA is used to compute the optimal on/off status of thermal units and the fitness function is obtained by solving a quadratic programming problem by means of a standard non-linear Interior Point (IP) method. The results from real-world cases based on the Spanish power system are reported, which show the good performance of the proposed algorithm, taking into account the complexity and dimensionality of the problem. Finally, an IP algorithm is adapted to deal with discrete variables that appear in this problem and the obtained results are compared with that of the proposed GA.}, keywords = {energy}, pubstate = {published}, tppubtype = {article} } This paper presents an evolutionary technique applied to the optimal short-term scheduling (24 h) of the electric energy production. The equations that define the problem lead to a non-convex non-linear programming problem with a high number of continuous and discrete variables. Consequently, the resolution of the problem based on combinatorial methods is rather hard. The required heuristics, introduced to assure the feasibility of the constraints, are analyzed, along with a brief description of the proposed genetic algorithm (GA). The GA is used to compute the optimal on/off status of thermal units and the fitness function is obtained by solving a quadratic programming problem by means of a standard non-linear Interior Point (IP) method. The results from real-world cases based on the Spanish power system are reported, which show the good performance of the proposed algorithm, taking into account the complexity and dimensionality of the problem. Finally, an IP algorithm is adapted to deal with discrete variables that appear in this problem and the obtained results are compared with that of the proposed GA. |
A. Troncoso and F. Martínez-Álvarez and J. C. Riquelme and J. S. Aguilar-Ruiz Advanced Techniques Applied To Forecast Energy Time Series (Workshop) CLAIO XIV Latin Ibero-American Congress on Operations Research (I EUREKA Workshop on Knowledge Discovery, Knowledge Management and Decision Making), 2008. (BibTeX | Tags: energy, time series) @workshop{CLAIO2008, title = {Advanced Techniques Applied To Forecast Energy Time Series}, author = {A. Troncoso and F. Martínez-Álvarez and J. C. Riquelme and J. S. Aguilar-Ruiz}, year = {2008}, date = {2008-01-01}, booktitle = {CLAIO XIV Latin Ibero-American Congress on Operations Research (I EUREKA Workshop on Knowledge Discovery, Knowledge Management and Decision Making)}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {workshop} } |
F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme and J. S. Aguilar-Ruiz LBF: A Labeled-Based Forecasting Algorithm and its Application to Electricity Price Time Series (Conference) ICDM'08 IEEE International Conference on Data Mining, 2008. (Links | BibTeX | Tags: energy, time series) @conference{ICDM2008, title = {LBF: A Labeled-Based Forecasting Algorithm and its Application to Electricity Price Time Series}, author = {F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme and J. S. Aguilar-Ruiz}, url = {https://ieeexplore.ieee.org/document/4781140}, year = {2008}, date = {2008-01-01}, booktitle = {ICDM'08 IEEE International Conference on Data Mining}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {conference} } |
2007 |
F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme and J. M. Riquelme-Santos Discovering Patterns in Electricity Price Using Clustering Techniques (Conference) ICREPQ International Conference on Renewable Energies and Power Quality, 2007. (BibTeX | Tags: energy, time series) @conference{ICREPQ2007, title = {Discovering Patterns in Electricity Price Using Clustering Techniques}, author = {F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme and J. M. Riquelme-Santos}, year = {2007}, date = {2007-01-01}, booktitle = {ICREPQ International Conference on Renewable Energies and Power Quality}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {conference} } |
A. Troncoso and F. Martínez-Álvarez and J. C. Riquelme and J. M. Riquelme-Santos Técnicas Basadas en Vecinos Cercanos para la Predicción de los Precios de la Energía en el Mercado Eléctrico (Conference) CEDI II Congreso Español de Informática. SICO II Simposio de Inteligencia Computacional), 2007. (BibTeX | Tags: energy, time series) @conference{CEDI2007, title = {Técnicas Basadas en Vecinos Cercanos para la Predicción de los Precios de la Energía en el Mercado Eléctrico}, author = {A. Troncoso and F. Martínez-Álvarez and J. C. Riquelme and J. M. Riquelme-Santos}, year = {2007}, date = {2007-01-01}, booktitle = {CEDI II Congreso Español de Informática. SICO II Simposio de Inteligencia Computacional)}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {conference} } |
F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme and J. M. Riquelme-Santos Aplicación de Técnicas de Clustering a la Serie Temporal de los Precios de la Energía en el Mercado Eléctrico (Conference) CEDI II Congreso Español de Informática. TAMIDA V Taller Nacional de Minería de Datos y Aprendizaje, 2007. (BibTeX | Tags: energy, time series) @conference{TAMIDA2007, title = {Aplicación de Técnicas de Clustering a la Serie Temporal de los Precios de la Energía en el Mercado Eléctrico}, author = {F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme and J. M. Riquelme-Santos}, year = {2007}, date = {2007-01-01}, booktitle = {CEDI II Congreso Español de Informática. TAMIDA V Taller Nacional de Minería de Datos y Aprendizaje}, journal = {CEDI II Congreso Español de Informática. TAMIDA V Taller Nacional de Minería de Datos y Aprendizaje}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {conference} } |
A. Troncoso and J. M. Riquelme-Santos and A. Gómez-Expósito and J. L. Martínez-Ramos and J. C. Riquelme Electricity Market Price Forecasting Based on Weighted Nearest Neighbors Techniques (Journal Article) IEEE Transactions on Power Systems, 22 (3), pp. 1294-1301, 2007. (Abstract | Links | BibTeX | Tags: energy, time series) @article{IEEE2007, title = {Electricity Market Price Forecasting Based on Weighted Nearest Neighbors Techniques}, author = {A. Troncoso and J. M. Riquelme-Santos and A. Gómez-Expósito and J. L. Martínez-Ramos and J. C. Riquelme}, url = {https://ieeexplore.ieee.org/document/4282040}, doi = {10.1109/TPWRS.2007.901670}, year = {2007}, date = {2007-01-01}, journal = {IEEE Transactions on Power Systems}, volume = {22}, number = {3}, pages = {1294-1301}, abstract = {This paper presents a simple technique to forecast next-day electricity market prices based on the weighted nearest neighbors methodology. First, it is explained how the relevant parameters defining the adopted model are obtained. Such parameters have to do with the window length of the time series and with the number of neighbors chosen for the prediction. Then, results corresponding to the Spanish electricity market during 2002 are presented and discussed. Finally, the performance of the proposed method is compared with that of recently published techniques.}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {article} } This paper presents a simple technique to forecast next-day electricity market prices based on the weighted nearest neighbors methodology. First, it is explained how the relevant parameters defining the adopted model are obtained. Such parameters have to do with the window length of the time series and with the number of neighbors chosen for the prediction. Then, results corresponding to the Spanish electricity market during 2002 are presented and discussed. Finally, the performance of the proposed method is compared with that of recently published techniques. |
F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme and J. M. Riquelme-Santos Partitioning-Clustering Techniques Applied to the Electricity Price Time Series (Conference) IDEAL Intelligent Data Engineering and Automated Learning, Lecture Notes in Computer Science 2007. (Links | BibTeX | Tags: energy, time series) @conference{IDEAL2007b, title = {Partitioning-Clustering Techniques Applied to the Electricity Price Time Series}, author = {F. Martínez-Álvarez and A. Troncoso and J. C. Riquelme and J. M. Riquelme-Santos}, url = {https://link.springer.com/chapter/10.1007/978-3-540-77226-2_99}, year = {2007}, date = {2007-01-01}, booktitle = {IDEAL Intelligent Data Engineering and Automated Learning}, pages = {990-999}, series = {Lecture Notes in Computer Science}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {conference} } |
2006 |
A. Troncoso Advances in Optimization and Prediction Techniques: Real-World Applications (Journal Article) Artificial Intelligence Communications, 19 (3), pp. 295-297, 2006. (Abstract | Links | BibTeX | Tags: energy, time series) @article{AICOM2005, title = {Advances in Optimization and Prediction Techniques: Real-World Applications}, author = {A. Troncoso}, url = {https://content.iospress.com/articles/ai-communications/aic372}, year = {2006}, date = {2006-01-01}, journal = {Artificial Intelligence Communications}, volume = {19}, number = {3}, pages = {295-297}, abstract = {This paper describes a time-series prediction method based on the k-Weighted Nearest Neighbours (k-WNN) algorithm and a simple technique to deal with nonconvex, nonlinear optimization problems by solving a sequence of Interior Point (IP) subproblems. The proposed prediction methodology is applied to obtain the 24-hour forecasts of two real time series: the demand and the energy prices in the competitive Spanish Electricity Market. The proposed optimization method is applied to the optimal scheduling of the electric energy production in the short-term.}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {article} } This paper describes a time-series prediction method based on the k-Weighted Nearest Neighbours (k-WNN) algorithm and a simple technique to deal with nonconvex, nonlinear optimization problems by solving a sequence of Interior Point (IP) subproblems. The proposed prediction methodology is applied to obtain the 24-hour forecasts of two real time series: the demand and the energy prices in the competitive Spanish Electricity Market. The proposed optimization method is applied to the optimal scheduling of the electric energy production in the short-term. |
2005 |
A. Troncoso and J. C. Riquelme Predicción basada en Vecindad (Workshop) CEDI I Congreso Español de Informática. SICO I Simposio de Inteligencia Computacional), 2005. (BibTeX | Tags: energy, time series) @workshop{CEDI2005, title = {Predicción basada en Vecindad}, author = {A. Troncoso and J. C. Riquelme}, year = {2005}, date = {2005-01-01}, booktitle = {CEDI I Congreso Español de Informática. SICO I Simposio de Inteligencia Computacional)}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {workshop} } |
2004 |
A. Troncoso and J. M. Riquelme-Santos and J. C. Riquelme and A. Gómez-Expósito and J. L. Martínez-Ramos Time-Series Prediction: Application to the Short-Term Electric Energy Demand (Book Chapter) Lecture Notes in Artificial Intelligence, 3040 , pp. 577-586, Springer-Verlag, 2004. (Links | BibTeX | Tags: energy, time series) @inbook{LNAI2004a, title = {Time-Series Prediction: Application to the Short-Term Electric Energy Demand}, author = {A. Troncoso and J. M. Riquelme-Santos and J. C. Riquelme and A. Gómez-Expósito and J. L. Martínez-Ramos}, url = {https://link.springer.com/chapter/10.1007/978-3-540-25945-9_57}, year = {2004}, date = {2004-01-01}, booktitle = {Lecture Notes in Artificial Intelligence}, volume = {3040}, pages = {577-586}, publisher = {Springer-Verlag}, keywords = {energy, time series}, pubstate = {published}, tppubtype = {inbook} } |