José Cristóbal Riquelme Santos

Electricity Market Price Forecasting Based on Weighted Nearest Neighbors Techniques

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.

Discovering Numeric Association Rules via Evolutionary Algorithm

Association rules are one of the most used tools to discover relationships among attributes in a database. Nowadays, there are many efficient techniques to obtain these rules, although most of them require that the values of the attributes be discrete. To solve this problem, these techniques discretize the numeric attributes, but this implies a loss of information. In a general way, these techniques work in two phases: in the first one they try to find the sets of attributes that are, with a determined frequency, within the database (frequent itemsets), and in the second one, they extract the association rules departing from these sets. In this paper we present a technique to find the frequent itemsets in numeric databases without needing to discretize the attributes. We use an evolutionary algorithm to find the intervals of each attribute that conforms a frequent itemset. The evaluation function itself will be the one that decide the amplitude of these intervals. Finally, we evaluate the tool with synthetic and real databases to check the efficiency of our algorithm.

Incremental Rule Learning and Border Examples Selection from Numerical Data Streams

Mining data streams is a challenging task that requires online systems ba- sed on incremental learning approaches. This paper describes a classification system based on decision rules that may store up-to-date border examples to avoid unneces- sary revisions when virtual drifts are present in data. Consistent rules classify new test examples by covering and inconsistent rules classify them by distance as the nearest neighbour algorithm. In addition, the system provides an implicit forgetting heuristic so that positive and negative examples are removed from a rule when they are not near one another.

Electricity Market Price Forecasting: Neural Networks versus Weighted-Distance k Nearest Neighbours

In todays deregulated markets, forecasting energy prices is becoming more and more important. In the short term, expected price profiles help market participants to determine their bidding strategies. Consequently, accuracy in forecasting hourly prices is crucial for generation companies (GENCOs) to reduce the risk of over/underestimating the revenue obtained by selling energy. This paper presents and compares two techniques to deal with energy price forecasting time series: an Artificial Neural Network (ANN) and a combined k Nearest Neighbours (kNN) and Genetic algorithm (GA). First, a customized recurrent Multi-layer Perceptron is developed and applied to the 24-hour energy price forecasting problem, and the expected errors are quantified. Second, a k nearest neighbours algorithm is proposed using a Weighted-Euclidean distance. The weights are estimated by using a genetic algorithm. The performance of both methods on electricity market energy price forecasting is compared.

A Comparison of Two Techniques for Next-Day Electricity Price Forecasting

In the framework of competitive markets, the markets participants need energy price forecasts in order to determine their optimal bidding strategies and maximize their benefits. Therefore, if generation companies have a good accuracy in forecasting hourly prices they can reduce the risk of over/underestimating the income obtained by selling energy. This paper presents and compares two energy price forecasting tools for day-ahead electricity market: a k Weighted Nearest Neighbours (kWNN) the weights being estimated by a genetic algorithm and a Dynamic Regression (DR). Results from realistic cases based on Spanish electricity market energy price forecasting are reported.

An Evolutionary and Local Search Algorithm for Planning Two Manipulators Motion

A method based on the union of an Evolutionary Algorithm (EA) and a local search algorithm for obtaining coordinated motion plans of two manipulator robots is presented. A Decoupled Planning Approach has been used. For this purpose, the problem has been decomposed into two subproblems: path planning, where a collision-free path is found for each robot independently of the other, only considering fixed obstacles; and trajectory planning, where the paths are timed and synchronized in order to avoid collision with the other robot. This paper focuses on the second problem. A method is presented to minimize the total motion time of two manipulators along their paths, avoiding collision regardless of the accuracy of the dynamic model used. A hybrid technique with EA and local search methods has been implemented.

SNN: A Supervised Clustering Algorithm

In this paper, we present a new algorithm based on the nearest neighbours method, for discovering groups and identifying interesting distributions in the underlying data in the labelled databases. We introduces the theory of nearest neighbours sets in order to base the algorithm S-NN (Similar Nearest Neighbours). Traditional clustering algorithms are very sensitive to the user-defined parameters and an expert knowledge is required to choose the values. Frequently, these algorithms are fragile in the presence of outliers and any adjust well to spherical shapes. Experiments have shown that S-NN is accurate discovering arbitrary shapes and density clusters, since it takes into account the internal features of each cluster, and it does not depend on a user-supplied static model. S-NN achieve this by collecting the nearest neighbours with the same label until the enemy is found (it has not the same label). The determinism and the results offered to the researcher turn it into a valuable tool for the representation of the inherent knowledge to the labelled databases.

Generation of Management Rules through System Dynamics and Evolutionary Computation

Decision making has been traditionally based on a managers experience. This paper, however, discusses how a software project simulator based on System Dynamics and Evolutionary Computation can be combined to obtain management rules. The purpose is to provide accurate decision rules to help project managers to make decisions at any time in the software development life cycle. To do so, a database from which management rules are generated is obtained using a software project simulator based on system dynamics. We then find approximate optimal management rules using an evolutionary algorithm which implements a novel method for encoding the individuals, i.e., management rules to be searched by the algorithm. The resulting management rules of our method are also compared with the ones obtained by another algorithm called C4.5. Results show that our evolutionary approach produces better management decision rules regarding quality and understandability.

An approach to validity indices for clustering techniques in Big Data

Clustering analysis is one of the most used Machine Learning techniques to discover groups among data objects. Some clustering methods require the number of clusters into which the data is going to be partitioned. There exist several cluster validity indices that help us to approximate the optimal number of clusters of the dataset. However, such indices are not suitable to deal with Big Data due to its size limitation and runtime costs. This paper presents two clustering validity indices that handle large amount of data in low computational time. Our indices are based on redefinitions of traditional indices by simplifying the intra-cluster distance calculation. Two types of tests have been carried out over 28 synthetic datasets to analyze the performance of the proposed indices. First, we test the indices with small and medium size datasets to verify that our indices have a similar effectiveness to the traditional ones. Subsequently, tests on datasets of up to 11 million records and 20 features have been executed to check their efficiency. The results show that both indices can handle Big Data in a very low computational time with an effectiveness similar to the traditional indices using Apache Spark framework.

Non-parametric Nearest Neighbor with Local Adaptation

The k-Nearest Neighbor algorithm (k-NN) uses a classification criterion that depends on the parameter k. Usually, the value of this parameter must be determined by the user. In this paper we present an algorithm based on the NN technique that does not take the value of k from the user. Our approach evaluates values of k that classified the training examples correctly and takes which classified most examples. As the user does not take part in the election of the parameter k, the algorithm is non-parametric. With this heuristic, we propose an easy variation of the k-NN algorithm that gives robustness with noise present in data. Summarized in the last section, the experiments show that the error rate decreases in comparison with the k-NN technique when the best k for each database has been previously obtained.