Short Term Load Forecasting Using Artificial Neural Network And Imperialist Competitive Algorithm

Size: px
Start display at page:

Download "Short Term Load Forecasting Using Artificial Neural Network And Imperialist Competitive Algorithm"

Transcription

1 Short Term Load Forecastig Usig Artificial eural etwork Ad Imperialist Competitive Algorithm Mostafa Salamat, Javad Mousavi, Seyed Hamid Shah Alami, Paper Referece umber: Abstract I last two decades, statistical methods have bee usual techiques for short-term load forecastig. But today, much research has bee carried out o the applicatio of Artificial eural etwork techiques to Short-Term Load-Forecastig (STLF) problem. I this paper, The time of STLF is reduced by idetifyig of effective parameters i STLF by usig of imperialist competitive algorithm. Key words: Imperialist Competitive Algorithm, Artificial eural etwork, Short-Term Load- Forecastig 1. ITRODUCTIO Load forecastig is oe of the cetral fuctios i power systems operatios ad it is extremely importat for eergy suppliers ad other participats ivolved i electric eergy geeratio, tramissio, distributio, ad supply. Load forecasts ca be divided ito three categories: short-term forecasts, medium-term forecasts ad log-term forecasts. Short-term load forecastig (STLF) is a importat part of the power geeratio process. Previously it was used by traditioal approaches like time series, but ew methods based o artificial ad computatioal itelligece have started to replace the old oes i the idustry. Artificial eural etworks are provig their supremacy over other traditioal forecastig techiques. This etwork uses cotiuously valued fuctios ad supervised learig, the actual umerical weights assiged to elemet iputs are determied by matchig historical data (such as time ad weather) to desired outputs (such as historical loads) i a pre-operatioal traiig sessio. The model ca forecast load profiles from oe to seve days. But, because of the umbers of iput parameters to eural etwork is high, Therefore the time of learig ad forecastig icreased. I this paper, The time of STLF is reduced by idetifyig of effective parameters i STLF by usig of imperialist competitive algorithm. Like other evolutioary algorithms, the proposed algorithm starts with a iitial populatio. Populatio idividuals called coutry are i two types: coloies ad imperialists that all together form some empires. Imperialistic competitio amog these empires forms the basis of the proposed evolutioary algorithm. Durig this competitio, weak empires collapse ad powerful oes take possessio of their coloies. Imperialistic competitio hopefully coverges to a state i which there exist oly oe empire ad its coloies are i the same positio ad have the same cost as the imperialist. Applyig

2 the proposed algorithm to STLF problem, shows its ability i dealig with differet types of optimizatio problems ad improvemet of load forecastig time. 2. IMPERIALIST COMPETITIVE ALGORITHM Figure 1 shows the flowchart of the proposed algorithm. Like other evolutioary oes, the proposed algorithm starts with a iitial populatio (coutries i the world). Some of the best coutries i the populatio are selected to be the imperialists ad the rest form the coloies of these imperialists. All the coloies of iitial populatio are divided amog the metioed imperialists based o their power. The power of a empire which is the couter part of the fitess value i GA, is iversely proportioal to its cost. After dividig all coloies amog imperialists, coloies start movig toward their relevat imperialist coutry. The total power of a empire depeds o both the power of the imperialist coutry ad the power of its coloies. We will model this fact by defiig the total power of a empire by the power of imperialist coutry plus a percetage of mea power of its coloies. The the imperialistic competitio begis amog all the empires. Ay empire that is ot able to succeed i this competitio ad ca t icrease its power (or at least prevet decreasig its power) will be elimiated from the competitio. The imperialistic competitio will gradually result i a icrease i the power of powerful empires ad a decrease i the power of weaker oes. Weak empires will lose their power ad ultimately they will collapse. The movemet of coloies toward their relevat imperialists alog with competitio amog empires ad also the collapse mechaism will hopefully cause all the coutries to coverge to a state i which there exist just oe empire i the world ad all the other coutries are coloies of that empire. I this ideal ew world coloies, have the same positio ad power as the imperialist.

3 Fig 1 : Flow chart of proposed algorithm 1 Imperialist Competitive Algorithm The goal of optimizatio is to fid a optimal solutio i terms of the variables of the problem. We form a array of variable values to be optimized. I GA termiology, this array is called chromosome, but here the term coutry is used for this array. This array is defied by coutry [ p1, p2, p3,..., p ] (1) The variable values i the coutry are represeted as floatig poit umbers. The cost of a coutry is foud by evaluatig the cost fuctio f at the variables ( p1, p2, p3,..., p ).The cos (c ) (,,,..., ) t f outry f p1 p2 p3 p ( 2 ) To start the optimizatio algorithm we geerate the iitial populatio of size imp. we select of the most powerful coutries to form the empires. the remaiig col of the populatio will be the coloies each of which belogs to a empire. the we have two types of coutries; imperialist ad coloy. to form the iitial empires, we divide the coloies amog imperialists based o their power. That is the iitial umber of coloies of a empire should be directly proportioate to its power. To divide the coloies amog imperialists proportioally, we defie the ormalized cost of a imperialist by, C c maxc i Where c is the cost of th imperialist ad C is its ormalized cost. Havig the ormalized cost of all imperialists, the ormalized power of each imperialist is defied by, ( 3 ) p C i1 imp C i From aother poit of view, the ormalized power of a imperialist is the portio of coloies that should be possessed by that imperialist. The the iitial umber of coloies of a empire will be,. C roud p. ( 5 ) col (4) Where.C is the iitial umber of coloies of th empire ad col is the umber of all coloies. To divide the coloies, for each imperialist we radomly choose..c of the coloies ad give them to it. These coloies alog with the imperialist will form th empire. Figure 2 shows the iitial populatio of each empire. As show i this figure bigger empires have greater umber of coloies while weaker oes have less. I this figure imperialist 1 has formed the most powerful empire ad has the greatest umber of coloies.

4 Fig 2 : Geeratig the iitial empires: The more coloies a imperialist possess, the bigger is its relevat mark 2 Imperialist competitio As metioed i sectio II, all empires try to take possessio of coloies of other empires ad cotrol them. This perialistic competitio gradually brigs about a decrease i the power of weaker empires ad a icrease i the power of more powerful oes. We model this competitio by just pickig some (usually oe) of the weakest coloies of the weakest impires ad makig a competitio amog all empires to possess these (this)coloies. Figure 6 shows a big picture of the modeled imperialistic competitio. Based o their total power, i this competitio, each of empires will have a likelihood of takig possessio of the metioed coloies. I other words these coloies will ot be possessed by the most powerful empires, but these empires will be more likely to possess them. Fig 3 : Imperialistic competitio To start the competitio, first, we fid the possessio probability of each empire based o its total power. The ormalized total cost is simply obtaied by,. T. C T. C max T. C ( 6 ) i Where T.C ad.t.c are respectively total cost ad ormalized total cost of th empire. Havig the ormalized total cost, the possessio probability of each empire is give by,

5 p p. T. C imp i1. T. C i To divide the metioed coloies amog empires based o the possessio probability of them, we form the vector P as, P p, p, p,..., p p1 p2 p3 p imp The we create a vector with the same size as P whose elemets are uiformly distributed radom umbers. R r1, r2, r3,..., r imp The we form vector D by simply subtractig R from P. D p r, p r, p r,..., p r p1 1 p2 2 p3 3 p imp imp Referrig to vector D we will had the metioed coloies to a empire whose relevat idex i D is maximum. 3 Covergece After a while all the empires except the most powerful oe will collapse ad all the coloies will be uder the cotrol of this uique empire. I this ideal ew world all the coloies will have the same positios ad same costs ad they will be cotrolled by a imperialist with the same positio ad cost as themselves. I this ideal world, there is o differece ot oly amog coloies but also betwee coloies ad imperialist. I such a coditio we put a ed to the imperialistic competitio ad stop the algorithm. Some of bechmark problems i the realm of optimizatio. The mai steps i the algorithm are summarized i the pseudo code show i figure 4. (7) ( 8 ) ( 9 ) (10 ) Fig 4 : Pseudo code for the proposed algorithm

6 3. EXPERIMETAL STUDY For our eural etwork model we used a Back propagatio etwork with a sigle hidde layer. The activatio fuctio used i the hidde ad output layer was Ta-sigmoid ad Pure liear. The A was implemeted usig MATLAB. The data employed for traiig ad testig the eural etwork were obtaied from the EMMCO website for the period Jue-July Like other evolutioary algorithms, The competitive algorithm also requires a buch of settigs that have bee selected i the followig calculatios The umber of iitial states: 100 umber of early empires: 5 umber of coloies: 95 umber of decades (algorithms repeati): 90 umber of etries: 21 umber of variables to be selected: 8 I the proposed algorithm, the data used as iput to the eural etwork was used oce, after beig ormalized i the form of a Excel file ito the MATLAB program. For example, This data icludes the time (1 to 24 represet the hours of the day), day (from 1 to 31 for six moths ad 1 to 30 for 5 i the first moth ad the last moth of 1 to 29 was cosidered.), Moth (from 1 to 12 ), day of week (Saturday to Friday from 1 to 7),workig day(0 for holiday,0.5 for Thursday ad 1 for other days), miimum temperature, maximum temperature, Wid, humidity,the cosumed curret load,. The ed result of optimal respose i STLF problem is show i figure 5. Calculatio error is obtaied by mea square error ad equal to e-004. As ca be see, the etwork is able to solve STLF problem with good accuracy. The oly differece is i the peak load forecast ad the actual value.this differece ca fixed by output feedback etworks. Fig 5 : Comparig betwee actual ad forecastig load

7 4. COCLUSIO I this paper, A optimizatio algorithm based o modelig the imperialistic competitio is proposed for STLF. The algorithm is tested ad the results show that the time of STLF problem is reduced. I other words, The result of STLF problem show that our expectatios regardig our proposed method is able to satisfy most of load forecastig problem. 5. REFRECES [1] I. Moghram, S.Rahma, Aalysis ad evaluatio of five short-term load forecastig techiques, IEEE trasactio of power system, 4(4), 1989,pp [2] J. W. Taylor, P. E. McSharry, Short-term load forecastig methods: A evaluatio based o Europea data, IEEE Trasactio o Power System, o. 22, pp , [3] ] M. Peg,.F. Hubele, ad G.G applicatio Advacemet i the"karady. Of eural etworks for Short-Term Load Forecastig. IEEE Trasactios o Power Systems, 7: , [4] Esmaeil Atashpaz-Gargari, Caro Lucas, "Imperialist Competitive Algorithm: A Algorithm for Optimizatio Ispired by Imperialistic Competitio", IEEE Cogress o Evolutioary Computatio (CEC), Sigapore, , [5] R. L. Haupt ad S. E. Haupt, Practical Geetic Algorithms, Secod Editio, ew Jersey: Joh Wiley & Sos, 2004 [6] P. Fishwick, eural etwork models i simulatio: A compariso with traditioal modelig approaches Workig Paper, Uiversity of Florida, Gaiesville, FL,1989. [7] M. Shahidehpour, H. Yami, ad Z. Li, Market Operatios i Electric Power Systems: Forecastig,Schedulig, ad Risk Maagemet, ew York:Wiley, [8] S. Hayki, eural etworks, A comprehesive foudatio, Pretice-Hall, ew Jersey, [9] Website for historical load data. [10] Website for historical weather.

Electricity consumption forecasting method based on MPSO-BP neural network model Youshan Zhang 1, 2,a, Liangdong Guo2, b,qi Li 3, c and Junhui Li2, d

Electricity consumption forecasting method based on MPSO-BP neural network model Youshan Zhang 1, 2,a, Liangdong Guo2, b,qi Li 3, c and Junhui Li2, d 4th Iteratioal Coferece o Electrical & Electroics Egieerig ad Computer Sciece (ICEEECS 2016) Electricity cosumptio forecastig method based o eural etwork model Yousha Zhag 1, 2,a, Liagdog Guo2, b,qi Li

More information

A proposed discrete distribution for the statistical modeling of

A proposed discrete distribution for the statistical modeling of It. Statistical Ist.: Proc. 58th World Statistical Cogress, 0, Dubli (Sessio CPS047) p.5059 A proposed discrete distributio for the statistical modelig of Likert data Kidd, Marti Cetre for Statistical

More information

Information-based Feature Selection

Information-based Feature Selection Iformatio-based Feature Selectio Farza Faria, Abbas Kazeroui, Afshi Babveyh Email: {faria,abbask,afshib}@staford.edu 1 Itroductio Feature selectio is a topic of great iterest i applicatios dealig with

More information

Infinite Sequences and Series

Infinite Sequences and Series Chapter 6 Ifiite Sequeces ad Series 6.1 Ifiite Sequeces 6.1.1 Elemetary Cocepts Simply speakig, a sequece is a ordered list of umbers writte: {a 1, a 2, a 3,...a, a +1,...} where the elemets a i represet

More information

Optimal Sizing and Placement of Distribution Generation Using Imperialist Competitive Algorithm

Optimal Sizing and Placement of Distribution Generation Using Imperialist Competitive Algorithm Optimal Sizig ad Placemet of Distributio Geeratio Usig Imperialist Competitive Algorithm H. A. Shayafar * Electrical Eg. Departmet, Islamic Azad Uiversity, South Tehra Brach, Tehra, Ira N. Amjady Electrical

More information

Estimation for Complete Data

Estimation for Complete Data Estimatio for Complete Data complete data: there is o loss of iformatio durig study. complete idividual complete data= grouped data A complete idividual data is the oe i which the complete iformatio of

More information

CHAPTER 10 INFINITE SEQUENCES AND SERIES

CHAPTER 10 INFINITE SEQUENCES AND SERIES CHAPTER 10 INFINITE SEQUENCES AND SERIES 10.1 Sequeces 10.2 Ifiite Series 10.3 The Itegral Tests 10.4 Compariso Tests 10.5 The Ratio ad Root Tests 10.6 Alteratig Series: Absolute ad Coditioal Covergece

More information

Linear regression. Daniel Hsu (COMS 4771) (y i x T i β)2 2πσ. 2 2σ 2. 1 n. (x T i β y i ) 2. 1 ˆβ arg min. β R n d

Linear regression. Daniel Hsu (COMS 4771) (y i x T i β)2 2πσ. 2 2σ 2. 1 n. (x T i β y i ) 2. 1 ˆβ arg min. β R n d Liear regressio Daiel Hsu (COMS 477) Maximum likelihood estimatio Oe of the simplest liear regressio models is the followig: (X, Y ),..., (X, Y ), (X, Y ) are iid radom pairs takig values i R d R, ad Y

More information

Agreement of CI and HT. Lecture 13 - Tests of Proportions. Example - Waiting Times

Agreement of CI and HT. Lecture 13 - Tests of Proportions. Example - Waiting Times Sigificace level vs. cofidece level Agreemet of CI ad HT Lecture 13 - Tests of Proportios Sta102 / BME102 Coli Rudel October 15, 2014 Cofidece itervals ad hypothesis tests (almost) always agree, as log

More information

NYU Center for Data Science: DS-GA 1003 Machine Learning and Computational Statistics (Spring 2018)

NYU Center for Data Science: DS-GA 1003 Machine Learning and Computational Statistics (Spring 2018) NYU Ceter for Data Sciece: DS-GA 003 Machie Learig ad Computatioal Statistics (Sprig 208) Brett Berstei, David Roseberg, Be Jakubowski Jauary 20, 208 Istructios: Followig most lab ad lecture sectios, we

More information

Machine Learning Brett Bernstein

Machine Learning Brett Bernstein Machie Learig Brett Berstei Week Lecture: Cocept Check Exercises Starred problems are optioal. Statistical Learig Theory. Suppose A = Y = R ad X is some other set. Furthermore, assume P X Y is a discrete

More information

Application of imperialist competitive algorithm for optimizing a thin resistant interphase

Application of imperialist competitive algorithm for optimizing a thin resistant interphase Available olie at www.sciecedirect.com Procedia Techology (0 ) 87 93 INSODE 0 Applicatio of imperialist competitive algorithm for optimizig a thi resistat iterphase Hamid Mozafari a*, Behzad Abdi a, Amra

More information

MATH 320: Probability and Statistics 9. Estimation and Testing of Parameters. Readings: Pruim, Chapter 4

MATH 320: Probability and Statistics 9. Estimation and Testing of Parameters. Readings: Pruim, Chapter 4 MATH 30: Probability ad Statistics 9. Estimatio ad Testig of Parameters Estimatio ad Testig of Parameters We have bee dealig situatios i which we have full kowledge of the distributio of a radom variable.

More information

Optimally Sparse SVMs

Optimally Sparse SVMs A. Proof of Lemma 3. We here prove a lower boud o the umber of support vectors to achieve geeralizatio bouds of the form which we cosider. Importatly, this result holds ot oly for liear classifiers, but

More information

Chapter 10: Power Series

Chapter 10: Power Series Chapter : Power Series 57 Chapter Overview: Power Series The reaso series are part of a Calculus course is that there are fuctios which caot be itegrated. All power series, though, ca be itegrated because

More information

ME 539, Fall 2008: Learning-Based Control

ME 539, Fall 2008: Learning-Based Control ME 539, Fall 2008: Learig-Based Cotrol Neural Network Basics 10/1/2008 & 10/6/2008 Uiversity Orego State Neural Network Basics Questios??? Aoucemet: Homework 1 has bee posted Due Friday 10/10/08 at oo

More information

STA Learning Objectives. Population Proportions. Module 10 Comparing Two Proportions. Upon completing this module, you should be able to:

STA Learning Objectives. Population Proportions. Module 10 Comparing Two Proportions. Upon completing this module, you should be able to: STA 2023 Module 10 Comparig Two Proportios Learig Objectives Upo completig this module, you should be able to: 1. Perform large-sample ifereces (hypothesis test ad cofidece itervals) to compare two populatio

More information

Sample Size Determination (Two or More Samples)

Sample Size Determination (Two or More Samples) Sample Sie Determiatio (Two or More Samples) STATGRAPHICS Rev. 963 Summary... Data Iput... Aalysis Summary... 5 Power Curve... 5 Calculatios... 6 Summary This procedure determies a suitable sample sie

More information

Week 1, Lecture 2. Neural Network Basics. Announcements: HW 1 Due on 10/8 Data sets for HW 1 are online Project selection 10/11. Suggested reading :

Week 1, Lecture 2. Neural Network Basics. Announcements: HW 1 Due on 10/8 Data sets for HW 1 are online Project selection 10/11. Suggested reading : ME 537: Learig-Based Cotrol Week 1, Lecture 2 Neural Network Basics Aoucemets: HW 1 Due o 10/8 Data sets for HW 1 are olie Proect selectio 10/11 Suggested readig : NN survey paper (Zhag Chap 1, 2 ad Sectios

More information

Provläsningsexemplar / Preview TECHNICAL REPORT INTERNATIONAL SPECIAL COMMITTEE ON RADIO INTERFERENCE

Provläsningsexemplar / Preview TECHNICAL REPORT INTERNATIONAL SPECIAL COMMITTEE ON RADIO INTERFERENCE TECHNICAL REPORT CISPR 16-4-3 2004 AMENDMENT 1 2006-10 INTERNATIONAL SPECIAL COMMITTEE ON RADIO INTERFERENCE Amedmet 1 Specificatio for radio disturbace ad immuity measurig apparatus ad methods Part 4-3:

More information

ENGI 4421 Confidence Intervals (Two Samples) Page 12-01

ENGI 4421 Confidence Intervals (Two Samples) Page 12-01 ENGI 44 Cofidece Itervals (Two Samples) Page -0 Two Sample Cofidece Iterval for a Differece i Populatio Meas [Navidi sectios 5.4-5.7; Devore chapter 9] From the cetral limit theorem, we kow that, for sufficietly

More information

Intermittent demand forecasting by using Neural Network with simulated data

Intermittent demand forecasting by using Neural Network with simulated data Proceedigs of the 011 Iteratioal Coferece o Idustrial Egieerig ad Operatios Maagemet Kuala Lumpur, Malaysia, Jauary 4, 011 Itermittet demad forecastig by usig Neural Network with simulated data Nguye Khoa

More information

Polynomial identity testing and global minimum cut

Polynomial identity testing and global minimum cut CHAPTER 6 Polyomial idetity testig ad global miimum cut I this lecture we will cosider two further problems that ca be solved usig probabilistic algorithms. I the first half, we will cosider the problem

More information

7. Modern Techniques. Data Encryption Standard (DES)

7. Modern Techniques. Data Encryption Standard (DES) 7. Moder Techiques. Data Ecryptio Stadard (DES) The objective of this chapter is to illustrate the priciples of moder covetioal ecryptio. For this purpose, we focus o the most widely used covetioal ecryptio

More information

62. Power series Definition 16. (Power series) Given a sequence {c n }, the series. c n x n = c 0 + c 1 x + c 2 x 2 + c 3 x 3 +

62. Power series Definition 16. (Power series) Given a sequence {c n }, the series. c n x n = c 0 + c 1 x + c 2 x 2 + c 3 x 3 + 62. Power series Defiitio 16. (Power series) Give a sequece {c }, the series c x = c 0 + c 1 x + c 2 x 2 + c 3 x 3 + is called a power series i the variable x. The umbers c are called the coefficiets of

More information

ADVANCED SOFTWARE ENGINEERING

ADVANCED SOFTWARE ENGINEERING ADVANCED SOFTWARE ENGINEERING COMP 3705 Exercise Usage-based Testig ad Reliability Versio 1.0-040406 Departmet of Computer Ssciece Sada Narayaappa, Aeliese Adrews Versio 1.1-050405 Departmet of Commuicatio

More information

There is no straightforward approach for choosing the warmup period l.

There is no straightforward approach for choosing the warmup period l. B. Maddah INDE 504 Discrete-Evet Simulatio Output Aalysis () Statistical Aalysis for Steady-State Parameters I a otermiatig simulatio, the iterest is i estimatig the log ru steady state measures of performace.

More information

Study on Coal Consumption Curve Fitting of the Thermal Power Based on Genetic Algorithm

Study on Coal Consumption Curve Fitting of the Thermal Power Based on Genetic Algorithm Joural of ad Eergy Egieerig, 05, 3, 43-437 Published Olie April 05 i SciRes. http://www.scirp.org/joural/jpee http://dx.doi.org/0.436/jpee.05.34058 Study o Coal Cosumptio Curve Fittig of the Thermal Based

More information

BUSINESS STATISTICS (PART-9) AVERAGE OR MEASURES OF CENTRAL TENDENCY: THE GEOMETRIC AND HARMONIC MEANS

BUSINESS STATISTICS (PART-9) AVERAGE OR MEASURES OF CENTRAL TENDENCY: THE GEOMETRIC AND HARMONIC MEANS BUSINESS STATISTICS (PART-9) AVERAGE OR MEASURES OF CENTRAL TENDENCY: THE GEOMETRIC AND HARMONIC MEANS. INTRODUCTION We have so far discussed three measures of cetral tedecy, viz. The Arithmetic Mea, Media

More information

Application of Imperialist Competitive Algorithm to Solve Constrained Economic Dispatch

Application of Imperialist Competitive Algorithm to Solve Constrained Economic Dispatch Iteratioal Joural o Electrical Egieerig ad Iformatics Volume 4, Number 4, December 202 Applicatio of Imperialist Competitive Algorithm to Solve Costraied Ecoomic Dispatch Ghasem Mokhtari, Ahmad Javid Ghaizadeh

More information

Axis Aligned Ellipsoid

Axis Aligned Ellipsoid Machie Learig for Data Sciece CS 4786) Lecture 6,7 & 8: Ellipsoidal Clusterig, Gaussia Mixture Models ad Geeral Mixture Models The text i black outlies high level ideas. The text i blue provides simple

More information

A NEW APPROACH TO SOLVE AN UNBALANCED ASSIGNMENT PROBLEM

A NEW APPROACH TO SOLVE AN UNBALANCED ASSIGNMENT PROBLEM A NEW APPROACH TO SOLVE AN UNBALANCED ASSIGNMENT PROBLEM *Kore B. G. Departmet Of Statistics, Balwat College, VITA - 415 311, Dist.: Sagli (M. S.). Idia *Author for Correspodece ABSTRACT I this paper I

More information

10/2/ , 5.9, Jacob Hays Amit Pillay James DeFelice

10/2/ , 5.9, Jacob Hays Amit Pillay James DeFelice 0//008 Liear Discrimiat Fuctios Jacob Hays Amit Pillay James DeFelice 5.8, 5.9, 5. Miimum Squared Error Previous methods oly worked o liear separable cases, by lookig at misclassified samples to correct

More information

Chapter 13, Part A Analysis of Variance and Experimental Design

Chapter 13, Part A Analysis of Variance and Experimental Design Slides Prepared by JOHN S. LOUCKS St. Edward s Uiversity Slide 1 Chapter 13, Part A Aalysis of Variace ad Eperimetal Desig Itroductio to Aalysis of Variace Aalysis of Variace: Testig for the Equality of

More information

NUMERICAL METHODS FOR SOLVING EQUATIONS

NUMERICAL METHODS FOR SOLVING EQUATIONS Mathematics Revisio Guides Numerical Methods for Solvig Equatios Page 1 of 11 M.K. HOME TUITION Mathematics Revisio Guides Level: GCSE Higher Tier NUMERICAL METHODS FOR SOLVING EQUATIONS Versio:. Date:

More information

Expectation-Maximization Algorithm.

Expectation-Maximization Algorithm. Expectatio-Maximizatio Algorithm. Petr Pošík Czech Techical Uiversity i Prague Faculty of Electrical Egieerig Dept. of Cyberetics MLE 2 Likelihood.........................................................................................................

More information

ECE 8527: Introduction to Machine Learning and Pattern Recognition Midterm # 1. Vaishali Amin Fall, 2015

ECE 8527: Introduction to Machine Learning and Pattern Recognition Midterm # 1. Vaishali Amin Fall, 2015 ECE 8527: Itroductio to Machie Learig ad Patter Recogitio Midterm # 1 Vaishali Ami Fall, 2015 tue39624@temple.edu Problem No. 1: Cosider a two-class discrete distributio problem: ω 1 :{[0,0], [2,0], [2,2],

More information

Chapter 6 Sampling Distributions

Chapter 6 Sampling Distributions Chapter 6 Samplig Distributios 1 I most experimets, we have more tha oe measuremet for ay give variable, each measuremet beig associated with oe radomly selected a member of a populatio. Hece we eed to

More information

1 Review of Probability & Statistics

1 Review of Probability & Statistics 1 Review of Probability & Statistics a. I a group of 000 people, it has bee reported that there are: 61 smokers 670 over 5 960 people who imbibe (drik alcohol) 86 smokers who imbibe 90 imbibers over 5

More information

Because it tests for differences between multiple pairs of means in one test, it is called an omnibus test.

Because it tests for differences between multiple pairs of means in one test, it is called an omnibus test. Math 308 Sprig 018 Classes 19 ad 0: Aalysis of Variace (ANOVA) Page 1 of 6 Itroductio ANOVA is a statistical procedure for determiig whether three or more sample meas were draw from populatios with equal

More information

Axioms of Measure Theory

Axioms of Measure Theory MATH 532 Axioms of Measure Theory Dr. Neal, WKU I. The Space Throughout the course, we shall let X deote a geeric o-empty set. I geeral, we shall ot assume that ay algebraic structure exists o X so that

More information

New Particle Swarm Neural Networks Model Based Long Term Electrical Load Forecasting in Slovakia

New Particle Swarm Neural Networks Model Based Long Term Electrical Load Forecasting in Slovakia New Particle Swarm Neural Networks Model Based Log Term Electrical Load Forecastig i Slovakia S.H. OUDJANA 1, A. HELLAL 2 1, 2 Uiversity of Laghouat, Departmet of Electrical Egieerig, Laboratory of Aalysis

More information

SECTION 1.5 : SUMMATION NOTATION + WORK WITH SEQUENCES

SECTION 1.5 : SUMMATION NOTATION + WORK WITH SEQUENCES SECTION 1.5 : SUMMATION NOTATION + WORK WITH SEQUENCES Read Sectio 1.5 (pages 5 9) Overview I Sectio 1.5 we lear to work with summatio otatio ad formulas. We will also itroduce a brief overview of sequeces,

More information

Linear Associator Linear Layer

Linear Associator Linear Layer Hebbia Learig opic 6 Note: lecture otes by Michael Negevitsky (uiversity of asmaia) Bob Keller (Harvey Mudd College CA) ad Marti Haga (Uiversity of Colorado) are used Mai idea: learig based o associatio

More information

Topic 9: Sampling Distributions of Estimators

Topic 9: Sampling Distributions of Estimators Topic 9: Samplig Distributios of Estimators Course 003, 2016 Page 0 Samplig distributios of estimators Sice our estimators are statistics (particular fuctios of radom variables), their distributio ca be

More information

Sequences. Notation. Convergence of a Sequence

Sequences. Notation. Convergence of a Sequence Sequeces A sequece is essetially just a list. Defiitio (Sequece of Real Numbers). A sequece of real umbers is a fuctio Z (, ) R for some real umber. Do t let the descriptio of the domai cofuse you; it

More information

t distribution [34] : used to test a mean against an hypothesized value (H 0 : µ = µ 0 ) or the difference

t distribution [34] : used to test a mean against an hypothesized value (H 0 : µ = µ 0 ) or the difference EXST30 Backgroud material Page From the textbook The Statistical Sleuth Mea [0]: I your text the word mea deotes a populatio mea (µ) while the work average deotes a sample average ( ). Variace [0]: The

More information

Comparison Study of Series Approximation. and Convergence between Chebyshev. and Legendre Series

Comparison Study of Series Approximation. and Convergence between Chebyshev. and Legendre Series Applied Mathematical Scieces, Vol. 7, 03, o. 6, 3-337 HIKARI Ltd, www.m-hikari.com http://d.doi.org/0.988/ams.03.3430 Compariso Study of Series Approimatio ad Covergece betwee Chebyshev ad Legedre Series

More information

Lecture 4. Hw 1 and 2 will be reoped after class for every body. New deadline 4/20 Hw 3 and 4 online (Nima is lead)

Lecture 4. Hw 1 and 2 will be reoped after class for every body. New deadline 4/20 Hw 3 and 4 online (Nima is lead) Lecture 4 Homework Hw 1 ad 2 will be reoped after class for every body. New deadlie 4/20 Hw 3 ad 4 olie (Nima is lead) Pod-cast lecture o-lie Fial projects Nima will register groups ext week. Email/tell

More information

Discrete-Time Systems, LTI Systems, and Discrete-Time Convolution

Discrete-Time Systems, LTI Systems, and Discrete-Time Convolution EEL5: Discrete-Time Sigals ad Systems. Itroductio I this set of otes, we begi our mathematical treatmet of discrete-time s. As show i Figure, a discrete-time operates or trasforms some iput sequece x [

More information

The Random Walk For Dummies

The Random Walk For Dummies The Radom Walk For Dummies Richard A Mote Abstract We look at the priciples goverig the oe-dimesioal discrete radom walk First we review five basic cocepts of probability theory The we cosider the Beroulli

More information

Estimating the Change Point of Bivariate Binomial Processes Experiencing Step Changes in Their Mean

Estimating the Change Point of Bivariate Binomial Processes Experiencing Step Changes in Their Mean Proceedigs of the 202 Iteratioal Coferece o Idustrial Egieerig ad Operatios Maagemet Istabul, Turey, July 3 6, 202 Estimatig the Chage Poit of Bivariate Biomial Processes Experiecig Step Chages i Their

More information

Basis for simulation techniques

Basis for simulation techniques Basis for simulatio techiques M. Veeraraghava, March 7, 004 Estimatio is based o a collectio of experimetal outcomes, x, x,, x, where each experimetal outcome is a value of a radom variable. x i. Defiitios

More information

MATH301 Real Analysis (2008 Fall) Tutorial Note #7. k=1 f k (x) converges pointwise to S(x) on E if and

MATH301 Real Analysis (2008 Fall) Tutorial Note #7. k=1 f k (x) converges pointwise to S(x) on E if and MATH01 Real Aalysis (2008 Fall) Tutorial Note #7 Sequece ad Series of fuctio 1: Poitwise Covergece ad Uiform Covergece Part I: Poitwise Covergece Defiitio of poitwise covergece: A sequece of fuctios f

More information

xn = x n 1 α f(xn 1 + β n) f(xn 1 β n)

xn = x n 1 α f(xn 1 + β n) f(xn 1 β n) Proceedigs of the 005 Witer Simulatio Coferece M E Kuhl, N M Steiger, F B Armstrog, ad J A Joies, eds BALANCING BIAS AND VARIANCE IN THE OPTIMIZATION OF SIMULATION MODELS Christie SM Currie School of Mathematics

More information

On an Application of Bayesian Estimation

On an Application of Bayesian Estimation O a Applicatio of ayesia Estimatio KIYOHARU TANAKA School of Sciece ad Egieerig, Kiki Uiversity, Kowakae, Higashi-Osaka, JAPAN Email: ktaaka@ifokidaiacjp EVGENIY GRECHNIKOV Departmet of Mathematics, auma

More information

STAT 350 Handout 19 Sampling Distribution, Central Limit Theorem (6.6)

STAT 350 Handout 19 Sampling Distribution, Central Limit Theorem (6.6) STAT 350 Hadout 9 Samplig Distributio, Cetral Limit Theorem (6.6) A radom sample is a sequece of radom variables X, X 2,, X that are idepedet ad idetically distributed. o This property is ofte abbreviated

More information

Pixel Recurrent Neural Networks

Pixel Recurrent Neural Networks Pixel Recurret Neural Networks Aa ro va de Oord, Nal Kalchbreer, Koray Kavukcuoglu Google DeepMid August 2016 Preseter - Neha M Example problem (completig a image) Give the first half of the image, create

More information

Sampling Error. Chapter 6 Student Lecture Notes 6-1. Business Statistics: A Decision-Making Approach, 6e. Chapter Goals

Sampling Error. Chapter 6 Student Lecture Notes 6-1. Business Statistics: A Decision-Making Approach, 6e. Chapter Goals Chapter 6 Studet Lecture Notes 6-1 Busiess Statistics: A Decisio-Makig Approach 6 th Editio Chapter 6 Itroductio to Samplig Distributios Chap 6-1 Chapter Goals After completig this chapter, you should

More information

6 Integers Modulo n. integer k can be written as k = qn + r, with q,r, 0 r b. So any integer.

6 Integers Modulo n. integer k can be written as k = qn + r, with q,r, 0 r b. So any integer. 6 Itegers Modulo I Example 2.3(e), we have defied the cogruece of two itegers a,b with respect to a modulus. Let us recall that a b (mod ) meas a b. We have proved that cogruece is a equivalece relatio

More information

Approximating the ruin probability of finite-time surplus process with Adaptive Moving Total Exponential Least Square

Approximating the ruin probability of finite-time surplus process with Adaptive Moving Total Exponential Least Square WSEAS TRANSACTONS o BUSNESS ad ECONOMCS S. Khotama, S. Boothiem, W. Klogdee Approimatig the rui probability of fiite-time surplus process with Adaptive Movig Total Epoetial Least Square S. KHOTAMA, S.

More information

OPTIMAL ALGORITHMS -- SUPPLEMENTAL NOTES

OPTIMAL ALGORITHMS -- SUPPLEMENTAL NOTES OPTIMAL ALGORITHMS -- SUPPLEMENTAL NOTES Peter M. Maurer Why Hashig is θ(). As i biary search, hashig assumes that keys are stored i a array which is idexed by a iteger. However, hashig attempts to bypass

More information

10-701/ Machine Learning Mid-term Exam Solution

10-701/ Machine Learning Mid-term Exam Solution 0-70/5-78 Machie Learig Mid-term Exam Solutio Your Name: Your Adrew ID: True or False (Give oe setece explaatio) (20%). (F) For a cotiuous radom variable x ad its probability distributio fuctio p(x), it

More information

μ are complex parameters. Other

μ are complex parameters. Other A New Numerical Itegrator for the Solutio of Iitial Value Problems i Ordiary Differetial Equatios. J. Suday * ad M.R. Odekule Departmet of Mathematical Scieces, Adamawa State Uiversity, Mubi, Nigeria.

More information

Topic 9: Sampling Distributions of Estimators

Topic 9: Sampling Distributions of Estimators Topic 9: Samplig Distributios of Estimators Course 003, 2018 Page 0 Samplig distributios of estimators Sice our estimators are statistics (particular fuctios of radom variables), their distributio ca be

More information

Roaming Behavior of Unconstrained Particles

Roaming Behavior of Unconstrained Particles 23 BRICS Cogress o st Computatioal BRICS Coutries Itelligece Cogress & o th Computatioal Brazilia Cogress Itelligece o Computatioal Itelligece Roamig Behavior of Ucostraied Particles AP Egelbrecht Departmet

More information

Topic 9: Sampling Distributions of Estimators

Topic 9: Sampling Distributions of Estimators Topic 9: Samplig Distributios of Estimators Course 003, 2018 Page 0 Samplig distributios of estimators Sice our estimators are statistics (particular fuctios of radom variables), their distributio ca be

More information

Orthogonal Gaussian Filters for Signal Processing

Orthogonal Gaussian Filters for Signal Processing Orthogoal Gaussia Filters for Sigal Processig Mark Mackezie ad Kiet Tieu Mechaical Egieerig Uiversity of Wollogog.S.W. Australia Abstract A Gaussia filter usig the Hermite orthoormal series of fuctios

More information

Introduction to Machine Learning DIS10

Introduction to Machine Learning DIS10 CS 189 Fall 017 Itroductio to Machie Learig DIS10 1 Fu with Lagrage Multipliers (a) Miimize the fuctio such that f (x,y) = x + y x + y = 3. Solutio: The Lagragia is: L(x,y,λ) = x + y + λ(x + y 3) Takig

More information

Stochastic Matrices in a Finite Field

Stochastic Matrices in a Finite Field Stochastic Matrices i a Fiite Field Abstract: I this project we will explore the properties of stochastic matrices i both the real ad the fiite fields. We first explore what properties 2 2 stochastic matrices

More information

SAMPLING LIPSCHITZ CONTINUOUS DENSITIES. 1. Introduction

SAMPLING LIPSCHITZ CONTINUOUS DENSITIES. 1. Introduction SAMPLING LIPSCHITZ CONTINUOUS DENSITIES OLIVIER BINETTE Abstract. A simple ad efficiet algorithm for geeratig radom variates from the class of Lipschitz cotiuous desities is described. A MatLab implemetatio

More information

Simulation. Two Rule For Inverting A Distribution Function

Simulation. Two Rule For Inverting A Distribution Function Simulatio Two Rule For Ivertig A Distributio Fuctio Rule 1. If F(x) = u is costat o a iterval [x 1, x 2 ), the the uiform value u is mapped oto x 2 through the iversio process. Rule 2. If there is a jump

More information

Modeling and Estimation of a Bivariate Pareto Distribution using the Principle of Maximum Entropy

Modeling and Estimation of a Bivariate Pareto Distribution using the Principle of Maximum Entropy Sri Laka Joural of Applied Statistics, Vol (5-3) Modelig ad Estimatio of a Bivariate Pareto Distributio usig the Priciple of Maximum Etropy Jagathath Krisha K.M. * Ecoomics Research Divisio, CSIR-Cetral

More information

6 Sample Size Calculations

6 Sample Size Calculations 6 Sample Size Calculatios Oe of the major resposibilities of a cliical trial statisticia is to aid the ivestigators i determiig the sample size required to coduct a study The most commo procedure for determiig

More information

CS322: Network Analysis. Problem Set 2 - Fall 2009

CS322: Network Analysis. Problem Set 2 - Fall 2009 Due October 9 009 i class CS3: Network Aalysis Problem Set - Fall 009 If you have ay questios regardig the problems set, sed a email to the course assistats: simlac@staford.edu ad peleato@staford.edu.

More information

G. R. Pasha Department of Statistics Bahauddin Zakariya University Multan, Pakistan

G. R. Pasha Department of Statistics Bahauddin Zakariya University Multan, Pakistan Deviatio of the Variaces of Classical Estimators ad Negative Iteger Momet Estimator from Miimum Variace Boud with Referece to Maxwell Distributio G. R. Pasha Departmet of Statistics Bahauddi Zakariya Uiversity

More information

Sensitivity Analysis of Daubechies 4 Wavelet Coefficients for Reduction of Reconstructed Image Error

Sensitivity Analysis of Daubechies 4 Wavelet Coefficients for Reduction of Reconstructed Image Error Proceedigs of the 6th WSEAS Iteratioal Coferece o SIGNAL PROCESSING, Dallas, Texas, USA, March -4, 7 67 Sesitivity Aalysis of Daubechies 4 Wavelet Coefficiets for Reductio of Recostructed Image Error DEVINDER

More information

This is an introductory course in Analysis of Variance and Design of Experiments.

This is an introductory course in Analysis of Variance and Design of Experiments. 1 Notes for M 384E, Wedesday, Jauary 21, 2009 (Please ote: I will ot pass out hard-copy class otes i future classes. If there are writte class otes, they will be posted o the web by the ight before class

More information

If, for instance, we were required to test whether the population mean μ could be equal to a certain value μ

If, for instance, we were required to test whether the population mean μ could be equal to a certain value μ STATISTICAL INFERENCE INTRODUCTION Statistical iferece is that brach of Statistics i which oe typically makes a statemet about a populatio based upo the results of a sample. I oesample testig, we essetially

More information

The Sample Variance Formula: A Detailed Study of an Old Controversy

The Sample Variance Formula: A Detailed Study of an Old Controversy The Sample Variace Formula: A Detailed Study of a Old Cotroversy Ky M. Vu PhD. AuLac Techologies Ic. c 00 Email: kymvu@aulactechologies.com Abstract The two biased ad ubiased formulae for the sample variace

More information

1 Hash tables. 1.1 Implementation

1 Hash tables. 1.1 Implementation Lecture 8 Hash Tables, Uiversal Hash Fuctios, Balls ad Bis Scribes: Luke Johsto, Moses Charikar, G. Valiat Date: Oct 18, 2017 Adapted From Virgiia Williams lecture otes 1 Hash tables A hash table is a

More information

Math 155 (Lecture 3)

Math 155 (Lecture 3) Math 55 (Lecture 3) September 8, I this lecture, we ll cosider the aswer to oe of the most basic coutig problems i combiatorics Questio How may ways are there to choose a -elemet subset of the set {,,,

More information

Goodness-Of-Fit For The Generalized Exponential Distribution. Abstract

Goodness-Of-Fit For The Generalized Exponential Distribution. Abstract Goodess-Of-Fit For The Geeralized Expoetial Distributio By Amal S. Hassa stitute of Statistical Studies & Research Cairo Uiversity Abstract Recetly a ew distributio called geeralized expoetial or expoetiated

More information

Analysis of Experimental Measurements

Analysis of Experimental Measurements Aalysis of Experimetal Measuremets Thik carefully about the process of makig a measuremet. A measuremet is a compariso betwee some ukow physical quatity ad a stadard of that physical quatity. As a example,

More information

Detection of Defective Element in a Space Borne Planar Array with Far-Field Power Pattern Using Particle Swarm Optimization

Detection of Defective Element in a Space Borne Planar Array with Far-Field Power Pattern Using Particle Swarm Optimization IOSR Joural of Electroics ad Commuicatio Egieerig (IOSR-JECE e-issn: 2278-2834,p- ISSN: 2278-8735.Volume, Issue 3, Ver. IV (Ma - Ju.2015, PP 17-22 www.iosrjourals.org Detectio of Defective Elemet i a Space

More information

Precalculus MATH Sections 3.1, 3.2, 3.3. Exponential, Logistic and Logarithmic Functions

Precalculus MATH Sections 3.1, 3.2, 3.3. Exponential, Logistic and Logarithmic Functions Precalculus MATH 2412 Sectios 3.1, 3.2, 3.3 Epoetial, Logistic ad Logarithmic Fuctios Epoetial fuctios are used i umerous applicatios coverig may fields of study. They are probably the most importat group

More information

Chapter 2 The Monte Carlo Method

Chapter 2 The Monte Carlo Method Chapter 2 The Mote Carlo Method The Mote Carlo Method stads for a broad class of computatioal algorithms that rely o radom sampligs. It is ofte used i physical ad mathematical problems ad is most useful

More information

A NEW CLASS OF 2-STEP RATIONAL MULTISTEP METHODS

A NEW CLASS OF 2-STEP RATIONAL MULTISTEP METHODS Jural Karya Asli Loreka Ahli Matematik Vol. No. (010) page 6-9. Jural Karya Asli Loreka Ahli Matematik A NEW CLASS OF -STEP RATIONAL MULTISTEP METHODS 1 Nazeeruddi Yaacob Teh Yua Yig Norma Alias 1 Departmet

More information

Research on Dependable level in Network Computing System Yongxia Li 1, a, Guangxia Xu 2,b and Shuangyan Liu 3,c

Research on Dependable level in Network Computing System Yongxia Li 1, a, Guangxia Xu 2,b and Shuangyan Liu 3,c Applied Mechaics ad Materials Olie: 04-0-06 ISSN: 66-748, Vols. 53-57, pp 05-08 doi:0.408/www.scietific.et/amm.53-57.05 04 Tras Tech Publicatios, Switzerlad Research o Depedable level i Network Computig

More information

Power and Type II Error

Power and Type II Error Statistical Methods I (EXST 7005) Page 57 Power ad Type II Error Sice we do't actually kow the value of the true mea (or we would't be hypothesizig somethig else), we caot kow i practice the type II error

More information

Stat 319 Theory of Statistics (2) Exercises

Stat 319 Theory of Statistics (2) Exercises Kig Saud Uiversity College of Sciece Statistics ad Operatios Research Departmet Stat 39 Theory of Statistics () Exercises Refereces:. Itroductio to Mathematical Statistics, Sixth Editio, by R. Hogg, J.

More information

Statistical Pattern Recognition

Statistical Pattern Recognition Statistical Patter Recogitio Classificatio: No-Parametric Modelig Hamid R. Rabiee Jafar Muhammadi Sprig 2014 http://ce.sharif.edu/courses/92-93/2/ce725-2/ Ageda Parametric Modelig No-Parametric Modelig

More information

As metioed earlier, directly forecastig o idividual product demads usually result i a far-off forecast that ot oly impairs the quality of subsequet ma

As metioed earlier, directly forecastig o idividual product demads usually result i a far-off forecast that ot oly impairs the quality of subsequet ma Semicoductor Product-mix Estimate with Dyamic Weightig Scheme Argo Che, Ziv Hsia ad Kyle Yag Graduate Istitute of Idustrial Egieerig, Natioal Taiwa Uiversity Roosevelt Rd. Sec. 4, Taipei, Taiwa, 6 ache@tu.edu.tw

More information

11 Correlation and Regression

11 Correlation and Regression 11 Correlatio Regressio 11.1 Multivariate Data Ofte we look at data where several variables are recorded for the same idividuals or samplig uits. For example, at a coastal weather statio, we might record

More information

DG Installation in Distribution System for Minimum Loss

DG Installation in Distribution System for Minimum Loss DG Istallatio i Distributio System for Miimum Loss Aad K Padey Om Mishra Alat Saurabh Kumar EE, JSSATE EE, JSSATE EE, JSSATE EE, JSSATE oida,up oida,up oida,up oida,up Abstract: This paper proposes optimal

More information

On comparison of different approaches to the stability radius calculation. Olga Karelkina

On comparison of different approaches to the stability radius calculation. Olga Karelkina O compariso of differet approaches to the stability radius calculatio Olga Karelkia Uiversity of Turku 2011 Outlie Prelimiaries Problem statemet Exact method for calculatio stability radius proposed by

More information

General Lower Bounds for the Running Time of Evolutionary Algorithms

General Lower Bounds for the Running Time of Evolutionary Algorithms Geeral Lower Bouds for the Ruig Time of Evolutioary Algorithms Dirk Sudholt Iteratioal Computer Sciece Istitute, Berkeley, CA 94704, USA Abstract. We preset a ew method for provig lower bouds i evolutioary

More information

Machine Learning Brett Bernstein

Machine Learning Brett Bernstein Machie Learig Brett Berstei Week 2 Lecture: Cocept Check Exercises Starred problems are optioal. Excess Risk Decompositio 1. Let X = Y = {1, 2,..., 10}, A = {1,..., 10, 11} ad suppose the data distributio

More information

Product measures, Tonelli s and Fubini s theorems For use in MAT3400/4400, autumn 2014 Nadia S. Larsen. Version of 13 October 2014.

Product measures, Tonelli s and Fubini s theorems For use in MAT3400/4400, autumn 2014 Nadia S. Larsen. Version of 13 October 2014. Product measures, Toelli s ad Fubii s theorems For use i MAT3400/4400, autum 2014 Nadia S. Larse Versio of 13 October 2014. 1. Costructio of the product measure The purpose of these otes is to preset the

More information

c. Explain the basic Newsvendor model. Why is it useful for SC models? e. What additional research do you believe will be helpful in this area?

c. Explain the basic Newsvendor model. Why is it useful for SC models? e. What additional research do you believe will be helpful in this area? 1. Research Methodology a. What is meat by the supply chai (SC) coordiatio problem ad does it apply to all types of SC s? Does the Bullwhip effect relate to all types of SC s? Also does it relate to SC

More information