Neural network time series classification of changes in nuclear power plant processes

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2009 Quality and Productivity Research Conference Neural network time series classification of changes in nuclear power plant processes Karel Kupka TriloByte Statistical Research, Center for Quality and Reliability, University Pardubice Czech Republic kupka@trilobyte.cz

Customer Environmental Safety Statistical models deployment in industry, technology and research Quantification Suppliers Technology Product Quality Model building Evaluation Interpretation R&D Marketing / PR Finance, HR Decission Support Profit Data and Information Flow in a Company CEO Decission Support, Corporate Policy

Model building process X = MODEL + NOISE Explained Unexplained 1 Q σ 2 Gradual variability explanation/ reduction Criterion: practically applicabe (empirical) prediction model Unexplained (-able), inherent variability Model building process, Model complexity, R 2 Model stability, usefulness, Prediction capability, MEP, F, AC, Cp

Prediction model application examples Steel works Predict/classify mechanical&physical properties based on chemistry&technology parameters Brewery Find relationship between (bio-)chemistry and sensoric evaluation/classification of beer Pharmaceutical/Cosmetics Find quantitative structure activity relationship (QSAR) Financial Classify loans, credit scoring, risk analysis Climatology/Environment Antarctica-based solar activity and ozone prediction, Industrial air pollution analysis Regression, PCA, PLS, CART, ANN, ANNTS, SVM

Nuclear power plant time series The Plant The Reactor The Sensors Temperatures, energy flow rates, meta-stable process modes Driven by complicated nonlinear local physical processes Some modes more important than others

Classify known metastable states Y of the process using process time series The idea - Sample space (n) Variable space (m) Model parameter space (p) n > m p Use parameters as predictors in suitable classification model Y =Θ ( p, α ) Time series model (Differential) ANN Autoregresion x ( x ) x = ( x, x ) = Z t NNAR t k t Z NNAR t k t k m p is usualy not met Time series examples -

ANN solution stability problem ( θ) = j ( θ, x j) R y f j ( ) 2 Adaptive Gauss-Newton optimization strategy Non-convex error surface Multiple local minima Many different good solutions to the same problem

Error Distribution Estimation Take advantage of the ANN models drawback use unstability as bootstrap Re-construct confidence intervals of prediction Robustification by choosing non-eucleidian distance for optimizing the fit ( θ) j ( θ x j) ( ) R = y f, ;1< r < 2 j r

Reducing parameter space dimension PCA reveals inherent dimensionality of ANN weights D(p) < p w w1 wp w1 1 1 wi w subject to j w w w w p p p A nonlinear system defining a subspace in the parameter space with lower inherent dimensionality p' < p thus allowing stable prediction in p'. Significant principal components of model parameters appear to be a good predictor ( ) R w w i δ; δ 0

Model classification Linearly non-separable data on first p' components Suitable for SVM separation RBF Kernel SVM projection to pc 1, pc 2, m.r.=0.17

Conclusion Applicability to static and dynamic multivariate problems Significant dimension reduction Applications in brewery, pharma, steel, medicine (-) Computationally extensive (-) No simple model

References T. Hastie, R. Tibshirani, J. Friedman: The elements of statistical learning: Data mining, inference and prediction, Springer 2001 Chih-Chung Chang and Chih-Jen Lin: LIBSVM: a Library for Support Vector Machines CHRISTOPHER J.C. BURGES: A Tutorial on Support Vector Machines for Pattern Recognition, Data Mining and Knowledge Discovery 2, 121-167, 1998 K. Kupka, M. Meloun: The end-point estimation in instrumental titrations by nonlinear regression E. Alpaydin, M. I. Jordan: Local linear perceptrons for classification. IEEE Transactions on Neural Networks, 7(3) May 1996 Stefan Ruping: SVM Kernels for Time Series Analysis, CS Dept, University of Dortmund, http://www-ai.cs.unidortmund.de/events/fgml2001/fgml2001-paper-rueping.pdf Sayan Mukherjee, Edgar Osuna, Federico Girosi: Nonlinear Prediction of Chaotic Time Series Using Support Vector Machines, IEEE Workshop on Neural Networks for Signal Processing VII (1997) W. A. C. Schmidt, J. P. Davis: Pattern Recognition Properties of Various Feature Spaces for Higher Order Neural Networks, IEEE Transactions on Pattern Analysis and Machine Intelligence, Vol 15 (8) 1993, 795 801 G. E. Hinton, R. R. Salakhutdinov: Reducing the Dimensionality of Data with Neural Networks, Science, Vol 313, July 2006, 504-507 Patterson D W, Chan K H, Tan C M.: Time Series Forecasting with neural nets: a comparative study. Proc. International Conference on Neural Network Applictions to Signal Processing. NNASP 1993 Singapore pp 269-274. K. Muller, A. Smola, G. Ratsch, B. Scholkopf, J. Kohlmorgen, and V. Vapnik: Predicting time series with support vector machines. In Proceedings of the International Conference on Artificial Neural Networks, Springer Lecture Notes in Computer Science. Springer, 1997. C. L. Giles, S. Lawrence, A. C. Tsoi: Noisy Time Series Prediction using Recurrent Neural Networks and Grammatical Inference, Machine Learning, 44, 161 183, 2001 Zhang Q, Benveniste A (1992) Wavelet Networks. IEEE Trans. Neural Netw. 3: 889-898. V. Vapnik: Statistical Learning Theory. Wiley, Chichester, GB, 1998.