• Title/Summary/Keyword: LM (Levenberg-Marquardt) algorithm

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A New Approach to Short-term Price Forecast Strategy with an Artificial Neural Network Approach: Application to the Nord Pool

  • Kim, Mun-Kyeom
    • Journal of Electrical Engineering and Technology
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    • v.10 no.4
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    • pp.1480-1491
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    • 2015
  • In new deregulated electricity market, short-term price forecasting is key information for all market players. A better forecast of market-clearing price (MCP) helps market participants to strategically set up their bidding strategies for energy markets in the short-term. This paper presents a new prediction strategy to improve the need for more accurate short-term price forecasting tool at spot market using an artificial neural networks (ANNs). To build the forecasting ANN model, a three-layered feedforward neural network trained by the improved Levenberg-marquardt (LM) algorithm is used to forecast the locational marginal prices (LMPs). To accurately predict LMPs, actual power generation and load are considered as the input sets, and then the difference is used to predict price differences in the spot market. The proposed ANN model generalizes the relationship between the LMP in each area and the unconstrained MCP during the same period of time. The LMP calculation is iterated so that the capacity between the areas is maximized and the mechanism itself helps to relieve grid congestion. The addition of flow between the areas gives the LMPs a new equilibrium point, which is balanced when taking the transfer capacity into account, LMP forecasting is then possible. The proposed forecasting strategy is tested on the spot market of the Nord Pool. The validity, the efficiency, and effectiveness of the proposed approach are shown by comparing with time-series models

Forecasting of Runoff Hydrograph Using Neural Network Algorithms (신경망 알고리즘을 적용한 유출수문곡선의 예측)

  • An, Sang-Jin;Jeon, Gye-Won;Kim, Gwang-Il
    • Journal of Korea Water Resources Association
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    • v.33 no.4
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    • pp.505-515
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    • 2000
  • THe purpose of this study is to forecast of runoff hydrographs according to rainfall event in a stream. The neural network theory as a hydrologic blackbox model is used to solve hydrological problems. The Back-Propagation(BP) algorithm by the Levenberg-Marquardt(LM) techniques and Radial Basis Function(RBF) network in Neural Network(NN) models are used. Runoff hydrograph is forecasted in Bocheongstream basin which is a IHP the representative basin. The possibility of a simulation for runoff hydrographs about unlearned stations is considered. The results show that NN models are performed to effective learning for rainfall-runoff process of hydrologic system which involves a complexity and nonliner relationships. The RBF networks consist of 2 learning steps. The first step is an unsupervised learning in hidden layer and the next step is a supervised learning in output layer. Therefore, the RBF networks could provide rather time saved in the learning step than the BP algorithm. The peak discharge both BP algorithm and RBF network model in the estimation of an unlearned are a is trended to observed values.

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Estimation and Analysis of Two Moving Platform Passive Emitter Location Using T/FDOA and DOA (이동 수신기 환경에서 연속된 T/FDOA와 DOA를 이용한 고정 신호원의 위치 추정 방법)

  • Park, Jin-Oh;Lee, Moon Seok;Park, Young-Mi
    • Journal of the Institute of Electronics and Information Engineers
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    • v.52 no.1
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    • pp.121-131
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    • 2015
  • Passive emitter localization is preferred to use a small number of receivers as possible for the efficiency of strategic management in the field of modern electronic warfare support. Accurate emitter localization can be expected when utilizing continuous measurable parameters and a appropriate combination of theirs. For this reason, we compare CRLB (Cramer-Rao lower bound) of two moving platform with various measurable parameters to choose a appropriate combination of parameters for a better localization performance. And we propose the passive emitter localization method based on Levenberg-Marquardt algorithm with combined TDOA/FDOA and DOA to achieve better accuracy of emitter localization which is located on the ground and stationary. In addition, we present a method for determining the initial emitter position for LM algorithm's input to avoid the divergence of estimation and local minimum.

A Study on Seismic Source and Propagntion Characteristics using a Series of 12 Fukuoka Earthquakes (후쿠오카 지역에서 발생한 12개 지진의 지진원 밑 지진파 감쇠값에 관한 연구)

  • Kim, Jun-Kyoung
    • Journal of the Earthquake Engineering Society of Korea
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    • v.11 no.1 s.53
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    • pp.89-97
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    • 2007
  • Parameters including the seismic sources and the elastic wave propagation characteristics were analysed using the observed ground motions from 12 Fukuoka region earthquakes. The Levenberg-Marquardt algorithm was applied to invert all the variables non-linearly and simultaneously with S wave energy in fiequency domain. Average stress drop of 12 events and local attenuation parameter $\kappa$ under seismic stations were estimated to about 79.2-bar and 0.043 respectively. Regional attenuation parameter, Qo and ${\eta}$, were also estimated to be about 248.1 and 0.558 respectively. Low value of Qo seems to caused by inhomogeneous tectonic characteristics between Japan island and southern Korean peninsula. $\kappa$ values are much higher than that characterizing EUS (Eastern United States) region, and nearly similar to that of WUS (Western Waited States) region. If the informations on site specific amplification of all the seismic stations are known, $\kappa$ values can be estimated more precisely. All the values including the seismic sources and the site and crustal scale propagation characteristics can be used as seismic design parameters.

Improving the axial compression capacity prediction of elliptical CFST columns using a hybrid ANN-IP model

  • Tran, Viet-Linh;Jang, Yun;Kim, Seung-Eock
    • Steel and Composite Structures
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    • v.39 no.3
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    • pp.319-335
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    • 2021
  • This study proposes a new and highly-accurate artificial intelligence model, namely ANN-IP, which combines an interior-point (IP) algorithm and artificial neural network (ANN), to improve the axial compression capacity prediction of elliptical concrete-filled steel tubular (CFST) columns. For this purpose, 145 tests of elliptical CFST columns extracted from the literature are used to develop the ANN-IP model. In this regard, axial compression capacity is considered as a function of the column length, the major axis diameter, the minor axis diameter, the thickness of the steel tube, the yield strength of the steel tube, and the compressive strength of concrete. The performance of the ANN-IP model is compared with the ANN-LM model, which uses the robust Levenberg-Marquardt (LM) algorithm to train the ANN model. The comparative results show that the ANN-IP model obtains more magnificent precision (R2 = 0.983, RMSE = 59.963 kN, a20 - index = 0.979) than the ANN-LM model (R2 = 0.938, RMSE = 116.634 kN, a20 - index = 0.890). Finally, a new Graphical User Interface (GUI) tool is developed to use the ANN-IP model for the practical design. In conclusion, this study reveals that the proposed ANN-IP model can properly predict the axial compression capacity of elliptical CFST columns and eliminate the need for conducting costly experiments to some extent.

Teaching-learning-based strategy to retrofit neural computing toward pan evaporation analysis

  • Rana Muhammad Adnan Ikram;Imran Khan;Hossein Moayedi;Loke Kok Foong;Binh Nguyen Le
    • Smart Structures and Systems
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    • v.32 no.1
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    • pp.37-47
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    • 2023
  • Indirect determination of pan evaporation (PE) has been highly regarded, due to the advantages of intelligent models employed for this objective. This work pursues improving the reliability of a popular intelligent model, namely multi-layer perceptron (MLP) through surmounting its computational knots. Available climatic data of Fresno weather station (California, USA) is used for this study. In the first step, testing several most common trainers of the MLP revealed the superiority of the Levenberg-Marquardt (LM) algorithm. It, therefore, is considered as the classical training approach. Next, the optimum configurations of two metaheuristic algorithms, namely cuttlefish optimization algorithm (CFOA) and teaching-learning-based optimization (TLBO) are incorporated to optimally train the MLP. In these two models, the LM is replaced with metaheuristic strategies. Overall, the results demonstrated the high competency of the MLP (correlations above 0.997) in the presence of all three strategies. It was also observed that the TLBO enhances the learning and prediction accuracy of the classical MLP (by nearly 7.7% and 9.2%, respectively), while the CFOA performed weaker than LM. Moreover, a comparison between the efficiency of the used metaheuristic optimizers showed that the TLBO is a more time-effective technique for predicting the PE. Hence, it can serve as a promising approach for indirect PE analysis.

Extraction of Passive Device Model Parameters Using Genetic Algorithms

  • Yun, Il-Gu;Carastro, Lawrence A.;Poddar, Ravi;Brooke, Martin A.;May, Gary S.;Hyun, Kyung-Sook;Pyun, Kwang-Eui
    • ETRI Journal
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    • v.22 no.1
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    • pp.38-46
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    • 2000
  • The extraction of model parameters for embedded passive components is crucial for designing and characterizing the performance of multichip module (MCM) substrates. In this paper, a method for optimizing the extraction of these parameters using genetic algorithms is presented. The results of this method are compared with optimization using the Levenberg-Marquardt (LM) algorithm used in the HSPICE circuit modeling tool. A set of integrated resistor structures are fabricated, and their scattering parameters are measured for a range of frequencies from 45 MHz to 5 GHz. Optimal equivalent circuit models for these structures are derived from the s-parameter measurements using each algorithm. Predicted s-parameters for the optimized equivalent circuit are then obtained from HSPICE. The difference between the measured and predicted s-parameters in the frequency range of interest is used as a measure of the accuracy of the two optimization algorithms. It is determined that the LM method is extremely dependent upon the initial starting point of the parameter search and is thus prone to become trapped in local minima. This drawback is alleviated and the accuracy of the parameter values obtained is improved using genetic algorithms.

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A Study on the Leakage Characteristic Evaluation of High Temperature and Pressure Pipeline at Nuclear Power Plants Using the Acoustic Emission Technique (음향방출기법을 이용한 원전 고온 고압 배관의 누설 특성 평가에 관한 연구)

  • Kim, Young-Hoon;Kim, Jin-Hyun;Song, Bong-Min;Lee, Joon-Hyun;Cho, Youn-Ho
    • Journal of the Korean Society for Nondestructive Testing
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    • v.29 no.5
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    • pp.466-472
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    • 2009
  • An acoustic leak monitoring system(ALMS) using acoustic emission(AE) technique was applied for leakage detection of nuclear power plant's pipeline which is operated in high temperature and pressure condition. Since this system only monitors the existence of leak using the root mean square(RMS) value of raw signal from AE sensor, the difficulty occurs when the characteristics of leak size and shape need to be evaluated. In this study, dual monitoring system using AE sensor and accelerometer was introduced in order to solve this problem. In addition, artificial neural network(ANN) with Levenberg.Marquardt(LM) training algorithm was also applied due to rapid training rate and gave the reliable classification performance. The input parameters of this ANN were extracted from varying signal received from experimental conditions such as the fluid pressure inside pipe, the shape and size of the leak area. Additional experiments were also carried out and with different objective which is to study the generation and characteristic of lamb and surface wave according to the pipe thickness.

Predicting compressive strength of bended cement concrete with ANNs

  • Gazder, Uneb;Al-Amoudi, Omar Saeed Baghabara;Khan, Saad Muhammad Saad;Maslehuddin, Mohammad
    • Computers and Concrete
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    • v.20 no.6
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    • pp.627-634
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    • 2017
  • Predicting the compressive strength of concrete is important to assess the load-carrying capacity of a structure. However, the use of blended cements to accrue the technical, economic and environmental benefits has increased the complexity of prediction models. Artificial Neural Networks (ANNs) have been used for predicting the compressive strength of ordinary Portland cement concrete, i.e., concrete produced without the addition of supplementary cementing materials. In this study, models to predict the compressive strength of blended cement concrete prepared with a natural pozzolan were developed using regression models and single- and 2-phase learning ANNs. Back-propagation (BP), Levenberg-Marquardt (LM) and Conjugate Gradient Descent (CGD) methods were used for training the ANNs. A 2-phase learning algorithm is proposed for the first time in this study for predictive modeling of the compressive strength of blended cement concrete. The output of these predictive models indicates that the use of a 2-phase learning algorithm will provide better results than the linear regression model or the traditional single-phase ANN models.

A Novel Scheme for detection of Parkinson’s disorder from Hand-eye Co-ordination behavior and DaTscan Images

  • Sivanesan, Ramya;Anwar, Alvia;Talwar, Abhishek;R, Menaka.;R, Karthik.
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.9
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    • pp.4367-4385
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    • 2016
  • With millions of people across the globe suffering from Parkinson's disease (PD), an objective, confirmatory test for the same is yet to be developed. This research aims to develop a system which can assist the doctor in objectively saying whether the patient is normal or under risk of PD. The proposed work combines the eye-hand co-ordination behaviour with the DaTscan images in order to determine the risk of this disorder. Initially, eye-hand coordination level of the patient is assessed through a hardware module. Then, the DaTscan image is analysed and used to extract certain geometrical parameters which shall indicate the presence of PD. These parameters are then finally fed into a Multi-Layer Perceptron Neural Network using Levenberg-Marquardt (LM) Back propagation training algorithm. Experimental results indicate that the proposed system exhibits an accuracy of around 93%.