The desire to model the true gain from targeting an individual in marketing purposes has lead to the common use of uplift modeling. Uplift modeling requires the existence of a treatment group as well as a control group and the objective hence becomes estimating the difference between the success probabilities in the two groups. Efficient methods for estimating the probabilities in uplift models are statistical machine learning methods. In this project the different uplift modeling approaches Subtraction of Two Models, Modeling Uplift Directly and the Class Variable Transformation are investigated. The statistical machine learning methods applied are Random Forests and Neural Networks along with the standard method Logistic Regression. The data is collected from a well established retail company and the purpose of the project is thus to investigate which uplift modeling approach and statistical machine learning method that yields in the best performance given the data used in this project. The variable selection step was shown to be a crucial component in the modeling processes as so was the amount of control data in each data set. For the uplift to be successful, the method of choice should be either the Modeling Uplift Directly using Random Forests, or the Class Variable Transformation using Logistic Regression. Neural network - based approaches are sensitive to uneven class distributions and is hence not able to obtain stable models given the data used in this project. Furthermore, the Subtraction of Two Models did not perform well due to the fact that each model tended to focus too much on modeling the class in both data sets separately instead of modeling the difference between the class probabilities. The conclusion is hence to use an approach that models the uplift directly, and also to use a great amount of control data in each data set. / Behovet av att kunna modellera den verkliga vinsten av riktad marknadsföring har lett till den idag vanligt förekommande metoden inkrementell responsanalys. För att kunna utföra denna typ av metod krävs förekomsten av en existerande testgrupp samt kontrollgrupp och målet är således att beräkna differensen mellan de positiva utfallen i de två grupperna. Sannolikheten för de positiva utfallen för de två grupperna kan effektivt estimeras med statistiska maskininlärningsmetoder. De inkrementella responsanalysmetoderna som undersöks i detta projekt är subtraktion av två modeller, att modellera den inkrementella responsen direkt samt en klassvariabeltransformation. De statistiska maskininlärningsmetoderna som tillämpas är random forests och neurala nätverk samt standardmetoden logistisk regression. Datan är samlad från ett väletablerat detaljhandelsföretag och målet är därmed att undersöka vilken inkrementell responsanalysmetod och maskininlärningsmetod som presterar bäst givet datan i detta projekt. De mest avgörande aspekterna för att få ett bra resultat visade sig vara variabelselektionen och mängden kontrolldata i varje dataset. För att få ett lyckat resultat bör valet av maskininlärningsmetod vara random forests vilken används för att modellera den inkrementella responsen direkt, eller logistisk regression tillsammans med en klassvariabeltransformation. Neurala nätverksmetoder är känsliga för ojämna klassfördelningar och klarar därmed inte av att erhålla stabila modeller med den givna datan. Vidare presterade subtraktion av två modeller dåligt på grund av att var modell tenderade att fokusera för mycket på att modellera klassen i båda dataseten separat, istället för att modellera differensen mellan dem. Slutsatsen är således att en metod som modellerar den inkrementella responsen direkt samt en relativt stor kontrollgrupp är att föredra för att få ett stabilt resultat.

In Sweden, there is a strong and growing interest in solar power. In recent years, photovoltaic (PV) system installations have increased dramatically and a large part are distributed grid connected PV systems i.e. rooftop installations. Currently the electricity export rate is significantly lower than the import rate which has made the amount of self-consumed PV electricity a critical factor when assessing the system profitability. Self-consumption (SC) is calculated using hourly or sub-hourly timesteps and is highly dependent on the solar patterns of the location of interest, the PV system configuration and the building load. As this varies for all potential installations it is difficult to make estimations without having historical data of both load and local irradiance, which is often hard to acquire or not available. A method to predict SC using commonly available information at the planning phase is therefore preferred.  There is a scarcity of documented SC data and only a few reports treating the subject of mapping or predicting SC. Therefore, this thesis is investigating the possibility of utilizing machine learning to create models able to predict the SC using the inputs: Annual load, annual PV production, tilt angle and azimuth angle of the modules, and the latitude. With the programming language Python, seven models are created using regression techniques, using real load data and simulated PV data from the south of Sweden, and evaluated using coefficient of determination (R2) and mean absolute error (MAE). The techniques are Linear Regression, Polynomial regression, Ridge Regression, Lasso regression, K-Nearest Neighbors (kNN), Random Forest, Multi-Layer Perceptron (MLP), as well as the only other SC prediction model found in the literature. A parametric analysis of the models is conducted, removing one variable at a time to assess the model’s dependence on each variable.  The results are promising, with five out of eight models achieving an R2 value above 0.9 and can be considered good for predicting SC. The best performing model, Random Forest, has an R2 of 0.985 and a MAE of 0.0148. The parametric analysis also shows that while more input data is helpful, using only annual load and PV production is sufficient to make good predictions. This can only be stated for model performance for the southern region of Sweden, however, and are not applicable to areas outside the latitudes or country tested. / I Sverige finns ett starkt och växande intresse för solenergi. De senaste åren har antalet solcellsanläggningar ökat dramatiskt och en stor del är distribuerade nätanslutna solcellssystem, dvs takinstallationer. För närvarande är elexportpriset betydligt lägre än importpriset, vilket har gjort mängden egenanvänd solel till en kritisk faktor vid bedömningen av systemets lönsamhet. Egenanvändning (EA) beräknas med tidssteg upp till en timmes längd och är i hög grad beroende av solstrålningsmönstret för platsen av intresse, PV-systemkonfigurationen och byggnadens energibehov. Eftersom detta varierar för alla potentiella installationer är det svårt att göra uppskattningar utan att ha historiska data om både energibehov och lokal solstrålning, vilket ofta inte är tillgängligt. En metod för att förutsäga EA med allmän tillgänglig information är därför att föredra.  Det finns en brist på dokumenterad EA-data och endast ett fåtal rapporter som behandlar kartläggning och prediktion av EA. I denna uppsats undersöks möjligheten att använda maskininlärning för att skapa modeller som kan förutsäga EA. De variabler som ingår är årlig energiförbrukning, årlig solcellsproduktion, lutningsvinkel och azimutvinkel för modulerna och latitud. Med programmeringsspråket Python skapas sju modeller med hjälp av olika regressionstekniker, där energiförbruknings- och simulerad solelproduktionsdata från södra Sverige används. Modellerna utvärderas med hjälp av determinationskoefficienten (R2) och mean absolute error (MAE). Teknikerna som används är linjär regression, polynomregression, Ridge regression, Lasso regression, K-nearest neighbor regression, Random Forest regression, Multi-Layer Perceptron regression. En additionell linjär regressions-modell skapas även med samma metodik som används i en tidigare publicerad rapport. En parametrisk analys av modellerna genomförs, där en variabel exkluderas åt gången för att bedöma modellens beroende av varje enskild variabel.  Resultaten är mycket lovande, där fem av de åtta undersökta modeller uppnår ett R2-värde över 0,9. Den bästa modellen, Random Forest, har ett R2 på 0,985 och ett MAE på 0,0148. Den parametriska analysen visar också att även om ingångsdata är till hjälp, är det tillräckligt att använda årlig energiförbrukning och årlig solcellsproduktion för att göra bra förutsägelser. Det måste dock påpekas att modellprestandan endast är tillförlitlig för södra Sverige, från var beräkningsdata är hämtad, och inte tillämplig för områden utanför de valda latituderna eller land.

In Sweden the installed capacity of the residential PV systems is increasing every year. The lack of feed-in-tariff-scheme makes the techno-economic optimization of the PV systems mainly based on the self-consumption. The calculation of this parameter involves hourly building loads and hourly PV generation. This data cannot be obtained easily from households. A predictive model based on already available data would be preferred and needed in this case. The already available machine learning models can be suitable and have been tested but the amount of literature in this topic is fairly low. The machine learning models are using a dataset which includes real measurement data of building loads and simulated PV generation data and the calculated self-consumption data based on these two inputs. The simulation of PV generation can be based on Typical Meteorological Year (TMY) weather file or on measured weather data. The TMY file can be generated quicker and more easily, but it is only spatially matched to the building load, while the measured data is matched temporally and spatially. This thesis investigates if the usage of TMY file leads to any major impact on the performance of the regression models by comparing it to the measured weather file model. In this model the buildings are single-family houses from south Sweden region.  The different building types can have different load profiles which can affect the performance of the model. Because of the different load profiles, the effect of using TMY file may have more significant impact. This thesis also compares the impact of the TMY file usage in the case of multifamily houses and also compares the two building types by performance of the machine learning models. The PV and battery prices are decreasing from year to year. The subsidies in Sweden offer a significant tax credit on battery investments with PV systems. This can make the batteries profitable. Lastly this thesis evaluates the performance of the machine learning models after adding the battery to the system for both TMY and measured data. Also, the optimal system is predicted based on the self-consumption, PV generation and battery size.  The models have high accuracy, the random forest model is above 0.9 R2for all cases. The results confirm that using the TMY file only leads to marginal errors, and it can be used for the training of the models. The battery model has promising results with above 0.9 R2 for four models: random forest, k-NN, MLP and polynomial. The prediction of the optimal system model has promising results as well for the polynomial model with 18% error in predicted payback time compared to the reference. / I Sverige ökar den installerade kapaciteten för solcellsanläggningarna för bostäder varje år. Bristen på inmatningssystem gör att den tekniska ekonomiska optimeringen av solcellssystemen huvudsakligen bygger på egen konsumtion. Beräkningen av denna parameter omfattar byggnadsbelastningar per timme och PV-generering per timme. Dessa uppgifter kan inte lätt erhållas från hushållen. En prediktiv modell baserad på redan tillgängliga data skulle vara att föredra och behövas i detta fall. De redan tillgängliga maskininlärningsmodellerna kan vara lämpliga och redan testade men mängden litteratur i detta ämne är ganska låg. Maskininlärningsmodellerna använder en datauppsättning som inkluderar verkliga mätdata från byggnader och simulerad PV-genereringsdata och den beräknade egenförbrukningsdata baserad på dessa två indata. Simuleringen av PV-generering kan baseras på väderfilen Typical Meteorological Year (TMY) eller på uppmätta väderdata. TMY-filen kan genereras snabbare och enklare, men den anpassas endast rumsligt till byggnadsbelastningen, medan uppmätta data är temporärt och rumsligt. Denna avhandling undersöker om användningen av TMY-fil leder till någon större påverkan på prestandan genom att jämföra den med den uppmätta väderfilsmodellen. I denna modell är byggnaderna småhus från södra Sverige. De olika byggnadstyperna kan ha olika belastningsprofiler vilket kan påverka modellens prestanda. På grund av dessa olika belastningsprofiler kan effekten av att använda TMY-fil ha mer betydande inverkan. Den här avhandlingen jämför också effekten av TMY-filanvändningen i fallet med flerfamiljshus och jämför också de två byggnadstyperna efter prestanda för maskininlärningsmodellerna. PV- och batteripriserna minskar från år till år. Subventionerna i Sverige ger en betydande skattelättnad på batteriinvesteringar med solcellssystem. Detta kan göra batterierna lönsamma. Slutligen utvärderar denna avhandling prestandan för maskininlärningsmodellerna efter att ha lagt till batteriet i systemet för både TMY och uppmätta data. Det optimala systemet förutsägs också baserat på egen förbrukning, årlig byggnadsbelastning, årlig PV-generering och batteristorlek. Modellerna har hög noggrannhet, den slumpmässiga skogsmodellen är över 0,9 R2 för alla fall. Resultaten bekräftar att användningen av TMY-filen endast leder till marginella fel, och den kan användas för träning av modellerna. Batterimodellen har lovande resultat med över 0,9 R2 för fyra modeller: random skog, k-NN, MLP och polynom. Förutsägelsen av den optimala systemmodellen har också lovande resultat för polynommodellen med 18 % fel i förutspådd återbetalningstid jämfört med referensen.

In this thesis the two disciplines of Statistics and Artificial Neural Networks are combined into an integrated study of a data set of a weather modification Experiment. An extensive literature study on artificial neural network methodology has revealed the strongly interdisciplinary nature of the research and the applications in this field. An artificial neural networks are becoming increasingly popular with data analysts, statisticians are becoming more involved in the field. A recursive algoritlun is developed to optimize the number of hidden nodes in a feedforward artificial neural network to demonstrate how existing statistical techniques such as nonlinear regression and the likelihood-ratio test can be applied in innovative ways to develop and refine neural network methodology. This pruning algorithm is an original contribution to the field of artificial neural network methodology that simplifies the process of architecture selection, thereby reducing the number of training sessions that is needed to find a model that fits the data adequately. [n addition, a statistical model to classify weather modification data is developed using both a feedforward multilayer perceptron artificial neural network and a discriminant analysis. The two models are compared and the effectiveness of applying an artificial neural network model to a relatively small data set assessed. The formulation of the problem, the approach that has been followed to solve it and the novel modelling application all combine to make an original contribution to the interdisciplinary fields of Statistics and Artificial Neural Networks as well as to the discipline of meteorology. / Mathematical Sciences / D. Phil. (Statistics)

Engine mapping is the process of empirically modelling engine behaviour as a function of adjustable engine parameters, predicting the output of the engine. The aim is to calibrate the electronic engine controller to meet decreasing emission requirements and increasing fuel economy demands. Modern engines have an increasing number of control parameters that are having a dramatic impact on time and e ort required to obtain optimal engine calibrations. These are further complicated due to transient engine operating mode. A new model-based transient calibration method has been built on the application of hierarchical statistical modelling methods, and analysis of repeated experiments for the application of engine mapping. The methodology is based on two-stage regression approach, which organise the engine data for the mapping process in sweeps. The introduction of time-dependent covariates in the hierarchy of the modelling led to the development of a new approach for the problem of transient engine calibration. This new approach for transient engine modelling is analysed using a small designed data set for a throttle body inferred air ow phenomenon. The data collection for the model was performed on a transient engine test bed as a part of this work, with sophisticated software and hardware installed on it. Models and their associated experimental design protocols have been identi ed that permits the models capable of accurately predicting the desired response features over the whole region of operability. Further, during the course of the work, the utility of multi-layer perceptron (MLP) neural network based model for the multi-covariate case has been demonstrated. The MLP neural network performs slightly better than the radial basis function (RBF) model. The basis of this comparison is made on assessing relevant model selection criteria, as well as internal and external validation ts. Finally, the general ability of the model was demonstrated through the implementation of this methodology for use in the calibration process, for populating the electronic engine control module lookup tables.

Student Number : 8315331 - MSc dissertation - School of Electrical and Information Engineering - Faculty of Engineering and the Built Environment / In this dissertation an efficient algorithm to calculate the differential of the network output with respect to its inputs is derived for axis orthogonal Local Model (LMN) and Radial Basis Function (RBF) Networks. A new recursive Singular Value Decomposition (SVD) adaptation algorithm, which attempts to circumvent many of the problems found in existing recursive adaptation algorithms, is also derived. Code listings and simulations are presented to demonstrate how the algorithms may be used in on-line adaptive neurocontrol systems. Specifically, the control techniques known as series inverse neural control and instantaneous linearization are highlighted. The presented material illustrates how the approach enhances the flexibility of LMN networks making them suitable for use in both direct and indirect adaptive control methods. By incorporating this ability into LMN networks an important characteristic of Multi Layer Perceptron (MLP) networks is obtained whilst retaining the desirable properties of the RBF and LMN approach.

A utilização de Redes Neurais Artificias para fins de identificação e controle de sistemas dinâmicos têm recebido atenção especial de muitos pesquisadores, principalmente no que se refere a sistemas não lineares. Neste trabalho é apresentado um estudo sobre a utilização de um tipo em particular de Rede Neural Artificial, uma Perceptron Multicamadas com Atraso de Tempo, na estimação de estados da etapa fermentativa do processo de Reichstein para produção de vitamina C. A aplicação de Redes Neurais Artificiais a este processo pode ser justificada pela existência de problemas associados à esta etapa, como variáveis de estado não mensuráveis e com incertezas de medida e não linearidade do processo fermentativo, além da dificuldade em se obter um modelo convencional que contemple todas as fases do processo. É estudado também a eficácia do algoritmo de Levenberg-Marquadt, na aceleração do treinamento da Rede Neural Artificial, além de uma comparação do desempenho de estimação de estados das Redes Neurais Artificiais estudadas com o filtro estendido de Kalman, baseado em um modelo não estruturado do processo fermentativo. A análise do desempenho das Redes Neurais Artificiais estudadas é avaliada em termos de uma figura de mérito baseada no erro médio quadrático sendo feitas considerações quanto ao tipo da função de ativação e o número de unidades da camada oculta. Os dados utilizados para treinamento e avaliação da Redes Neurais Artificiais foram obtidos de um conjunto de ensaios interpolados para o intervalo de amostragem desejado. / ldentification and Control of dynamic systems using Artificial Neural Networks has been widely investigated by many researchers in the last few years, with special attention to the application of these in nonlinear systems. ls this works, a study on the utilization of a particular type of Artificial Neural Networks, a Time Delay Multi Layer Perceptron, in the state estimation of the fermentative phase of the Reichstein process of the C vitamin production. The use of Artificial Neural Networks can be justified by the presence of problems, such as uncertain and unmeasurable state variables and process non-linearity, and by the fact that a conventional model that works on all phases of the fermentative processes is very difficult to obtain. The efficiency of the Levenberg Marquadt algorithm on the acceleration of the training process is also studied. Also, a comparison is performed between the studied Artificial Neural Networks and an extended Kalman filter based on a non-structured model for this fermentative process. The analysis of lhe Artificial Neural Networks is carried out using lhe mean square errors taking into consideration lhe activation function and the number of units presents in the hidden layer. A set of batch experimental runs, interpolated to the desired time interval, is used for training and validating the Artificial Neural Networks.

Neste trabalho, um novo enfoque para detecção e diagnóstico de falhas (DDF) em robôs manipuladores é apresentado. Um robô com falhas pode causar sérios danos e pode colocar em risco o pessoal presente no ambiente de trabalho. Geralmente, os pesquisadores têm proposto esquemas de DDF baseados no modelo matemático do sistema. Contudo, erros de modelagem podem ocultar os efeitos das falhas e podem ser uma fonte de alarmes falsos. Aqui, duas redes neurais artificiais são utilizadas em um sistema de DDF para robôs manipuladores. Um perceptron multicamadas treinado por retropropagação do erro é usado para reproduzir o comportamento dinâmico do manipulador. As saídas do perceptron são comparadas com as variáveis medidas, gerando o vetor de resíduos. Em seguida, uma rede com função de base radial é usada para classificar os resíduos, gerando a isolação das falhas. Quatro algoritmos diferentes são empregados para treinar esta rede. O primeiro utiliza regularização para reduzir a flexibilidade do modelo. O segundo emprega regularização também, mas ao invés de um único termo de penalidade, cada unidade radial tem um regularização individual. O terceiro algoritmo emprega seleção de subconjuntos para selecionar as unidades radiais a partir dos padrões de treinamento. O quarto emprega o mapa auto-organizável de Kohonen para fixar os centros das unidades radiais próximos aos centros dos aglomerados de padrões. Simulações usando um manipulador com dois graus de liberdade e um Puma 560 são apresentadas, demostrando que o sistema consegue detectar e diagnosticar corretamente falhas que ocorrem em conjuntos de padrões não-treinados. / In this work, a new approach for fault detection and diagnosis in robotic manipulators is presented. A faulty robot could cause serious damages and put in risk the people involved. Usually, researchers have proposed fault detection and diagnosis schemes based on the mathematical model of the system. However, modeling errors could obscure the fault effects and could be a false alarm source. In this work, two artificial neural networks are employed in a fault detection and diagnosis system to robotic manipulators. A multilayer perceptron trained with backpropagation algorithm is employed to reproduce the robotic manipulator dynamical behavior. The perceptron outputs are compared with the real measurements, generating the residual vector. A radial basis function network is utilized to classify the residual vector, generating the fault isolation. Four different algorithms have been employed to train this network. The first utilizes regularization to reduce the flexibility of the model. The second employs regularization too, but instead of only one penalty term, each radial unit has a individual penalty term. The third employs subset selection to choose the radial units from the training patterns. The forth algorithm employs the Kohonen’s self-organizing map to fix the radial unit center near to the cluster centers. Simulations employing a two link manipulator and a Puma 560 manipulator are presented, demonstrating that the system can detect and isolate correctly faults that occur in nontrained pattern sets.

Denial of service attacks (DoS) are a common threat to many online services. These attacks aim to overcome the availability of an online service with massive traffic from multiple sources. By spoofing legitimate users, an attacker floods a target system with a high quantity of packets or connections to crash its network resources, bandwidth, equipment, or servers. Packet filtering methods are the most known way to prevent these attacks via identifying and blocking the spoofed attack from reaching its target. In this project, the extent of the DoS attacks problem and attempts to prevent it are explored. The attacks categories and existing countermeasures based on preventing, detecting, and responding are reviewed. Henceforward, a neural network learning algorithms and statistical analysis are utilized into the designing of our proposed packet filtering system.

Online learning algorithms have several key advantages compared to their batch learning algorithm counterparts: they are generally more memory efficient, and computationally mor efficient; they are simpler to implement; and they are able to adapt to changes where the learning model is time varying. Online algorithms because of their simplicity are very appealing to practitioners. his thesis investigates several online learning algorithms and their application. The thesis has an underlying theme of the idea of combining several simple algorithms to give better performance. In this thesis we investigate: combining weights, combining hypothesis, and (sort of) hierarchical combining.¶ Firstly, we propose a new online variant of the Bayes point machine (BPM), called the online Bayes point machine (OBPM). We study the theoretical and empirical performance of the OBPm algorithm. We show that the empirical performance of the OBPM algorithm is comparable with other large margin classifier methods such as the approximately large margin algorithm (ALMA) and methods which maximise the margin explicitly, like the support vector machine (SVM). The OBPM algorithm when used with a parallel architecture offers potential computational savings compared to ALMA. We compare the test error performance of the OBPM algorithm with other online algorithms: the Perceptron, the voted-Perceptron, and Bagging. We demonstrate that the combinationof the voted-Perceptron algorithm and the OBPM algorithm, called voted-OBPM algorithm has better test error performance than the voted-Perceptron and Bagging algorithms. We investigate the use of various online voting methods against the problem of ranking, and the problem of collaborative filtering of instances. We look at the application of online Bagging and OBPM algorithms to the telecommunications problem of channel equalization. We show that both online methods were successful at reducing the effect on the test error of label flipping and additive noise.¶ Secondly, we introduce a new mixture of experts algorithm, the fixed-share hierarchy (FSH) algorithm. The FSH algorithm is able to track the mixture of experts when the switching rate between the best experts may not be constant. We study the theoretical aspects of the FSH and the practical application of it to adaptive equalization. Using simulations we show that the FSH algorithm is able to track the best expert, or mixture of experts, in both the case where the switching rate is constant and the case where the switching rate is time varying.