Time series prediction of mining subsidence based on a SVM

In order to study dynamic laws of surface movements over coal mines due to mining activities,a dynamic prediction model of surface movements was established,based on the theory of support vector machines(SVM) and times-series analysis.An engineering application was used to verify the correctness of the model.Measurements from observation stations were analyzed and processed to obtain equal-time interval surface movement data and subjected to tests of stationary,zero means and normality.Then the data were used to train the SVM model.A time series model was established to predict mining subsidence by rational choices of embedding dimensions and SVM parameters.MAPE and WIA were used as indicators to evaluate the accuracy of the model and for generalization performance.In the end,the model was used to predict future surface movements.Data from observation stations in Huaibei coal mining area were used as an example.The results show that the maximum absolute error of subsidence is 9 mm,the maximum relative error 1.5%,the maximum absolute error of displacement 7 mm and the maximum relative error 1.8%.The accuracy and reliability of the model meet the requirements of on-site engineering.The results of the study provide a new approach to investigate the dynamics of surface movements.

SHAPE-BASED TIME SERIES SIMILARITY MEASURE AND PATTERN DISCOVERY ALGORITHM

Pattern discovery from time series is of fundamental importance. Most of the algorithms of pattern discovery in time series capture the values of time series based on some kinds of similarity measures. Affected by the scale and baseline, value-based methods bring about problem when the objective is to capture the shape. Thus, a similarity measure based on shape, Sh measure, is originally proposed, andthe properties of this similarity and corresponding proofs are given. Then a time series shape pattern discovery algorithm based on Sh measure is put forward. The proposed algorithm is terminated in finite iteration with given computational and storage complexity. Finally the experiments on synthetic datasets and sunspot datasets demonstrate that the time series shape pattern algorithm is valid.

Anomaly detection in smart grid based on encoder-decoder framework with recurrent neural network

Anomaly detection in smart grid is critical to enhance the reliability of power systems. Excessive manpower has to be involved in analyzing the measurement data collected from intelligent motoring devices while performance of anomaly detection is still not satisfactory. This is mainly because the inherent spatio-temporality and multi-dimensionality of the measurement data cannot be easily captured. In this paper, we propose an anomaly detection model based on encoder-decoder framework with recurrent neural network （RNN）. In the model, an input time series is reconstructed and an anomaly can be detected by an unexpected high reconstruction error. Both Manhattan distance and the edit distance are used to evaluate the difference between an input time series and its reconstructed one. Finally, we validate the proposed model by using power demand data from University of California, Riverside （UCR） time series classification archive and IEEE 39 bus system simulation data. Results from the analysis demonstrate that the proposed encoder-decoder framework is able to successfully capture anomalies with a precision higher than 95%.