Participatory surveillance for COVID-19 trends detection in Brazil

The ongoing COVID-19 pandemic has emphasized the necessity of a well-functioning surveillance system to detect and mitigate disease outbreaks. Traditional surveillance (TS) usually relies on healthcare providers and generally suffers from reporting lags that prevent immediate response plans. Participatory surveillance (PS), an innovative digital approach whereby individuals voluntarily monitor and report on their own health status via Web-based surveys, has emerged in the past decade to complement traditional data collections approaches. This study compares novel PS data on COVID-19 infection rates across nine Brazilian cities with official TS data to examine the opportunities and challenges of using the former, and the potential advantages of combining the two approaches. We find that high participation rates are key for PS data to adequately mirror TS infection rates. Where participation was high, we document a significant trend correlation between lagged PS data and TS infection rates, suggesting that the former could be used for early detection. In our data, forecasting models integrating both approaches increased accuracy up to 3% relative to a 14-day forecast horizon model based exclusively on TS data. Furthermore, we show that the PS data captures a population that significantly differs from the traditional observation. These results corroborate previous studies when it comes to the benefits of an integrated and comprehensive surveillance system, but also shed lights on its limitations, and on the need for additional research to improve future implementations of PS platforms.

Natural Gas Consumption Forecasting Based on the Variability of External Meteorological Factors Using Machine Learning Algorithms

Natural gas consumption depends on many factors. Some of them, such as weather conditions or historical demand, can be accurately measured. The authors, based on the collected data, performed the modeling of temporary and future natural gas consumption by municipal consumers in one of the medium-sized cities in Poland. For this purpose, the machine learning algorithms, neural networks and two regression algorithms, MLR and Random Forest were used. Several variants of forecasting the demand for natural gas, with different lengths of the forecast horizon are presented and compared in this research. The results obtained using the MLR, Random Forest, and DNN algorithms show that for the tested input data, the best algorithm for predicting the demand for natural gas is RF. The differences in accuracy of prediction between algorithms were not significant. The research shows the differences in the impact of factors that create the demand for natural gas, as well as the accuracy of the prediction for each algorithm used, for each time horizon.

Multi-objective regression modeling for natural gas prediction with ridge regression and CMARS

Residential customers are the main users generally need a great quantity of natural gas in distribution systems, especially, in the wintry weather season since it is particularly consumed for cooking and space heating. Hence, it ought to be non-interruptible. Since distribution systems have a restricted ability for supply, reasonable planning and prediction through the whole year, especially in winter seasons, have emerged as vital. The Ridge Regression (RR) is formulated mainly to decrease collinearity results through shrinking the regression coefficients and reducing the impact in the model of variables. Conic multivariate adaptive regression splines ((C)MARS) model is constructed as an effective choice for MARS by using inverse problems, statistical learning, and multi-objective optimization theories. In this approach, the model complexity is penalized in the structure of RR and it is constructed a relaxation by utilizing continuous optimization, called Conic Quadratic Programming (CQP). In this study, CMARS and RR are applied to obtain forecasts of residential natural gas demand for local distribution companies (LDCs) that require short-term forecasts, and the model performances are compared by using some criteria. Here, our analysis shows that CMARS models outperform RR models. For one-day-ahead forecasts, CMARS yields a MAPE of about 4.8%, while the same value under RR reaches 8.5%. As the forecast horizon increases, it can be seen that the performance of the methods becomes worse, and for a forecast one week ahead, the MAPE values for CMARS and RR are 9.9% and 18.3%, respectively.

Solar Irradiance Forecasting Using a Data-Driven Algorithm and Contextual Optimisation

Solar forecasting plays a key part in the renewable energy transition. Major challenges, related to load balancing and grid stability, emerge when a high percentage of energy is provided by renewables. These can be tackled by new energy management strategies guided by power forecasts. This paper presents a data-driven and contextual optimisation forecasting (DCF) algorithm for solar irradiance that was comprehensively validated using short- and long-term predictions, in three US cities: Denver, Boston, and Seattle. Moreover, step-by-step implementation guidelines to follow and reproduce the results were proposed. Initially, a comparative study of two machine learning (ML) algorithms, the support vector machine (SVM) and Facebook Prophet (FBP) for solar prediction was conducted. The short-term SVM outperformed the FBP model for the 1- and 2- hour prediction, achieving a coefficient of determination (R2) of 91.2% in Boston. However, FBP displayed sustained performance for increasing the forecast horizon and yielded better results for 3-hour and long-term forecasts. The algorithms were optimised by further contextual model adjustments which resulted in substantially improved performance. Thus, DCF utilised SVM for short-term and FBP for long-term predictions and optimised their performance using contextual information. DCF achieved consistent performance for the three cities and for long- and short-term predictions, with an average R2 of 85%.

Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-Of-Sample Forecasting Experiment

We extend the widely-studied Heterogeneous Autoregressive Realized Volatility (HAR-RV) model to examine the out-of-sample forecasting value of climate-risk factors for the realized volatility of movements of the prices of crude oil, heating oil, and natural gas. The climate-risk factors have been constructed in recent literature using techniques of computational linguistics, and consist of daily proxies of physical (natural disasters and global warming) and transition (U.S. climate policy and international summits) risks involving the climate. We find that climate-risk factors contribute to out-of-sample forecasting performance mainly at a monthly and, in some cases, also at a weekly forecast horizon. We demonstrate that our main finding is robust to various modifications of our forecasting experiment, and to using three different popular shrinkage estimators to estimate the extended HAR-RV model. We also study longer forecast horizons of up to three months, and we account for the possibility that policymakers and forecasters may have an asymmetric loss function.

Analysis of Sectoral Profitability of the Indian Stock Market Using an LSTM Regression Model

<div>Predictive model design for accurately predicting future stock prices has always been considered an interesting and challenging research problem. The task becomes complex due to the volatile and stochastic nature of the stock prices in the real world which is affected by numerous controllable and uncontrollable variables. This paper presents an optimized predictive model built on long-and-short-term memory (LSTM) architecture for automatically extracting past stock prices from the web over a specified time interval and predicting their future prices for a specified forecast horizon, and forecasts the future stock prices. The model is deployed for making buy and sell transactions based on its predicted results for 70 important stocks from seven different sectors listed in the National Stock Exchange (NSE) of India. The profitability of each sector is derived based on the total profit yielded by the stocks in that sector over a period from Jan 1, 2010 to Aug 26, 2021. The sectors are compared based on their profitability values. The prediction accuracy of the model is also evaluated for each sector. The results indicate that the model is highly accurate in predicting future stock prices.</div>

Analysis of Sectoral Profitability of the Indian Stock Market Using an LSTM Regression Model

<div>Predictive model design for accurately predicting future stock prices has always been considered an interesting and challenging research problem. The task becomes complex due to the volatile and stochastic nature of the stock prices in the real world which is affected by numerous controllable and uncontrollable variables. This paper presents an optimized predictive model built on long-and-short-term memory (LSTM) architecture for automatically extracting past stock prices from the web over a specified time interval and predicting their future prices for a specified forecast horizon, and forecasts the future stock prices. The model is deployed for making buy and sell transactions based on its predicted results for 70 important stocks from seven different sectors listed in the National Stock Exchange (NSE) of India. The profitability of each sector is derived based on the total profit yielded by the stocks in that sector over a period from Jan 1, 2010 to Aug 26, 2021. The sectors are compared based on their profitability values. The prediction accuracy of the model is also evaluated for each sector. The results indicate that the model is highly accurate in predicting future stock prices.</div>

Evaluation of ECMWF's forecasting system for probabilistic urban flood prediction: a case study in Mexico City

As the world continues urbanizing, including efforts to forge a new framework of urban development is necessary. Recent studies related to flood prediction and mitigation have shown that Ensemble Prediction Systems (EPSs) constitute a valuable and essential tool for an Early Warning System. However, the use of EPS for flood forecasting in urban zones has yet to be understood. This work has the objective to investigate the potential use of the Operational EPS, issued by the European Centre for Medium-Range Weather Forecasts (ECMWF), for probabilistic urban flood prediction. In this research, a precipitation forecast verification was carried out in two study zones: (1) Mexico Valley Basin and (2) Mexico City, where for the latter, forecasts were compared against real-time observed data. The results showed good forecast reliability for a rain threshold of up to 20 mm in 24-hourly accumulations, with the first 36 h of the forecast horizon being the most reliable. The EPS has sufficient resolution and precision for flood prediction in Mexico City, which represents a further step toward developing a flood warning system at the local level based on ensemble forecasts.

Wind Features Extracted from Weather Simulations for Wind-Wave Prediction Using High-Resolution Neural Networks

Nearshore wave forecasting is susceptible to changes in regional wind fields and environments. However, surface wind field changes are difficult to determine due to the lack of in situ observational data. Therefore, accurate wind and coastal wave forecasts during typhoon periods are necessary. The purpose of this study is to develop artificial intelligence (AI)-based techniques for forecasting wind–wave processes near coastal areas during typhoons. The proposed integrated models employ combined a numerical weather prediction (NWP) model and AI techniques, namely numerical (NUM)-AI-based wind–wave prediction models. This hybrid model comprising VGGNNet and High-Resolution Network (HRNet) was integrated with recurrent-based gated recurrent unit (GRU). Termed mVHR_GRU, this model was constructed using a convolutional layer for extracting features from spatial images with high-to-low resolution and a recurrent GRU model for time series prediction. To investigate the potential of mVHR_GRU for wind–wave prediction, VGGNet, HRNet, and Two-Step Wind-Wave Prediction (TSWP) were selected as benchmark models. The coastal waters in northeast Taiwan were the study area. The length of the forecast horizon was from 1 to 6 h. The mVHR_GRU model outperformed the HR_GRU, VGGNet, and TSWP models according to the error indicators. The coefficient of mVHR_GRU efficiency improved by 13% to 18% and by 13% to 15% at the Longdong and Guishandao buoys, respectively. In addition, in a comparison of the NUM–AI-based model and a numerical model simulating waves nearshore (SWAN), the SWAN model generated greater errors than the NUM–AI-based model. The results of the NUM–AI-based wind–wave prediction model were in favorable accordance with the observed results, indicating the feasibility of the established model in processing spatial data.

Stochastic Optimization of Microgrid Operation With Renewable Generation and Energy Storage

The operation of electric energy storages (EES) in power systems where variable renewable energy sources (VRES) and EES must contribute to securing the supply can be considered as an arbitrage against scarcity. The value of using stored energy instantly must be balanced against its potential future value and future risk of scarcity. This paper proposes a multi-stage stochastic programming model for the operation of microgrids with VRES, EES and thermal generation that is divided into a short- and a long-term model. The short-term model utilizes information from forecasts updated every six hours, while the long-term model considers the value of stored energy beyond the forecast horizon. The model is solved using stochastic dual dynamic programming and Markov chains, and the results show that the significance of accounting for short- and long-term uncertainty increases for systems with a high degree of variable renewable generation and EES and decreasing dispatchable generation capacity.<br>