Extracting underlying trend and predicting power usage via joint SSA and sparse binary programming

This paper proposes a novel methodology for extracting the underlying trend and predicting the power usage through a joint singular spectrum analysis (SSA) and sparse binary programming approach. The underlying trend is approximated by the sum of a part of SSA components, in which the total number o...

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Bibliographic Details
Published in:2013 IEEE International Symposium on Circuits and Systems (ISCAS) pp. 1312 - 1315
Main Authors: Zhijing Yang, Ling, Bingo Wing-Kuen, Bingham, Chris
Format: Conference Proceeding
Language:English
Published: IEEE 01.05.2013
Subjects:
Joints
Linear programming
Optimization
Programming
Quantization (signal)
Vectors
ISBN:9781467357609, 146735760X
ISSN:0271-4302
Online Access:Get full text
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Summary:This paper proposes a novel methodology for extracting the underlying trend and predicting the power usage through a joint singular spectrum analysis (SSA) and sparse binary programming approach. The underlying trend is approximated by the sum of a part of SSA components, in which the total number of the SSA components in the sum is minimized subject to a specification on the maximum absolute difference between the original signal and the approximated underlying trend. As the selection of the SSA components is binary, this selection problem is to minimize the L 0 norm of the selection vector subject to the L ∞ norm constraint on the difference between the original signal and the approximated underlying trend as well as the binary valued constraint on the elements of the selection vector. This problem is actually a sparse binary programming problem. To solve this problem, first the corresponding continuous valued sparse optimization problem is solved. That is, to solve the same problem without the consideration of the binary valued constraint. This problem can be approximated by a linear programming problem when the isometry condition is satisfied, and the solution of the linear programming problem can be obtained via existing simplex methods or interior point methods. By applying the binary quantization to the obtained solution of the linear programming problem, the approximated solution of the original sparse binary programming problem is obtained. Unlike previously reported techniques that require a pre-cursor model or parameter specifications, the proposed method is completely adaptive. Experiment results show that our proposed method is very effective and efficient for extracting the underlying trend and predicting the power usage.
ISBN:9781467357609
146735760X
ISSN:0271-4302
DOI:10.1109/ISCAS.2013.6572095