In this work, we applied a stochastic simulation methodology to quantify the power of the detection of outlying mixture components of a stochastic model, when applying a reduced-dimension clustering technique such as Self-Organizing Maps (SOMs). The essential feature of SOMs, besides dimensional reduction into a discrete map, is the conservation of topology. In SOMs, two forms of learning are applied: competitive, by sequential allocation of sample observations to a winning node in the map, and cooperative, by the update of the weights of the winning node and its neighbors. By means of cooperative learning, the conservation of topology from the original data space to the reduced (typically 2D) map is achieved. Here, we compared the performance of one- and two-layer SOMs in the outlier representation task. The same stratified sampling was applied for both the one-layer and two-layer SOMs; although, stratification would only be relevant for the two-layer setting—to estimate the outlying mixture component detection power. Two distance measures between points in the map were defined to quantify the conservation of topology. The results of the experiment showed that the two-layer setting was more efficient in outlier detection while maintaining the basic properties of the SOM, which included adequately representing distances from the outlier component to the remaining ones.
Predicting electricity prices and demand is a very important issue for the energy market industry. In order to improve the accuracy of any predictive model, a previous variable importance analysis is highly advised. In this paper, we propose an alternative framework to assess the variable importance in multivariate response scenarios based on the permutation importance technique, applying the Conditional inference trees algorithm and a ϕ -divergence measure. Our solution was tested in simulated examples as well as a real case, where we assessed and ranked the most relevant predictors for price and demand of electricity jointly in the Spanish market. The new method outperforms, in most cases, the outcomes achieved by the recently proposed techniques, Intervention prediction measure (IPM) and Sequential multi-response feature selection (SMuRFS). For the electricity market case, we identified the most relevant predictors among pollutant, renewable, calendar and lagged prices variables for the joint response of demand and price, showing also the effectiveness of the proposed multivariate response method when compared with the univariate response analysis.
We define a capacity reserve model to dimension passenger car service installations according to the demographic distribution of the area to be serviced by using hospital’s emergency room analogies. Usually, service facilities are designed applying empirical methods, but customers arrive under uncertain conditions not included in the original estimations, and there is a gap between customer’s real demand and the service’s capacity. Our research establishes a valid methodology and covers the absence of recent researches and the lack of statistical techniques implementation, integrating demand uncertainty in a unique model built in stages by implementing ARIMA forecasting, queuing theory, and Monte Carlo simulation to optimize the service capacity and occupancy, minimizing the implicit cost of the capacity that must be reserved to service unexpected customers. Our model has proved to be a useful tool for optimal decision making under uncertainty integrating the prediction of the cost implicit in the reserve capacity to serve unexpected demand and defining a set of new process indicators, such us capacity, occupancy, and cost of capacity reserve never studied before. The new indicators are intended to optimize the service operation. This set of new indicators could be implemented in the information systems used in the passenger car services.
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