Optimising parameters in recurrence quantification analysis of smart energy systems

Giasemidis, G. and Vukadinovic Greetham, D. (2018) Optimising parameters in recurrence quantification analysis of smart energy systems. In: 9th International Conference on Information, Intelligence, Systems and Applications (IISA2018), 23-25 July 2015, Zakynthos, Greece.

Abstract/Summary

Recurrence Quantification Analysis (RQA) can help to detect significant events and phase transitions of a dynamical system, but choosing a suitable set of parameters is crucial for the success. From recurrence plots different RQA variables can be obtained and analysed. Currently, most of the methods for RQA radius optimisation are focusing on a single RQA variable. In this work we are proposing two new methods for radius optimisation that look for an optimum in the higher dimensional space of the RQA variables, therefore synchronously optimising across several variables. We illustrate our approach using two case studies: a well known Lorenz dynamical system, and a time-series obtained from monitoring energy consumption of a small enterprise. Our case studies show that both methods result in plausible values and can be used to analyse energy data.

Item Type	Conference or Workshop Item (Paper)
URI	https://reading-clone.eprints-hosting.org/id/eprint/80002
Refereed	Yes
Divisions	Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics > Centre for the Mathematics of Human Behaviour (CMOHB) Science > School of Mathematical, Physical and Computational Sciences > Department of Computer Science
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