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BIG DATA SPAIN 2016 1
BIG DATA SPAIN 2016
© 2015 The MathWorks, Inc.
Turning an idea into a Data-Driven
Production System
An Energy Load Forecasting Case Study
Lucas García
Senior Application Engineer
MathWorks
BIG DATA SPAIN 2016 2
What is Energy Forecasting?
From Wikipedia:
Energy forecasting is a broad term that refers to
"forecasting in the energy industry".
It includes - but is not limited to - forecasting demand
(load) and price of electricity, fossil fuels (natural
gas, oil, coal) and renewable energy sources (RES;
hydro, wind, solar).
BIG DATA SPAIN 2016 3
What is Data Analytics?
• What happened?Descriptive
• Why did it happen?Diagnostics
• What will happen?Predictive
• What should be done?Prescriptive
Turn large volumes of complex data into actionable information
Data Decisions
BIG DATA SPAIN 2016 4
Data Analytics – Using Data to Make Better Decisions
Develop Predictive
Models
Access and Explore
Data
Preprocess Data
Integrate Analytics with
Systems
BIG DATA SPAIN 2016 5
Goal:
 Implement a tool for easy and accurate computation of day-ahead system load forecast
Requirements:
 Acquire and clean data from multiple
sources
 Accurate predictive model
 Easily deploy to production environment
Case Study: Day-Ahead Energy Load Forecasting
BIG DATA SPAIN 2016 6
The Data
mis.nyiso.com/public/
NYISO Energy Load Data
cdo.ncdc.noaa.gov/qclcd_ascii/
National Climatic Data Center Weather Data
BIG DATA SPAIN 2016 7
Data Analytics Workflow
Integrate Analytics with
Systems
Desktop Apps
Enterprise Scale
Systems
Embedded Devices
and Hardware
Files
Databases
Sensors
Access and Explore
Data
Develop Predictive
Models
Model Creation e.g.
Machine Learning
Model
Validation
Parameter
Optimization
Preprocess Data
Working with
Messy Data
Data Reduction/
Transformation
Feature
Extraction
BIG DATA SPAIN 2016 8
Data Analytics Workflow
Integrate Analytics with
Systems
Desktop Apps
Enterprise Scale
Systems
Embedded Devices
and Hardware
Files
Databases
Sensors
Access and Explore
Data
Develop Predictive
Models
Model Creation e.g.
Machine Learning
Model
Validation
Parameter
Optimization
Preprocess Data
Working with
Messy Data
Data Reduction/
Transformation
Feature
Extraction
1
BIG DATA SPAIN 2016 9
Data Analytics Workflow
Files
Databases
Sensors
Access and Explore
Data
Preprocess Data
Working with
Messy Data
Data Reduction/
Transformation
Feature
Extraction
 Repositories – SQL, NoSQL, etc.
 File I/O – Text, Spreadsheet, etc.
 Web Sources – RESTful, JSON, etc.
Business and Transactional Data
Engineering, Scientific and Field Data
 Real-Time Sources – Sensors, GPS, etc.
 File I/O – Image, Audio, etc.
 Communication Protocols – OPC (OLE for
Process Control), CAN (Controller Area
Network), etc.
BIG DATA SPAIN 2016 10
Data Analytics Workflow
Files
Databases
Sensors
Access and Explore
Data
Preprocess Data
Working with
Messy Data
Data Reduction/
Transformation
Feature
Extraction
 Data aggregation
– Different sources (files, web, etc.)
– Different types (images, text, audio, etc.)
 Data clean up
– Poorly formatted files
– Irregularly sampled data
– Redundant data, outliers, missing data etc.
 Data specific processing
– Signals: Smoothing, resampling, denoising,
Wavelet transforms, etc.
– Images: Image registration, morphological
filtering, deblurring, etc.
 Dealing with out of memory data (big data)
Challenges
BIG DATA SPAIN 2016 11
Data Analytics Workflow
Files
Databases
Sensors
Access and Explore
Data
Preprocess Data
Working with
Messy Data
Data Reduction/
Transformation
Feature
Extraction
 Point and click tools to access
variety of data sources
 High-performance environment
for big data
Files
Signals
Databases
Images
 Built-in algorithms for data
preprocessing including sensor,
image, audio, video and other
real-time data
MATLAB Analytics work
with business and
engineering data
1
BIG DATA SPAIN 2016 12
Data Analytics Workflow
Integrate Analytics with
Systems
Desktop Apps
Enterprise Scale
Systems
Embedded Devices
and Hardware
Files
Databases
Sensors
Access and Explore
Data
Develop Predictive
Models
Model Creation e.g.
Machine Learning
Model
Validation
Parameter
Optimization
Preprocess Data
Working with
Messy Data
Data Reduction/
Transformation
Feature
Extraction
1 2
BIG DATA SPAIN 2016 13
Data Analytics Workflow
Develop Predictive
Models
Model Creation e.g.
Machine Learning
Model
Validation
Parameter
Optimization
Challenges
 Lack of data science expertise
 Feature Extraction – How to transform
data to best represent the system?
– Requires subject matter expertise
– No right way of designing features
 Feature Selection – What attributes or
subset of data to use?
– Entails a lot of iteration – Trial and error
– Difficult to evaluate features
 Model Development
– Many different models
– Model Validation and Tuning
 Time required to conduct the analysis
Preprocess Data
Working with
Messy Data
Data Reduction/
Transformation
Feature
Extraction
BIG DATA SPAIN 2016 14
Data Analytics Workflow
Develop Predictive
Models
Model Creation e.g.
Machine Learning
Model
Validation
Parameter
Optimization
Preprocess Data
Working with
Messy Data
Data Reduction/
Transformation
Feature
Extraction
MATLAB enables
domain experts to
do Data Science
2
Apps Language
 Easy to use apps
 Wide breadth of tools to facilitate
domain specific analysis
 Examples/videos to get started
 Automatic MATLAB code
generation
 High speed processing of large
data sets
BIG DATA SPAIN 2016 15
Data Analytics Workflow
Integrate Analytics with
Systems
Desktop Apps
Enterprise Scale
Systems
Embedded Devices
and Hardware
Files
Databases
Sensors
Access and Explore
Data
Develop Predictive
Models
Model Creation e.g.
Machine Learning
Model
Validation
Parameter
Optimization
Preprocess Data
Working with
Messy Data
Data Reduction/
Transformation
Feature
Extraction
1 2 3
BIG DATA SPAIN 2016 16
Data Analytics Workflow
Integrate Analytics with
Systems
Desktop Apps
Enterprise Scale
Systems
Embedded Devices
and Hardware
Develop Predictive
Models
Model Creation e.g.
Machine Learning
Model
Validation
Parameter
Optimization
 End user: Operators, Analysts,
Administrative Staff, customers etc.
 Different target platforms:
– Cluster or Cloud environment
– Standalone desktop applications
– Server based Web and enterprise systems
– Embedded hardware
 Different Interfaces: C++, Java, Python,
.NET etc.
 Need to translate analytics to production
environment
Challenges
BIG DATA SPAIN 2016 17
Integrate analytics with systems
MATLAB
Runtime
C, C++ HDL PLC
Embedded Hardware
C/C++ ++
Excel
Add-in Java
Hadoop/
Spark
.NET
MATLAB
Production
Server
Standalone
Application
Enterprise Systems
Python
MATLAB Analytics
run anywhere
3
BIG DATA SPAIN 2016 18
MATLAB
Desktop
Deployed Analytics
MATLAB Production Server
MATLAB
Production
Server
Web
Application
Server
MATLAB
Production Server
RequestBroker
CTF
Apache Tomcat
Web Server/
Webservice
Weather
Data
Energy
Data
Predictive
Models
Train in
MATLAB
BIG DATA SPAIN 2016 19
Key Takeaways
 Utilize all of your data
 Apply advanced analytics techniques
 Operationalize analytics to enterprise
systems and embedded devices
MATLAB Analytics work
with business and
engineering data
1
MATLAB enables
domain experts to do
Data Science
2
3MATLAB Analytics
run anywhere
BIG DATA SPAIN 2016 20
Thank you!
Stay tuned: Twitter: @MATLAB | LinkedIn: https://www.linkedin.com/company/the-mathworks_2
% Send me your feedback:
% lucas.garcia@mathworks.com
% Twitter: @mathinking

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Turning an idea into a Data-Driven Production System: An Energy Load Forecasting Case Study by Lucas García

  • 1.
  • 2. BIG DATA SPAIN 2016 1 BIG DATA SPAIN 2016 © 2015 The MathWorks, Inc. Turning an idea into a Data-Driven Production System An Energy Load Forecasting Case Study Lucas García Senior Application Engineer MathWorks
  • 3. BIG DATA SPAIN 2016 2 What is Energy Forecasting? From Wikipedia: Energy forecasting is a broad term that refers to "forecasting in the energy industry". It includes - but is not limited to - forecasting demand (load) and price of electricity, fossil fuels (natural gas, oil, coal) and renewable energy sources (RES; hydro, wind, solar).
  • 4. BIG DATA SPAIN 2016 3 What is Data Analytics? • What happened?Descriptive • Why did it happen?Diagnostics • What will happen?Predictive • What should be done?Prescriptive Turn large volumes of complex data into actionable information Data Decisions
  • 5. BIG DATA SPAIN 2016 4 Data Analytics – Using Data to Make Better Decisions Develop Predictive Models Access and Explore Data Preprocess Data Integrate Analytics with Systems
  • 6. BIG DATA SPAIN 2016 5 Goal:  Implement a tool for easy and accurate computation of day-ahead system load forecast Requirements:  Acquire and clean data from multiple sources  Accurate predictive model  Easily deploy to production environment Case Study: Day-Ahead Energy Load Forecasting
  • 7. BIG DATA SPAIN 2016 6 The Data mis.nyiso.com/public/ NYISO Energy Load Data cdo.ncdc.noaa.gov/qclcd_ascii/ National Climatic Data Center Weather Data
  • 8. BIG DATA SPAIN 2016 7 Data Analytics Workflow Integrate Analytics with Systems Desktop Apps Enterprise Scale Systems Embedded Devices and Hardware Files Databases Sensors Access and Explore Data Develop Predictive Models Model Creation e.g. Machine Learning Model Validation Parameter Optimization Preprocess Data Working with Messy Data Data Reduction/ Transformation Feature Extraction
  • 9. BIG DATA SPAIN 2016 8 Data Analytics Workflow Integrate Analytics with Systems Desktop Apps Enterprise Scale Systems Embedded Devices and Hardware Files Databases Sensors Access and Explore Data Develop Predictive Models Model Creation e.g. Machine Learning Model Validation Parameter Optimization Preprocess Data Working with Messy Data Data Reduction/ Transformation Feature Extraction 1
  • 10. BIG DATA SPAIN 2016 9 Data Analytics Workflow Files Databases Sensors Access and Explore Data Preprocess Data Working with Messy Data Data Reduction/ Transformation Feature Extraction  Repositories – SQL, NoSQL, etc.  File I/O – Text, Spreadsheet, etc.  Web Sources – RESTful, JSON, etc. Business and Transactional Data Engineering, Scientific and Field Data  Real-Time Sources – Sensors, GPS, etc.  File I/O – Image, Audio, etc.  Communication Protocols – OPC (OLE for Process Control), CAN (Controller Area Network), etc.
  • 11. BIG DATA SPAIN 2016 10 Data Analytics Workflow Files Databases Sensors Access and Explore Data Preprocess Data Working with Messy Data Data Reduction/ Transformation Feature Extraction  Data aggregation – Different sources (files, web, etc.) – Different types (images, text, audio, etc.)  Data clean up – Poorly formatted files – Irregularly sampled data – Redundant data, outliers, missing data etc.  Data specific processing – Signals: Smoothing, resampling, denoising, Wavelet transforms, etc. – Images: Image registration, morphological filtering, deblurring, etc.  Dealing with out of memory data (big data) Challenges
  • 12. BIG DATA SPAIN 2016 11 Data Analytics Workflow Files Databases Sensors Access and Explore Data Preprocess Data Working with Messy Data Data Reduction/ Transformation Feature Extraction  Point and click tools to access variety of data sources  High-performance environment for big data Files Signals Databases Images  Built-in algorithms for data preprocessing including sensor, image, audio, video and other real-time data MATLAB Analytics work with business and engineering data 1
  • 13. BIG DATA SPAIN 2016 12 Data Analytics Workflow Integrate Analytics with Systems Desktop Apps Enterprise Scale Systems Embedded Devices and Hardware Files Databases Sensors Access and Explore Data Develop Predictive Models Model Creation e.g. Machine Learning Model Validation Parameter Optimization Preprocess Data Working with Messy Data Data Reduction/ Transformation Feature Extraction 1 2
  • 14. BIG DATA SPAIN 2016 13 Data Analytics Workflow Develop Predictive Models Model Creation e.g. Machine Learning Model Validation Parameter Optimization Challenges  Lack of data science expertise  Feature Extraction – How to transform data to best represent the system? – Requires subject matter expertise – No right way of designing features  Feature Selection – What attributes or subset of data to use? – Entails a lot of iteration – Trial and error – Difficult to evaluate features  Model Development – Many different models – Model Validation and Tuning  Time required to conduct the analysis Preprocess Data Working with Messy Data Data Reduction/ Transformation Feature Extraction
  • 15. BIG DATA SPAIN 2016 14 Data Analytics Workflow Develop Predictive Models Model Creation e.g. Machine Learning Model Validation Parameter Optimization Preprocess Data Working with Messy Data Data Reduction/ Transformation Feature Extraction MATLAB enables domain experts to do Data Science 2 Apps Language  Easy to use apps  Wide breadth of tools to facilitate domain specific analysis  Examples/videos to get started  Automatic MATLAB code generation  High speed processing of large data sets
  • 16. BIG DATA SPAIN 2016 15 Data Analytics Workflow Integrate Analytics with Systems Desktop Apps Enterprise Scale Systems Embedded Devices and Hardware Files Databases Sensors Access and Explore Data Develop Predictive Models Model Creation e.g. Machine Learning Model Validation Parameter Optimization Preprocess Data Working with Messy Data Data Reduction/ Transformation Feature Extraction 1 2 3
  • 17. BIG DATA SPAIN 2016 16 Data Analytics Workflow Integrate Analytics with Systems Desktop Apps Enterprise Scale Systems Embedded Devices and Hardware Develop Predictive Models Model Creation e.g. Machine Learning Model Validation Parameter Optimization  End user: Operators, Analysts, Administrative Staff, customers etc.  Different target platforms: – Cluster or Cloud environment – Standalone desktop applications – Server based Web and enterprise systems – Embedded hardware  Different Interfaces: C++, Java, Python, .NET etc.  Need to translate analytics to production environment Challenges
  • 18. BIG DATA SPAIN 2016 17 Integrate analytics with systems MATLAB Runtime C, C++ HDL PLC Embedded Hardware C/C++ ++ Excel Add-in Java Hadoop/ Spark .NET MATLAB Production Server Standalone Application Enterprise Systems Python MATLAB Analytics run anywhere 3
  • 19. BIG DATA SPAIN 2016 18 MATLAB Desktop Deployed Analytics MATLAB Production Server MATLAB Production Server Web Application Server MATLAB Production Server RequestBroker CTF Apache Tomcat Web Server/ Webservice Weather Data Energy Data Predictive Models Train in MATLAB
  • 20. BIG DATA SPAIN 2016 19 Key Takeaways  Utilize all of your data  Apply advanced analytics techniques  Operationalize analytics to enterprise systems and embedded devices MATLAB Analytics work with business and engineering data 1 MATLAB enables domain experts to do Data Science 2 3MATLAB Analytics run anywhere
  • 21. BIG DATA SPAIN 2016 20 Thank you! Stay tuned: Twitter: @MATLAB | LinkedIn: https://www.linkedin.com/company/the-mathworks_2 % Send me your feedback: % lucas.garcia@mathworks.com % Twitter: @mathinking