Jonas Soenen

J. Soenen, A. Yurtman, T. Becker et al.

To enable the transition from fossil fuels towards renewable energy, the low-voltage grid needs to be reinforced at a faster pace and on a larger scale than was historically the case. To efficiently plan reinforcements, one needs to estimate the currents and voltages throughout the grid, which are unknown but can be calculated from the grid layout and the electricity consumption time series of each consumer. However, for many consumers, these time series are unknown and have to be estimated from the available consumer information. We refer to this task as scenario generation. The state-of-the-art approach that generates electricity consumption scenarios is complex, resulting in a computationally expensive procedure with only limited interpretability. To alleviate these drawbacks, we propose a fast and interpretable scenario generation technique based on predictive clustering trees (PCTs) that does not compromise accuracy. In our experiments on three datasets from different locations, we found that our proposed approach generates time series that are at least as accurate as the state-of-the-art while being at least 7 times faster in training and prediction. Moreover, the interpretability of the PCT allows domain experts to gain insight into their data while simultaneously building trust in the predictions of the model.

Jonas Soenen, Elia Van Wolputte, Vincent Vercruyssen et al.

Most anomaly detection systems try to model normal behavior and assume anomalies deviate from it in diverse manners. However, there may be patterns in the anomalies as well. Ideally, an anomaly detection system can exploit patterns in both normal and anomalous behavior. In this paper, we present AD-MERCS, an unsupervised approach to anomaly detection that explicitly aims at doing both. AD-MERCS identifies multiple subspaces of the instance space within which patterns exist, and identifies conditions (possibly in other subspaces) that characterize instances that deviate from these patterns. Experiments show that this modeling of both normality and abnormality makes the anomaly detector performant on a wide range of types of anomalies. Moreover, by identifying patterns and conditions in (low-dimensional) subspaces, the anomaly detector can provide simple explanations of why something is considered an anomaly. These explanations can be both negative (deviation from some pattern) as positive (meeting some condition that is typical for anomalies).