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Hidden Markov Occupancy Modelling Sebastian Wolf, Magnus Bitsch, Henrik Madsen Dynamical Systems, DTU Compute

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Page 1: Sebastian Wolf, Magnus Bitsch, Henrik Madsensmart-cities-centre.org/wp-content/uploads/2017-09-18-Sebastian... · Hidden Markov Occupancy Modelling Sebastian Wolf, Magnus Bitsch,

Hidden Markov Occupancy Modelling

Sebastian Wolf, Magnus Bitsch, Henrik Madsen

Dynamical Systems, DTU Compute

Page 2: Sebastian Wolf, Magnus Bitsch, Henrik Madsensmart-cities-centre.org/wp-content/uploads/2017-09-18-Sebastian... · Hidden Markov Occupancy Modelling Sebastian Wolf, Magnus Bitsch,

BackgroundModelling people’s presence in buildings

• improve HVAC control usinginformation about occupants’presence

• input for building simulations

• basis for modelling of other behaviour(windows, heating,...)

• presence often not directlymeasurable ⇒ indirect methods

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Occupancy ModellingHidden Markov Model - homogeneous

Yt Yt+1 Yt+2 . . .

Xt Xt+1 Xt+2 . . .

The model can be expressed by

p (Xt = i | Xt−1 = j) ∼ (Γ)i,j

Yt = ci + εi,t

where Γ ∈ Rm×m is a transition probability matrix, ci are the state meansand εi,t ∼ N(0, σ2

i ).

3 DTU Compute Sebastian Wolf 17.05.2017

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Occupancy ModellingHidden Markov Model - inhomogeneous

Yt Yt+1 Yt+2 . . .

Xt Xt+1 Xt+2 . . .

The model can be expressed by

p (Xt = i | Xt−1 = j) ∼ (Γt)i,j

Yt = ci + εi,t

where Γt ∈ Rm×m is a inhomogeneous transition probability matrix, ci arethe state means and εi,t ∼ N(0, σ2

i ).

4 DTU Compute Sebastian Wolf 17.05.2017

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Occupancy ModellingTransition Probabilities

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Occupancy ModellingMarkov-Switching AR(1) Model

Yt Yt+1 Yt+2 . . .

Xt Xt+1 Xt+2 . . .

The model can be expressed by

p (Xt = i | Xt−1 = j) ∼ (Γt)i,j

Yt = φiYt−1 + ci + εi,t

where Γt ∈ Rm×m is a transition probability matrix, ci are the state means,φi the auto-regressive parameters and εi,t ∼ N(0, σ2

i ).

6 DTU Compute Sebastian Wolf 17.05.2017

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Occupancy ModellingComparison of Markov-switching Models

m=2 states parameters AIC BIC

homogeneous HMM 6 = (m2 +m) 7792 7832inhomogeneous HMM 12 = (m2 + 4m) 7627 7721Markov-Switching 14 = (m2 + 5m) -19187 -19080

states parameters AIC BIC2 16 -19187 -190803 27 -20326 -201464 40 -20771 -205035 55 -21392 -21023

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Occupancy ModellingGlobal decoding

(a) School data (b) Summer house data

Figure: global decoding of the 5 state Markov switching model. States representedby colours and by step function.

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Occupancy ModellingResidual analysis

(a) School data (b) Summer house data

Figure: Residual analysis of the 5 state Markov switching model

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Occupancy ModellingSimulation

(a) School data (b) Summer house data

Figure: 100 simulations with measured values (red).

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Occupancy ModellingOutlook

• ground truth validation

• further input variables- temperature- noise- humidity

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Thank [email protected]

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