The electric power distribution utility is responsible for providing energy to consumers in a continuous and stable way, failures in the electrical power system reduce the reliability indexes of the grid, directly harming its performance. For this reason, there is a need for failure prediction to reestablish power in the shortest possible time. Considering an evaluation of the number of failures over time, this paper proposes to perform a failure prediction during the first year of the pandemic in Brazil (2020) to verify the feasibility of using time series forecasting models for fault prediction. The Long Short-Term Memory (LSTM) model will be evaluated to obtain a forecast result that can be used by the electric power utility to organize the maintenance teams. The Wavelet transform shows to be promising in improving the predictive ability of the LSTM, making the Wavelet LSTM model suitable for the study at hand. The results show that the proposed approach has better results regarding the evaluation of the error in prediction and has robustness when a statistical analysis is performed.

To improve the monitoring of the electrical power grid it is necessary to evaluate the influence of contamination in relation to leakage current and its progression to a disruptive discharge. In this paper, insulators were tested in a saline chamber to simulate the increase of salt contamination on their surface, and to evaluate the supportability of these components. From the time series forecasting of the leakage current, it is possible to evaluate the development of the fault before a flashover occurs. Choosing which method to use is always a difficult task since some models may have higher computational effort. In this paper, for a complete evaluation, the long short-term memory (LSTM), group method of data handling (GMDH), adaptive neuro-fuzzy inference system (ANFIS), bootstrap aggregation (bagging), sequential learning (boosting), random subspace, and stacked generalization (stacking) ensemble learning models are analyzed. A review and comparison of these well-established methods for time series forecasting is performed. From the results of the best structure of the model, the hyperparameters are evaluated and the Wavelet transform is used to obtain an enhanced model.

While there are several ways to identify customer behaviors, few extract this value from information already in a database, much less extract relevant characteristics. This paper presents the development of a prototype using the recency, frequency, and monetary attributes for customer segmentation of a retail database. For this purpose, the standard K-means, K-medoids, and MiniBatch K-means were evaluated. The standard K-means clustering algorithm was more appropriate for data clustering than other algorithms as it remained stable until solutions with 6 clusters. The evaluation of the clusters’ quality was obtained through the internal validation indexes: Silhouette, Calinski Harabasz, and Davies Bouldin. Once consensus was not obtained, three external validation indexes were applied: global stability, stability per cluster, and segment-level stability across solutions. Six customer segments were obtained, identified by their unique behavior: Lost customers, disinterested customers, recent customers, less recent customers, loyal customers, and best customers. Their behavior was evidenced and analyzed, indicating trends and preferences.