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The energy transition is expected to significantly increase the share of renewable energy sources whose production is intermittent in the electricity mix. Apart from key benefits, this development has the major drawback of generating a…

Trading and Market Microstructure · Quantitative Finance 2023-01-30 Thibaut Théate , Antonio Sutera , Damien Ernst

Selecting an appropriate model to forecast product demand is critical to the manufacturing industry. However, due to the data complexity, market uncertainty and users' demanding requirements for the model, it is challenging for demand…

Human-Computer Interaction · Computer Science 2020-05-08 Dong Sun , Zezheng Feng , Yuanzhe Chen , Yong Wang , Jia Zeng , Mingxuan Yuan , Ting-Chuen Pong , Huamin Qu

We study a finite-horizon dynamic pricing problem for event tickets with limited inventory and time-varying demand. The central practical difficulty is that the total demand function $L(t)$ is not observed directly and must be estimated…

General Economics · Economics 2026-04-16 Lev Razumovskiy , Nikolay Karenin , Mikhail Safro

As a major part of the daily operation in an enterprise, purchasing frequency is of constant change. Recent approaches on the human dynamics can provide some new insights into the economic behaviors of companies in the supply chain. This…

Physics and Society · Physics 2015-05-20 Lei Gao , Jin-Li Guo , Chao Fan , Xue-Jiao Liu

Predictive analysis in business process monitoring aims at forecasting the future information of a running business process. The prediction is typically made based on the model extracted from historical process execution logs (event logs).…

Artificial Intelligence · Computer Science 2018-07-03 Ario Santoso

Complex numerical weather prediction models incorporate a variety of physical processes, each described by multiple alternative physical schemes with specific parameters. The selection of the physical schemes and the choice of the…

Numerical Analysis · Computer Science 2018-02-23 Azam Moosavi , Vishwas Rao , Adrian Sandu

This article introduces a novel method for detecting distinctive structural changes in economic data, particularly within frequency distribution tables. The approach identifies significant shifts in the distribution of a variable over time…

Applications · Statistics 2025-09-04 Joanna Dębicka , Edyta Mazurek

Power demand forecasting is a crucial and challenging task for new power system and integrated energy system. However, as public feature databases and the theoretical mechanism of power demand changes are unavailable, the known features of…

Machine Learning · Computer Science 2023-12-04 Zifan Ning , Min Jin

Short-term (0-24 hours) precipitation forecasting is highly valuable to socioeconomic activities and public safety. However, the highly complex evolution patterns of precipitation events, the extreme imbalance between precipitation and…

Machine Learning · Computer Science 2026-03-30 Shuangliang Li , Siwei Li , Li Li , Weijie Zou , Jie Yang , Maolin Zhang

Similarity functions measure how comparable pairs of elements are, and play a key role in a wide variety of applications, e.g., notions of Individual Fairness abiding by the seminal paradigm of Dwork et al., as well as Clustering problems.…

Machine Learning · Computer Science 2023-10-24 Leonidas Tsepenekas , Ivan Brugere , Freddy Lecue , Daniele Magazzeni

Rainfall is an important component of the climate system and its statistical properties are vital for prediction purposes. In this study, we have developed a statistical method for constructing the distribution of annual precipitation. The…

Atmospheric and Oceanic Physics · Physics 2024-05-24 Yosef Ashkenazy , Naftali R. Smith

Observed clusters should be modelled by considering the distribution function to be a random variable that quantifies the degree of excitation of the system's normal modes. A system of canonical coordinates for the space of DFs is…

Astrophysics of Galaxies · Physics 2021-08-11 Jun Yan Lau , James Binney

In order to achieve the climate targets, electrification of individual mobility is essential. However, grid integration of electrical vehicles poses challenges for the electrical distribution network due to high charging power and…

Systems and Control · Electrical Eng. & Systems 2022-10-26 Klemens Schumann , Luis Böttcher , Philipp Hälsig , Daniel Zelenak , Andreas Ulbig

We are interested in the effect of consumer demand estimation error for new products in the context of production planning. An inventory model is proposed, whereby demand is influenced by price and advertising. The effect of parameter…

Optimization and Control · Mathematics 2015-10-23 Antoine Deza , Kai Huang , Michael R. Metel

We introduce a technique of time series analysis, potential forecasting, which is based on dynamical propagation of the probability density of time series. We employ polynomial coefficients of the orthogonal approximation of the empirical…

Data Analysis, Statistics and Probability · Physics 2015-06-12 V. N. Livina , G. Lohmann , M. Mudelsee , T. M. Lenton

Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…

Machine Learning · Computer Science 2025-09-03 Andrea Montanari

Complex systems are characterized by a huge number of degrees of freedom often interacting in a non-linear manner. In many cases macroscopic states, however, can be characterized by a small number of order parameters that obey stochastic…

Data Analysis, Statistics and Probability · Physics 2012-02-20 David Kleinhans

Performative prediction is an emerging paradigm in machine learning that addresses scenarios where the model's prediction may induce a shift in the distribution of the data it aims to predict. Current works in this field often rely on…

Machine Learning · Computer Science 2025-09-03 Guangzheng Zhong , Yang Liu , Jiming Liu

Short-term forecasts of energy consumption are invaluable for the operation of energy systems, including low voltage electricity networks. However, network loads are challenging to predict when highly desegregated to small numbers of…

Applications · Statistics 2023-01-10 Ciaran Gilbert , Jethro Browell , Bruce Stephen

In this paper, we provide analytic expressions for the first-order loss function, the complementary loss function and the second-order loss function for several probability distributions. These loss functions are important functions in…

Optimization and Control · Mathematics 2025-02-11 Steven R. Pauly