Related papers: Wind speed modeled as an indexed semi-Markov proce…
Residential electricity demand at granular scales is driven by what people do and for how long. Accurately forecasting this demand for applications like microgrid management and demand response therefore requires generative models that can…
We develop and describe online algorithms for performing online semiparametric regression analyses. Earlier work on this topic is in Luts, Broderick & Wand (J. Comput. Graph. Statist., 2014) where online mean field variational Bayes was…
Data in modern economic and financial applications often arrive as a stream, requiring models and inference to be updated in real time -- yet most semiparametric methods remain batch-based and computationally impractical in large-scale…
We develop algorithms for performing semiparametric regression analysis in real time, with data processed as it is collected and made immediately available via modern telecommunications technologies. Our definition of semiparametric…
In the last years, many authors studied a class of continuous time semi-Markov processes obtained by time-changing Markov processes by hitting times of independent subordinators. Such processes are governed by integro-differential…
Present energy demand and modernization are leading to greater fossil fuel consumption, which has increased environmental pollution and led to climate change. Hence to decrease dependency on conventional energy sources, renewable energy…
The modeling of the heliosphere requires continuous three-dimensional solar wind data. The in-situ out-of-ecliptic measurements are very rare, so that other methods of solar wind detection are needed. We use the remote-sensing data of the…
The rapid growth of the wind energy sector underscores the urgent need to optimize turbine operations and ensure effective maintenance through early fault detection systems. While traditional empirical and physics-based models offer…
We present a new stochastic approach to describe and remodel the conversion process of a wind farm at a sampling frequency of 1Hz. When conditioning on various wind direction sectors, the dynamics of the conversion process appear as a…
The Monin--Obukhov similarity theory-based wind speed and potential temperature profiles are inherently coupled to each other. We have developed hybrid approaches to disentangle them, and as a direct consequence, the estimation of Obukhov…
Wind energy production is very sensitive to instantaneous wind speed fluctuations. Thus rapid variation of wind speed due to changes in the local meteorological conditions can lead to electrical power variations of the order of the nominal…
Reliable wind speed data is crucial for applications such as estimating local (future) wind power. Global Climate Models (GCMs) and Regional Climate Models (RCMs) provide forecasts over multi-decadal periods. However, their outputs vary…
Process mining is a well-established discipline of data analysis focused on the discovery of process models from information systems' event logs. Recently, an emerging subarea of process mining, known as stochastic process discovery, has…
Wind speed at sea surface is a key quantity for a variety of scientific applications and human activities. Due to the non-linearity of the phenomenon, a complete description of such variable is made infeasible on both the small scale and…
Authors: Yifan Xu Abstract: Conventional wind power prediction methods often struggle to provide accurate and reliable predictions in the presence of sudden changes in wind speed and power output. To address this challenge, this study…
We present a probabilistic generative model for timing deviations in expressive music performance. The structure of the proposed model is equivalent to a switching state space model. The switch variables correspond to discrete note…
We use magnetograms of 8 solar analogues of ages 30~Myr to 3.6~Gyr obtained from Zeeman Doppler Imaging (ZDI) and taken from the literature, together with two solar magnetograms, to drive magnetohydrodynamical (MHD) wind simulations and…
Hourly maxima of 3-second wind gust speeds are prominent indicators of the severity of wind storms, and accurately forecasting them is thus essential for populations, civil authorities and insurance companies. Space-time max-stable models…
Systems of interacting continuous-time Markov chains are a powerful model class, but inference is typically intractable in high dimensional settings. Auxiliary information, such as noisy observations, is typically only available at discrete…
For the purpose of Monte Carlo scenario generation, we propose a graphical model for the joint distribution of wind power and electricity demand in a given region. To conform with the practice in the electric power industry, we assume that…