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Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…

Computation · Statistics 2013-12-31 Douglas N. VanDerwerken , Scott C. Schmidler

Integrating wind power into the grid is challenging because of its random nature. Integration is facilitated with accurate short-term forecasts of wind power. The paper presents a spatio-temporal wind speed forecasting algorithm that…

Systems and Control · Computer Science 2015-03-05 Borhan M. Sanandaji , Akin Tascikaraoglu , Kameshwar Poolla , Pravin Varaiya

We consider the discrete-time filtering problem in scenarios where the observation noise is degenerate or low. More precisely, one is given access to a discrete time observation sequence which at any time $k$ depends only on the state of an…

Computation · Statistics 2025-11-17 Abylay Zhumekenov , Alexandros Beskos , Dan Crisan , Ajay Jasra , Nikolas Kantas

Winds from the North-West quadrant and lack of precipitation are known to lead to an increase of PM10 concentrations over a residential neighborhood in the city of Taranto (Italy). In 2012 the local government prescribed a reduction of…

Applications · Statistics 2017-04-18 Gianluca Mastrantonio , Alessio Pollice , Francesca Fedele

The prediction of near surface wind speed is becoming increasingly vital for the operation of electrical energy grids as the capacity of installed wind power grows. The majority of predictive wind speed modeling has focused on point-based…

Machine Learning · Computer Science 2017-12-15 Jianan Cao , David J. Farnham , Upmanu Lall

This paper addresses the problem of predicting a wind farm's power generation when no or few statistical data is available. The study is based on a time-series wind speed model and on a simple dynamic model of a DFIG wind turbine including…

Applications · Statistics 2008-12-18 Herman Bayem , Yannick Phulpin , Philippe Dessante , Julien Bect

Graphs are commonly used to model various complex systems, including social networks, power grids, transportation networks, and biological systems. In many applications, the connectivity of these networks can be expressed through the Mean…

Optimization and Control · Mathematics 2025-09-03 Christian P. C. Franssen , Alessandro Zocca , Bernd F. Heidergott

We present several Monte Carlo strategies for simulating discrete-time Markov chains with continuous multi-dimensional state space; we focus on stratified techniques. We first analyze the variance of the calculation of the measure of a…

Statistics Theory · Mathematics 2016-03-22 Rana Fakhereddine , Rami El Haddad , Christian Lécot

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…

Methodology · Statistics 2024-11-26 Ryan Cotsakis , Erwan Koch , Christian-Yann Robert

Wind speed prediction and forecasting is important for various business and management sectors. In this paper, we introduce new models for wind speed prediction based on graph convolutional networks (GCNs). Given hourly data of several…

Machine Learning · Computer Science 2021-01-26 Tomasz Stańczyk , Siamak Mehrkanoon

We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a necessary condition for weak convergence of these…

Probability · Mathematics 2012-10-11 Fangjun Xu

This paper presents a library of second-order models for synchronous machines that can be utilized in power system dynamic performance analysis and control design tasks. The models have a similar structure to the classical model in that…

Systems and Control · Computer Science 2019-09-20 Olaoluwapo Ajala , Alejandro Dominguez-garcia , Peter Sauer , Daniel Liberzon

In the past decades, clean and renewable energy has gained increasing attention due to a global effort on carbon footprint reduction. In particular, Saudi Arabia is gradually shifting its energy portfolio from an exclusive use of oil to a…

Machine Learning · Statistics 2024-12-11 Kesen Wang , Minwoo Kim , Stefano Castruccio , Marc G. Genton

In this work, we deal with a bivariate time series of wind speed and direction. Our observed data have peculiar features, such as informative missing values, non-reliable measures under a specific condition and interval-censored data, that…

Methodology · Statistics 2017-04-18 Gianluca Mastrantonio , Gianfranco Calise

Detecting and resolving violations of temporal constraints in real-time systems is both, time-consuming and resource-intensive, particularly in complex software environments. Measurement-based approaches are widely used during development,…

Operating Systems · Computer Science 2025-07-31 Benno Bielmeier , Ralf Ramsauer , Takahiro Yoshida , Wolfgang Mauerer

Photovoltaic and wind power forecasts in power systems with a high share of renewable energy are essential in several applications. These include stable grid operation, profitable power trading, and forward-looking system planning. However,…

Machine Learning · Computer Science 2022-04-04 Stephan Vogt , Jens Schreiber , Bernhard Sick

The share of wind energy in total installed power capacity has grown rapidly in recent years around the world. Producing accurate and reliable forecasts of wind power production, together with a quantification of the uncertainty, is…

Applications · Statistics 2017-04-26 Amanda Lenzi , Ingelin Steinsland , Pierre Pinson

The integration of large-scale wind farms and large-scale charging stations for electric vehicles with the electricity grids necessitate energy storage support for both technologies. Matching the energy variability of the wind farms with…

Signal Processing · Electrical Eng. & Systems 2020-04-28 Fuad Noman , Ammar Al-Kahtani , Vassilios Agelidis , Sieh Kiong Tiong

Wind speed prediction is critical to the management of wind power generation. Due to the large range of wind speed fluctuations and wake effect, there may also be strong correlations between long-distance wind turbines. This…

Signal Processing · Electrical Eng. & Systems 2023-11-27 Xuewei Li , Zewen Shang , Zhiqiang Liu , Jian Yu , Wei Xiong , Mei Yu

In this research the technology of complex Markov chains is applied to predict financial time series. The main distinction of complex or high-order Markov Chains and simple first-order ones is the existing of aftereffect or memory. The…

Statistical Finance · Quantitative Finance 2011-11-23 Vladimir Soloviev , Vladimir Saptsin , Dmitry Chabanenko
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