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With the rise of time-of-use and tiered electricity pricing, energy consumers are encouraged to adopt peak-shifting strategies by automatically controlling high-power appliances. These help lower energy costs while enhancing the power…
The large-scale access of electric vehicles to the power grid not only provides flexible adjustment resources for the power system, but the temporal uncertainty and distribution complexity of their energy interaction pose significant…
Ensembling is a powerful technique for improving the accuracy of machine learning models, with methods like stacking achieving strong results in tabular tasks. In time series forecasting, however, ensemble methods remain underutilized, with…
The problem of aggregating expert forecasts is ubiquitous in fields as wide-ranging as machine learning, economics, climate science, and national security. Despite this, our theoretical understanding of this question is fairly shallow. This…
Adaptive time series forecasting is essential for prediction under regime changes. Several classical methods assume linear Gaussian state space model (LGSSM) with variances constant in time. However, there are many real-world processes that…
Estimating electricity consumption accurately is essential for the planning and operation of energy systems, as well as for billing processes. Standard Load Profiles (SLP) are widely used to estimate consumption patterns of different user…
Power management is an expensive and important issue for large computational infrastructures such as datacenters, large clusters, and computational grids. However, measuring energy consumption of scalable systems may be impractical due to…
Multilevel Monte Carlo can efficiently compute statistical estimates of discretized random variables, for a given error tolerance. Traditionally, only a certain statistic is computed from a particular implementation of multilevel Monte…
This paper considers sequential adaptive estimation of sparse signals under a constraint on the total sensing effort. The advantage of adaptivity in this context is the ability to focus more resources on regions of space where signal…
In this paper, computational aspects of the panel aggregation problem are addressed. Motivated primarily by applications of risk assessment, an algorithm is developed for aggregating large corpora of internally incoherent probability…
Even though the forecasting literature agrees that aggregating multiple predictions of some future outcome typically outperforms the individual predictions, there is no general consensus about the right way to do this. Most common…
Understanding the energy consumption patterns of different types of consumers is essential in any planning of energy distribution. However, obtaining consumption information for single individuals is often either not possible or too…
This study proposes a bi-level optimization program to represent the electric vehicle (EV) charging infrastructure design and utilization management problem with user-equilibrium (UE) decisions. The upper level aims to minimize total…
Calibration sample selection and forecast combination are two simple yet powerful tools used in forecasting. They can be combined with a variety of models to significantly improve prediction accuracy, at the same time offering easy…
In the smart grid of the future, accurate load forecasts on the level of individual clients can help to balance supply and demand locally and to prevent grid outages. While the number of monitored clients will increase with the ongoing…
Forecast aggregation combines the predictions of multiple forecasters to improve accuracy. However, the lack of knowledge about forecasters' information structure hinders optimal aggregation. Given a family of information structures, robust…
The power system is undergoing rapid evolution with the roll-out of advanced metering infrastructure and local energy applications (e.g. electric vehicles) as well as the increasing penetration of intermittent renewable energy at both…
Integration of electronics-based residential appliances and distributed energy resources in homes is expected to rise with grid decarbonization. These devices may introduce significant harmonics into power networks that need to be closely…
Coordinated aggregation of a large population of thermostatically controlled loads (TCLs) presents a great potential to provide various ancillary services to the grid. One of the key challenges of integrating TCLs into system level…
Accurate household short-term energy consumption forecasting (STECF) is crucial for home energy management, but it is technically challenging, due to highly random behaviors of individual residential users. To improve the accuracy of STECF…