English
Related papers

Related papers: Interval Forecasting of Electricity Demand: A Nove…

200 papers

Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in…

Applications · Statistics 2020-04-28 Kasun Bandara , Christoph Bergmeir , Hansika Hewamalage

When deploying time series forecasting models based on machine learning to real world settings, one often encounter situations where the data distribution drifts. Such drifts expose the forecasting models to out-of-distribution (OOD) data,…

Electricity load forecasting enables the grid operators to optimally implement the smart grid's most essential features such as demand response and energy efficiency. Electricity demand profiles can vary drastically from one region to…

Machine Learning · Computer Science 2023-05-15 Abdul Wahab , Muhammad Anas Tahir , Naveed Iqbal , Faisal Shafait , Syed Muhammad Raza Kazmi

Intermittent demand, where demand occurrences appear sporadically in time, is a common and challenging problem in forecasting. In this paper, we first make the connections between renewal processes, and a collection of current models used…

Machine Learning · Computer Science 2019-11-26 Ali Caner Turkmen , Yuyang Wang , Tim Januschowski

A two-stage multi-period mixed-integer linear stochastic programming model is proposed to assist qualified operators in long-term generation and transmission expansion planning of electricity and gas systems to meet policy objectives. The…

Optimization and Control · Mathematics 2025-05-22 Giovanni Micheli , Maria Teresa Vespucci , Alessia Cortazzi , Cinzia Puglisi

With the proliferation of electric vehicles (EVs), accurate charging demand and station occupancy forecasting are critical for optimizing urban energy and the profit of EVs aggregator. Existing approaches in this field usually struggle to…

Computational Engineering, Finance, and Science · Computer Science 2025-07-15 Hang Fan , Yunze Chai , Chenxi Liu , Weican Liu , Zuhan Zhang , Wencai Run , Dunnan Liu

Hourly consumption from multiple providers displays pronounced intra-day, intra-week, and annual seasonalities, as well as strong cross-sectional correlations. We introduce a novel approach for forecasting high-dimensional U.S. electricity…

Applications · Statistics 2026-04-15 Mattia Banin , Matteo Barigozzi , Luca Trapin

This paper discusses the application of Dynamic Mode Decomposition (DMD) to the extraction of modal properties of linear mechanical systems, i.e., experimental modal analysis (EMA). First, theoretical background of the DMD is briefly…

Dynamical Systems · Mathematics 2026-03-17 Akira Saito , Tomohiro Kuno

The Empirical Mode Decomposition (EMD) is a signal analysis method that separates multi-component signals into single oscillatory modes called intrinsic mode functions (IMFs), each of which can generally be associated to a physical meaning…

Methodology · Statistics 2019-07-11 Olav B. Fosso , Marta Molinas

Despite numerous research efforts in applying deep learning to time series forecasting, achieving high accuracy in multi-step predictions for volatile time series like crude oil prices remains a significant challenge. Moreover, most…

Machine Learning · Computer Science 2024-07-17 Mohammed Alruqimi , Luca Di Persio

The Expectation-Maximization (EM) algorithm is a popular choice for learning latent variable models. Variants of the EM have been initially introduced, using incremental updates to scale to large datasets, and using Monte Carlo (MC)…

Machine Learning · Statistics 2022-03-22 Belhal Karimi , Ping Li

Pedestrian trajectory prediction plays a pivotal role in the realms of autonomous driving and smart cities. Despite extensive prior research employing sequence and generative models, the unpredictable nature of pedestrians, influenced by…

Computer Vision and Pattern Recognition · Computer Science 2024-05-14 Yao Liu , Quan Z. Sheng , Lina Yao

We introduce a general framework for leveraging graph stream data for temporal prediction-based applications. Our proposed framework includes novel methods for learning an appropriate graph time-series representation, modeling and weighting…

Machine Learning · Computer Science 2020-09-22 Di Jin , Sungchul Kim , Ryan A. Rossi , Danai Koutra

We consider the task of predicting a response Y from a set of covariates X in settings where the conditional distribution of Y given X changes over time. For this to be feasible, assumptions on how the conditional distribution changes over…

Machine Learning · Statistics 2025-02-19 Margherita Lazzaretto , Jonas Peters , Niklas Pfister

The use of machine learning for time series prediction has become increasingly popular across various industries thanks to the availability of time series data and advancements in machine learning algorithms. However, traditional methods…

Machine Learning · Statistics 2023-06-01 Gonçalo Mateus , Cláudia Soares , João Leitão , António Rodrigues

There is a broad need in the neuroscience community to understand and visualize large-scale recordings of neural activity, big data acquired by tens or hundreds of electrodes simultaneously recording dynamic brain activity over minutes to…

Neurons and Cognition · Quantitative Biology 2015-11-24 Bingni W. Brunton , Lise A. Johnson , Jeffrey G. Ojemann , J. Nathan Kutz

We develop a Spatio-TEMporal Mutually Exciting point process with Dynamic network (STEMMED), i.e., a point process network wherein each node models a unique community-drug event stream with a dynamic mutually-exciting structure, accounting…

Short-term demand forecasting models commonly combine convolutional and recurrent layers to extract complex spatiotemporal patterns in data. Long-term histories are also used to consider periodicity and seasonality patterns as time series…

Machine Learning · Computer Science 2019-10-15 Doyup Lee , Suehun Jung , Yeongjae Cheon , Dongil Kim , Seungil You

Urban demand forecasting plays a critical role in optimizing routing, dispatching, and congestion management within Intelligent Transportation Systems. By leveraging data fusion and analytics techniques, traffic demand forecasting serves as…

Machine Learning · Computer Science 2026-02-19 Antonios Tziorvas , George S. Theodoropoulos , Yannis Theodoridis

One of the primal challenges faced by utility companies is ensuring efficient supply with minimal greenhouse gas emissions. The advent of smart meters and smart grids provide an unprecedented advantage in realizing an optimised supply of…

Machine Learning · Computer Science 2023-07-19 Adithya Ramachandran , Satyaki Chatterjee , Siming Bayer , Andreas Maier , Thorkil Flensmark