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A newly introduced method called Taylor-based Optimized Recursive Extended Exponential Smoothed Neural Networks Forecasting method is applied and extended in this study to forecast numerical values. Unlike traditional forecasting techniques…

Neural and Evolutionary Computing · Computer Science 2018-11-02 Emna Krichene , Wael Ouarda , Habib Chabchoub , Adel M. Alimi

Due to the stochastic nature of photovoltaic (PV) power generation, there is high demand for forecasting PV output to better integrate PV generation into power grids. Systematic knowledge regarding the factors influencing forecast accuracy…

Applications · Statistics 2021-11-04 Thi Ngoc Nguyen , Felix Müsgens

Collapse models are modifications of quantum theory where the wave function is treated as physically real and the collapse of the wave function is a physical process. This appears to introduce a time reversal asymmetry into the dynamics of…

Quantum Physics · Physics 2015-02-25 Daniel Bedingham , Owen Maroney

Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…

Statistical Mechanics · Physics 2010-11-24 S. I. Denisov , H. Kantz

Forecast of optical turbulence and atmospheric parameters relevant for ground-based astronomy is becoming an important goal for telescope planning and AO instruments optimization in several major telescope. Such detailed and accurate…

Instrumentation and Methods for Astrophysics · Physics 2022-10-21 A. Turchi , E. Masciadri , L. Fini

The computational cost of a Monte Carlo algorithm can only be meaningfully discussed when taking into account the magnitude of the resulting statistical error. Aiming for a fixed error per particle, we study the scaling behavior of the…

Computational Physics · Physics 2010-02-11 Norbert Nemec

We propose to solve inverse problems involving the temporal evolution of physics systems by leveraging recent advances from diffusion models. Our method moves the system's current state backward in time step by step by combining an…

Machine Learning · Computer Science 2023-12-06 Benjamin J. Holzschuh , Simona Vegetti , Nils Thuerey

Data-driven machine learning models often require extensive datasets, which can be costly or inaccessible, and their predictions may fail to comply with established physical laws. Current approaches for incorporating physical priors…

Machine Learning · Computer Science 2025-11-19 Matilde Valente , Tiago C. Dias , Vasco Guerra , Rodrigo Ventura

We propose a fully probabilistic prediction model for spatially aggregated solar photovoltaic (PV) power production at an hourly time scale with lead times up to several days using weather forecasts from numerical weather prediction systems…

Applications · Statistics 2019-03-05 Thordis Thorarinsdottir , Anders Løland , Alex Lenkoski

By scientific standards, the accuracy of short-term economic forecasts has been poor, and shows no sign of improving over time. We form a delay matrix of time-series data on the overall rate of growth of the economy, with lags spanning the…

Condensed Matter · Physics 2009-11-07 P Ormerod , C Mounfield

We study U.S. Treasury yield curve forecasting under distributional uncertainty and recast forecasting as an operations research and managerial decision problem. Rather than minimizing average forecast error, the forecaster selects a…

Mathematical Finance · Quantitative Finance 2026-01-09 Jinjun Liu , Ming-Yen Cheng

This paper presents an approach to modeling progressive event-history data when the overall objective is prediction based on time-dependent covariates. This approach does not model the hazard function directly. Instead, it models the…

Methodology · Statistics 2010-09-07 Song Cai , James V. Zidek , Nathaniel Newlands

This work addresses the problem of predicting the motion trajectories of dynamic objects in the environment. Recent advances in predicting motion patterns often rely on machine learning techniques to extrapolate motion patterns from…

Robotics · Computer Science 2021-07-12 Weiming Zhi , Lionel Ott , Fabio Ramos

Computer-generated forecasts divide the earth's surface into gridboxes, each now ~25% of the size of London, and predict one value per gridbox. If weather varies markedly within a gridbox forecasts for specific sites inevitably fail. A…

Atmospheric and Oceanic Physics · Physics 2022-07-26 Tim D. Hewson , Fatima M. Pillosu

Accurate production forecasts are essential to continue facilitating the integration of renewable energy sources into the power grid. This paper illustrates how to obtain probabilistic day-ahead forecasts of wind power generation via…

Machine Learning · Computer Science 2026-02-16 Max Bruninx , Diederik van Binsbergen , Timothy Verstraeten , Ann Nowé , Jan Helsen

Statistical post-processing techniques are now widely used to correct systematic biases and errors in calibration of ensemble forecasts obtained from multiple runs of numerical weather prediction models. A standard approach is the ensemble…

Methodology · Statistics 2018-05-23 Sándor Baran , Sebastian Lerch

The innovations algorithm is a classical recursive forecasting algorithm used in time series analysis. We develop the innovations algorithm for a class of nonnegative regularly varying time series models constructed via transformed-linear…

Statistics Theory · Mathematics 2023-09-20 Nehali Mhatre , Daniel Cooley

Diffusion probabilistic models (DPMs) have emerged as a promising technique in generative modeling. The success of DPMs relies on two ingredients: time reversal of diffusion processes and score matching. In view of possibly unguaranteed…

Machine Learning · Computer Science 2024-10-15 Wenpin Tang , Hanyang Zhao

Due to the limitation of data availability, traditional power load forecasting methods focus more on studying the load variation pattern and the influence of only a few factors such as temperature and holidays, which fail to reveal the…

Machine Learning · Computer Science 2021-03-24 Pan Zeng , Md Fazla Elahe , Junlin Xu , Min Jin

The need to forecast solar irradiation at a specific location over short-time horizons has acquired immense importance. In this paper, we report on analyses results involving statistical and machine learning techniques to predict hourly…

Applications · Statistics 2017-08-29 Alireza Inanlougani , T. Agami Reddy , Srinivas Katiamula
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