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Predictable forward performance processes (PFPPs) are stochastic optimal control frameworks for an agent who controls a randomly evolving system but can only prescribe the system dynamics for a short period ahead. This is a common scenario…

Mathematical Finance · Quantitative Finance 2024-03-26 Bahman Angoshtari , Shida Duan

The notion of Virtual Power Plant (VPP) has been used many times in last years in power systems and for several reasons. As a general trend, the behavior of a classic synchronous generator is to be emulated for a class of conventional grid…

Systems and Control · Electrical Eng. & Systems 2021-08-03 B. Marinescu , O. Gomis-Bellmunt , F. Dörfler , H. Schulte , L. Sigrist

A variety of real-world processes (over networks) produce sequences of data whose complex temporal dynamics need to be studied. More especially, the event timestamps can carry important information about the underlying network dynamics,…

Machine Learning · Computer Science 2017-03-27 Shuai Xiao , Junchi Yan , Mehrdad Farajtabar , Le Song , Xiaokang Yang , Hongyuan Zha

Failures in Task-based Parallel Programming (TBPP) can severely degrade performance and result in incomplete or incorrect outcomes. Existing failure-handling approaches, including reactive, proactive, and resilient methods such as retry and…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-03-31 Sicheng Zhou , Zhuozhao Li , Valérie Hayot-Sasson , Haochen Pan , Maxime Gonthier , J. Gregory Pauloski , Ryan Chard , Kyle Chard , Ian Foster

Model predictive control (MPC) is a method to formulate the optimal scheduling problem for grid flexibilities in a mathematical manner. The resulting time-constrained optimization problem can be re-solved in each optimization time step…

Systems and Control · Electrical Eng. & Systems 2021-08-20 Steven de Jongh , Sina Steinle , Anna Hlawatsch , Felicitas Mueller , Michael Suriyah , Thomas Leibfried

Temporal Point Processes (TPPs), especially Hawkes Process are commonly used for modeling asynchronous event sequences data such as financial transactions and user behaviors in social networks. Due to the strong fitting ability of neural…

Machine Learning · Computer Science 2024-05-14 Anningzhe Gao , Shan Dai

Self-exciting spatio-temporal point process models predict the rate of events as a function of space, time, and the previous history of events. These models naturally capture triggering and clustering behavior, and have been widely used in…

Methodology · Statistics 2018-08-14 Alex Reinhart

Asynchronous events sequences are widely distributed in the natural world and human activities, such as earthquakes records, users activities in social media and so on. How to distill the information from these seemingly disorganized data…

Machine Learning · Computer Science 2021-12-30 Lu-ning Zhang , Jian-wei Liu , Zhi-yan Song , Xin Zuo

This paper explores the mechanisms behind extreme financial events, specifically market crashes, by employing the theoretical framework of phase transitions. We focus on endogenous crashes, driven by internal market dynamics, and model…

Mathematical Finance · Quantitative Finance 2024-08-14 Revant Nayar , Minhajul Islam

We consider data structures for graphs where we maintain a subset of the nodes called sites, and allow proximity queries, such as asking for the closest site to a query node, and update operations that enable or disable nodes as sites. We…

Data Structures and Algorithms · Computer Science 2020-01-07 David Eppstein , Michael T. Goodrich , Nil Mamano

Learning in artificial neural networks usually relies on continuous, externally driven weight updates, in which parameters are modified at every step in response to incoming data, error signals or reward feedback. In this setting, routine…

Neurons and Cognition · Quantitative Biology 2026-05-13 Arturo Tozzi

Transmission utilities routinely collect detailed outage data, including resilience events in which outages bunch up due to weather. The resilience events and their resilience metrics can readily be extracted from this historical outage…

Physics and Society · Physics 2025-01-15 Arslan Ahmad , Ian Dobson , Svetlana Ekisheva , Christopher Claypool , Mark Lauby

The reliable power system operation is a major goal for electric utilities, which requires the accurate reliability forecasting to minimize the duration of power interruptions. Since weather conditions are usually the leading causes for…

Applications · Statistics 2018-10-12 Longfei Wei , Arif I. Sarwat

Change-point detection and estimation procedures have been widely developed in the literature. However, commonly used approaches in change-point analysis have mainly been focusing on detecting change-points within an entire time series…

Methodology · Statistics 2024-05-27 Chak Fung Choi , Chunxue Li , Chun Yip Yau , Zifeng Zhao

Power system restoration is an essential activity for grid resilience, where grid operators restart generators, re-establish transmission paths, and restore loads after a blackout event. With a goal of restoring electric service in the…

Computational Engineering, Finance, and Science · Computer Science 2022-08-19 Sunil Chopra , Feng Qiu , Sangho Shim

The high penetration of renewable energy and power electronic equipment bring significant challenges to the efficient construction of adaptive emergency control strategies against various presumed contingencies in today's power systems.…

Systems and Control · Electrical Eng. & Systems 2024-05-28 Congbo Bi , Lipeng Zhu , Di Liu , Chao Lu

We introduce Active Tuning, a novel paradigm for optimizing the internal dynamics of recurrent neural networks (RNNs) on the fly. In contrast to the conventional sequence-to-sequence mapping scheme, Active Tuning decouples the RNN's…

Machine Learning · Computer Science 2020-11-26 Sebastian Otte , Matthias Karlbauer , Martin V. Butz

This article investigates the ability of graph neural networks (GNNs) to identify risky conditions in a power grid over the subsequent few hours, without explicit, high-resolution information regarding future generator on/off status (grid…

Systems and Control · Electrical Eng. & Systems 2024-05-14 Yadong Zhang , Pranav M Karve , Sankaran Mahadevan

Power System Resource Planning is the recurrent process of studying and determining what facilities and procedures should be provided to satisfy and promote appropriate future demands for electricity. The electric power system as planned…

Systems and Control · Electrical Eng. & Systems 2024-01-24 Sohom Datta

The ongoing evolution of the electric power systems brings about the need to cope with increasingly complex interactions of technical components and relevant actors. In order to integrate a more comprehensive spectrum of different aspects…

Systems and Control · Computer Science 2013-08-21 Markus Schläpfer , Tom Kessler , Wolfgang Kröger