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Probability forecasts of events are routinely used in climate predictions, in forecasting default probabilities on bank loans or in estimating the probability of a patient's positive response to treatment. Scoring rules have long been used…

Statistics Theory · Mathematics 2012-02-24 Tze Leung Lai , Shulamith T. Gross , David Bo Shen

This paper presents a data-driven approach to model planar pushing interaction to predict both the most likely outcome of a push and its expected variability. The learned models rely on a variation of Gaussian processes with input-dependent…

Robotics · Computer Science 2017-09-26 Maria Bauza , Alberto Rodriguez

Data-driven risk analysis involves the inference of probability distributions from measured or simulated data. In the case of a highly reliable system, such as the electricity grid, the amount of relevant data is often exceedingly limited,…

Methodology · Statistics 2017-07-11 Simon H. Tindemans , Goran Strbac

The probabilistic characteristics of daily wind speed are not well captured by simple density functions such as Normal or Weibull distribuions as suggested by the existing literature. The unmodeled uncertainties can cause unknown influences…

Systems and Control · Computer Science 2018-09-17 Weigao Sun , Mohsen Zamani , Hai-Tao Zhang , Yuanzheng Li

The ever-growing use of wind energy makes necessary the optimization of turbine operations through pitch angle controllers and their maintenance with early fault detection. It is crucial to have accurate and robust models imitating the…

Machine Learning · Computer Science 2023-07-28 Alfonso Gijón , Ainhoa Pujana-Goitia , Eugenio Perea , Miguel Molina-Solana , Juan Gómez-Romero

The solar wind speed at Earth is one of the most important parameters regarding the effects of space weather on society. Thus far, most approaches for predicting the solar wind speed produce a single-value time series without uncertainty,…

Solar and Stellar Astrophysics · Physics 2026-03-13 Daniel E. da Silva , Yash Parlikar , Shaela I. Jones , Charles N. Arge

A new approach of obtaining stratified random samples from statistically dependent random variables is described. The proposed method can be used to obtain samples from the input space of a computer forward model in estimating expectations…

Methodology · Statistics 2019-11-25 Anirban Mondal , Abhijit Mandal

This paper studies an adaptive approach for probabilistic wind power forecasting (WPF) including offline and online learning procedures. In the offline learning stage, a base forecast model is trained via inner and outer loop updates of…

Systems and Control · Electrical Eng. & Systems 2023-08-17 Zichao Meng , Ye Guo , Hongbin Sun

Given increasing risk from climate-induced natural hazards, there is growing interest in the development of methods that can quantitatively measure resilience in power systems. This work quantifies resilience in electric power transmission…

Physics and Society · Physics 2019-06-18 Molly Rose Kelly-Gorham , Paul. D. H. Hines , Ian Dobson

Sampling is often a necessary evil to reduce the processing and storage costs of distributed tracing. In this work, we describe a scalable and adaptive sampling approach that can preserve events of interest better than the widely used…

Data Structures and Algorithms · Computer Science 2021-07-19 Otmar Ertl

To limit the probability of unacceptable worst-case linearization errors that might yield risks for power system operations, this letter proposes a robust data-driven linear power flow (RD-LPF) model. It is applicable to both transmission…

Systems and Control · Electrical Eng. & Systems 2021-12-21 Yitong Liu , Zhengshuo Li , Junbo Zhao

We present an algorithm for finding the probabilities of rare events in nonequilibrium processes. The algorithm consists of evolving the system with a modified dynamics for which the required event occurs more frequently. By keeping track…

Statistical Mechanics · Physics 2011-04-07 Anupam Kundu , Sanjib Sabhapandit , Abhishek Dhar

Predictions of the uncertainty associated with extreme events are a vital component of any prediction system for such events. Consequently, the prediction system ought to be probabilistic in nature, with the predictions taking the form of…

Applications · Statistics 2012-10-26 Petra Friederichs , Thordis L. Thorarinsdottir

Rainfall is an important component of the climate system and its statistical properties are vital for prediction purposes. In this study, we have developed a statistical method for constructing the distribution of annual precipitation. The…

Atmospheric and Oceanic Physics · Physics 2024-05-24 Yosef Ashkenazy , Naftali R. Smith

The random nature of traffic conditions on freeways can cause excessive congestions and irregularities in the traffic flow. Ramp metering is a proven effective method to maintain freeway efficiency under various traffic conditions. Creating…

Systems and Control · Electrical Eng. & Systems 2020-11-17 Anahita Sanandaji , Saeed Ghanbartehrani , Zahra Mokhtari , Kimia Tajik

Wind farm design primarily depends on the variability of the wind turbine wake flows to the atmospheric wind conditions, and the interaction between wakes. Physics-based models that capture the wake flow-field with high-fidelity are…

Machine Learning · Computer Science 2021-11-17 S. Ashwin Renganathan , Romit Maulik , Stefano Letizia , Giacomo Valerio Iungo

With the increasing amount of available data from simulations and experiments, research for the development of data-driven models for wind-farm power prediction has increased significantly. While the data-driven models can successfully…

Fluid Dynamics · Physics 2023-04-06 Navid Zehtabiyan-Rezaie , Alexandros Iosifidis , Mahdi Abkar

In this paper, we suggest that reserves must be computed dynamically to account for wind power volatility. We formalize the notion of dynamic reserves in support of sequential Day-Ahead-Market (DAM) and Real-Time-Market (RTM) clearing and…

Systems and Control · Electrical Eng. & Systems 2023-02-21 Marija Ilic , Dongwei Zhao

Random processes play a crucial role in scientific research, often characterized by distribution functions or probability density functions (PDFs). These PDFs serve as essential approximations of the actual and frequently undisclosed…

Methodology · Statistics 2023-06-06 Nico Schick

For the data analysis problem of shock-ramp compression, i.e., ramp compression after a relatively strong initial shock, a characteristics-based method that strictly deals with the initial hydrodynamic shock is described in detail.…

Computational Engineering, Finance, and Science · Computer Science 2024-03-21 Jingxiang Shen , Wei Kang