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This work is devoted to functional ARMA$(p, q)$ processes and approximating vector models based on functional PCA in the context of prediction. After deriving sufficient conditions for the existence of a stationary solution to both the…

Methodology · Statistics 2023-12-12 J. Klepsch , C. Klüppelberg , T. Wei

Because of the rotational components on quantum circuits, some quantum neural networks based on variational circuits can be considered equivalent to the classical Fourier networks. In addition, they can be used to predict the Fourier…

Quantum Physics · Physics 2022-06-24 Ammar Daskin

This paper introduces a generalised version of importance subsampling for time series reduction/aggregation in optimisation-based power system planning models. Recent studies indicate that reliably determining optimal electricity…

Applications · Statistics 2020-08-26 Adriaan P Hilbers , David J Brayshaw , Axel Gandy

Time series and extreme value analyses are two statistical approaches usually applied to study hydrological data. Classical techniques, such as ARIMA models (in the case of mean flow predictions), and parametric generalised extreme value…

Applications · Statistics 2024-02-01 Alejandro Quintela-del-Río , Mario Francisco-Fernández

Physical activity (PA) intervention studies often collect repeated intensity measurements over long observation periods. Quantifying the variation in intervention effects over the study period is critical to evaluating and improving…

Applications · Statistics 2026-05-12 Nidhi Pai , Yu Lu , Kristin A. Linn , Erjia Cui

In forecasting problems it is important to know whether or not recent events represent a regime change (low long-term predictive potential), or rather a local manifestation of longer term effects (potentially higher predictive potential).…

Methodology · Statistics 2014-07-09 Timothy Graves , Robert B. Gramacy , Christian Franzke , Nicholas Watkins

Quantifying the influence of infinitesimal changes in training data on model performance is crucial for understanding and improving machine learning models. In this work, we reformulate this problem as a weighted empirical risk minimization…

Machine Learning · Computer Science 2025-04-11 Omri Lev , Ashia C. Wilson

In recent years, due to a higher demand for portable devices, which provide restricted amounts of processing capacity and battery power, the need for energy and time efficient hard- and software solutions has increased. Preliminary…

Image and Video Processing · Electrical Eng. & Systems 2022-03-04 Christian Herglotz , Jürgen Seiler , André Kaup , Arne Hendricks , Marc Reichenbach , Dietmar Fey

Power flow calculation in EMS is required to accommodate a large and complex power system. To achieve a faster than real-time calculation, a graph based power flow calculation is proposed in this paper. Graph database and graph computing…

Signal Processing · Electrical Eng. & Systems 2018-11-07 Junjie Shi , Guangyi Liu , Renchang Dai , Jingjin Wu , Chen Yuan , Zhiwei Wang

This paper explores seasonal and long-memory time series properties by using the seasonal fractional ARIMA model when the seasonal data has one and two seasonal periods and short-memory counterparts. The stationarity and invertibility…

Applications · Statistics 2010-11-29 Valderio A. Reisen , Wilfredo Palma , Josu Arteche , Bartolomeu Zamprogno

Artificial Intelligence (AI) techniques continue to broaden across governmental and public sectors, such as power and energy - which serve as critical infrastructures for most societal operations. However, due to the requirements of…

Artificial Intelligence · Computer Science 2021-11-04 Erik Blasch , Haoran Li , Zhihao Ma , Yang Weng

The power flow equations are non-linear multivariate equations that describe the relationship between power injections and bus voltages of electric power networks. Given a network topology, we are interested in finding network parameters…

Machine Learning · Computer Science 2026-03-09 Alperen Ergur , Julia Lindberg , Vinny Miller

This paper studies the numerical computation of integrals, representing estimates or predictions, over the output $f(x)$ of a computational model with respect to a distribution $p(\mathrm{d}x)$ over uncertain inputs $x$ to the model. For…

Methodology · Statistics 2017-12-13 Chris. J. Oates , Steven Niederer , Angela Lee , François-Xavier Briol , Mark Girolami

Functional data analysis in a mixed-effects model framework is done using operator calculus. In this approach the functional parameters are treated as serially correlated effects giving an alternative to the penalized likelihood approach,…

Statistics Theory · Mathematics 2013-01-22 Bo Markussen

Importance sampling is a well developed method in statistics. Given a random variable $X$, the problem of estimating its expected value $\mu$ is addressed. The standard approach is to use the sample mean as an estimator $\bar x$. In…

Applications · Statistics 2014-05-09 Georg Hofmann

With an increasing high penetration of solar photovoltaic generation in electric power grids, voltage phasors and branch power flows experience more severe fluctuations. In this context, probabilistic power flow (PPF) study aims at…

Systems and Control · Electrical Eng. & Systems 2022-05-03 Kejun Chen , Yu Zhang

This paper investigates the stakes of introducing probabilistic approaches for the management of power system's security. In real-time operation, the aim is to arbitrate in a rational way between preventive and corrective control, while…

Systems and Control · Computer Science 2016-02-18 Efthymios Karangelos , Patrick Panciatici , Louis Wehenkel

Power flow analysis is used to evaluate the flow of electricity in the power system network. Power flow calculation is used to determine the steady-state variables of the system, such as the voltage magnitude/phase angle of each bus and the…

Systems and Control · Electrical Eng. & Systems 2022-05-24 Thuan Pham , Xingpeng Li

We describe a simple and succinct methodology to develop hourly auto-regressive moving average (ARMA) models to forecast power output from a photovoltaic solar generator. We illustrate how to build an ARMA model, to use statistical tests to…

Applications · Statistics 2018-09-12 Bismark Singh , David Pozo

Assessing the predictive power of both data and models holds paramount significance in time-series machine learning applications. Yet, preparing time series data accurately and employing an appropriate measure for predictive power seems to…

Statistical Finance · Quantitative Finance 2023-11-22 Martin Winistörfer , Ivan Zhdankin