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A functional risk curve gives the probability of an undesirable event as a function of the value of a critical parameter of a considered physical system. In several applicative situations, this curve is built using phenomenological…

Statistics Theory · Mathematics 2017-07-26 Bertrand Iooss , Loïc Le Gratiet

The computation of integrals is a fundamental task in the analysis of functional data, which are typically considered as random elements in a space of squared integrable functions. Borrowing ideas from recent advances in the Monte Carlo…

Methodology · Statistics 2025-01-16 Valentin Patilea , Sunny G. W. Wang

This paper designs a statistical quantification towards the intermittent power uncertainty in power systems. A negative-exponential forecast uncertainty function is constructed to represent the relationship between the statistics of…

Systems and Control · Computer Science 2017-07-13 Zongjie Wang , Zhizhong Guo

This paper introduces a new approach to quantify the impact of forward propagated demand and weather uncertainty on power system planning and operation models. Recent studies indicate that such sampling uncertainty, originating from demand…

Applications · Statistics 2020-11-17 Adriaan P Hilbers , David J Brayshaw , Axel Gandy

Prediction-powered inference is a framework for performing valid statistical inference when an experimental dataset is supplemented with predictions from a machine-learning system. The framework yields simple algorithms for computing…

Machine Learning · Statistics 2023-11-10 Anastasios N. Angelopoulos , Stephen Bates , Clara Fannjiang , Michael I. Jordan , Tijana Zrnic

When a mathematical or computational model is used to analyse some system, it is usual that some parameters resp.\ functions or fields in the model are not known, and hence uncertain. These parametric quantities are then identified by…

Probability · Mathematics 2016-07-01 Hermann G. Matthies , Elmar Zander , Bojana Rosic , Alexander Litvinenko

This paper investigates the role of high-dimensional information sets in the context of Markov switching models with time varying transition probabilities. Markov switching models are commonly employed in empirical macroeconomic research…

Econometrics · Economics 2019-05-07 Gregor Zens , Maximilian Böck

Modern studies increasingly leverage outcomes predicted by machine learning and artificial intelligence (AI/ML) models, and recent work, such as prediction-powered inference (PPI), has developed valid downstream statistical inference…

Methodology · Statistics 2026-03-18 Yiqun T. Chen , Moran Guo , Shengy Li

Electric load forecasting is an indispensable component of electric power system planning and management. Inaccurate load forecasting may lead to the threat of outages or a waste of energy. Accurate electric load forecasting is challenging…

Machine Learning · Computer Science 2023-10-25 Linxiao Yang , Rui Ren , Xinyue Gu , Liang Sun

Provided an arbitrary nonintrusive load monitoring (NILM) algorithm, we seek bounds on the probability of distinguishing between scenarios, given an aggregate power consumption signal. We introduce a framework for studying a general NILM…

Applications · Statistics 2013-10-30 Roy Dong , Lillian Ratliff , Henrik Ohlsson , S. Shankar Sastry

Despite the risk of misspecification they are tied to, parametric models continue to be used in statistical practice because they are accessible to all. In particular, efficient estimation procedures in parametric models are simple to…

Statistics Theory · Mathematics 2016-09-01 Marco Carone , Alexander R. Luedtke , Mark J. van der Laan

In the wind energy industry, it is of great importance to develop models that accurately forecast the power output of a wind turbine, as such predictions are used for wind farm location assessment or power pricing and bidding, monitoring,…

Applications · Statistics 2022-07-13 Sándor Kolumbán , Stella Kapodistria , Nazanin Nooraee

Although the fundamental probabilistic theory of extremes has been well developed, there are many practical considerations that must be addressed in application. The contribution of this thesis is four-fold. The first concerns the choice of…

Methodology · Statistics 2016-11-28 Brian Bader

By significant improvements in modern electrical systems, planning for unit commitment and power dispatching of them are two big concerns between the researchers. Short-term load forecasting plays a significant role in planning and…

Statistical Finance · Quantitative Finance 2020-10-01 Kasun Chandrarathna , Arman Edalati , AhmadReza Fourozan tabar

We develop a new efficient algorithm for the analysis of large-scale time series data. We firstly define rolling averages, derive their analytical properties, and establish their asymptotic distribution. These theoretical results are…

Methodology · Statistics 2022-12-26 Ali Eshragh , Glen Livingston , Thomas McCarthy McCann , Luke Yerbury

With large-scale integration of renewable generation and distributed energy resources, modern power systems are confronted with new operational challenges, such as growing complexity, increasing uncertainty, and aggravating volatility.…

Machine Learning · Computer Science 2022-02-28 Xin Chen , Guannan Qu , Yujie Tang , Steven Low , Na Li

Energy price forecasting is a relevant yet hard task in the field of multi-step time series forecasting. In this paper we compare a well-known and established method, ARMA with exogenous variables with a relatively new technique Gradient…

Machine Learning · Statistics 2015-06-24 Gergo Barta , Gyula Borbely , Gabor Nagy , Sandor Kazi , Tamas Henk

For many applications of pulsed radiation, the time-history of the radiation intensity must be optimized to induce a desired time-history of conditions. This optimization is normally performed using multi-physics simulations of the system.…

Computational Physics · Physics 2019-03-14 Damian C. Swift , George B. Zimmerman

We introduce two algorithms for accurately evaluating powers to a positive integer in floating-point arithmetic, assuming a fused multiply-add (fma) instruction is available. We show that our log-time algorithm always produce…

Numerical Analysis · Computer Science 2007-06-13 Peter Kornerup , Vincent Lefèvre , Jean-Michel Muller

In this article a new approach in solving time fractional partial differential equations is introduced, that is, the ARA-residual power series method. The main idea of this technique, depends on applying the ARA-transform and using Taylor's…

Computational Engineering, Finance, and Science · Computer Science 2023-06-22 A. Burqan , R. Saadeh , A. Qazza , S. Momani