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Many existing models struggle to predict nonlinear behavior during extreme weather conditions. This study proposes a multi-scale temporal analysis for failure prediction in energy systems using PMU data. The model integrates multi-scale…

Signal Processing · Electrical Eng. & Systems 2024-11-06 Anh Le , Phat K. Huynh , Om P. Yadav , Chau Le , Harun Pirim , Trung Q. Le

This paper analyzes the impact of production forecast errors on the expansion planning of a power system and investigates the influence of market design to facilitate the integration of renewable generation. For this purpose, we propose a…

Optimization and Control · Mathematics 2014-03-03 Salvador Pineda , Juan Miguel Morales , Trine Krogh Boomsma

Accurate load forecasting remains a formidable challenge in numerous sectors, given the intricate dynamics of dynamic power systems, which often defy conventional statistical models. As a response, time-series methodologies like ARIMA and…

Computational Engineering, Finance, and Science · Computer Science 2023-09-25 Anuvab Sen , Vedica Gupta , Chi Tang

This paper proposes an enhanced approach to modeling and forecasting volatility using high frequency data. Using a forecasting model based on Realized GARCH with multiple time-frequency decomposed realized volatility measures, we study the…

Statistical Finance · Quantitative Finance 2015-02-04 Jozef Barunik , Tomas Krehlik , Lukas Vacha

Explicit modelling of between-study heterogeneity is essential in network meta-analysis (NMA) to ensure valid inference and avoid overstating precision. While the additive random-effects (RE) model is the conventional approach, the…

Methodology · Statistics 2026-01-21 Xinlei Xu , Caitlin H Daly , Audrey Béliveau

It is crucial today that economies harness renewable energies and integrate them into the existing grid. Conventionally, energy has been generated based on forecasts of peak and low demands. Renewable energy can neither be produced on…

Signal Processing · Electrical Eng. & Systems 2019-10-02 Alexey Györi , Mathis Niederau , Violett Zeller , Volker Stich

Accurate volatility forecasting is essential in banking, investment, and risk management, because expectations about future market movements directly influence current decisions. This study proposes a hybrid modelling framework that…

Trading and Market Microstructure · Quantitative Finance 2025-12-16 Anna Perekhodko , Robert Ślepaczuk

Extreme weather can substantially change electricity consumption behavior, causing load curves to exhibit sharp spikes and pronounced volatility. If forecasts are inaccurate during those periods, power systems are more likely to face supply…

Machine Learning · Computer Science 2026-02-05 Chenxi Hu , Yue Ma , Yifan Wu , Yunhe Hou

In a number of environmental studies, relationships between natural processes are often assessed through regression analyses, using time series data. Such data are often multi-scale and non-stationary, leading to a poor accuracy of the…

As a key component of power system production simulation, load forecasting is critical for the stable operation of power systems. Machine learning methods prevail in this field. However, the limited training data can be a challenge. This…

Systems and Control · Electrical Eng. & Systems 2024-12-18 Linna Xu , Yongli Zhu

Potential of electrical loads in providing grid ancillary services is often limited due to the uncertainties associated with the load behavior. A knowledge of the expected uncertainties with a load control program would invariably yield to…

Optimization and Control · Mathematics 2017-07-25 Soumya Kundu , Jacob Hansen , Jianming Lian , Karan Kalsi

Ensuring sustainability demands more efficient energy management with minimized energy wastage. Therefore, the power grid of the future should provide an unprecedented level of flexibility in energy management. To that end, intelligent…

Neural and Evolutionary Computing · Computer Science 2018-11-29 Daniel L. Marino , Kasun Amarasinghe , Milos Manic

Integration of renewable energy sources and emerging loads like electric vehicles to smart grids brings more uncertainty to the distribution system management. Demand Side Management (DSM) is one of the approaches to reduce the uncertainty.…

Machine Learning · Computer Science 2021-09-28 Elahe Khoshbakhti Vaygan , Roozbeh Rajabi , Abouzar Estebsari

Electricity load forecasting plays an important role in the energy planning such as generation and distribution. However, the nonlinearity and dynamic uncertainties in the smart grid environment are the main obstacles in forecasting…

Neural and Evolutionary Computing · Computer Science 2018-11-09 Faisal Mohammad , Ki Boem Lee , Young-Chon Kim

Dynamic random access memory failures are a threat to the reliability of data centres as they lead to data loss and system crashes. Timely predictions of memory failures allow for taking preventive measures such as server migration and…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-12-21 Jasmin Bogatinovski , Qiao Yu , Jorge Cardoso , Odej Kao

Predicting future operational risk losses gives rise to a significant challenge due to the heterogeneous and time-dependent structures present in real-world data. Furthermore, stress test exercises require examining the relationship with…

Risk Management · Quantitative Finance 2026-04-24 Nikeethan Selvaratnam , Dorinel Bastide , Clément Fernandes , Wojciech Pieczynski

Unpredictability of renewable energy sources coupled with the complexity of those methods used for various purposes in this area calls for the development of robust methods such as DL models within the renewable energy domain. Given the…

Machine Learning · Computer Science 2025-05-07 Lutfu Sua , Haibo Wang , Jun Huang

In this study, we delve into the realm of meta-learning to combine point base forecasts for probabilistic short-term electricity demand forecasting. Our approach encompasses the utilization of quantile linear regression, quantile regression…

Machine Learning · Computer Science 2024-06-18 Grzegorz Dudek

The future energy system will largely depend on volatile renewable energy sources and temperature-dependent loads, which makes the weather a central influencing factor. This article presents a novel approach for simulating weather scenarios…

Systems and Control · Electrical Eng. & Systems 2024-05-31 Jan Peper , David Kröger , Jonathan Kipp , Florian Ziel , Christian Rehtanz

This paper proposes maximum (quasi)likelihood estimation for high dimensional factor models with regime switching in the loadings. The model parameters are estimated jointly by the EM (expectation maximization) algorithm, which in the…

Econometrics · Economics 2023-04-11 Giovanni Urga , Fa Wang
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