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A new probabilistic post-processing method for wind vectors is presented in a distributional regression framework employing the bivariate Gaussian distribution. In contrast to previous studies all parameters of the distribution are…

Applications · Statistics 2019-07-26 Moritz N. Lang , Georg J. Mayr , Reto Stauffer , Achim Zeileis

The integration of renewable energy sources (RES) into power grids presents significant challenges due to their intrinsic stochasticity and uncertainty, necessitating the development of new techniques for reliable and efficient forecasting.…

Machine Learning · Statistics 2024-09-13 Hanyu Zhang , Reza Zandehshahvar , Mathieu Tanneau , Pascal Van Hentenryck

We propose a framework employing stochastic differential equations to facilitate the long-term stability analysis of power grids with intermittent wind power generations. This framework takes into account the discrete dynamics which play a…

Systems and Control · Computer Science 2017-03-10 Xiaozhe Wang , Tao Wang , Hsiao-Dong Chiang , Jianhui Wang , Hui Liu

Renewable energy projects, such as large offshore wind farms, are critical to achieving low-emission targets set by governments. Stochastic computer models allow us to explore future scenarios to aid decision making whilst considering the…

Methodology · Statistics 2021-12-07 Jack C. Kennedy , Daniel A. Henderson , Kevin J. Wilson

We propose a statistical space-time model for predicting atmospheric wind speed based on deterministic numerical weather predictions and historical measurements. We consider a Gaussian multivariate space-time framework that combines…

Applications · Statistics 2016-10-21 Julie Bessac , Emil Mihai Constantinescu , Mihai Anitescu

Probabilistic forecasts of wind speed are important for a wide range of applications, ranging from operational decision making in connection with wind power generation to storm warnings, ship routing and aviation. We present a statistical…

Applications · Statistics 2016-08-06 Michael Scheuerer , David Möller

Aggregated stochastic characteristics of geographically distributed wind generation will provide valuable information for secured and economical system operation in electricity markets. This paper focuses on the uncertainty set prediction…

Systems and Control · Electrical Eng. & Systems 2021-10-08 Xiaopeng Li , Jiang Wu , Zhanbo Xu , Kun Liu , Jun Yu , Xiaohong Guan

We design a Gaussian Process (GP) spatiotemporal model to capture features of day-ahead wind power forecasts. We work with hourly-scale day-ahead forecasts across hundreds of wind farm locations, with the main aim of constructing a fully…

Machine Learning · Computer Science 2024-09-26 Qiqi Li , Mike Ludkovski

Scenario generation is an effective data-driven method for solving chance-constrained optimization while ensuring desired risk guarantees with a finite number of samples. Crucial challenges in deploying this technique in the real world…

Optimization and Control · Mathematics 2024-01-04 Qian Zhang , Apurv Shukla , Le Xie

Real-time state estimation and forecasting is critical for efficient operation of power grids. In this paper, a physics-informed Gaussian process regression (PhI-GPR) method is presented and used for probabilistic forecasting and estimating…

Machine Learning · Statistics 2020-10-12 Tong Ma , David Alonso Barajas-Solano , Ramakrishna Tipireddy , Alexandre M. Tartakovsky

Accurately representing surface weather at the sub-kilometer scale is crucial for optimal decision-making in a wide range of applications. This motivates the use of statistical techniques to provide accurate and calibrated probabilistic…

Atmospheric and Oceanic Physics · Physics 2024-11-15 Francesco Zanetta , Daniele Nerini , Matteo Buzzi , Henry Moss

In this paper, a model predictive control scheme for wind farms is presented. Our approach considers wake dynamics including their influence on local wind conditions and allows to track a given power reference. In detail, a Gaussian wake…

Systems and Control · Electrical Eng. & Systems 2024-05-22 Arnold Sterle , Christian A. Hans , Jörg Raisch

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 manuscript provides additional case analysis for the parameters setting of the distributed probabilistic modeling algorithm for the aggregated wind power forecast error.

Signal Processing · Electrical Eng. & Systems 2018-09-05 Mengshuo Jia , Chen Shen , Zhiwen Wang

We consider multi-task regression models where the observations are assumed to be a linear combination of several latent node functions and weight functions, which are both drawn from Gaussian process priors. Driven by the problem of…

Machine Learning · Statistics 2018-12-05 Astrid Dahl , Edwin V. Bonilla

Both the level of conservativeness and the computational burden in robust optimization are critically influenced by uncertainty set design. However, contextual side information is rarely exploited in robust dispatch of power systems…

Optimization and Control · Mathematics 2026-05-11 Zhaojun Ruan , Yulin Liu , Le Fu , Libao Shi

Offshore wind power (OWP) exhibits significant fluctuations under typhoon conditions, posing substantial challenges to the secure operation of power systems. Accurate forecasting of OWP is therefore essential. However, the inherent scarcity…

Systems and Control · Electrical Eng. & Systems 2025-08-15 Jinhua He , Zechun Hu

New methods are proposed for adjusting probabilistic forecasts to ensure coherence with the aggregation constraints inherent in temporal hierarchies. The different approaches nested within this framework include methods that exploit…

Methodology · Statistics 2020-08-18 Jooyoung Jeon , Anastasios Panagiotelis , Fotios Petropoulos

We study a joint wind farm planning and operational scheduling problem under decision-dependent uncertainty. The objective is to determine the optimal number of wind turbines at each location to minimize total cost, including both…

Optimization and Control · Mathematics 2025-09-03 Zhiqiang Chen , Caihua Chen , Jingshi Cui , Qian Hu , Wei Xu

We present a data-driven approach for probabilistic wind power forecasting based on conditional normalizing flow (CNF). In contrast with the existing, this approach is distribution-free (as for non-parametric and quantile-based approaches)…

Systems and Control · Electrical Eng. & Systems 2022-07-20 Honglin Wen , Pierre Pinson , Jinghuan Ma , Jie Gu , Zhijian Jin