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Time-series data augmentation plays a crucial role in regression-oriented forecasting tasks, where limited data restricts the performance of deep learning models. While Generative Adversarial Networks (GANs) have shown promise in synthetic…

Machine Learning · Computer Science 2026-05-01 Ci Lin , Futong Li , Tet Yeap , Iluju Kiringa

Generative probabilistic forecasting produces future time series samples according to the conditional probability distribution given past time series observations. Such techniques are essential in risk-based decision-making and planning…

Machine Learning · Computer Science 2024-02-22 Xinyi Wang , Lang Tong , Qing Zhao

Fossil gas is sometimes presented as an enabler of variable solar and wind generation beyond 2050, despite being a primary source of greenhouse gas emissions from methane leakage and combustion. We find that balancing solar and wind…

Computational Engineering, Finance, and Science · Computer Science 2025-12-24 Timothy Weber , Cheng Cheng , Harry Thawley , Kylie Catchpole , Andrew Blakers , Bin Lu , Jennifer Zhao , Anna Nadolny

We study a class of Markov processes that combine local dynamics, arising from a fixed Markov process, with regenerations arising at a state-dependent rate. We give conditions under which such processes possess a given target distribution…

Probability · Mathematics 2021-04-06 Andi Q. Wang , Murray Pollock , Gareth O. Roberts , David Steinsaltz

Extreme weather events stemming from climate change can cause significant damage and disruption to power systems. Failure to mitigate and adapt to climate change and its cascading effects can lead to short and long term issues. The profound…

Applied Physics · Physics 2022-09-22 Rouzbeh Shirvani , Tarannom Parhizkar

This paper proposes a control strategy for a Reverse Fuel Cell used to manage a Renewable Energy Community. A two-stage scenario-based Model Predictive Control algorithm is designed to define the best economic strategy to be followed during…

Optimization and Control · Mathematics 2022-08-31 Francesco Conte , Gabriele Mosaico , Gianluca Natrella , Matteo Saviozzi , Fiammetta Rita Bianchi

Consider learning a generative model for time-series data. The sequential setting poses a unique challenge: Not only should the generator capture the conditional dynamics of (stepwise) transitions, but its open-loop rollouts should also…

Machine Learning · Statistics 2023-11-03 Daniel Jarrett , Ioana Bica , Mihaela van der Schaar

Probabilistic wind power forecasting approaches have significantly advanced in recent decades. However, forecasters often assume data completeness and overlook the challenge of missing values resulting from sensor failures, network…

Applications · Statistics 2024-04-25 Honglin Wen

The increasing penetration level of energy generation from renewable sources is demanding for more accurate and reliable forecasting tools to support classic power grid operations (e.g., unit commitment, electricity market clearing or…

Machine Learning · Computer Science 2020-07-17 Michela Moschella , Mauro Tucci , Emanuele Crisostomi , Alessandro Betti

Wind and solar power are known to be highly influenced by weather events and may ramp up or down abruptly. Such events in the power production influence not only the availability of energy, but also the stability of the entire power grid.…

Data Analysis, Statistics and Probability · Physics 2016-07-20 M. Anvari , G. Lohmann , M. Wächter , P. Milan , E. Lorenz , D. Heinemann , M. Reza Rahimi Tabar , Joachim Peinke

This work studies synergies arising from combining industrial demand response and local renewable electricity supply. To this end, we optimize the design of a local electricity generation and storage system with an integrated demand…

Optimization and Control · Mathematics 2024-03-07 Sonja H. M. Germscheid , Benedikt Nilges , Niklas von der Assen , Alexander Mitsos , Manuel Dahmen

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

Computational Physics · Physics 2026-02-16 Michael Kim , Wei Cai

We show how to value both variable generation and energy storage to enable them to be integrated fairly and optimally into electricity capacity markets. We develop theory based on balancing expected energy unserved against costs of capacity…

Optimization and Control · Mathematics 2021-08-10 Stan Zachary , Amy Wilson , Chris Dent

Recently we demonstrated experimentally that microwave oscillators based on the time delay feedback provided by traveling spin waves could operate as reservoir computers. In the present paper, we extend this concept by adding the feature of…

Applied Physics · Physics 2021-06-30 Stuart Watt , Mikhail Kostylev , Alexey B. Ustinov , Boris A. Kalinikos

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

We propose a novel Bayesian approach to modelling nonlinear alignments of time series based on latent shared information. We apply the method to the real-world problem of finding common structure in the sensor data of wind turbines…

Machine Learning · Statistics 2018-05-24 Markus Kaiser , Clemens Otte , Thomas Runkler , Carl Henrik Ek

Time series aggregation (TSA) aims to construct temporally aggregated optimization models that accurately represent the output space of their full-scale counterparts while using a significantly reduced temporal dimensionality. This paper…

Optimization and Control · Mathematics 2026-03-16 Thomas Klatzer , David Cardona-Vasquez , Luca Santosuosso , Sonja Wogrin

A Markov chain update scheme using a machine-learned flow-based generative model is proposed for Monte Carlo sampling in lattice field theories. The generative model may be optimized (trained) to produce samples from a distribution…

High Energy Physics - Lattice · Physics 2019-09-10 M. S. Albergo , G. Kanwar , P. E. Shanahan

Forecasting tasks using large datasets gathering thousands of heterogeneous time series is a crucial statistical problem in numerous sectors. The main challenge is to model a rich variety of time series, leverage any available external…

Machine Learning · Computer Science 2024-04-18 Etienne David , Jean Bellot , Sylvain Le Corff

Consider a system evolving according to an absorbing discrete-time Markov chain with known transition matrix. The state of the system is observed at two points in time, separated by an unknown number of generations. We are interested in…

Probability · Mathematics 2015-11-04 Bianca De Sanctis , A. P. Jason de Koning