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Residential electricity demand at granular scales is driven by what people do and for how long. Accurately forecasting this demand for applications like microgrid management and demand response therefore requires generative models that can…

Applications · Statistics 2025-09-24 Rohit Dube , Natarajan Gautam , Amarnath Banerjee , Harsha Nagarajan

Traditional Markov chain Monte Carlo (MCMC) sampling of hidden Markov models (HMMs) involves latent states underlying an imperfect observation process, and generates posterior samples for top-level parameters concurrently with nuisance…

Computation · Statistics 2016-01-13 Daniel Turek , Perry de Valpine , Christopher J. Paciorek

Integration of electronics-based residential appliances and distributed energy resources in homes is expected to rise with grid decarbonization. These devices may introduce significant harmonics into power networks that need to be closely…

Signal Processing · Electrical Eng. & Systems 2021-11-08 Ankit Singhal , Dexin Wang , Andrew P. Reiman , Yuan Liu , Donald J. Hammerstrom , Soumya Kundu

Most electricity systems worldwide are deploying advanced metering infrastructures to collect relevant operational data. In particular, smart meters allow tracking electricity load consumption at a very disaggregated level and at high…

Machine Learning · Statistics 2020-03-09 Andrés M. Alonso , F. Javier Nogales , Carlos Ruiz

Continuous Time Markov Chains (CTMC) have been used extensively to model reliability of storage systems. While the exponentially distributed sojourn time of Markov models is widely known to be unrealistic (and it is necessary to consider…

Performance · Computer Science 2015-03-30 Prasenjit Karmakar , K. Gopinath

Models simulating household energy demand based on different occupant and household types and their behavioral patterns have received increasing attention over the last years due the need to better understand fundamental characteristics…

General Economics · Economics 2021-01-05 Max Kleinebrahm , Jacopo Torriti , Russell McKenna , Armin Ardone , Wolf Fichtner

In this paper, we introduce Max Markov Chain (MMC), a novel representation for a useful subset of High-order Markov Chains (HMCs) with sparse correlations among the states. MMC is parsimony while retaining the expressiveness of HMCs. Even…

Artificial Intelligence · Computer Science 2022-11-04 Yu Zhang , Mitchell Bucklew

The expansion of residential demand response programs and increased deployment of controllable loads will require accurate appliance-level load modeling and forecasting. This paper proposes a conditional hidden semi-Markov model to describe…

Applications · Statistics 2018-10-10 Yuting Ji , Elizabeth Buechler , Ram Rajagopal

Efficient energy consumption is crucial for achieving sustainable energy goals in the era of climate change and grid modernization. Thus, it is vital to understand how energy is consumed at finer resolutions such as household in order to…

Signal Processing · Electrical Eng. & Systems 2022-12-16 Swapna Thorve , Young Yun Baek , Samarth Swarup , Henning Mortveit , Achla Marathe , Anil Vullikanti , Madhav Marathe

We present an online stochastic model predictive control framework for demand charge management for a grid-connected consumer with attached electrical energy storage. The consumer we consider must satisfy an inflexible but stochastic…

Systems and Control · Electrical Eng. & Systems 2020-07-07 Benjamin Flamm , Guillermo Ramos , Annika Eichler , John Lygeros

To reduce energy demand in households it is useful to know which electrical appliances are in use at what times. Monitoring individual appliances is costly and intrusive, whereas data on overall household electricity use is more easily…

Applications · Statistics 2014-07-01 Mingjun Zhong , Nigel Goddard , Charles Sutton

The ability to synthesize realistic data in a parametrizable way is valuable for a number of reasons, including privacy, missing data imputation, and evaluating the performance of statistical and computational methods. When the underlying…

Methodology · Statistics 2023-11-13 Zuofu Huang , Julian Wolfson , Jayne A. Fulkerson , Ryan Demmer , Helen N. Chen

We introduce the energy-stepping Monte Carlo (ESMC) method, a Markov chain Monte Carlo (MCMC) algorithm based on the conventional dynamical interpretation of the proposal stage but employing an energy-stepping integrator. The…

Mathematical Physics · Physics 2023-12-13 Ignacio Romero , Michael Ortiz

Hidden Markov Chains (HMCs) are commonly used mathematical models of probabilistic systems. They are employed in various fields such as speech recognition, signal processing, and biological sequence analysis. We consider the problem of…

Data Structures and Algorithms · Computer Science 2016-05-10 Stefan Kiefer , A. Prasad Sistla

The dynamics of power consumption constitutes an essential building block for planning and operating energy systems based on renewable energy supply. Whereas variations in the dynamics of renewable energy generation are reasonably well…

The uptake of behind-the-meter distributed energy resources in low-voltage distribution networks has reached a level where network issues have started to emerge, which requires new tools for operation and planning. In this paper, we propose…

Applications · Statistics 2018-12-19 Thomas Power , Gregor Verbič , Archie C. Chapman

In response to the increasing deployment of battery storage systems for cost reduction and grid stress mitigation, this study presents the development of a new real-time Markov decision process model to efficiently schedule battery systems…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Hussein Sharadga , Ahmad Dawahdeh , Golbon Zakeri , Abdullah Hayajneh , Geoff Pritchard

This paper considers Bayesian parameter estimation of dynamic systems using a Markov Chain Monte Carlo (MCMC) approach. The Metroplis-Hastings (MH) algorithm is employed, and the main contribution of the paper is to examine and illustrate…

Applications · Statistics 2021-10-18 Johannes Hendriks , Adrian Wills , Brett Ninness , Johan Dahlin

Markov chains are simple yet powerful mathematical structures to model temporally dependent processes. They generally assume stationary data, i.e., fixed transition probabilities between observations/states. However, live, real-world…

Machine Learning · Computer Science 2024-11-27 Kutalmış Coşkun , Borahan Tümer , Bjarne C. Hiller , Martin Becker

Load shapes derived from smart meter data are frequently employed to analyze daily energy consumption patterns, particularly in the context of applications like Demand Response (DR). Nevertheless, one of the most important challenges to…

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