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We consider a sequential decision making process, such as renewable energy trading or electrical production scheduling, whose outcome depends on the future realization of a random factor, such as a meteorological variable. We assume that…

Trading and Market Microstructure · Quantitative Finance 2021-07-01 Peter Tankov , Laura Tinsi

Accurate prediction of wind power is essential for the grid integration of this intermittent renewable source and aiding grid planners in forecasting available wind capacity. Spatial differences lead to discrepancies in climatological data…

Machine Learning · Computer Science 2024-05-21 Md Saiful Islam Sajol , Md Shazid Islam , A S M Jahid Hasan , Md Saydur Rahman , Jubair Yusuf

Short term load forecasting has an essential medium for the reliable, economical and efficient operation of the power system. Most of the existing forecasting approaches utilize fixed statistical models with large historical data for…

Signal Processing · Electrical Eng. & Systems 2019-05-21 Irfan Ahmad Khan , Adnan Akber , Yinliang Xu

We present a physics-informed Gaussian Process Regression (GPR) model to predict the phase angle, angular speed, and wind mechanical power from a limited number of measurements. In the traditional data-driven GPR method, the form of the…

Signal Processing · Electrical Eng. & Systems 2018-06-29 Ramakrishna Tipireddy , Alexandre Tartakovsky

Accurate forecasting is critical for reliable power grid operations, particularly as the share of renewable generation, such as wind and solar, continues to grow. Given the inherent uncertainty and variability in renewable generation,…

Applications · Statistics 2025-10-20 Alireza Moradi , Mathieu Tanneau , Reza Zandehshahvar , Pascal Van Hentenryck

Accurate mid-term (weeks to one year) hourly electricity load forecasts are essential for strategic decision-making in power plant operation, ensuring supply security and grid stability, planning and building energy storage systems, and…

Applications · Statistics 2025-05-01 Monika Zimmermann , Florian Ziel

Despite the growing availability of sensing and data in general, we remain unable to fully characterise many in-service engineering systems and structures from a purely data-driven approach. The vast data and resources available to capture…

Machine Learning · Computer Science 2023-09-20 Elizabeth J Cross , Timothy J Rogers , Daniel J Pitchforth , Samuel J Gibson , Matthew R Jones

A latent function decomposition method is proposed for forecasting the capacity of lithium-ion battery cells. The method uses the Multi-Output Gaussian Process, a generative machine learning framework for multi-task and transfer learning.…

Signal Processing · Electrical Eng. & Systems 2021-12-28 Abdallah A. Chehade , Ala A. Hussein

We develop a probabilistic framework for joint simulation of short-term electricity generation from renewable assets. In this paper we describe a method for producing hourly day-ahead scenarios of generated power at grid-scale across…

Statistical Finance · Quantitative Finance 2022-05-11 Mike Ludkovski , Glen Swindle , Eric Grannan

Forecasting in probabilistic time series is a complex endeavor that extends beyond predicting future values to also quantifying the uncertainty inherent in these predictions. Gaussian process regression stands out as a Bayesian machine…

We consider the accuracy of an approximate posterior distribution in nonparametric regression problems by combining posterior distributions computed on subsets of the data defined by the locations of the independent variables. We show that…

Statistics Theory · Mathematics 2025-04-29 Botond Szabo , Amine Hadji , Aad van der Vaart

Task-based programming models are emerging as a promising alternative to make the most of multi-/many-core systems. These programming models rely on runtime systems, and their goal is to improve application performance by properly…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-09-24 Antoni Navarro , Arthur F. Lorenzon , Eduard Ayguadé , Vicenç Beltran

The advancement of distributed generation technologies in modern power systems has led to a widespread integration of renewable power generation at customer side. However, the intermittent nature of renewable energy poses new challenges to…

Machine Learning · Computer Science 2023-01-31 Devinder Kaur , Shama Naz Islam , Md. Apel Mahmud , Md. Enamul Haque , Adnan Anwar

Accurate assessment of systematic uncertainties is an increasingly vital task in physics studies, where large, high-dimensional datasets, like those collected at the Large Hadron Collider, hold the key to new discoveries. Common approaches…

Methodology · Statistics 2025-10-02 Alexis Romero , Kyle Cranmer , Daniel Whiteson

Here we aim to separate the two main contributions of slow and fast solar wind that appear at 1 AU. The Bi-Gaussian function is proposed as the probability distribution function of the two main components of the solar wind. The positions of…

Solar and Stellar Astrophysics · Physics 2021-12-02 Carlos Larrodera , Consuelo Cid

Machine learning models (e.g., neural networks) achieve high accuracy in wind power forecasting, but they are usually regarded as black boxes that lack interpretability. To address this issue, the paper proposes a glass-box approach that…

Machine Learning · Computer Science 2024-02-27 Wenlong Liao , Fernando Porte-Agel , Jiannong Fang , Birgitte Bak-Jensen , Guangchun Ruan , Zhe Yang

Low-rank approximation is a popular strategy to tackle the "big n problem" associated with large-scale Gaussian process regressions. Basis functions for developing low-rank structures are crucial and should be carefully specified.…

Methodology · Statistics 2024-09-04 Yan Song , Wenlin Dai , Marc G. Genton

Obtaining accurate probabilistic energy forecasts and making effective decisions amid diverse uncertainties are routine challenges in future energy systems. This paper presents the winning solution of team GEB, which ranked 3rd in trading,…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Chuanqing Pu , Feilong Fan , Nengling Tai , Songyuan Liu , Jinming Yu

Accurate forecasting of multivariate time series data is important in many engineering and scientific applications. Recent state-of-the-art works ignore the inter-relations between variates, using their model on each variate independently.…

Machine Learning · Computer Science 2025-03-18 Liran Nochumsohn , Hedi Zisling , Omri Azencot

Distributed, small-scale solar photovoltaic (PV) systems are being installed at a rapidly increasing rate. This can cause major impacts on distribution networks and energy markets. As a result, there is a significant need for improved…

Machine Learning · Computer Science 2022-06-23 Maneesha Perera , Julian De Hoog , Kasun Bandara , Saman Halgamuge
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