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Uncertainty quantification is crucial to decision-making. A prominent example is probabilistic forecasting in numerical weather prediction. The dominant approach to representing uncertainty in weather forecasting is to generate an ensemble…

Machine Learning · Computer Science 2023-10-10 Lizao Li , Rob Carver , Ignacio Lopez-Gomez , Fei Sha , John Anderson

The performance of prediction models is often based on "abstract metrics" that estimate the model's ability to limit residual errors between the observed and predicted values. However, meaningful evaluation and selection of prediction…

Machine Learning · Computer Science 2019-05-13 Saima Aman , Yogesh Simmhan , Viktor K. Prasanna

The paper introduces a new methodology for assessing on-line the prediction risk of short-term wind power forecasts. The first part of this methodology consists in computing confidence intervals with a confidence level defined by the…

Data Analysis, Statistics and Probability · Physics 2023-10-05 Georges Kariniotakis , Pierre Pinson

This paper presents a method for probabilistic wind power forecasting that quantifies and integrates uncertainties from weather forecasts and weather-to-power conversion. By addressing both uncertainty sources, the method achieves…

Applications · Statistics 2025-02-18 Gabriel Dantas , Jethro Browell

Data-driven forecasts of air quality have recently achieved more accurate short-term predictions. Despite their success, most of the current data-driven solutions lack proper quantifications of model uncertainty that communicate how much to…

Machine Learning · Computer Science 2021-12-07 Abdulmajid Murad , Frank Alexander Kraemer , Kerstin Bach , Gavin Taylor

The volatile nature of wind power generation creates challenges in achieving secure power grid operations. It is, therefore, necessary to make accurate wind power prediction and its uncertainty quantification. Wind power forecasting usually…

Applications · Statistics 2020-09-29 Jingxing Wang , Abdullah Alshelahi , Mingdi You , Eunshin Byon , Romesh Saigal

Decisions related to electric power systems planning and operations rely on assumptions and insights informed by historic weather data and records of past performance. Evolving climate trends are, however, changing the energy use patterns…

Physics and Society · Physics 2019-12-09 Anna M. Brockway , Laurel N. Dunn

Complex numerical weather prediction models incorporate a variety of physical processes, each described by multiple alternative physical schemes with specific parameters. The selection of the physical schemes and the choice of the…

Numerical Analysis · Computer Science 2018-02-23 Azam Moosavi , Vishwas Rao , Adrian Sandu

Data-trained predictive models see widespread use, but for the most part they are used as black boxes which output a prediction or score. It is therefore hard to acquire a deeper understanding of model behavior, and in particular how…

The ever-growing use of wind energy makes necessary the optimization of turbine operations through pitch angle controllers and their maintenance with early fault detection. It is crucial to have accurate and robust models imitating the…

Machine Learning · Computer Science 2023-07-28 Alfonso Gijón , Ainhoa Pujana-Goitia , Eugenio Perea , Miguel Molina-Solana , Juan Gómez-Romero

Renewable energy sources, especially wind energy, are to play a larger role in providing electricity to industrial and domestic consumers. This is already the case today for a number of European countries, closely followed by the US and…

Methodology · Statistics 2013-12-24 Pierre Pinson

Advanced machine learning models have recently achieved high predictive accuracy for weather and climate prediction. However, these complex models often lack inherent transparency and interpretability, acting as "black boxes" that impede…

Atmospheric and Oceanic Physics · Physics 2024-03-29 Ruyi Yang , Jingyu Hu , Zihao Li , Jianli Mu , Tingzhao Yu , Jiangjiang Xia , Xuhong Li , Aritra Dasgupta , Haoyi Xiong

In power system operation, characterizing the stochastic nature of wind power is an important albeit challenging issue. It is well known that distributions of wind power forecast errors often exhibit significant variability with respect to…

Data Analysis, Statistics and Probability · Physics 2017-12-05 Zhiwen Wang , Chen Shen , Feng Liu

The energy market relies on forecasting capabilities of both demand and power generation that need to be kept in dynamic balance. Today, when it comes to renewable energy generation, such decisions are increasingly made in a liberalized…

Machine Learning · Computer Science 2022-03-15 Odin Foldvik Eikeland , Finn Dag Hovem , Tom Eirik Olsen , Matteo Chiesa , Filippo Maria Bianchi

The power grid is undergoing significant restructuring driven by the adoption of wind/solar power and the incorporation of new flexible technologies that can shift load in space and time (e.g., data centers, battery storage, and modular…

Systems and Control · Electrical Eng. & Systems 2023-03-21 Weiqi Zhang , Victor M. Zavala

The present work provides an application of Global Sensitivity Analysis to supervised machine learning methods such as Random Forests. These methods act as black boxes, selecting features in high--dimensional data sets as to provide…

Machine Learning · Statistics 2024-07-22 Giulia Vannucci , Roberta Siciliano , Andrea Saltelli

We study short-term prediction of wind speed and wind power (every 10 minutes up to 4 hours ahead). Accurate forecasts for these quantities are crucial to mitigate the negative effects of wind farms' intermittent production on energy…

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

Due to the stochastic nature of photovoltaic (PV) power generation, there is high demand for forecasting PV output to better integrate PV generation into power grids. Systematic knowledge regarding the factors influencing forecast accuracy…

Applications · Statistics 2021-11-04 Thi Ngoc Nguyen , Felix Müsgens

In environments with increasing uncertainty, such as smart grid applications based on renewable energy, planning can benefit from incorporating forecasts about the uncertainty and from systematically evaluating the utility of the forecast…

Optimization and Control · Mathematics 2015-03-16 Konstantinos Gatsis , Ufuk Topcu , George J. Pappas