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A bivariate ensemble model output statistics (EMOS) technique for the postprocessing of ensemble forecasts of two-dimensional wind vectors is proposed, where the postprocessed probabilistic forecast takes the form of a bivariate normal…

Applications · Statistics 2015-06-03 Nina Schuhen , Thordis L. Thorarinsdottir , Tilmann Gneiting

This paper presents an approach for the modelling of dependent random variables using generalised polynomial chaos. This allows to write chance-constrained optimization problems with respect to a joint distribution modelling dependencies…

Systems and Control · Electrical Eng. & Systems 2026-02-17 Nicola Ramseyer , Matthieu Jacobs , Mario Paolone

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

Considered a pair of random lifetimes whose dependence is described by a Time Transformed Exponential model, we provide analytical expressions for the distribution of their sum. These expressions are obtained by using a representation of…

Statistics Theory · Mathematics 2024-12-13 Jorge Navarro , Franco Pellerey , Julio Mulero

Chance-constrained optimization (CCO) has been widely used for uncertainty management in power system operation. With the prevalence of wind energy, it becomes possible to consider the wind curtailment as a dispatch variable in CCO.…

Systems and Control · Electrical Eng. & Systems 2023-04-06 Xingyu Lei , Zhifang Yang , Junbo Zhao , Juan Yu

In this paper, we develop a distributionally robust model predictive control framework for the control of wind farms with the goal of power tracking and mechanical stress reduction of the individual wind turbines. We introduce an ARMA model…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

Electrical infrastructures provide services at the basis of a number of application sectors, several of which are critical from the perspective of human life, environment or financials. Following the increasing trend in electricity…

Other Computer Science · Computer Science 2017-08-16 Giulio Masetti

To quantify the uncertainty in numerical weather prediction (NWP) forecasts, ensemble prediction systems are utilized. Although NWP forecasts continuously improve, they suffer from systematic bias and dispersion errors. To obtain well…

Applications · Statistics 2026-01-30 Ferdinand Buchner , David Jobst , Annette Möller , Claudia Czado

Flow matching has recently emerged as a powerful paradigm for generative modeling and has been extended to probabilistic time series forecasting in latent spaces. However, the impact of the specific choice of probability path model on…

Machine Learning · Statistics 2025-08-19 Soon Hoe Lim , Yijin Wang , Annan Yu , Emma Hart , Michael W. Mahoney , Xiaoye S. Li , N. Benjamin Erichson

Probabilistic forecasting of time series is an important matter in many applications and research fields. In order to draw conclusions from a probabilistic forecast, we must ensure that the model class used to approximate the true…

Machine Learning · Computer Science 2022-07-12 David Rügamer , Philipp F. M. Baumann , Thomas Kneib , Torsten Hothorn

In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…

Methodology · Statistics 2023-10-27 Kimia Vahdat , Sara Shashaani

The aim of a probabilistic output analysis is to derive a probability distribution of possible output values for a program from a probability distribution of its input. We present a method for performing static output analysis, based on…

Programming Languages · Computer Science 2015-09-30 Mads Rosendahl , Maja H. Kirkeby

Turbine-wake and farm-atmosphere interactions influence wind farm power production. For large offshore farms, the farm-atmosphere interaction is usually the more significant effect. This study proposes an analytical model of the `momentum…

Fluid Dynamics · Physics 2023-08-23 Andrew Kirby , Thomas D. Dunstan , Takafumi Nishino

Electric load forecasting is an indispensable component of electric power system planning and management. Inaccurate load forecasting may lead to the threat of outages or a waste of energy. Accurate electric load forecasting is challenging…

Machine Learning · Computer Science 2023-10-25 Linxiao Yang , Rui Ren , Xinyue Gu , Liang Sun

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…

Climate models have become an important tool in the study of climate and climate change, and ensemble experiments consisting of multiple climate-model runs are used in studying and quantifying the uncertainty in climate-model output.…

Applications · Statistics 2011-04-15 Stephan R. Sain , Reinhard Furrer , Noel Cressie

This paper studies an adaptive approach for probabilistic wind power forecasting (WPF) including offline and online learning procedures. In the offline learning stage, a base forecast model is trained via inner and outer loop updates of…

Systems and Control · Electrical Eng. & Systems 2023-08-17 Zichao Meng , Ye Guo , Hongbin Sun

Angular power spectra are an important measure of the angular clustering of a given distribution. In Cosmology, they are applied to such vastly different observations as galaxy surveys that cover a fraction of the sky and the Cosmic…

Astrophysics · Physics 2007-11-15 Brett Hayes , Robert Brunner , Volodymyr Kindratenko

Due to the fluctuating nature of the wind and the increasing use of wind energy as a power source, wind power will have an increasing negative influence on the stability of the power grid. In this paper, a model predictive control strategy…

Systems and Control · Electrical Eng. & Systems 2020-07-14 Valentijn van de Scheur , Sjoerd Boersma

Electricity is difficult to store, except at prohibitive cost, and therefore the balance between generation and load must be maintained at all times. Electricity is traditionally managed by anticipating demand and intermittent production…

Machine Learning · Computer Science 2024-09-26 Julie Keisler , Margaux Bregere