Related papers: Data Selection for Short Term load forecasting
Given a supervised machine learning problem where the training set has been subject to a known sampling bias, how can a model be trained to fit the original dataset? We achieve this through the Bayesian inference framework by altering the…
Subset selection in multiple linear regression aims to choose a subset of candidate explanatory variables that tradeoff fitting error (explanatory power) and model complexity (number of variables selected). We build mathematical programming…
In this work, we develop a game-theoretic modeling of the interaction between a human operator and an autonomous decision aid when they collaborate in a multi-agent task allocation setting. In this setting, we propose a decision aid that is…
A large number of time series forecasting models including traditional statistical models, machine learning models and more recently deep learning have been proposed in the literature. However, choosing the right model along with good…
The modeling of dynamical systems is essential in many fields, but applying machine learning techniques is often challenging due to incomplete or noisy data. This study introduces a variant of stochastic interpolation (SI) for probabilistic…
A challenge that machine learning practitioners in the industry face is the task of selecting the best model to deploy in production. As a model is often an intermediate component of a production system, online controlled experiments such…
We study the problem of selecting limited features to observe such that models trained on them can perform well simultaneously across multiple subpopulations. This problem has applications in settings where collecting each feature is…
Predicting the economy's short-term dynamics -- a vital input to economic agents' decision-making process -- often uses lagged indicators in linear models. This is typically sufficient during normal times but could prove inadequate during…
Recent years have seen a notable increase in the frequency and intensity of extreme weather events. With a rising number of power outages caused by these events, accurate prediction of power line outages is essential for safe and reliable…
In terms of the operation of microgrids, optimal scheduling is a vital issue that must be taken into account. In this regard, this paper proposes an effective framework for optimal scheduling of renewable microgrids considering energy…
Accurate production forecasts are essential to continue facilitating the integration of renewable energy sources into the power grid. This paper illustrates how to obtain probabilistic day-ahead forecasts of wind power generation via…
This paper extends my research applying statistical decision theory to treatment choice with sample data, using maximum regret to evaluate the performance of treatment rules. The specific new contribution is to study as-if optimization…
Recent advances in artificial intelligence have been fueled by the development of foundation models such as BERT, GPT, T5, and Vision Transformers. These models are first pretrained on vast and diverse datasets and then adapted to specific…
Daily streamflow forecasting through data-driven approaches is traditionally performed using a single machine learning algorithm. Existing applications are mostly restricted to examination of few case studies, not allowing accurate…
Predicting cycling duration for a given route is essential for training planning and event preparation. Existing solutions rely on physics-based models that require extensive parameterization, including aerodynamic drag coefficients and…
Simulation is a useful tool in situations where training data for machine learning models is costly to annotate or even hard to acquire. In this work, we propose a reinforcement learning-based method for automatically adjusting the…
Time series forecasting is one of the most active research topics. Machine learning methods have been increasingly adopted to solve these predictive tasks. However, in a recent work, these were shown to systematically present a lower…
A major factor in the recent success of large language models is the use of enormous and ever-growing text datasets for unsupervised pre-training. However, naively training a model on all available data may not be optimal (or feasible), as…
A novel hybrid data-driven approach is developed for forecasting power system parameters with the goal of increasing the efficiency of short-term forecasting studies for non-stationary time-series. The proposed approach is based on mode…
We propose a deep learning approach to probabilistic forecasting of macroeconomic and financial time series. Being able to learn complex patterns from a data rich environment, our approach is useful for a decision making that depends on…