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Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure…
In this paper we present a regression based model for day-ahead electricity spot prices. We estimate the considered linear regression model by the lasso estimation method. The lasso approach allows for many possible parameters in the model,…
This paper presents a comprehensive approach to improve the daily performance of an active distribution network (ADN), which includes renewable resources and responsive load (RL), using distributed network reconfiguration (DNR).…
Stochastic optimization is a vital field in the realm of mathematical optimization, finding applications in diverse areas ranging from operations research to machine learning. In this paper, we introduce a novel first-order optimization…
Predictive business process monitoring aims at providing predictions about running instances by analyzing logs of completed cases in a business process. Recently, a lot of research focuses on increasing productivity and efficiency in a…
The prediction of stochastic dynamical systems and the capture of dynamical behaviors are profound problems. In this article, we propose a data-driven framework combining Reservoir Computing and Normalizing Flow to study this issue, which…
In real-time systems optimization, designers often face a challenging problem posed by the non-convex and non-continuous schedulability conditions, which may even lack an analytical form to understand their properties. To tackle this…
We consider the problem of designing almost optimal predictors for dynamical systems from a finite sequence of noisy observations and incomplete knowledge of the dynamics and the noise. We first discuss the properties of the optimal (Bayes)…
The applicability of machine learning for predicting chaotic dynamics relies heavily upon the data used in the training stage. Chaotic time series obtained by numerically solving ordinary differential equations embed a complicated noise of…
Power distribution networks are approaching their voltage stability boundaries due to the severe voltage violations and the inadequate reactive power reserves caused by the increasing renewable generations and dynamic loads. In the broad…
This paper addresses a central challenge of jointly considering shorter-term (e.g. hourly) and longer-term (e.g. yearly) uncertainties in power system planning with increasing penetration of renewable and storage resources. In conventional…
We study a routing and appointment scheduling problem with uncertain service and travel times arising from home service practice. Specifically, given a set of customers within a service region that an operator needs to serve, we seek to…
Combinations of neural ODEs with recurrent neural networks (RNN), like GRU-ODE-Bayes or ODE-RNN are well suited to model irregularly observed time series. While those models outperform existing discrete-time approaches, no theoretical…
The data-centric machine learning aims to find effective ways to build appropriate datasets which can improve the performance of AI models. In this paper, we mainly focus on designing an efficient data-centric scheme to improve robustness…
A study on power market price forecasting by deep learning is presented. As one of the most successful deep learning frameworks, the LSTM (Long short-term memory) neural network is utilized. The hourly prices data from the New England and…
The accurate prediction of short-term electricity prices is vital for effective trading strategies, power plant scheduling, profit maximisation and efficient system operation. However, uncertainties in supply and demand make such…
Water demand is a highly important variable for operational control and decision making. Hence, the development of accurate forecasts is a valuable field of research to further improve the efficiency of water utilities. Focusing on…
This paper addresses the mid-term electricity load forecasting problem. Solving this problem is necessary for power system operation and planning as well as for negotiating forward contracts in deregulated energy markets. We show that our…
We formulate and study a fundamental search and detection problem, Schedule Optimization, motivated by a variety of real-world applications, ranging from monitoring content changes on the web, social networks, and user activities to…
Scheduling a residential building short-term to optimize the electricity bill can be difficult with the inclusion of capacity-based grid tariffs. Scheduling the building based on a proposed measured-peak (MP) grid tariff, which is a cost…