Related papers: Ensemble Forecasting of Monthly Electricity Demand…
Ensemble prediction systems are an invaluable tool for weather forecasting. Practically, ensemble predictions are obtained by running several perturbations of the deterministic control forecast. However, ensemble prediction is associated…
Ensemble data from Earth system models has to be calibrated and post-processed. I propose a novel member-by-member post-processing approach with neural networks. I bridge ideas from ensemble data assimilation with self-attention, resulting…
Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in…
Statistical postprocessing is used to translate ensembles of raw numerical weather forecasts into reliable probabilistic forecast distributions. In this study, we examine the use of permutation-invariant neural networks for this task. In…
Contemporary weather forecasts are typically based on ensemble prediction systems, which consist of multiple runs of numerical weather prediction models that vary with respect to in the initial conditions and/or the the parameterization of…
Premium automotive manufacturers face increasingly complex forecasting challenges due to high product variety, sparse variant-level data, and volatile market dynamics. This study addresses monthly automobile demand forecasting across a…
This paper introduces a generalised version of importance subsampling for time series reduction/aggregation in optimisation-based power system planning models. Recent studies indicate that reliably determining optimal electricity…
Probabilistic electricity price forecasting (PEPF) is vital for short-term electricity markets, yet the multivariate nature of day-ahead prices - spanning 24 consecutive hours - remains underexplored. At the same time, real-time…
We explore the application of kernel-based multi-task learning techniques to forecast the demand of electricity in multiple nodes of a distribution network. We show that recently developed output kernel learning techniques are particularly…
This work proposes a unified framework for portfolio allocation, covering both asset selection and optimization, based on a multiple-hypothesis predict-then-optimize approach. The portfolio is modeled as a structured ensemble, where each…
Precipitation forecasts are less accurate compared to other meteorological fields because several key processes affecting precipitation distribution and intensity occur below the resolved scale of global weather prediction models. This…
Ensemble forecasting is, so far, the most successful approach to produce relevant forecasts with an estimation of their uncertainty. The main limitations of ensemble forecasting are the high computational cost and the difficulty to capture…
Weather forecasting has seen a shift in methods from numerical simulations to data-driven systems. While initial research in the area focused on deterministic forecasting, recent works have used diffusion models to produce skillful ensemble…
In this paper we examine the effect of applying ensemble learning to the performance of collaborative filtering methods. We present several systematic approaches for generating an ensemble of collaborative filtering models based on a single…
Ensemble methods for supervised machine learning have become popular due to their ability to accurately predict class labels with groups of simple, lightweight "base learners." While ensembles offer computationally efficient models that…
Ensembles are widely used in machine learning and, usually, provide state-of-the-art performance in many prediction tasks. From the very beginning, the diversity of an ensemble has been identified as a key factor for the superior…
Ensemble methods are known for enhancing the accuracy and robustness of machine learning models by combining multiple base learners. However, standard approaches like greedy or random ensembling often fall short, as they assume a constant…
Recent advancements in the fields of artificial intelligence and machine learning methods resulted in a significant increase of their popularity in the literature, including electricity price forecasting. Said methods cover a very broad…
As field-programmable gate arrays become prevalent in critical application domains, their power consumption is of high concern. In this paper, we present and evaluate a power monitoring scheme capable of accurately estimating the runtime…
The motivation of this work is to improve the performance of standard stacking approaches or ensembles, which are composed of simple, heterogeneous base models, through the integration of the generation and selection stages for regression…