Related papers: Probabilistic Load-Margin Assessment using Vine Co…
This paper addresses the problem of quantification and propagation of uncertainties associated with dependence modeling when data for characterizing probability models are limited. Practically, the system inputs are often assumed to be…
In engineering design, one often wishes to calculate the probability that the performance of a system is satisfactory under uncertainty. State of the art algorithms exist to solve this problem using active learning with Gaussian process…
The quality of an estimated nonlinear model highly depends on the data quality that was used for the system identification. By using a Gaussian Process-based optimal input design approach, a so-called space-filling dataset can be generated…
Vine copulas (or pair-copula constructions) have become an important tool for high-dimensional dependence modeling. Typically, so called simplified vine copula models are estimated where bivariate conditional copulas are approximated by…
We examine an analytic variational inference scheme for the Gaussian Process State Space Model (GPSSM) - a probabilistic model for system identification and time-series modelling. Our approach performs variational inference over both the…
Learning-based approaches are increasingly leveraged to manage and coordinate the operation of grid-edge resources in active power distribution networks. Among these, model-based techniques stand out for their superior data efficiency and…
We propose a novel Monte-Carlo based ab-initio algorithm for directly computing the statistics for quantities of interest in an immiscible two-phase compressible flow. Our algorithm samples the underlying probability space and evolves these…
Recently there has been a lot of progress in the development of economic nonlinear model predictive control (NMPC) schemes for multistage optimal power flow (OPF) problems. However, the additional inclusion of discrete decision variables to…
From an operational and planning perspective, it is important to quantify the impact of increasing penetration of photovoltaics on the distribution system. Most existing impact assessment studies are scenario-based where derived results are…
The growing amount of fluctuating renewable infeeds and market liberalization increases uncertainty in power system operation. To capture the influence of fluctuations in operational planning, we model the forecast errors of the uncertain…
We propose a new highly flexible and tractable Bayesian approach to undertake variable selection in non-Gaussian regression models. It uses a copula decomposition for the joint distribution of observations on the dependent variable. This…
Increasing shares of fluctuating renewable energy sources induce higher and higher power flow variability at the transmission level. The question arises as to what extent existing networks can absorb additional fluctuating power injection…
Extreme weather poses a large risk to critical energy systems (Ekisheva, Rieder, Norris, Lauby, & Dobson 2021; Levin, Botterud, Mann, Kwon, & Zhou 2022). Uncertainty quantification of negative impacts is important for developing resilience,…
Uncertainty analysis in the form of probabilistic forecasting can provide significant improvements in decision-making processes in the smart power grid for better integrating renewable energies such as wind. Whereas point forecasting…
In the traditional load flow analysis, a key assumption is that the input variables, i.e., generator output and customer demand, are fixed in time and the associated response has no variability. This assumption, however, is no longer valid…
This paper proposes a statistical verification framework using Gaussian processes (GPs) for simulation-based verification of stochastic nonlinear systems with parametric uncertainties. Given a small number of stochastic simulations, the…
Renewable energy projects, such as large offshore wind farms, are critical to achieving low-emission targets set by governments. Stochastic computer models allow us to explore future scenarios to aid decision making whilst considering the…
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…
Addressing the uncertainty introduced by increasing renewable integration is crucial for secure power system operation, yet capturing it while preserving the full nonlinear physics of the grid remains a significant challenge. This paper…
Applying probability-related knowledge to accurately explore and exploit the inherent uncertainty of wind power output is one of the key issues that need to be solved urgently in the development of smart grid. This letter develops an…