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This paper develops an approach for multi-step forecasting of dynamical systems by integrating probabilistic input forecasting with physics-informed output prediction. Accurate multi-step forecasting of time series systems is important for…

Machine Learning · Statistics 2026-01-13 Mahdi Nasiri , Johanna Kortelainen , Simo Särkkä

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

The optimal operation of water reservoir systems is a challenging task involving multiple conflicting objectives. The main source of complexity is the presence of the water inflow, which acts as an exogenous, highly uncertain disturbance on…

Systems and Control · Electrical Eng. & Systems 2023-09-04 Raffaele Giuseppe Cestari , Andrea Castelletti , Simone Formentin

Probabilistic forecasting in combination with stochastic programming is a key tool for handling the growing uncertainties in future energy systems. Derived from a general stochastic programming formulation for the optimal scheduling and…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Mario Beykirch , Tim Janke , Florian Steinke

Recent studies indicate that the effects of inter-annual climate-based variability in power system planning are significant and that long samples of demand & weather data (spanning multiple decades) should be considered. At the same time,…

Applications · Statistics 2019-05-30 Adriaan P Hilbers , David J Brayshaw , Axel Gandy

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…

Applications · Statistics 2020-08-26 Adriaan P Hilbers , David J Brayshaw , Axel Gandy

The rapid integration of variable energy sources (VRES) into power grids increases variability and uncertainty of the net demand, making the power system operation challenging. Operating reserve is used by system operators to manage and…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Napoleon Costilla-Enriquez , Miguel Ortega-Vazquez , Aidan Tuohy , Amber Motley , Rebecca Webb

Lagrangian particle methods based on detailed atomic and molecular models are powerful computational tools for studying the dynamics of microscale and nanoscale systems. However, the maximum time step is limited by the smallest oscillation…

Computational Physics · Physics 2019-06-26 Ansel L. Blumers , Zhen Li , George Em Karniadakis

Inference for high-dimensional logistic regression models using penalized methods has been a challenging research problem. As an illustration, a major difficulty is the significant bias of the Lasso estimator, which limits its direct…

Methodology · Statistics 2024-10-29 Yuming Zhang , Stéphane Guerrier , Runze Li

Some real-world decision-making problems require making probabilistic forecasts over multiple steps at once. However, methods for probabilistic forecasting may fail to capture correlations in the underlying time-series that exist over long…

Machine Learning · Computer Science 2022-01-19 Arec Jamgochian , Di Wu , Kunal Menda , Soyeon Jung , Mykel J. Kochenderfer

The challenges in operational flood forecasting lie in producing reliable forecasts given constrained computational resources and within processing times that are compatible with near-real-time forecasting. Flood hydrodynamic models exploit…

Image and Video Processing · Electrical Eng. & Systems 2023-10-25 Thanh Huy Nguyen , Sophie Ricci , Andrea Piacentini , Quentin Bonassies , Raquel Rodriguez Suquet , Santiago Peña Luque , Kevin Marlis , Cédric David

Logistic models are studied as a tool to convert output from numerical weather forecasting systems (deterministic and ensemble) into probability forecasts for binary events. A logistic model obtains by putting the logarithmic odds ratio…

Atmospheric and Oceanic Physics · Physics 2009-01-29 Jochen Bröcker

Recent work has demonstrated that water supply pumps in the drinking water distribution network can be leveraged to provide flexibility to the power network, but existing approaches are computationally demanding and/or overly conservative.…

Optimization and Control · Mathematics 2022-07-12 Anna Stuhlmacher , Johanna L. Mathieu

Sustainability requires increased energy efficiency with minimal waste. The future power systems should thus provide high levels of flexibility iin controling energy consumption. Precise projections of future energy demand/load at the…

Machine Learning · Computer Science 2022-10-14 Lyes Saad Saoud , Hasan AlMarzouqi , Ramy Hussein

Short term load forecasting has an essential medium for the reliable, economical and efficient operation of the power system. Most of the existing forecasting approaches utilize fixed statistical models with large historical data for…

Signal Processing · Electrical Eng. & Systems 2019-05-21 Irfan Ahmad Khan , Adnan Akber , Yinliang Xu

Renewable energy sources provide a constantly increasing contribution to the total energy production worldwide. However, the power generation from these sources is highly variable due to their dependence on meteorological conditions.…

Applications · Statistics 2019-03-05 Thordis Thorarinsdottir , Anders Løland , Alex Lenkoski

Data-driven methods are emerging as efficient alternatives to traditional numerical forecasting, offering fast inference and lower computational cost. Yet, for complex systems, long-term accuracy often deteriorates due to error…

Machine Learning · Computer Science 2025-09-03 Hao Zhou , Sibo Cheng

Recent advances have introduced diffusion models for probabilistic streamflow forecasting, demonstrating strong early flood-warning skill. However, current implementations rely on recurrent Long Short-Term Memory (LSTM) backbones and…

Machine Learning · Computer Science 2025-12-16 Yihan Wang , Annan Yu , Lujun Zhang , Charuleka Varadharajan , N. Benjamin Erichson

We develop the methodology and a detailed case study in use of a class of Bayesian predictive synthesis (BPS) models for multivariate time series forecasting. This extends the recently introduced foundational framework of BPS to the…

Methodology · Statistics 2022-06-07 Kenichiro McAlinn , Knut Are Aastveit , Jouchi Nakajima , Mike West

Load forecasting is essential for the efficient, reliable, and cost-effective management of power systems. Load forecasting performance can be improved by learning the similarities among multiple entities (e.g., regions, buildings).…

Machine Learning · Statistics 2025-02-07 Onintze Zaballa , Verónica Álvarez , Santiago Mazuelas