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High-dimensional time series datasets are becoming increasingly common in many areas of biological and social sciences. Some important applications include gene regulatory network reconstruction using time course gene expression data, brain…
Electricity demand forecasting is a well established research field. Usually this task is performed considering historical loads, weather forecasts, calendar information and known major events. Recently attention has been given on the…
By the end of 2021, the renewable energy share of the global electricity capacity reached 38.3% and the new installations are dominated by wind and solar energy, showing global increases of 12.7% and 18.5%, respectively. However, both wind…
In the context of time series forecasting, it is a common practice to evaluate multiple methods and choose one of these methods or an ensemble for producing the best forecasts. However, choosing among different ensembles over multiple…
Several applications in time series forecasting require predicting multiple steps ahead. Despite the vast amount of literature in the topic, both classical and recent deep learning based approaches have mostly focused on minimising…
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…
Supply chain resilience and efficiency are vital in industries characterized by volatile demand and uncertain supply, such as textiles and personal protective equipment (PPE). Traditional forecasting and optimization approaches often…
Irrigation decision systems and water need models have been important research topics in agriculture since 90s. They improve the efficiency of crop yields, provide an appropriate use of water on the earth and so, prevent the water scarcity…
Hydroelectric power generation is a critical component of the global energy matrix, particularly in countries like Brazil, where it represents the majority of the energy supply. However, its strong dependence on river discharges, which are…
High penetration of renewable energy sources (RES) introduces significant uncertainty and intermittency into microgrid operations, posing challenges to economic and reliable scheduling. To address this, this paper proposes an end-to-end…
Probabilistic time series forecasting involves estimating the distribution of future based on its history, which is essential for risk management in downstream decision-making. We propose a deep state space model for probabilistic time…
Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…
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…
Time series forecasting is an important task in many fields ranging from supply chain management to weather forecasting. Recently, Transformer neural network architectures have shown promising results in forecasting on common time series…
Forecasts of product demand are essential for short- and long-term optimization of logistics and production. Thus, the most accurate prediction possible is desirable. In order to optimally train predictive models, the deviation of the…
Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…
This paper introduces a new approach to quantify the impact of forward propagated demand and weather uncertainty on power system planning and operation models. Recent studies indicate that such sampling uncertainty, originating from demand…
The planning and operation of renewable energy, especially wind power, depend crucially on accurate, timely, and high-resolution weather information. Coarse-grid global numerical weather forecasts are typically downscaled to meet these…
Water utilities aim to reduce the high electrical costs of Water Distribution Networks (WDNs), primarily driven by pumping. However, pump scheduling is challenging due to model uncertainties and water demand forecast errors. This paper…
Coastal flooding poses increasing threats to communities worldwide, necessitating accurate and hyper-local inundation forecasting for effective emergency response. However, real-world deployment of forecasting systems is often constrained…