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We propose a novel variational Bayes approach to estimate high-dimensional vector autoregression (VAR) models with hierarchical shrinkage priors. Our approach does not rely on a conventional structural VAR representation of the parameter…

Econometrics · Economics 2023-07-03 Mauro Bernardi , Daniele Bianchi , Nicolas Bianco

Accurate production forecasts are essential to continue facilitating the integration of renewable energy sources into the power grid. This paper illustrates how to obtain probabilistic day-ahead forecasts of wind power generation via…

Machine Learning · Computer Science 2026-02-16 Max Bruninx , Diederik van Binsbergen , Timothy Verstraeten , Ann Nowé , Jan Helsen

The vector autoregressive (VAR) model has been used to describe the dependence within and across multiple time series. This is a model for stationary time series which can be extended to allow the presence of a deterministic trend in each…

Methodology · Statistics 2025-10-14 Xixi Li , Jingsong Yuan

Accurate projections of wind energy potential under climate change are critical for effective long-term energy planning. While previous studies have highlighted the value of multi-model ensembles, they often fall short in capturing the full…

Atmospheric and Oceanic Physics · Physics 2025-06-02 Andrea Lira-Loarca , Francesco Ferrari , Andrea Mazzino

Power systems engineers are actively developing larger power plants out of photovoltaics imposing some major challenges which include its intermittent power generation and its poor dispatchability. The issue is that PV is a variable…

Systems and Control · Electrical Eng. & Systems 2023-03-17 Hugo Riggs , Shahid Tufail , Mohd Tariq , Arif Sarwat

The paper provides a parametrization of Vector Autoregression (VAR) that enables one to look at the parameters associated with unit root dynamics and those associated with stable dynamics separately. The task is achieved via a novel…

Methodology · Statistics 2021-04-07 Anindya Roy , Tucker S. McElroy

Estimation of the generated power of renewable energy resources is in general important for planning operations as well as demand balance and power quality. This paper addresses the problem of the estimation of the short-term (3-hour ahead)…

Systems and Control · Electrical Eng. & Systems 2020-11-20 L. A. Dao , L. Ferrarini , D. La Carrubba

This work is the first part of a project dealing with an in-depth study of effective techniques used in econometrics in order to make accurate forecasts in the concrete framework of one of the major economies of the most productive Italian…

Applications · Statistics 2015-06-10 Luca Di Persio

New methods are proposed for adjusting probabilistic forecasts to ensure coherence with the aggregation constraints inherent in temporal hierarchies. The different approaches nested within this framework include methods that exploit…

Methodology · Statistics 2020-08-18 Jooyoung Jeon , Anastasios Panagiotelis , Fotios Petropoulos

The above paper presents some considerations regarding the modelling of wind energy conversion systems (WECS). There are presented practical problems of grid integration of wind turbines, the usage of general system models, respectively of…

Systems and Control · Computer Science 2018-04-19 Iosif Szeidert , Octavian Prostean , Ioan Filip , Nicolae Budisan

The integration of renewable energy sources (RES) into power grids presents significant challenges due to their intrinsic stochasticity and uncertainty, necessitating the development of new techniques for reliable and efficient forecasting.…

Machine Learning · Statistics 2024-09-13 Hanyu Zhang , Reza Zandehshahvar , Mathieu Tanneau , Pascal Van Hentenryck

Driven by climatic processes, wind power generation is inherently variable. Long-term simulated wind power time series are therefore an essential component for understanding the temporal availability of wind power and its integration into…

Signal Processing · Electrical Eng. & Systems 2019-12-20 Johann Baumgartner , Katharina Gruber , Sofia Simoes , Yves-Marie Saint-Drenan , Johannes Schmidt

Wind power plays an increasingly significant role in achieving the 2050 Net Zero Strategy. Despite its rapid growth, its inherent variability presents challenges in forecasting. Accurately forecasting wind power generation is one key demand…

Applications · Statistics 2025-05-13 Tao Shen , Jethro Browell , Daniela Castro-Camilo

Wind turbines located in wind farms are operated to maximize only their own power production. Individual operation results in wake losses that reduce farm energy. In this study, we operate a wind turbine array collectively to maximize total…

Wind turbines often work under complex conditions which result in performance degradation. Accurate performance degradation monitoring is essential to ensure the reliable operation of wind turbines and reduce the maintenance costs. Wind…

Applications · Statistics 2023-11-07 Peng Wang , Yanting Li , Fugee Tsung

Climate change will impact wind and therefore wind power generation with largely unknown effect and magnitude. Climate models can provide insights and should be used for long-term power planning. In this work we use Gaussian processes to…

Atmospheric and Oceanic Physics · Physics 2026-01-23 Nina Effenberger , Nicole Ludwig

We present a new method for forecasting systems of multiple interrelated time series. The method learns the forecast models together with discovering leading indicators from within the system that serve as good predictors improving the…

Machine Learning · Statistics 2017-10-03 Magda Gregorova , Alexandros Kalousis , Stephane Marchand-Maillet

This study investigates the short-term forecasting of carbon emissions from electricity generation in the Italian power market. Using hourly data from 2021 to 2023, several statistical models and forecast combination methods are evaluated…

Applications · Statistics 2025-12-19 Pierdomenico Duttilo , Francesco Lisi

In recent years, probabilistic forecasts techniques were proposed in research as well as in applications to integrate volatile renewable energy resources into the electrical grid. These techniques allow decision makers to take the…

Machine Learning · Statistics 2024-10-30 Jens Schreiber , Bernhard Sick

To forecast wind power generation in the scale of years to decades, outputs from climate models are often used. However, one major limitation of the data projected by these models is their coarse temporal resolution - usually not finer than…

Applications · Statistics 2023-09-19 Nina Effenberger , Nicole Ludwig , Rachel H. White
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