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We design a Gaussian Process (GP) spatiotemporal model to capture features of day-ahead wind power forecasts. We work with hourly-scale day-ahead forecasts across hundreds of wind farm locations, with the main aim of constructing a fully…

Machine Learning · Computer Science 2024-09-26 Qiqi Li , Mike Ludkovski

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

Machine Learning · Statistics 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai

Bayesian models based on Gaussian processes (GPs) offer a flexible framework to predict spatially distributed variables with uncertainty. But the use of nonstationary priors, often necessary for capturing complex spatial patterns, makes…

Machine Learning · Statistics 2025-06-02 Gabriel V Cardoso , Mike Pereira

The Gaussian process (GP) is a nonparametric prior distribution over functions indexed by time, space, or other high-dimensional index set. The GP is a flexible model yet its limitation is given by its very nature: it can only model…

Machine Learning · Statistics 2019-07-15 Gonzalo Rios , Felipe Tobar

Accurately predicting the future health of batteries is necessary to ensure reliable operation, minimise maintenance costs, and calculate the value of energy storage investments. The complex nature of degradation renders data-driven…

Applications · Statistics 2020-06-05 Robert R. Richardson , Michael A. Osborne , David A. Howey

Gaussian Processes (\textbf{GPs}) are flexible non-parametric models with strong probabilistic interpretation. While being a standard choice for performing inference on time series, GPs have few techniques to work in a streaming setting.…

Machine Learning · Statistics 2021-07-22 Théo Galy-Fajou , Manfred Opper

In spite of the diverse literature on nonstationary spatial modeling and approximate Gaussian process (GP) methods, there are no general approaches for conducting fully Bayesian inference for moderately sized nonstationary spatial data sets…

Computation · Statistics 2020-07-01 Mark D. Risser , Daniel Turek

Robustly estimating energy consumption in High-Performance Computing (HPC) is essential for assessing the energy footprint of modern workloads, particularly in fields such as Artificial Intelligence (AI) research, development, and…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-10 Luis G. León-Vega , Niccolò Tosato , Stefano Cozzini

Credible forecasting and representation learning of dynamical systems are of ever-increasing importance for reliable decision-making. To that end, we propose a family of Gaussian processes (GP) for dynamical systems with linear…

Machine Learning · Computer Science 2025-02-11 Petar Bevanda , Max Beier , Armin Lederer , Alexandre Capone , Stefan Sosnowski , Sandra Hirche

Accurate probabilistic prediction of wind power is crucial for maintaining grid stability and facilitating the efficient integration of renewable energy sources. Gaussian process (GP) models offer a principled framework for quantifying…

Applications · Statistics 2025-11-11 Domniki Ladopoulou , Dat Minh Hong , Petros Dellaportas

The accuracy of the household electricity consumption forecast is vital in taking better cost effective and energy efficient decisions. In order to design accurate, proper and efficient forecasting model, characteristics of the series have…

Statistical Finance · Quantitative Finance 2016-07-20 T. O. Benli

Gaussian processes (GPs) are flexible distributions over functions that enable high-level assumptions about unknown functions to be encoded in a parsimonious, flexible and general way. Although elegant, the application of GPs is limited by…

Machine Learning · Statistics 2017-10-06 Thang D. Bui , Josiah Yan , Richard E. Turner

Electricity load consumption may be extremely complex in terms of profile patterns, as it depends on a wide range of human factors, and it is often correlated with several exogenous factors, such as the availability of renewable energy and…

Machine Learning · Computer Science 2025-02-03 Aleksei Kychkin , Georgios C. Chasparis

We explore the performance of a statistical learning technique based on Gaussian Process (GP) regression as an efficient non-parametric method for constructing multi-dimensional potential energy surfaces (PES) for polyatomic molecules.…

Chemical Physics · Physics 2016-11-23 Jie Cui , Roman V. Krems

Many real world problems exhibit patterns that have periodic behavior. For example, in astrophysics, periodic variable stars play a pivotal role in understanding our universe. An important step when analyzing data from such processes is the…

Machine Learning · Computer Science 2012-08-20 Yuyang Wang , Roni Khardon , Pavlos Protopapas

The expansion of residential demand response programs and increased deployment of controllable loads will require accurate appliance-level load modeling and forecasting. This paper proposes a conditional hidden semi-Markov model to describe…

Applications · Statistics 2018-10-10 Yuting Ji , Elizabeth Buechler , Ram Rajagopal

How can short-term energy consumption be accurately forecasted when sensor data is noisy, incomplete, and lacks contextual richness? This question guided our participation in the \textit{2025 Competition on Electric Energy Consumption…

Machine Learning · Computer Science 2025-10-21 Sarah Al-Shareeda , Gulcihan Ozdemir , Heung Seok Jeon , Khaleel Ahmad

This paper proposes a hybrid Gaussian process (GP) approach to robust economic model predictive control under unknown future disturbances in order to reduce the conservatism of the controller. The proposed hybrid GP is a combination of two…

Systems and Control · Electrical Eng. & Systems 2020-01-08 Mohammadreza Rostam , Ryozo Nagamune , Vladimir Grebenyuk

Gaussian processes (GPs) are a class of Kernel methods that have shown to be very useful in geoscience and remote sensing applications for parameter retrieval, model inversion, and emulation. They are widely used because they are simple,…

Machine Learning · Computer Science 2020-05-21 J. Emmanuel Johnson , Valero Laparra , Gustau Camps-Valls

Predicting the time series of future evolutions of renewable injections and demands is of utmost importance for the operation of power systems. However, the current state of the art is mostly focused on mean-value time series predictions…

Systems and Control · Electrical Eng. & Systems 2025-05-01 Marco Jeschke , Timm Faulwasser , Roland Fried