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In this paper we introduce a novel online time series forecasting model we refer to as the pM-GP filter. We show that our model is equivalent to Gaussian process regression, with the advantage that both online forecasting and online…

Machine Learning · Statistics 2015-10-13 Yves-Laurent Kom Samo , Stephen J. Roberts

A multi-output Gaussian process (GP) is introduced as a model for the joint posterior distribution of the local predictive ability of set of models and/or experts, conditional on a vector of covariates, from historical predictions in the…

Methodology · Statistics 2024-10-08 Oscar Oelrich , Mattias Villani

Embedding non-restrictive prior knowledge, such as energy conservation laws, into learning methods is a key motive to construct physically consistent dynamics models from limited data, relevant for, e.g., model-based control. Recent work…

Machine Learning · Computer Science 2026-04-16 Jan-Hendrik Ewering , Robin E. Herrmann , Niklas Wahlström , Thomas B. Schön , Thomas Seel

Gaussian processes (GPs) are Bayesian non-parametric models useful in a myriad of applications. Despite their popularity, the cost of GP predictions (quadratic storage and cubic complexity with respect to the number of training points)…

Machine Learning · Computer Science 2022-05-24 Alec M. Dunton , Benjamin W. Priest , Amanda Muyskens

Earth observation (EO) by airborne and satellite remote sensing and in-situ observations play a fundamental role in monitoring our planet. In the last decade, machine learning and Gaussian processes (GPs) in particular has attained…

Machine Learning · Computer Science 2020-07-03 Gustau Camps-Valls , Dino Sejdinovic , Jakob Runge , Markus Reichstein

We present a novel forecasting framework for lake water temperature, which is crucial for managing lake ecosystems and drinking water resources. The General Lake Model (GLM) has been previously used for this purpose, but, similar to many…

In this paper we propose a Long Short-Term Memory Network based method to forecast the energy consumption in public buildings, based on past measurements. Our approach consists of three main steps: data processing step, training and…

Machine Learning · Computer Science 2022-07-26 Viorica Rozina Chifu , Cristina Bianca Pop , Emil St. Chifu , Horatiu Barleanu

To enable the transition from fossil fuels towards renewable energy, the low-voltage grid needs to be reinforced at a faster pace and on a larger scale than was historically the case. To efficiently plan reinforcements, one needs to…

Applications · Statistics 2024-11-11 J. Soenen , A. Yurtman , T. Becker , K. Vanthournout , H. Blockeel

Earth observation from satellite sensory data poses challenging problems, where machine learning is currently a key player. In recent years, Gaussian Process (GP) regression has excelled in biophysical parameter estimation tasks from…

Home energy management systems can be used to monitor and optimize consumption and local production from renewable energy. To assess solutions before their deployment, researchers and designers of those systems demand for energy consumption…

Other Computer Science · Computer Science 2014-05-23 Andrea Monacchi , Dominik Egarter , Wilfried Elmenreich , Salvatore D'Alessandro , Andrea M. Tonello

Distributed Gaussian process (DGP) is a popular approach to scale GP to big data which divides the training data into some subsets, performs local inference for each partition, and aggregates the results to acquire global prediction. To…

Machine Learning · Computer Science 2022-02-08 Hamed Jalali , Gjergji Kasneci

Scheduling a residential building short-term to optimize the electricity bill can be difficult with the inclusion of capacity-based grid tariffs. Scheduling the building based on a proposed measured-peak (MP) grid tariff, which is a cost…

Optimization and Control · Mathematics 2020-08-25 Kasper Emil Thorvaldsen , Sigurd Bjarghov , Hossein Farahmand

We propose a new forecasting method for predicting load demand and generation scheduling. Accurate week-long forecasting of load demand and optimal power generation is critical for efficient operation of power grid systems. In this work, we…

Machine Learning · Computer Science 2019-10-10 Tong Ma , Renke Huang , David Barajas-Solano , Ramakrishna Tipireddy , Alexandre M. Tartakovsky

We introduce Latent Gaussian Process Regression which is a latent variable extension allowing modelling of non-stationary multi-modal processes using GPs. The approach is built on extending the input space of a regression problem with a…

Machine Learning · Statistics 2017-09-19 Erik Bodin , Neill D. F. Campbell , Carl Henrik Ek

The environmental change and its effects, caused by human influences and natural ecological processes over the last decade, prove that it is now more prudent than ever to transition to more sustainable models of energy consumption…

Gaussian processes (GPs) are a well-known nonparametric Bayesian inference technique, but they suffer from scalability problems for large sample sizes, and their performance can degrade for non-stationary or spatially heterogeneous data. In…

Machine Learning · Statistics 2021-07-28 Michael E. Kepler , Alec Koppel , Amrit Singh Bedi , Daniel J. Stilwell

A novel extrapolation method is proposed for longitudinal forecasting. A hierarchical Gaussian process model is used to combine nonlinear population change and individual memory of the past to make prediction. The prediction error is…

Methodology · Statistics 2014-08-25 Leo L. Duan , John P. Clancy , Rhonda D. Szczesniak

The recent advent of smart meters has led to large micro-level datasets. For the first time, the electricity consumption at individual sites is available on a near real-time basis. Efficient management of energy resources, electric…

Applications · Statistics 2014-09-10 Siddharth Arora , James W. Taylor

Sparse pseudo-point approximations for Gaussian process (GP) models provide a suite of methods that support deployment of GPs in the large data regime and enable analytic intractabilities to be sidestepped. However, the field lacks a…

Machine Learning · Statistics 2017-11-15 Thang D. Bui , Cuong V. Nguyen , Richard E. Turner

The dynamics of power consumption constitutes an essential building block for planning and operating energy systems based on renewable energy supply. Whereas variations in the dynamics of renewable energy generation are reasonably well…