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To understand methodological features of the detrended fluctuation analysis (DFA) using a higher-order polynomial fitting, we establish the direct connection between DFA and Fourier analysis. Based on an exact calculation of the…

Data Analysis, Statistics and Probability · Physics 2015-11-03 Ken Kiyono

Observability can determine which recorded variables of a given system are optimal for discriminating its different states. Quantifying observability requires knowledge of the equations governing the dynamics. These equations are often…

Adaptation and Self-Organizing Systems · Physics 2020-10-28 Christopher E. Gonzalez , Claudia Lainscsek , Terrence J. Sejnowski , Christophe Letellier

In many processes, the variations in underlying characteristics can be approximated by noisy multi-periodic patterns. If large-scale patterns are superimposed by a noise with long-range correlations, the detection of multi-periodic patterns…

Quantitative Methods · Quantitative Biology 2019-12-09 V. R. Chechetkin , V. V. Lobzin

Conventional generators in power grids are steadily substituted with new renewable sources of electric power. The latter are connected to the grid via inverters and as such have little, if any rotational inertia. The resulting reduction of…

Systems and Control · Computer Science 2018-10-12 Laurent Pagnier , Philippe Jacquod

We consider temporal models of rapidly changing Markovian networks modulated by time-evolving spatially dependent kernels that define rates for edge formation and dissolution. Alternatively, these can be viewed as Markovian networks with…

Probability · Mathematics 2025-06-11 Shankar Bhamidi , Amarjit Budhiraja , Souvik Ray

Marginal emissions rates -- the sensitivity of carbon emissions to electricity demand -- are important for evaluating the impact of emissions mitigation measures. Like locational marginal prices, locational marginal emissions rates (LMEs)…

Systems and Control · Electrical Eng. & Systems 2024-08-21 Anthony Degleris , Lucas Fuentes Valenzuela , Ram Rajagopal , Marco Pavone , Abbas El Gamal

Electricity price forecasting (EPF) plays a critical role in power system operation and market decision making. While existing review studies have provided valuable insights into forecasting horizons, market mechanisms, and evaluation…

Computational Finance · Quantitative Finance 2026-05-13 Runyao Yu , Derek W. Bunn , Julia Lin , Jochen Stiasny , Fabian Leimgruber , Tara Esterl , Yuchen Tao , Lianlian Qi , Yujie Chen , Wentao Wang , Jochen L. Cremer

In this paper, we investigate the impact of interconnect and device process variations on voltage fluctuations in power grids. We consider random variations in the power grid's electrical parameters as spatial stochastic processes and…

Hardware Architecture · Computer Science 2011-11-09 Praveen Ghanta , Sarma Vrudhula , Rajendran Panda , Janet Wang

This study introduces a novel forecasting strategy that leverages the power of fractional differencing (FD) to capture both short- and long-term dependencies in time series data. Unlike traditional integer differencing methods, FD preserves…

Machine Learning · Computer Science 2023-12-05 Sarit Maitra , Vivek Mishra , Srashti Dwivedi , Sukanya Kundu , Goutam Kumar Kundu

Unpredictability of renewable energy sources coupled with the complexity of those methods used for various purposes in this area calls for the development of robust methods such as DL models within the renewable energy domain. Given the…

Machine Learning · Computer Science 2025-05-07 Lutfu Sua , Haibo Wang , Jun Huang

The paper describes the means to reveal and characterize slow periodic modulation of qubit frequency. Such modulation can come from different sources and can impact qubit stability. We show that the modulation leads to very sharp peaks in…

Quantum Physics · Physics 2024-08-16 Filip Wudarski , Yaxing Zhang , Juan Atalaya , M. I. Dykman

Time lags occur in a vast range of real-world dynamical systems due to finite reaction times or propagation speeds. Here we derive an analytical approach to determine the asymptotic stability of synchronous states in networks of coupled…

Dynamical Systems · Mathematics 2020-07-08 Reyk Börner , Paul Schultz , Benjamin Ünzelmann , Deli Wang , Frank Hellmann , Jürgen Kurths

Probabilistic forecasts of renewable energy production provide users with valuable information about the uncertainty associated with the expected generation. Current state-of-the-art forecasts for solar irradiance have focused on producing…

Applications · Statistics 2013-10-28 Emil B. Iversen , Juan M. Morales , Jan K. Møller , Henrik Madsen

Anomaly detection (AD) plays a pivotal role across diverse domains, including cybersecurity, finance, healthcare, and industrial manufacturing, by identifying unexpected patterns that deviate from established norms in real-world data.…

Machine Learning · Computer Science 2025-06-12 Yang Liu , Jing Liu , Chengfang Li , Rui Xi , Wenchao Li , Liang Cao , Jin Wang , Laurence T. Yang , Junsong Yuan , Wei Zhou

The centralized power generation infrastructure that defines the North American electric grid is slowly moving to the distributed architecture due to the explosion in use of renewable generation and distributed energy resources (DERs), such…

Optimization and Control · Mathematics 2022-04-27 Mayank Baranwal , Kunal Garg , Dimitra Panagou , Alfred O. Hero

A new class of stochastic processes called independent and periodically identically distributed (i.p.i.d.) processes is defined to capture periodically varying statistical behavior. Algorithms are proposed to detect changes in such i.p.i.d.…

Statistics Theory · Mathematics 2018-10-31 Taposh Banerjee , Prudhvi Gurram , Gene Whipps

This paper studies the performance of transmission schemes that have rate that increases with average SNR while maintaining a fixed outage probability. This is in contrast to the classical Zheng-Tse diversity-multiplexing tradeoff (DMT)…

Information Theory · Computer Science 2007-10-09 Peng Wu , Nihar Jindal

The rapid growth of solar energy is reshaping power system operations and increasing the complexity of grid management. As photovoltaic (PV) capacity expands, short-term fluctuations in PV generation introduce substantial operational…

Machine Learning · Computer Science 2026-03-30 Luca Lanzilao , Angela Meyer

In future power systems, the detailed structure and dynamics may not always be fully known. This is due to an increasing number of distributed energy resources, such as photovoltaic generators, battery storage systems, heat pumps and…

Systems and Control · Electrical Eng. & Systems 2024-11-14 Hannes M. H. Wolf , Christian A. Hans

Explaining artificial intelligence or machine learning models is increasingly important. To use such data-driven systems wisely we must understand how they interact with the world, including how they depend causally on data inputs. In this…

Machine Learning · Computer Science 2023-07-06 Joshua R. Loftus , Lucius E. J. Bynum , Sakina Hansen