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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

In this paper, the variable wind power is incorporated into the dynamic model for long-term stability analysis. A theory-based method is proposed for power systems with wind power to conduct long-term stability analysis, which is able to…

Systems and Control · Computer Science 2016-11-15 Xiaozhe Wang , Hsiao-Dong Chiang , Jianhui Wang , Hui Liu , Tao Wang

In environments with increasing uncertainty, such as smart grid applications based on renewable energy, planning can benefit from incorporating forecasts about the uncertainty and from systematically evaluating the utility of the forecast…

Optimization and Control · Mathematics 2015-03-16 Konstantinos Gatsis , Ufuk Topcu , George J. Pappas

We propose and study a system whose dynamics are governed by predictions of its future states. General formalism and concrete examples are presented. We find that the dynamical characteristics depend on both how to shape predictions as well…

Other Condensed Matter · Physics 2007-05-23 Toru Ohira

Electricity price forecasting is a critical tool for the efficient operation of power systems and for supporting informed decision-making by market participants. This paper explores a novel methodology aimed at improving the accuracy of…

Applications · Statistics 2025-01-13 Bartosz Uniejewski , Florian Ziel

In the probabilistic energy forecasting literature, emphasis is mainly placed on deriving marginal predictive densities for which each random variable is dealt with individually. Such marginals description is sufficient for power systems…

Applications · Statistics 2016-03-23 Faranak Golestaneh , Pierre Pinson , Hoay Beng Gooi

To mitigate the uncertainty of variable renewable resources, two off-the-shelf machine learning tools are deployed to forecast the solar power output of a solar photovoltaic system. The support vector machines generate the forecasts and the…

Machine Learning · Computer Science 2017-05-02 Mohamed Abuella , Badrul Chowdhury

Wind energy plays an increasing role in the supply of energy world-wide. The energy output of a wind farm is highly dependent on the weather condition present at the wind farm. If the output can be predicted more accurately, energy…

Artificial Intelligence · Computer Science 2011-09-12 Katya Vladislavleva , Tobias Friedrich , Frank Neumann , Markus Wagner

As net-load becomes less predictable there is a lot of pressure in changing decision models for power markets such that they account explicitly for future scenarios in making commitment decisions. This paper proposes to make commitment…

Optimization and Control · Mathematics 2016-12-21 Bita Analui , Anna Scaglione

Electricity is typically traded in day-ahead auctions because many power system decisions, such as unit commitment, must be made in advance. However, when wind and solar generators sell power one day ahead, they face uncertainty about their…

General Economics · Economics 2026-04-16 Thomas Hübner

In this paper, a stochastic model with regime switching is developed for solar photo-voltaic (PV) power in order to provide short-term probabilistic forecasts. The proposed model for solar PV power is physics inspired and explicitly…

Applications · Statistics 2017-09-19 Raksha Ramakrishna , Anna Scaglione , Vijay Vittal

We study a system whose dynamics are governed by predictions of its future states. A general formalism and concrete examples are presented. We find that the dynamical characteristics depend on how to shape the predictions as well as on how…

Other Condensed Matter · Physics 2015-06-25 Toru Ohira

We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…

Methodology · Statistics 2022-06-07 Isaac Lavine , Michael Lindon , Mike West

Accurate forecasting is critical for reliable power grid operations, particularly as the share of renewable generation, such as wind and solar, continues to grow. Given the inherent uncertainty and variability in renewable generation,…

Applications · Statistics 2025-10-20 Alireza Moradi , Mathieu Tanneau , Reza Zandehshahvar , Pascal Van Hentenryck

In this paper a model is developed to solve the on/off scheduling of (non-linear) dynamic electric loads based on predictions of the power delivery of a (standalone) solar power source. Knowledge of variations in the solar power output is…

Optimization and Control · Mathematics 2016-03-29 Abdulelah H. Habib , Jan Kleissl , Raymond A. de Callafon

Organisms and ecological groups accumulate evidence to make decisions. Classic experiments and theoretical studies have explored this process when the correct choice is fixed during each trial. However, we live in a constantly changing…

Neurons and Cognition · Quantitative Biology 2015-10-01 Alan Veliz-Cuba , Zachary P. Kilpatrick , Kresimir Josic

Obtaining accurate probabilistic energy forecasts and making effective decisions amid diverse uncertainties are routine challenges in future energy systems. This paper presents the winning solution of team GEB, which ranked 3rd in trading,…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Chuanqing Pu , Feilong Fan , Nengling Tai , Songyuan Liu , Jinming Yu

The last decade has seen the success of stochastic parameterizations in short-term, medium-range and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to better represent model inadequacy…

We present a specialized scenario generation method that utilizes forecast information to generate scenarios for day-ahead scheduling problems. In particular, we use normalizing flows to generate wind power scenarios by sampling from a…

Optimization and Control · Mathematics 2022-07-12 Eike Cramer , Leonard Paeleke , Alexander Mitsos , Manuel Dahmen

This paper considers a problem where multiple users make repeated decisions based on their own observed events. The events and decisions at each time step determine the values of a utility function and a collection of penalty functions. The…

Optimization and Control · Mathematics 2013-05-13 Michael J. Neely