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This paper considers an alternative method for fitting CARR models using combined estimating functions (CEF) by showing its usefulness in applications in economics and quantitative finance. The associated information matrix for…

Applications · Statistics 2017-02-09 Kok-Haur Ng , Shelton Peiris , Jennifer So-kuen-Chan , David Allen , Kooi-Huat Ng

Accurate prediction of non-dispatchable renewable energy sources is essential for grid stability and price prediction. Regional power supply forecasts are usually indirect through a bottom-up approach of plant-level forecasts, incorporate…

Signal Processing · Electrical Eng. & Systems 2026-02-24 Eloi Lindas , Yannig Goude , Philippe Ciais

Prompt and effective corrective actions in response to unexpected contingencies are crucial for improving power system resilience and preventing cascading blackouts. The optimal load shedding (OLS) accounting for network limits has the…

Machine Learning · Computer Science 2025-02-12 Yuqi Zhou , Hao Zhu

Cyber-physical system (CPS) forecasting models depend on sensor streams with noisy, biased, missing, or temporally misaligned readings, yet standard forecasting evaluation often selects models by nominal error without showing whether they…

Machine Learning · Computer Science 2026-05-12 Alexander Windmann , Philipp Wittenberg , Gianluca Manca , Marcel Dix , Jens U. Brandt , Oliver Niggemann

Meeting the ever-growing needs of the power grid requires constant infrastructure enhancement. There are two important aspects for a grid ability to ensure continuous and reliable electricity delivery to consumers: capacity, the maximum…

Optimization and Control · Mathematics 2024-07-08 Rene Carmona , Xinshuo Yang , Claire Zeng

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

Machine learning (ML) applications to time series energy utilization forecasting problems are a challenging assignment due to a variety of factors. Chief among these is the non-homogeneity of the energy utilization datasets and the…

Machine Learning · Computer Science 2023-09-06 Jiacong Xu , Riley Kilfoyle , Zixiang Xiong , Ligang Lu

Optimal transport (OT) barycenters are a mathematically grounded way of averaging probability distributions while capturing their geometric properties. In short, the barycenter task is to take the average of a collection of probability…

Accurate electricity load forecasting is essential for grid stability, resource optimization, and renewable energy integration. While transformer-based deep learning models like TimeGPT have gained traction in time-series forecasting, their…

Machine Learning · Computer Science 2025-05-19 Millend Roy , Vladimir Pyltsov , Yinbo Hu

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

Short-term industrial enterprises power system forecasting is an important issue for both load control and machine protection. Scientists focus on load forecasting but ignore other valuable electric-meters which should provide guidance of…

Machine Learning · Computer Science 2024-06-04 Xiaoqiao Chen

This paper introduces a novel meta-learning algorithm for time series forecast model performance prediction. We model the forecast error as a function of time series features calculated from the historical time series with an efficient…

Applications · Statistics 2022-07-11 Thiyanga S. Talagala , Feng Li , Yanfei Kang

Accurately forecasting the probability distribution of phenomena of interest is a classic and ever more widespread goal in statistics and decision theory. In comparison to point forecasts, probabilistic forecasts aim to provide a more…

Statistics Theory · Mathematics 2025-05-05 Erez Buchweitz , João Vitor Romano , Ryan J. Tibshirani

In this work we explore possibilities for coding and decoding tailor-made for mean squared error evaluation of error in contexts such as image transmission. To do so, we introduce a loss function that expresses the overall performance of a…

Information Theory · Computer Science 2014-11-06 Marcelo Firer , Luciano Panek , Jerry Anderson Pinheiro

Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…

Machine Learning · Computer Science 2025-08-15 Luca-Andrei Fechete , Mohamed Sana , Fadhel Ayed , Nicola Piovesan , Wenjie Li , Antonio De Domenico , Tareq Si Salem

High wind energy penetration critically challenges the economic dispatch of current and future power systems. Supply and demand must be balanced at every bus of the grid, while respecting transmission line ratings and accounting for the…

Optimization and Control · Mathematics 2013-05-28 Yu Zhang , Nikolaos Gatsis , Vassilis Kekatos , Georgios B. Giannakis

For any business, planning is a continuous process, and typically business-owners focus on making both long-term planning aligned with a particular strategy as well as short-term planning that accommodates the dynamic market situations. An…

General Finance · Quantitative Finance 2017-01-25 Amita Gajewar , Gagan Bansal

This paper addresses the issue of power flow control for partially faulty microgrids. In microgrid control systems, faults may occur in both electrical and communication layers. This may have severe effects on the operation of microgrids.…

Systems and Control · Electrical Eng. & Systems 2021-06-08 Quanwei Qiu , Fuwen Yang , Yong Zhu

Modern software systems are built to be used in dynamic environments using configuration capabilities to adapt to changes and external uncertainties. In a self-adaptation context, we are often interested in reasoning about the performance…

Software Engineering · Computer Science 2017-04-24 Pooyan Jamshidi , Miguel Velez , Christian Kästner , Norbert Siegmund , Prasad Kawthekar

Machine learning algorithms have grown in sophistication over the years and are increasingly deployed for real-life applications. However, when using machine learning techniques in practical settings, particularly in high-risk applications…

Machine Learning · Computer Science 2023-10-06 Sukrita Singh , Neeraj Sarna , Yuanyuan Li , Yang Li , Agni Orfanoudaki , Michael Berger