Related papers: Smoothed Bernstein Online Aggregation for Day-Ahea…
Bayesian Optimal Experimental Design (BOED) is a powerful tool to reduce the cost of running a sequence of experiments. When based on the Expected Information Gain (EIG), design optimization corresponds to the maximization of some…
Bayesian optimization (BO) is a sequential approach for optimizing black-box objective functions using zeroth-order noisy observations. In BO, Gaussian processes (GPs) are employed as probabilistic surrogate models to estimate the objective…
In many real-world scenarios, we often deal with streaming data that is sequentially collected over time. Due to the non-stationary nature of the environment, the streaming data distribution may change in unpredictable ways, which is known…
Convergence (virtual) bidding is an important part of two-settlement electric power markets as it can effectively reduce discrepancies between the day-ahead and real-time markets. Consequently, there is extensive research into the bidding…
In the context of smart grids and load balancing, daily peak load forecasting has become a critical activity for stakeholders of the energy industry. An understanding of peak magnitude and timing is paramount for the implementation of smart…
An ensemble post-processing method is developed to improve the probabilistic forecasts of extreme precipitation events across the conterminous United States (CONUS). The method combines a 3-D Vision Transformer (ViT) for bias correction…
Electricity demand forecasting is key to ensuring that supply meets demand lest the grid would blackout. Reliable short-term forecasts may be obtained by combining a Generalized Additive Models (GAM) with a State-Space model (Obst et al.,…
Online updating of time series forecasting models aims to tackle the challenge of concept drifting by adjusting forecasting models based on streaming data. While numerous algorithms have been developed, most of them focus on model design…
Probabilistic electricity price forecasting (PEPF) is vital for short-term electricity markets, yet the multivariate nature of day-ahead prices - spanning 24 consecutive hours - remains underexplored. At the same time, real-time…
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…
Online adaptive model reduction efficiently reduces numerical models of transport-dominated problems by updating reduced spaces over time, which leads to nonlinear approximations on latent manifolds that can achieve a faster error decay…
Decision problems encountered in practice often possess a highly dynamic and uncertain nature. In particular fast changing forecasts for parameters (e.g., photovoltaic generation forecasts in the context of energy management) pose large…
Electricity is difficult to store, except at prohibitive cost, and therefore the balance between generation and load must be maintained at all times. Electricity is traditionally managed by anticipating demand and intermittent production…
In this article, we introduce an adaptive online model update algorithm designed for predictive control applications in networked systems, particularly focusing on power distribution systems. Unlike traditional methods that depend on…
Elasticity is one of the key features of cloud computing that attracts many SaaS providers to minimize their services' cost. Cost is minimized by automatically provision and release computational resources depend on actual computational…
The Bayesian Optimisation Algorithm (BOA) is an Estimation of Distribution Algorithm (EDA) that uses a Bayesian network as probabilistic graphical model (PGM). Determining the optimal Bayesian network structure given a solution sample is an…
Efficient irrigation management is crucial to agriculture, forestry and horticulture, especially under climate change. Developments in novel sensors and Internet of Things technology provide an opportunity to carry out real-time monitoring…
The evolution of the weather can be described by deterministic numerical weather forecasting models. Multiple runs of these models with different initial conditions and/or model physics result in forecast ensembles which are used for…
Time series forecasting always faces the challenge of concept drift, where data distributions evolve over time, leading to a decline in forecast model performance. Existing solutions are based on online learning, which continually organize…
Multimodel ensembling has been widely used to improve climate model predictions, and the improvement strongly depends on the ensembling scheme. In this work, we propose a Bayesian neural network (BNN) ensembling method, which combines…