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This article extends the multivariate extreme value theory (MEVT) to discrete settings, focusing on the generalized Pareto distribution (GPD) as a foundational tool. The purpose of the study is to enhance the understanding of extreme…

Methodology · Statistics 2025-06-25 Samira Aka , Marie Kratz , Philippe Naveau

The distribution of block maxima of sequences of independent and identically-distributed random variables is used to model extreme values in many disciplines. The traditional extreme value (EV) theory derives a closed-form expression for…

Methodology · Statistics 2019-02-27 Marco Marani , Enrico Zorzetto

We propose a hybrid approach for the modelling and the short-term forecasting of electricity loads. Two building blocks of our approach are (i) modelling the overall trend and seasonality by fitting a generalised additive model to the…

Methodology · Statistics 2016-11-29 Haeran Cho , Yannig Goude , Xavier Brossat , Qiwei Yao

Public charging station occupancy prediction plays key importance in developing a smart charging strategy to reduce electric vehicle (EV) operator and user inconvenience. However, existing studies are mainly based on conventional…

Machine Learning · Computer Science 2021-11-16 Tai-Yu Ma , Sébastien Faye

Short Term Load forecasting in this paper uses input data dependent on parameters such as load for current hour and previous two hours, temperature for current hour and previous two hours, wind for current hour and previous two hours, cloud…

Neural and Evolutionary Computing · Computer Science 2009-12-08 Mrs. J. P. Rothe , Dr. A. K. Wadhwani , Dr. Mrs. S. Wadhwani

We develop a data-driven approach for signal denoising that utilizes variational mode decomposition (VMD) algorithm and Cramer Von Misses (CVM) statistic. In comparison with the classical empirical mode decomposition (EMD), VMD enjoys…

Signal Processing · Electrical Eng. & Systems 2020-06-02 Khuram Naveed , Muhammad Tahir Akhtar , Muhammad Faisal Siddiqui , Naveed ur Rehman

This work proposes convolutional-sparse-coded dynamic mode decomposition (CSC-DMD) by unifying extended dynamic mode decomposition (EDMD) and convolutional sparse coding. EDMD is a data driven analysis method for describing a nonlinear…

Signal Processing · Electrical Eng. & Systems 2019-02-21 Yuhei Kaneko , Shogo Muramatsu , Hiroyasu Yasuda , Kiyoshi Hayasaka , Yu Otake , Shunsuke Ono , Masahiro Yukawa

Real-time forecasting from streaming data poses critical challenges: handling non-stationary dynamics, operating under strict computational limits, and adapting rapidly without catastrophic forgetting. However, many existing approaches face…

Machine Learning · Computer Science 2025-10-20 Christopher Salazar , Krithika Manohar , Ashis G. Banerjee

Most electricity systems worldwide are deploying advanced metering infrastructures to collect relevant operational data. In particular, smart meters allow tracking electricity load consumption at a very disaggregated level and at high…

Machine Learning · Statistics 2020-03-09 Andrés M. Alonso , F. Javier Nogales , Carlos Ruiz

Dynamic mode decomposition (DMD) is an efficient tool for decomposing spatio-temporal data into a set of low-dimensional modes, yielding the oscillation frequencies and the growth rates of physically significant modes. In this paper, we…

Dynamical Systems · Mathematics 2023-02-21 Minwoo Lee , Jongho Park

Decision making and planning have long relied heavily on AI-driven forecasts. The government and the general public are working to minimize the risks while maximizing benefits in the face of potential future public health uncertainties.…

Neural and Evolutionary Computing · Computer Science 2024-03-01 Sales Aribe

Accurate load forecasting plays a vital role in numerous sectors, but accurately capturing the complex dynamics of dynamic power systems remains a challenge for traditional statistical models. For these reasons, time-series models (ARIMA)…

Neural and Evolutionary Computing · Computer Science 2024-02-06 Anuvab Sen , Arul Rhik Mazumder , Udayon Sen

We investigated the use of Empirical Mode Decomposition (EMD) combined with Gaussian Mixture Models (GMM), feature engineering and machine learning algorithms to optimize trading decisions. We used five, two, and one year samples of hourly…

Methodology · Statistics 2025-03-27 Gabriel R. Palma , Mariusz Skoczeń , Phil Maguire

In pick and place (P&P) process of surface mount technology (SMT) the placed component can shift from its ideal (or designed) position on the wet solder paste. The solder paste with some fluid properties could slump and the unbalance…

Systems and Control · Electrical Eng. & Systems 2020-02-06 Shun Cao , Irandokht Parviziomran , Haeyong Yang , Seungbae Park , Daehan Won

Epidemiological forecasting from surveillance data is a hard problem and hybridizing mechanistic compartmental models with neural models is a natural direction. The mechanistic structure helps keep trajectories epidemiologically plausible,…

Machine Learning · Computer Science 2026-02-09 Yiqi Su , Ray Lee , Jiaming Cui , Naren Ramakrishnan

Modern power grids are evolving to become more interconnected, include more electric vehicles (EVs), and utilize more renewable energy sources (RES). Increased interconnectivity provides an opportunity to manage EVs and RES by using price…

Systems and Control · Electrical Eng. & Systems 2024-12-12 Kelsey M. Nelson , Maureen S. Golan , Matthew D. Bartos , Javad Mohammadi

Prediction deviations of different uncertainties have varying impacts on downstream decision-making. Improving the prediction accuracy of critical uncertainties with significant impacts on decision-making quality yields better optimization…

Systems and Control · Electrical Eng. & Systems 2025-10-17 Yingrui Zhuang , Lin Cheng , Can Wan , Rui Xie , Ning Qi , Yue Chen

In this paper, we develop a new approach to the very short-term point forecasting of electricity prices in the continuous market. It is based on the Support Vector Regression with a kernel correction built on additional forecast of…

Applications · Statistics 2024-11-26 Andrzej Puć , Joanna Janczura

To quantify the uncertainty in numerical weather prediction (NWP) forecasts, ensemble prediction systems are utilized. Although NWP forecasts continuously improve, they suffer from systematic bias and dispersion errors. To obtain well…

Applications · Statistics 2026-01-30 Ferdinand Buchner , David Jobst , Annette Möller , Claudia Czado

Time series forecasting is crucial for various applications, such as weather, traffic, electricity, and energy predictions. Currently, common time series forecasting methods are based on Transformers. However, existing approaches primarily…

Machine Learning · Computer Science 2025-09-30 Zixu Wang , Hongbin Dong , Xiaoping Zhang