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New methods are proposed for adjusting probabilistic forecasts to ensure coherence with the aggregation constraints inherent in temporal hierarchies. The different approaches nested within this framework include methods that exploit…

Methodology · Statistics 2020-08-18 Jooyoung Jeon , Anastasios Panagiotelis , Fotios Petropoulos

We present a detailed description of our submission for the M4 forecasting competition, in which it ranked 3rd overall. Our solution utilizes several commonly used statistical models, which are weighted according to their performance on…

Applications · Statistics 2019-01-11 Maciej Pawlikowski , Agata Chorowska

Recent studies indicate that the effects of inter-annual climate-based variability in power system planning are significant and that long samples of demand & weather data (spanning multiple decades) should be considered. At the same time,…

Applications · Statistics 2019-05-30 Adriaan P Hilbers , David J Brayshaw , Axel Gandy

We develop a Bayesian framework for variable selection in linear regression with autocorrelated errors, accommodating lagged covariates and autoregressive structures. This setting occurs in time series applications where responses depend on…

Methodology · Statistics 2025-08-18 Alokesh Manna , Sujit K. Ghosh

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

Forecasting load at the feeder level has become increasingly challenging with the penetration of behind-the-meter solar, as this self-generation (also called total generation) is only visible to the utility as aggregated net-load. This work…

Signal Processing · Electrical Eng. & Systems 2024-03-11 Allison M. Campbell , Soumya Kundu , Andrew P. Reiman , Orestis Vasios , Ian Beil , Andy Eiden

Statistical post-processing techniques are now widely used to correct systematic biases and errors in calibration of ensemble forecasts obtained from multiple runs of numerical weather prediction models. A standard approach is the ensemble…

Methodology · Statistics 2018-05-23 Sándor Baran , Sebastian Lerch

We propose two approaches for selecting variables in latent class analysis (i.e.,mixture model assuming within component independence), which is the common model-based clustering method for mixed data. The first approach consists in…

Computation · Statistics 2017-03-08 Matthieu Marbac , Mohammed Sedki

The assessment of the high-resolution ensemble weather prediction system COSMO-DE-EPS is achieved with the perspective of using it for renewable energy applications. The performance of the ensemble forecast is explored focusing on global…

Atmospheric and Oceanic Physics · Physics 2015-10-05 Zied Ben Bouallegue

Collecting time series data spatially distributed in many locations is often important for analyzing climate change and its impacts on ecosystems. However, comprehensive spatial data collection is not always feasible, requiring us to…

Machine Learning · Computer Science 2024-06-06 Shihori Koyama , Daisuke Inoue , Hiroaki Yoshida , Kazuyuki Aihara , Gouhei Tanaka

The equations of complex dynamical systems may not be identified by expert knowledge, especially if the underlying mechanisms are unknown. Data-driven discovery methods address this challenge by inferring governing equations from…

Machine Learning · Computer Science 2026-02-05 Amit K. Chakraborty , Hao Wang , Pouria Ramazi

In this paper we demonstrate an efficient method for including both CMB temperature and polarisation data in optimal non-Gaussian estimators. The method relies on orthogonalising the multipoles of the temperature and polarisation maps and…

Cosmology and Nongalactic Astrophysics · Physics 2014-09-05 J. R. Fergusson

Due to the rise in the use of renewable energies as an alternative to traditional ones, and especially solar energy, there is increasing interest in studying how to address photovoltaic forecasting in the face of the challenge of…

Computer Vision and Pattern Recognition · Computer Science 2026-02-18 Ines Montoya-Espinagosa , Antonio Agudo

This paper presents a mixed-integer linear programming formulation for the multi-mode resource-constrained project scheduling problem with uncertain activity durations. We consider a two-stage robust optimisation approach and find solutions…

Optimization and Control · Mathematics 2022-03-15 Matthew Bold , Marc Goerigk

This paper considers a structural-factor approach to modeling high-dimensional time series and space-time data by decomposing individual series into trend, seasonal, and irregular components. For ease in analyzing many time series, we…

Methodology · Statistics 2019-03-19 Zhaoxing Gao , Ruey S Tsay

This brief deals with the satisfaction of the daily cooling demand by a hybrid system that consists of a vapour-compression refrigeration cycle and a thermal energy storage (TES) unit, based on phase change materials. The addition of the…

Optimization and Control · Mathematics 2024-02-08 G. Bejarano , D. Rodríguez , J. M. Lemos , M. Vargas , M. G. Ortega

The South Australia region of the Australian National Electricity Market (NEM) displays some of the highest levels of price volatility observed in modern electricity markets. This paper outlines an approach to probabilistic forecasting…

Machine Learning · Computer Science 2023-12-13 Cameron Cornell , Nam Trong Dinh , S. Ali Pourmousavi

Uncertainty analysis in the form of probabilistic forecasting can provide significant improvements in decision-making processes in the smart power grid for better integrating renewable energies such as wind. Whereas point forecasting…

Machine Learning · Statistics 2018-03-30 Kostas Hatalis , Shalinee Kishore , Katya Scheinberg , Alberto Lamadrid

The use of tiered warnings and multicategorical forecasts are ubiquitous in meteorological operations. Here, a flexible family of scoring functions is presented for evaluating the performance of ordered multicategorical forecasts. Each…

Applications · Statistics 2022-05-02 Robert Taggart , Nicholas Loveday , Deryn Griffiths

Weather and environmental factors are verified to have played significant roles in historical major cascading outages and blackouts. Therefore, in the simulation and risk assessment of cascading outages in power systems, it is necessary to…

Computational Engineering, Finance, and Science · Computer Science 2017-05-05 Rui Yao , Kai Sun
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