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Related papers: Representative Scenarios to Capture Renewable Gene…

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To account for volatile renewable energy supply, energy systems optimization problems require high temporal resolution. Many models use time-series clustering to find representative periods to reduce the amount of time-series input data and…

In power system operation, characterizing the stochastic nature of wind power is an important albeit challenging issue. It is well known that distributions of wind power forecast errors often exhibit significant variability with respect to…

Data Analysis, Statistics and Probability · Physics 2017-12-05 Zhiwen Wang , Chen Shen , Feng Liu

The correlations of multiple renewable power plants (RPPs) should be fully considered in the power system with very high penetration renewable power integration. This paper models the uncertainties, spatial correlation of multiple RPPs…

Optimization and Control · Mathematics 2017-07-04 Chenghui Tang , Yishen Wang , Jian Xu , Yuanzhang Sun , Baosen Zhang

This paper addresses a central challenge of jointly considering shorter-term (e.g. hourly) and longer-term (e.g. yearly) uncertainties in power system planning with increasing penetration of renewable and storage resources. In conventional…

Systems and Control · Electrical Eng. & Systems 2021-09-13 Chao Yan , Xinbo Geng , Zhaohong Bie , Le Xie

This work proposes a method of wind farm scenario generation to support real-time optimization tools and presents key findings therein. This work draws upon work from the literature and presents an efficient and scalable method for…

Applications · Statistics 2021-06-18 Trevor Werho , Junshan Zhang , Vijay Vittal , Yonghong Chen , Anupam Thatte , Long Zhao

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

This paper introduces a multi-timescale stochastic programming framework designed to address decision-making challenges in power systems, particularly those with high renewable energy penetration. The framework models interactions across…

Optimization and Control · Mathematics 2025-08-13 Yihang Zhang , Suvrajeet Sen

Scenario-based testing is becoming increasingly important in safety assurance for automated driving. However, comprehensive and sufficiently complete coverage of the scenario space requires significant effort and resources if using only…

Software Engineering · Computer Science 2023-07-24 Christoph Glasmacher , Michael Schuldes , Hendrik Weber , Nicolas Wagener , Lutz Eckstein

The increasing integration of renewable energy sources (RESs) into modern power systems presents significant opportunities but also notable challenges, primarily due to the inherent variability of RES generation. Accurate forecasting of RES…

Machine Learning · Computer Science 2026-01-19 Farshid Kamrani , Kristen Schell

To address the intermittency of renewable energy source (RES) generation, scenario forecasting offers a series of stochastic realizations for predictive objects with superior flexibility and direct views. Based on a long time-series…

Machine Learning · Computer Science 2025-09-23 Yifei Wu , Bo Wang , Jingshi Cui , Pei-chun Lin , Junzo Watada

Accurate and reliable forecasting of renewable energy generation is crucial for the efficient integration of renewable sources into the power grid. In particular, probabilistic forecasts are becoming essential for managing the intrinsic…

Applications · Statistics 2025-02-12 Alireza Moradi , Mathieu Tanneau , Reza Zandehshahvar , Pascal Van Hentenryck

Scenario generation is an effective data-driven method for solving chance-constrained optimization while ensuring desired risk guarantees with a finite number of samples. Crucial challenges in deploying this technique in the real world…

Optimization and Control · Mathematics 2024-01-04 Qian Zhang , Apurv Shukla , Le Xie

Scenario generation is the construction of a discrete random vector to represent parameters of uncertain values in a stochastic program. Most approaches to scenario generation are distribution-driven, that is, they attempt to construct a…

Optimization and Control · Mathematics 2021-05-21 Jamie Fairbrother , Amanda Turner , Stein Wallace

We formulate a method to co-optimize power system capacity planning decisions and policy investments that shape electricity load patterns. To this end, we leverage a gradient-based solution technique that enables the efficient solution of…

Systems and Control · Electrical Eng. & Systems 2026-04-17 Robert Mieth

This paper formed part of a preliminary research report for a risk consultancy and academic research. Stochastic Programming models provide a powerful paradigm for decision making under uncertainty. In these models the uncertainties are…

Computational Finance · Quantitative Finance 2009-04-08 Sovan Mitra

In stochastic optimisation, the large number of scenarios required to faithfully represent the underlying uncertainty is often a barrier to finding efficient numerical solutions. This motivates the scenario reduction problem: by find a…

Optimization and Control · Mathematics 2021-06-23 Julien Keutchayan , Janosch Ortmann , Walter Rei

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

In the context of the rising share of new energy generation, accurately generating new energy output scenarios is crucial for day-ahead power system scheduling. Deep learning-based scenario generation methods can address this need, but…

Machine Learning · Computer Science 2025-05-20 Changgang Wang , Wei Liu , Yu Cao , Dong Liang , Yang Li , Jingshan Mo

Multi-model ensembles provide a pragmatic approach to the representation of model uncertainty in climate prediction. However, such representations are inherently ad hoc, and, as shown, probability distributions of climate variables based on…

Atmospheric and Oceanic Physics · Physics 2009-08-26 T. N. Palmer , F. J. Doblas-Reyes , A. Weisheimer , G. J. Shutts , J. Berner , J. M. Murphy

Scenario generations of cooling, heating, and power loads are of great significance for the economic operation and stability analysis of integrated energy systems. In this paper, a novel deep generative network is proposed to model cooling,…

Systems and Control · Electrical Eng. & Systems 2022-04-22 Wenlong Liao , Yusen Wang , Yuelong Wang , Kody Powell , Qi Liu , Zhe Yang