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We seek to extract a small number of representative scenarios from large panel data that are consistent with sample moments. Among two novel algorithms, the first identifies scenarios that have not been observed before, and comes with a…

Machine Learning · Statistics 2024-11-06 Michael Multerer , Paul Schneider , Rohan Sen

Point processes offer a versatile framework for sequential event modeling. However, the computational challenges and constrained representational power of the existing point process models have impeded their potential for wider…

Machine Learning · Statistics 2025-01-22 Zheng Dong , Zekai Fan , Shixiang Zhu

This paper proposes a control strategy for a Reverse Fuel Cell used to manage a Renewable Energy Community. A two-stage scenario-based Model Predictive Control algorithm is designed to define the best economic strategy to be followed during…

Optimization and Control · Mathematics 2022-08-31 Francesco Conte , Gabriele Mosaico , Gianluca Natrella , Matteo Saviozzi , Fiammetta Rita Bianchi

Scenario reduction (SR) aims to identify a small yet representative scenario set to depict the underlying uncertainty, which is critical to scenario-based stochastic optimization (SBSO) of power systems. Existing SR techniques commonly aim…

Optimization and Control · Mathematics 2025-06-16 Yingrui Zhuang , Lin Cheng , Ning Qi , Mads R. Almassalkhi , Feng Liu

Production planning must account for uncertainty in a production system, arising from fluctuating demand forecasts. Therefore, this article focuses on the integration of updated customer demand into the rolling horizon planning cycle. We…

Econometrics · Economics 2024-09-27 Manuel Schlenkrich , Wolfgang Seiringer , Klaus Altendorfer , Sophie N. Parragh

In this paper, we propose a novel scenario forecasts approach which can be applied to a broad range of power system operations (e.g., wind, solar, load) over various forecasts horizons and prediction intervals. This approach is model-free…

Optimization and Control · Mathematics 2018-03-21 Yize Chen , Xiyu Wang , Baosen Zhang

Incorporating Renewable Energy Sources (RES) incurs a high level of uncertainties to electric power systems. This level of uncertainties makes the conventional energy management methods inefficient and jeopardizes the security of…

Optimization and Control · Mathematics 2019-10-17 Mohammad Rasoul Narimani , Ali Azizivahed , Ehsan Naderi

In the following writing we discuss a conceptual framework for representing events and scenarios from the perspective of a novel form of causal analysis. This causal analysis is applied to the events and scenarios so as to determine…

Artificial Intelligence · Computer Science 2018-07-06 Anton Kolonin

Efficiently computing the optimal control policy concerning a complicated future with stochastic disturbance has always been a challenge. The predicted stochastic future disturbance can be represented by a scenario tree, but solving the…

Systems and Control · Electrical Eng. & Systems 2021-08-31 Ran Jing , Xiangrui Zeng

The integration of storage and renewable resources fundamentally alters resource-adequacy analysis. Because storage couples decisions across time, it invalidates the traditional reliability models that are based on time-independent capacity…

Optimization and Control · Mathematics 2026-03-05 Baptiste Rabecq , Andy Sun , Feng Zhao , Tongxin Zheng , Xiaochu Wang , Yufan Zhang

The increase in complexity of autonomous systems is accompanied by a need of data-driven development and validation strategies. Advances in computer graphics and cloud clusters have opened the way to massive parallel high fidelity…

Machine Learning · Computer Science 2023-01-05 Osama Maqbool , Jürgen Roßmann

Modeling and predicting solar events, particularly the solar ramping event, is critical for improving situational awareness for solar power generation systems. It has been acknowledged that weather conditions such as temperature, humidity,…

Applications · Statistics 2022-06-20 Minghe Zhang , Chen Xu , Andy Sun , Feng Qiu , Yao Xie

In this article, we focus on the problem of mitigating the risk of not being able to meet the power demand, due to the inherent uncertainty of renewable energy generation sources in microgrids. We consider three different demand scenarios,…

Systems and Control · Electrical Eng. & Systems 2020-07-20 Arnab Dey , Vivek Khatana , Ankur Mani , Murti V. Salapaka

Driven by ambitious renewable portfolio standards, large-scale inclusion of variable energy resources (such as wind and solar) are expected to introduce unprecedented levels of uncertainty into power system operations. The current practice…

Systems and Control · Electrical Eng. & Systems 2021-08-02 Semih Atakan , Harsha Gangammanavar , Suvrajeet Sen

Preventive control is a crucial strategy for power system operation against impending natural hazards, and its effectiveness fundamentally relies on the realism of scenario generation. While most existing studies employ sequential Monte…

Systems and Control · Electrical Eng. & Systems 2025-11-21 Ziyue Li , Guanglun Zhang , Grant Ruan , Haiwang Zhong , Chongqing Kang

Prospective power supply systems based on Renewable Energy Sources require measures to balance power generation and load at all times. The utilisation of storage devices and backup power plants is widely suggested for this purpose, whereas…

Physics and Society · Physics 2016-09-22 Stefan Weitemeyer , David Kleinhans , Lars Siemer , Carsten Agert

Long-tail and rare event problems become crucial when autonomous driving algorithms are applied in the real world. For the purpose of evaluating systems in challenging settings, we propose a generative framework to create safety-critical…

Robotics · Computer Science 2020-07-24 Wenhao Ding , Baiming Chen , Minjun Xu , Ding Zhao

The last decade has seen the success of stochastic parameterizations in short-term, medium-range and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to better represent model inadequacy…

Renewable energy is essential for energy security and global warming mitigation. However, power generation from renewable energy sources is uncertain due to volatile weather conditions and complex equipment operations. To improve…

Methodology · Statistics 2020-07-09 Yuchen Shi , Nan Chen

Extreme weather events have an enormous impact on society and are expected to become more frequent and severe with climate change. In this context, resilience planning becomes crucial for risk mitigation and coping with these extreme…