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In multivariate time series, the estimation of the covariance matrix of the observation innovations plays an important role in forecasting as it enables the computation of the standardized forecast error vectors as well as it enables the…

Methodology · Statistics 2008-02-04 K. Triantafyllopoulos

With the recent interest in net-zero sustainability for commercial buildings, integration of photovoltaic (PV) assets becomes even more important. This integration remains a challenge due to high solar variability and uncertainty in the…

Systems and Control · Computer Science 2018-08-28 Chaitanya Poolla , Abraham K. Ishihara

Conformal prediction offers a practical framework for distribution-free uncertainty quantification, providing finite-sample coverage guarantees under relatively mild assumptions on data exchangeability. However, these assumptions cease to…

Machine Learning · Statistics 2024-06-25 Derck W. E. Prinzhorn , Thijmen Nijdam , Putri A. van der Linden , Alexander Timans

This communication is devoted to solar irradiance and irradiation short-term forecasts, which are useful for electricity production. Several different time series approaches are employed. Our results and the corresponding numerical…

Machine Learning · Computer Science 2014-09-29 Cédric Join , Cyril Voyant , Michel Fliess , Marc Muselli , Marie Laure Nivet , Christophe Paoli , Frédéric Chaxel

Ahead-of-time forecasting of incident solar-irradiance on a panel is indicative of expected energy yield and is essential for efficient grid distribution and planning. Traditionally, these forecasts are based on meteorological physics…

Computer Vision and Pattern Recognition · Computer Science 2019-01-16 Talha A. Siddiqui , Samarth Bharadwaj , Shivkumar Kalyanaraman

The bootstrap procedure has emerged as a general framework to construct prediction intervals for future observations in autoregressive time series models. Such models with outlying data points are standard in real data applications,…

Methodology · Statistics 2020-11-17 Ufuk Beyaztas , Han Lin Shang

Motivated by the application to German interest rates, we propose a timevarying autoregressive model for short and long term prediction of time series that exhibit a temporary non-stationary behavior but are assumed to mean revert in the…

Methodology · Statistics 2021-02-23 Christoph Berninger , Almond Stöcker , David Rügamer

Time series forecasting is essential for agents to make decisions. Traditional approaches rely on statistical methods to forecast given past numeric values. In practice, end-users often rely on visualizations such as charts and plots to…

Computer Vision and Pattern Recognition · Computer Science 2021-11-23 Srijan Sood , Zhen Zeng , Naftali Cohen , Tucker Balch , Manuela Veloso

Functional time series whose sample elements are recorded sequentially over time are frequently encountered with increasing technology. Recent studies have shown that analyzing and forecasting of functional time series can be performed…

Methodology · Statistics 2020-09-22 Ufuk Beyaztas , Han Lin Shang

Photovoltaic (PV) power is affected by weather conditions, making the power generated from the PV systems uncertain. Solving this problem would help improve the reliability and cost effectiveness of the grid, and could help reduce reliance…

Machine Learning · Computer Science 2020-10-07 Yahya Al Lawati , Jack Kelly , Dan Stowell

As the use of solar power increases, having accurate and timely forecasts will be essential for smooth grid operators. There are many proposed methods for forecasting solar irradiance / solar power production. However, many of these methods…

Machine Learning · Computer Science 2023-07-11 Timothy Cargan , Dario Landa-Silva , Isaac Triguero

Accurate day-ahead forecasts of solar irradiance are required for the large-scale integration of solar photovoltaic (PV) systems into the power grid. However, current forecasting solutions lack the temporal and spatial resolution required…

Machine Learning · Computer Science 2025-11-07 Baptiste Schubnel , Jelena Simeunović , Corentin Tissier , Pierre-Jean Alet , Rafael E. Carrillo

For a Bayesian, real-time forecasting with the posterior predictive distribution can be challenging for a variety of time series models. First, estimating the parameters of a time series model can be difficult with sample-based approaches…

Applications · Statistics 2022-08-08 Taylor R. Brown

Time Series forecasting (univariate and multivariate) is a problem of high complexity due the different patterns that have to be detected in the input, ranging from high to low frequencies ones. In this paper we propose a new model for…

Machine Learning · Computer Science 2019-03-07 Matteo Maggiolo , Gerasimos Spanakis

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

Machine Learning · Computer Science 2021-01-18 Kashif Rasul , Abdul-Saboor Sheikh , Ingmar Schuster , Urs Bergmann , Roland Vollgraf

Time series forecasting is crucial for many fields, such as disaster warning, weather prediction, and energy consumption. The Transformer-based models are considered to have revolutionized the field of sequence modeling. However, the…

Machine Learning · Computer Science 2022-11-01 Junlong Tong , Liping Xie , Wankou Yang , Kanjian Zhang

In this work, we address time-series forecasting as a computer vision task. We capture input data as an image and train a model to produce the subsequent image. This approach results in predicting distributions as opposed to pointwise…

Computer Vision and Pattern Recognition · Computer Science 2021-11-17 Naftali Cohen , Srijan Sood , Zhen Zeng , Tucker Balch , Manuela Veloso

Forecasting future weather and climate is inherently difficult. Machine learning offers new approaches to increase the accuracy and computational efficiency of forecasts, but current methods are unable to accurately model uncertainty in…

Machine Learning · Computer Science 2023-02-02 Yusuke Hatanaka , Yannik Glaser , Geoff Galgon , Giuseppe Torri , Peter Sadowski

We report a data-parsimonious machine learning model for short-term forecasting of solar irradiance. The model inputs include sky camera images that are reduced to scalar features to meet data transmission constraints. The output irradiance…

Machine Learning · Computer Science 2025-03-25 Joshua Edward Hammond , Ricardo A. Lara Orozco , Michael Baldea , Brian A. Korgel

Accurate estimation of solar irradiance is essential for reliable modelling of solar photovoltaic (PV) power production. In Ireland's highly variable maritime climate, where ground-based measurement stations are sparsely distributed,…

Applications · Statistics 2025-09-26 Maeve Upton , Eamonn Organ , Amanda Lenzi , James Sweeney