Related papers: Complex-Valued Time Series Based Solar Irradiance …
A new method is proposed which allows a reconstruction of time series based on higher order multiscale statistics given by a hierarchical process. This method is able to model the time series not only on a specific scale but for a range of…
This paper discusses several modern approaches to regression analysis involving time series data where some of the predictor variables are also indexed by time. We discuss classical statistical approaches as well as methods that have been…
This work deals with the problem of estimating a photovoltaic generation forecasting model in scenarios where measurements of meteorological variables (i.e. solar irradiance and temperature) at the plant site are not available. A novel…
We propose a parsimonious spatiotemporal model for time series data on a spatial grid. Our model is capable of dealing with high-dimensional time series data that may be collected at hundreds of locations and capturing the spatial…
This paper presents a parametric model approach to address the problem of photovoltaic generation forecasting in a scenario where measurements of meteorological variables, i.e., solar irradiance and temperature, are not available at the…
Operational flare forecasting aims at providing predictions that can be used to make decisions, typically at a daily scale, about the space weather impacts of flare occurrence. This study shows that video-based deep learning can be used for…
Conformal prediction is a powerful post-hoc framework for uncertainty quantification that provides distribution-free coverage guarantees. However, these guarantees crucially rely on the assumption of exchangeability. This assumption is…
Long-term hourly time series representing the PV generation in European countries have been obtained and made available under open license. For every country, four different PV configurations, i.e. rooftop, optimum tilt, tracking, and delta…
In this article, we study a robust estimation method for a general class of integer-valued time series models. The conditional distribution of the process belongs to a broad class of distribution and unlike classical autoregressive…
In this paper, we present an application of neural networks in the renewable energy domain. We have developed a methodology for the daily prediction of global solar radiation on a horizontal surface. We use an ad-hoc time series…
Solar radio flux along with geomagnetic indices are important indicators of solar activity and its effects. Extreme solar events such as flares and geomagnetic storms can negatively affect the space environment including satellites in…
Reliable short horizon forecasting of solar and wind generation is a structural prerequisite of any modern power system yet most published forecasters are tuned and evaluated on a single climatic regime and most algorithmic novelty has been…
We introduce a novel deep learning approach that harnesses the power of generative artificial intelligence to enhance the accuracy of contextual forecasting in sewerage systems. By developing a diffusion-based model that processes…
Local climate information is crucial for impact assessment and decision-making, yet coarse global climate simulations cannot capture small-scale phenomena. Current statistical downscaling methods infer these phenomena as temporally…
Probabilistic time series forecasting involves estimating the distribution of future based on its history, which is essential for risk management in downstream decision-making. We propose a deep state space model for probabilistic time…
In this paper, a nonlinear symbolic regression technique using an evolutionary algorithm known as multi-gene genetic programming (MGGP) is applied for a data-driven modelling between the dependent and the independent variables. The…
This paper proposes Fourier-based and wavelet-based techniques for analyzing periodic financial time series. Conventional models such as the periodic autoregressive conditional heteroscedastic (PGARCH) and periodic autoregressive…
This paper introduces new methods for constructing prediction intervals using quantile-based techniques. The procedures are developed for both classical (homoscedastic) autoregressive models and modern quantile autoregressive models. They…
Improvement of time series forecasting accuracy through combining multiple models is an important as well as a dynamic area of research. As a result, various forecasts combination methods have been developed in literature. However, most of…
In this paper, a stochastic model with regime switching is developed for solar photo-voltaic (PV) power in order to provide short-term probabilistic forecasts. The proposed model for solar PV power is physics inspired and explicitly…