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The increasing penetration of renewable energy sources introduces significant challenges to power grid stability, primarily due to their inherent variability. A new opportunity for grid operation is the smart integration of electricity…

Optimization and Control · Mathematics 2025-10-30 Janik Pinter , Frederik Zahn , Maximilian Beichter , Ralf Mikut , Veit Hagenmeyer

In the effort to achieve carbon neutrality through a decentralized electricity market, accurate short-term load forecasting at low aggregation levels has become increasingly crucial for various market participants' strategies. Accurate…

Risk Management · Quantitative Finance 2023-05-17 Jungyeon Park , Estêvão Alvarenga , Jooyoung Jeon , Ran Li , Fotios Petropoulos , Hokyun Kim , Kwangwon Ahn

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

Electricity load consumption may be extremely complex in terms of profile patterns, as it depends on a wide range of human factors, and it is often correlated with several exogenous factors, such as the availability of renewable energy and…

Machine Learning · Computer Science 2025-02-03 Aleksei Kychkin , Georgios C. Chasparis

Power systems with high renewable energy penetration are highly influenced by weather conditions, often facing significant challenges such as persistent power shortages and severe power fluctuations over long time scales. This paper…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Kai Kang , Feng Liu , Yifan Su , Zhaojian Wang

As the number of rooftop photovoltaic (PV) installations increases, aggregators and system operators are required to monitor and analyze these systems, raising the challenge of integration and management of large, spatially distributed…

Machine Learning · Computer Science 2025-05-19 Kutay Bölat , Tarek Alskaif , Peter Palensky , Simon Tindemans

For the purpose of Monte Carlo scenario generation, we propose a graphical model for the joint distribution of wind power and electricity demand in a given region. To conform with the practice in the electric power industry, we assume that…

Applications · Statistics 2022-09-28 Rene Carmona , Xinshuo Yang

This chapter proposes and provides an in-depth discussion of a scalable solution for running ensemble simulation for solar energy production. Generating a forecast ensemble is computationally expensive. But with the help of Analog Ensemble,…

Computational Engineering, Finance, and Science · Computer Science 2022-01-19 Weiming Hu , Guido Cervone , Matteo Turilli , Andre Merzky , Shantenu Jha

The supply of electrical energy is being increasingly sourced from renewable generation resources. The variability and uncertainty of renewable generation, compared to a dispatch-able plant, is a significant dissimilarity of concern to the…

Optimization and Control · Mathematics 2017-11-16 Farhad Samadi Gazijahani , Javad Salehi

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

The large-scale integration of renewable generation directly affects the reliability of power grids. We investigate the problem of power balancing in a general renewable-integrated power grid with storage and flexible loads. We consider a…

Systems and Control · Computer Science 2016-06-06 Sun Sun , Min Dong , Ben Liang

Renewable energy sources provide a constantly increasing contribution to the total energy production worldwide. However, the power generation from these sources is highly variable due to their dependence on meteorological conditions.…

Applications · Statistics 2019-03-05 Thordis Thorarinsdottir , Anders Løland , Alex Lenkoski

Accurate generation of realistic future scenarios of renewable energy generation is crucial for long-term planning and operation of electrical systems, especially considering the increasing focus on sustainable energy and the growing…

Machine Learning · Computer Science 2023-06-30 Julio Alberto Silva Dias

The future energy system will largely depend on volatile renewable energy sources and temperature-dependent loads, which makes the weather a central influencing factor. This article presents a novel approach for simulating weather scenarios…

Systems and Control · Electrical Eng. & Systems 2024-05-31 Jan Peper , David Kröger , Jonathan Kipp , Florian Ziel , Christian Rehtanz

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

The increasing frequency of extreme weather events poses significant risks to power distribution systems, leading to widespread outages and severe economic and social consequences. This paper presents a novel simulation framework for…

Systems and Control · Electrical Eng. & Systems 2025-02-13 Xuesong Wang , Shuo Yuan , Sharaf K. Magableh , Oraib Dawaghreh , Caisheng Wang , Le Yi Wang

Generative probabilistic forecasting produces future time series samples according to the conditional probability distribution given past time series observations. Such techniques are essential in risk-based decision-making and planning…

Machine Learning · Computer Science 2024-02-22 Xinyi Wang , Lang Tong , Qing Zhao

Electricity production via solar energy is tackled via short-term forecasts and risk management. Our main tool is a new setting on time series. It allows the definition of "confidence bands" where the Gaussian assumption, which is not…

General Finance · Quantitative Finance 2016-02-23 Cédric Join , Michel Fliess , Cyril Voyant , Frédéric Chaxel

Power supply from renewable resources is on a global rise where it is forecasted that renewable generation will surpass other types of generation in a foreseeable future. Increased generation from renewable resources, mainly solar and wind,…

Machine Learning · Statistics 2017-06-28 Mohana Alanazi , Mohsen Mahoor , Amin Khodaei

The financial viability of renewable energy projects is challenged by the variability and unpredictability of production due to weather fluctuations. This paper proposes a novel risk management framework combining parametric insurance and…

Applications · Statistics 2025-04-29 Fallou Niakh , Alicia Bassière , Michel Denuit , Christian Robert