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Stochastic simulation has been widely used to analyze the performance of complex stochastic systems and facilitate decision making in those systems. Stochastic simulation is driven by the input model, which is a collection of probability…
In this paper, we consider a static, multi-period newsvendor model under a budget constraint. In the case where the true demand distribution is known, we develop a heuristic algorithm to solve the problem. By comparing this algorithm with…
Public transport has become an essential part of urban existence with increased population densities and environmental awareness. Large quantities of data are currently generated, allowing for more robust methods to understand travel…
Recommender systems have been widely used for various scenarios, such as e-commerce, news, and music, providing online contents to help and enrich users' daily life. Different scenarios hold distinct and unique characteristics, calling for…
Short-term forecasts of energy consumption are invaluable for the operation of energy systems, including low voltage electricity networks. However, network loads are challenging to predict when highly desegregated to small numbers of…
This paper introduces a novel paradigm to impute missing data that combines a decision tree with an auto-associative neural network (AANN) based model and a principal component analysis-neural network (PCA-NN) based model. For each model,…
The increasing integration of distributed energy resources (DERs) is transforming power systems into complex, decentralized networks, particularly at the distribution level, where active distribution networks (ADNs) introduce new challenges…
In this work, we tackle two widespread challenges in real applications for time-series forecasting that have been largely understudied: distribution shifts and missing data. We propose SpectraNet, a novel multivariate time-series…
We study the problem of allocating scarce societal resources of different types (e.g., permanent housing, deceased donor kidneys for transplantation, ventilators) to heterogeneous allocatees on a waitlist (e.g., people experiencing…
We consider a general online resource allocation model with bandit feedback and time-varying demands. While online resource allocation has been well studied in the literature, most existing works make the strong assumption that the demand…
Cold load pick-up (CLPU) has been a critical concern to utilities. Researchers and industry practitioners have underlined the impact of CLPU on distribution system design and service restoration. The recent large-scale deployment of smart…
Traffic state data, such as speed, volume and travel time collected from ubiquitous traffic monitoring sensors require advanced network level analytics for forecasting and identifying significant traffic patterns. This paper leverages…
Most datasets suffer from partial or complete missing values, which has downstream limitations on the available models on which to test the data and on any statistical inferences that can be made from the data. Several imputation techniques…
Speed and cost of logistics are two major concerns to on-line shoppers, but they generally conflict with each other in nature. To alleviate the contradiction, we propose to exploit existing taxis that are transporting passengers on the…
Bradley et al. (arXiv:2106.05818v2), as part of an analysis of the performance of large-but-biased surveys during the COVID-19 pandemic, argue that the data defect correlation provides a useful tool to quantify the effects of sampling bias…
When working with real-world insurance data, practitioners often encounter challenges during the data preparation stage that can undermine the statistical validity and reliability of downstream modeling. This study illustrates that…
A Content Delivery Network (CDN) is a powerful system of distributed caching servers that aims to accelerate content delivery, like high-definition video, IoT applications, and ultra-low-latency services, efficiently and with fast velocity.…
The amount of data moved over dedicated and non-dedicated network links increases much faster than the increase in the network capacity, but the current solutions fail to guarantee even the promised achievable transfer throughputs. In this…
The real-time bidding (RTB), aka programmatic buying, has recently become the fastest growing area in online advertising. Instead of bulking buying and inventory-centric buying, RTB mimics stock exchanges and utilises computer algorithms to…
Panel data, in which multiple units are repeatedly observed over time, arise throughout science and engineering. Quantifying predictive uncertainty in such settings is challenging because conformal prediction, while distribution-free and…