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We propose efficient computational methods to fit multivariate Gaussian additive models, where the mean vector and the covariance matrix are allowed to vary with covariates, in an empirical Bayes framework. To guarantee the…

Computation · Statistics 2025-04-07 Vincenzo Gioia , Matteo Fasiolo , Ruggero Bellio , Simon N. Wood

Accurate mid-term (weeks to one year) hourly electricity load forecasts are essential for strategic decision-making in power plant operation, ensuring supply security and grid stability, planning and building energy storage systems, and…

Applications · Statistics 2025-05-01 Monika Zimmermann , Florian Ziel

Electricity load forecasting is a necessary capability for power system operators and electricity market participants. The proliferation of local generation, demand response, and electrification of heat and transport are changing the…

Graphical models are commonly used to represent conditional dependence relationships between variables. There are multiple methods available for exploring them from high-dimensional data, but almost all of them rely on the assumption that…

Machine Learning · Statistics 2020-04-22 Tianxi Li , Cheng Qian , Elizaveta Levina , Ji Zhu

Future grid management systems will coordinate distributed production and storage resources to manage, in a cost effective fashion, the increased load and variability brought by the electrification of transportation and by a higher share of…

Applications · Statistics 2020-05-21 Christian Capezza , Biagio Palumbo , Yannig Goude , Simon N. Wood , Matteo Fasiolo

This paper covers predicting high-resolution electricity peak demand features given lower-resolution data. This is a relevant setup as it answers whether limited higher-resolution monitoring helps to estimate future high-resolution peak…

Machine Learning · Computer Science 2023-02-13 Jonathan Berrisch , Michał Narajewski , Florian Ziel

Overhead distribution lines play a vital role in distributing electricity, however, their freestanding nature makes them vulnerable to extreme weather conditions and resultant disruption of supply. The current UK regulation of power…

Applications · Statistics 2022-09-09 Antoni M. Sieminski , Carl R. Donovan

Electricity demand forecasting is key to ensuring that supply meets demand lest the grid would blackout. Reliable short-term forecasts may be obtained by combining a Generalized Additive Models (GAM) with a State-Space model (Obst et al.,…

Machine Learning · Statistics 2025-04-01 Keshav Das , Julie Keisler , Margaux Brégère , Amaury Durand

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…

Methodology · Statistics 2021-11-30 René Carmona , Xinshuo Yang

An accurate forecast of electric demand is essential for the optimal design of a generation system. For district installations, the projected lifespan may extend one or two decades. The reliance on a single-year forecast, combined with a…

Electric load forecasting is an indispensable component of electric power system planning and management. Inaccurate load forecasting may lead to the threat of outages or a waste of energy. Accurate electric load forecasting is challenging…

Machine Learning · Computer Science 2023-10-25 Linxiao Yang , Rui Ren , Xinyue Gu , Liang Sun

Graph Neural Networks (GNN) have recently gained popularity in the forecasting domain due to their ability to model complex spatial and temporal patterns in tasks such as traffic forecasting and region-based demand forecasting. Most of…

Machine Learning · Computer Science 2023-12-08 Abishek Sriramulu , Nicolas Fourrier , Christoph Bergmeir

Distributional regression is extended to Gaussian response vectors of dimension greater than two by parameterizing the covariance matrix $\Sigma$ of the response distribution using the entries of its Cholesky decomposition. The more common…

Methodology · Statistics 2025-10-07 Thomas Muschinski , Georg J. Mayr , Thorsten Simon , Nikolaus Umlauf , Achim Zeileis

We propose a flexible regression framework to model the conditional distribution of multilevel generalized multivariate functional data of potentially mixed type, e.g. binary and continuous data. We make pointwise parametric distributional…

Methodology · Statistics 2024-07-31 Alexander Volkmann , Nikolaus Umlauf , Sonja Greven

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

The demand for electricity is undergoing considerable spatial and temporal change. With the uptake of efficient technologies and increased electrification, a better understanding of how potential changes in demand patterns can affect…

Systems and Control · Electrical Eng. & Systems 2020-08-13 Conrad Zorn , Elco Koks , Sven Eggimann

Several statistical models used in genome-wide prediction assume independence of marker allele substitution effects, but it is known that these effects might be correlated. In statistics, graphical models have been identified as a useful…

Quantitative Methods · Quantitative Biology 2017-04-13 Carlos Alberto Martínez , Kshitij Khare , Syed Rahman , Mauricio A. Elzo

We propose a vector generalized additive modeling framework for taking into account the effect of covariates on angular density functions in a multivariate extreme value context. The proposed methods are tailored for settings where the…

Methodology · Statistics 2017-11-28 Linda Mhalla , Miguel de Carvalho , Valérie Chavez-Demoulin

Accurate electricity demand forecasting is essential for several reasons, especially as the integration of renewable energy sources and the transition to a decentralized network paradigm introduce greater complexity and uncertainty. The…

Machine Learning · Computer Science 2026-05-12 Eloi Campagne , Yvenn Amara-Ouali , Yannig Goude , Argyris Kalogeratos

We propose a new forecasting method for predicting load demand and generation scheduling. Accurate week-long forecasting of load demand and optimal power generation is critical for efficient operation of power grid systems. In this work, we…

Machine Learning · Computer Science 2019-10-10 Tong Ma , Renke Huang , David Barajas-Solano , Ramakrishna Tipireddy , Alexandre M. Tartakovsky
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