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In this letter, we present a novel Gaussian Process Learning-based Probabilistic Optimal Power Flow (GP-POPF) for solving POPF under renewable and load uncertainties of arbitrary distribution. The proposed method relies on a non-parametric…

Systems and Control · Electrical Eng. & Systems 2020-04-17 Parikshit Pareek , Hung D. Nguyen

Distributed energy resources are an ideal candidate for the provision of additional flexibility required by power system to support the increasing penetration of renewable energy sources. The integrating large number of resources in the…

Systems and Control · Electrical Eng. & Systems 2019-06-14 Shariq Riaz , Pierluigi Mancarella

This paper presents a distributionally robust model predictive control (DRMPC) framework for the optimal Virtual Power Plant (VPP) operation under electricity price uncertainty. A unified VPP model is formulated that captures the…

Systems and Control · Electrical Eng. & Systems 2026-05-15 Nikolas Recke , Mathias Hudoba de Badyn

This paper introduces unified models for high-dimensional factor-based Ito process, which can accommodate both continuous-time Ito diffusion and discrete-time stochastic volatility (SV) models by embedding the discrete SV model in the…

Methodology · Statistics 2020-06-23 Donggyu Kim , Xinyu Song , Yazhen Wang

Wind turbines often work under complex conditions which result in performance degradation. Accurate performance degradation monitoring is essential to ensure the reliable operation of wind turbines and reduce the maintenance costs. Wind…

Applications · Statistics 2023-11-07 Peng Wang , Yanting Li , Fugee Tsung

We propose a new copula model for replicated multivariate spatial data. Unlike classical models that assume multivariate normality of the data, the proposed copula is based on the assumption that some factors exist that affect the joint…

Applications · Statistics 2018-10-12 Pavel Krupskii , Marc G. Genton

It is speculated that higher penetration of inverter-based distributed photo-voltaic (PV) power generators can increase the risk of tripping events due to voltage fluctuations. To quantify this risk utilities need to solve the interactive…

Systems and Control · Electrical Eng. & Systems 2020-02-17 Kaveh Dehghanpour , Yuxuan Yuan , Fankun Bu , Zhaoyu Wang

Synchrophasor data provide unprecedented opportunities for inferring power system dynamics, such as estimating voltage angles, frequencies, and accelerations along with power injection at all buses. Aligned to this goal, this work puts…

Systems and Control · Electrical Eng. & Systems 2022-01-14 Mana Jalali , Vassilis Kekatos , Siddharth Bhela , Hao Zhu , Virgilio Centeno

Directional data arise in various contexts such as oceanography (wave directions) and meteorology (wind directions), as well as with measurements on a periodic scale (weekdays, hours, etc.). Our contribution is to introduce a model-based…

Applications · Statistics 2013-01-09 Giovanna Jona-Lasinio , Alan Gelfand , Mattia Jona-Lasinio

The need for a method to construct multidimensional distribution function is increasing recently, in the era of huge multiwavelength surveys. We have proposed a systematic method to build a bivariate luminosity or mass function of galaxies…

Astrophysics of Galaxies · Physics 2020-09-02 Tsutomu T. Takeuchi , Kai T. Kono

Copula-based methods provide a flexible approach to build missing data imputation models of multivariate data of mixed types. However, the choice of copula function is an open question. We consider a Bayesian nonparametric approach by using…

Methodology · Statistics 2019-10-15 Jiali Wang , Anton Westveld , Bronwyn Loong , Alan Welsh

In this paper, we present an integrated approach to portfolio construction and optimization, leveraging high-performance computing capabilities. We first explore diverse pairings of generative model forecasts and objective functions used…

Portfolio Management · Quantitative Finance 2025-06-17 Tuoyuan Cheng , Kan Chen

Predicting the dependencies between observations from multiple time series is critical for applications such as anomaly detection, financial risk management, causal analysis, or demand forecasting. However, the computational and numerical…

Machine Learning · Computer Science 2019-10-28 David Salinas , Michael Bohlke-Schneider , Laurent Callot , Roberto Medico , Jan Gasthaus

Support points summarize a large dataset through a smaller set of representative points that can be used for data operations, such as Monte Carlo integration, without requiring access to the full dataset. In this sense, support points offer…

Machine Learning · Statistics 2025-09-01 Peiqi Zhao , Carlos E. Rodríguez , Ramsés H. Mena , Stephen G. Walker

Recently, the concept of dynamic virtual power plants (DVPP) has been proposed to collectively provide desired dynamic ancillary services such as fast frequency and voltage control by a heterogeneous ensemble of distributed energy resources…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Moritz Andrejewski , Verena Häberle , Nico Goldschmidt , Florian Dörfler , Horst Schulte

Public vehicle (PV) systems are promising transportation systems for future smart cities which provide dynamic ride-sharing services according to passengers' requests. PVs are driverless/self-driving electric vehicles which require frequent…

Systems and Control · Computer Science 2017-12-29 Ming Zhu , Xiao-Yang Liu , Xiaodong Wang

Gaussian wave packets (GWPs) are well suited as basis functions to describe the time evolution of arbitrary wave functions in systems with nonsingular smooth potentials. They are less so in atomic systems on account of the singular behavior…

Atomic Physics · Physics 2015-05-13 Tomaž Fabčič , Jörg Main , Günter Wunner

This paper aims to introduce a new statistical learning technique based on sparsity promoting for data-driven modeling and control of solar photovoltaic (PV) systems. Compared with conventional sparse regression techniques that might…

Systems and Control · Electrical Eng. & Systems 2024-05-07 Zhongtian Zhang , Javad Khazaei , Rick S. Blum

This paper studies coordinated trajectory planning and tracking control for multiple unmanned surface vessels (USVs) under strict privacy requirements. To avoid the privacy risks associated with direct position sharing in conventional…

Optimization and Control · Mathematics 2026-03-24 Jingyi Zhao , Wenxuan Wang , Weijun Zhou , Yongxin Wu , Yuhu Wu , Yann Le Gorrec

Copula-based models provide a great deal of flexibility in modelling multivariate distributions, allowing for the specifications of models for the marginal distributions separately from the dependence structure (copula) that links them to…

Methodology · Statistics 2021-09-09 Nicolás Kuschinski , Alejandro Jara
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