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Momentum strategies are an important part of alternative investments and are at the heart of commodity trading advisors (CTAs). These strategies have, however, been found to have difficulties adjusting to rapid changes in market conditions,…

Machine Learning · Statistics 2021-12-21 Kieran Wood , Stephen Roberts , Stefan Zohren

The paper deals with decentralized state estimation for spatially distributed systems described by linear partial differential equations from discrete in-space-and-time noisy measurements provided by sensors deployed over the spatial domain…

Systems and Control · Computer Science 2016-04-11 Giorgio Battistelli , Luigi Chisci , Nicola Forti , Stefano Selleri , Giuseppe Pelosi

Channel knowledge map (CKM) provides certain levels of channel state information (CSI) for an area of interest, serving as a critical enabler for environment-aware communications by reducing the overhead of frequent CSI acquisition.…

Signal Processing · Electrical Eng. & Systems 2025-06-30 Yancheng Wang , Wei Guo , Chuan Huang , Guanying Chen , Ye Zhang , Shuguang Cui

The smart grid vision entails advanced information technology and data analytics to enhance the efficiency, sustainability, and economics of the power grid infrastructure. Aligned to this end, modern statistical learning tools are leveraged…

Machine Learning · Statistics 2015-06-17 Vassilis Kekatos , Yu Zhang , Georgios B. Giannakis

An effective distribution electricity market (DEM) is required to manage the rapidly growing small-scale distributed energy resources (DERs) in distribution systems (DSs). This paper proposes a day-ahead DEM clearing and pricing mechanism…

Systems and Control · Electrical Eng. & Systems 2021-10-15 Zongzheng Zhao , Yixin Liu , Li Guo , Linquan Bai , Chengshan Wang

Data quality of Phasor Measurement Unit (PMU) is receiving increasing attention as it has been identified as one of the limiting factors that affect many wide-area measurement system (WAMS) based applications. In general, existing PMU…

Systems and Control · Computer Science 2017-05-12 Xinan Wang , Di Shi , Zhiwei Wang , Chunlei Xu , Qibing Zhang , Xiaohu Zhang , Zhe Yu

Performance monitoring of machine learning (ML)-based risk prediction models in healthcare is complicated by the issue of confounding medical interventions (CMI): when an algorithm predicts a patient to be at high risk for an adverse event,…

Machine Learning · Statistics 2023-04-17 Jean Feng , Alexej Gossmann , Gene Pennello , Nicholas Petrick , Berkman Sahiner , Romain Pirracchio

Power converters are present in increasing numbers in the electric power grid. They are a major source of harmonic currents and voltages, which can reduce power quality and trip protection devices. The frequency coupling matrix (FCM) is a…

Systems and Control · Computer Science 2020-12-14 Antoine Lesage-Landry , Siyu Chen , Joshua A. Taylor

Due to the high complexity and technical requirements of industrial production processes, surface defects will inevitably appear, which seriously affects the quality of products. Although existing lightweight detection networks are highly…

Computer Vision and Pattern Recognition · Computer Science 2024-08-27 Xuyi Yu

A robust model predictive control scheme for a class of constrained norm-bounded uncertain discrete-time linear systems is developed under the hypothesis that only partial state measurements are available for feedback. Off-line calculations…

Systems and Control · Computer Science 2018-07-23 Giuseppe Franzè , Massimiliano Mattei , Luciano Ollio , Valerio Scordamaglia

We analyze the Accelerated Noisy Power Method, an algorithm for Principal Component Analysis in the setting where only inexact matrix-vector products are available, which can arise for instance in decentralized PCA. While previous works…

Machine Learning · Statistics 2026-02-04 Pierre Aguié , Mathieu Even , Laurent Massoulié

An analytic approximation for the critical clearing time (CCT) metric is derived from direct methods for power system stability. The formula has been designed to incorporate as many features of transient stability analysis as possible such…

Optimization and Control · Mathematics 2015-05-21 Lewis Roberts , Alan Champneys , Keith Bell , Mario di Bernardo

In this paper, we employ a bi-level control system to react to disturbances and balance power mismatch by coordinating distributed energy resources (DERs) under packetized energy management. Packetized energy management (PEM) is a novel…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Mahraz Amini , Adil Khurram , Andrew Klem , Mads Almassalkhi , Paul D. H. Hines

As distributed energy resources (DERs) proliferate, future power system will need new market platforms enabling prosumers to trade various electricity and grid-support products. However, prosumers often exhibit complex, product…

Systems and Control · Electrical Eng. & Systems 2026-03-12 Shobhit Singhal , Lesia Mitridati

A fast distributed approach is developed for the market clearing with large-scale demand response in electric power networks. In addition to conventional supply bids, demand offers from aggregators serving large numbers of residential smart…

Optimization and Control · Mathematics 2013-10-04 Yu Zhang , Nikolaos Gatsis , Georgios B. Giannakis

Detecting abrupt changes in real-time data streams from scientific simulations presents a challenging task, demanding the deployment of accurate and efficient algorithms. Identifying change points in live data stream involves continuous…

To provide robustness of distributed model predictive control (DMPC), this work proposes a robust DMPC formulation for discrete-time linear systems subject to unknown-but-bounded disturbances. Taking advantage of the structure of certain…

Systems and Control · Electrical Eng. & Systems 2021-03-10 Ye Wang , Chris Manzie

Connected vehicle (CV) systems are cognizant of potential cyber attacks because of increasing connectivity between its different components such as vehicles, roadside infrastructure, and traffic management centers. However, it is a…

Cryptography and Security · Computer Science 2020-03-10 Gurcan Comert , Mizanur Rahman , Mhafuzul Islam , Mashrur Chowdhury

Distributed control increases system scalability, flexibility, and redundancy. Foundational to such decentralisation is consensus formation, by which decision-making and coordination are achieved. However, decentralised multi-agent systems…

Multiagent Systems · Computer Science 2024-03-11 Agathe Bouis , Christopher Lowe , Ruaridh A. Clark , Malcolm Macdonald

Statistical analysis of network data has attracted considerable attention in recent years, due to the rapid advancement of well-trained network models and the accessibility of large public network datasets. In this article, we propose a…

Methodology · Statistics 2026-04-22 Yong He , Kangxiang Qin , Haoran Tang
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