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We establish a general form of explicit, input-dependent, measure-valued warpings for learning nonstationary kernels. While stationary kernels are ubiquitous and simple to use, they struggle to adapt to functions that vary in smoothness…

Machine Learning · Computer Science 2020-10-12 Anthony Tompkins , Rafael Oliveira , Fabio Ramos

Using solar power in the process industry can reduce greenhouse gas emissions and make the production process more sustainable. However, the intermittent nature of solar power renders its usage challenging. Building a model to predict…

Systems and Control · Electrical Eng. & Systems 2022-05-17 Yu Yang , Jia Mao , Richard Nguyen , Annas Tohmeh , Hen-Geul Yeh

The increasing complexity of the power grid, due to higher penetration of distributed resources and the growing availability of interconnected, distributed metering devices re- quires novel tools for providing a unified and consistent view…

Machine Learning · Statistics 2017-05-25 Francesco Fusco , Seshu Tirupathi , Robert Gormally

We propose a graph spectrum-based Gaussian process for prediction of signals defined on nodes of the graph. The model is designed to capture various graph signal structures through a highly adaptive kernel that incorporates a flexible…

Machine Learning · Computer Science 2020-10-29 Yin-Cong Zhi , Yin Cheng Ng , Xiaowen Dong

Contemporary power grids are being challenged by rapid voltage fluctuations that are caused by large-scale deployment of renewable generation, electric vehicles, and demand response programs. In this context, monitoring the grid's operating…

Machine Learning · Computer Science 2019-09-04 Liang Zhang , Gang Wang , Georgios B. Giannakis

Modeling and estimation for spatial data are ubiquitous in real life, frequently appearing in weather forecasting, pollution detection, and agriculture. Spatial data analysis often involves processing datasets of enormous scale. In this…

Applications · Statistics 2023-11-13 Hanyang Jiang , Henry Shaowu Yuchi , Elizabeth Belding , Ellen Zegura , Yao Xie

For many survey-based spatial modelling problems, responses are observed as spatially aggregated over survey regions due to limited resources. Covariates, from weather models and satellite imageries, can be observed at many different…

Applications · Statistics 2022-04-04 Harrison Zhu , Adam Howes , Owen van Eer , Maxime Rischard , Yingzhen Li , Dino Sejdinovic , Seth Flaxman

Accurate intraday forecasts of the power output by PhotoVoltaic (PV) systems are critical to improve the operation of energy distribution grids. We describe a neural autoregressive model that aims to perform such intraday forecasts. We…

Machine Learning · Computer Science 2024-08-29 Pierrick Bruneau , David Fiorelli , Christian Braun , Daniel Koster

We develop a hierarchical Gaussian process model for forecasting and inference of functional time series data. Unlike existing methods, our approach is especially suited for sparsely or irregularly sampled curves and for curves sampled with…

Methodology · Statistics 2019-07-02 Daniel R. Kowal , David S. Matteson , David Ruppert

This paper presents a sequential randomized lowrank matrix factorization approach for incrementally predicting values of an unknown function at test points using the Gaussian Processes framework. It is well-known that in the Gaussian…

Machine Learning · Computer Science 2017-11-21 Shaunak D. Bopardikar , George S. Eskander Ekladious

In this paper, we introduce an adaptive kernel method for solving the optimal filtering problem. The computational framework that we adopt is the Bayesian filter, in which we recursively generate an optimal estimate for the state of a…

Numerical Analysis · Mathematics 2022-03-11 Zezhong Zhang , Richard Archibald , Feng Bao

Gaussian process regression is a classical kernel method for function estimation and data interpolation. In large data applications, computational costs can be reduced using low-rank or sparse approximations of the kernel. This paper…

Numerical Analysis · Mathematics 2024-10-04 Daniel Sanz-Alonso , Ruiyi Yang

Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

Statistics Theory · Mathematics 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson

In this work, we introduce a spatio-temporal kernel for Gaussian process (GP) regression-based sound field estimation. Notably, GPs have the attractive property that the sound field is a linear function of the measurements, allowing the…

Audio and Speech Processing · Electrical Eng. & Systems 2024-07-08 David Sundström , Shoichi Koyama , Andreas Jakobsson

We propose an extension of the non-homogeneous Gaussian regression (NGR) model by Gneiting et al. (2005) that yields locally calibrated probabilistic forecasts of tem- perature, based on the output of an ensemble prediction system (EPS).…

Applications · Statistics 2014-04-29 Michael Scheuerer , Luca Büermann

We consider the prediction problem of a continuous-time stochastic process on an entire time-interval in terms of its recent past. The approach we adopt is based on functional kernel nonparametric regression estimation techniques where…

Statistics Theory · Mathematics 2007-06-13 Anestis Antoniadis , Efstathios Paparoditis , Theofanis Sapatinas

Conventional state estimation routines of electrical grids are mainly reliant on dynamic models of fossil fuel-based resources. These models commonly contain differential equations describing synchronous generator models and algebraic…

Systems and Control · Electrical Eng. & Systems 2022-09-22 Muhammad Nadeem , Ahmad F. Taha

The operating point of a power system may change due to slow enough variations of the power injections. Rotating machines in the bulk system can absorb smooth changes in the dynamic states of the system. In this context, we present a novel…

Optimization and Control · Mathematics 2024-01-22 Gabriel Intriago , Holger Cevallos , Yu Zhang

Solar energy is a clean and renewable energy. Photovoltaic (PV) power is an important way to utilize solar energy. Accurate PV power forecast is crucial to the large-scale application of PV power and the stability of electricity grid. This…

Machine Learning · Computer Science 2021-07-06 Mingliang Bai , Xinyu Zhao , Zhenhua Long , Jinfu Liu , Daren Yu

Kernel-based machine learning approaches are gaining increasing interest for exploring and modeling large dataset in recent years. Gaussian process (GP) is one example of such kernel-based approaches, which can provide very good performance…

Machine Learning · Computer Science 2019-07-09 Yuxin Zhao , Feng Yin , Fredrik Gunnarsson , Fredrik Hultkrantz