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Accurate probabilistic prediction of wind power is crucial for maintaining grid stability and facilitating the efficient integration of renewable energy sources. Gaussian process (GP) models offer a principled framework for quantifying…

Applications · Statistics 2025-11-11 Domniki Ladopoulou , Dat Minh Hong , Petros Dellaportas

Renewable energy sources provide a constantly increasing contribution to the total energy production worldwide. However, the power generation from these sources is highly variable due to their dependence on meteorological conditions.…

Applications · Statistics 2019-03-05 Thordis Thorarinsdottir , Anders Løland , Alex Lenkoski

Aggregated stochastic characteristics of geographically distributed wind generation will provide valuable information for secured and economical system operation in electricity markets. This paper focuses on the uncertainty set prediction…

Systems and Control · Electrical Eng. & Systems 2021-10-08 Xiaopeng Li , Jiang Wu , Zhanbo Xu , Kun Liu , Jun Yu , Xiaohong Guan

The share of wind energy in total installed power capacity has grown rapidly in recent years around the world. Producing accurate and reliable forecasts of wind power production, together with a quantification of the uncertainty, is…

Applications · Statistics 2017-04-26 Amanda Lenzi , Ingelin Steinsland , Pierre Pinson

This work proposes a method of wind farm scenario generation to support real-time optimization tools and presents key findings therein. This work draws upon work from the literature and presents an efficient and scalable method for…

Applications · Statistics 2021-06-18 Trevor Werho , Junshan Zhang , Vijay Vittal , Yonghong Chen , Anupam Thatte , Long Zhao

In power system operation, characterizing the stochastic nature of wind power is an important albeit challenging issue. It is well known that distributions of wind power forecast errors often exhibit significant variability with respect to…

Data Analysis, Statistics and Probability · Physics 2017-12-05 Zhiwen Wang , Chen Shen , Feng Liu

We introduce a Gaussian process-based model for handling of non-stationarity. The warping is achieved non-parametrically, through imposing a prior on the relative change of distance between subsequent observation inputs. The model allows…

Machine Learning · Statistics 2019-12-06 David Tolpin

We propose a novel Bayesian approach to modelling nonlinear alignments of time series based on latent shared information. We apply the method to the real-world problem of finding common structure in the sensor data of wind turbines…

Machine Learning · Statistics 2018-05-24 Markus Kaiser , Clemens Otte , Thomas Runkler , Carl Henrik Ek

We consider multi-task regression models where the observations are assumed to be a linear combination of several latent node functions and weight functions, which are both drawn from Gaussian process priors. Driven by the problem of…

Machine Learning · Statistics 2018-12-05 Astrid Dahl , Edwin V. Bonilla

Accurate wind pattern modelling is crucial for various applications, including renewable energy, agriculture, and climate adaptation. In this paper, we introduce the wrapped Gaussian spatial process (WGSP), as well as the projected Gaussian…

Applications · Statistics 2023-11-13 Jacobus S. Blom , Priyanka Nagar , Andriette Bekker

Understanding and predicting environmental phenomena often requires the construction of spatio-temporal statistical models, which are typically Gaussian processes. A common assumption made on Gaussian processes is that of covariance…

Methodology · Statistics 2023-03-17 Quan Vu , Andrew Zammit-Mangion , Stephen J. Chuter

We propose a fully probabilistic prediction model for spatially aggregated solar photovoltaic (PV) power production at an hourly time scale with lead times up to several days using weather forecasts from numerical weather prediction systems…

Applications · Statistics 2019-03-05 Thordis Thorarinsdottir , Anders Løland , Alex Lenkoski

Generative modeling of spatio-temporal fields is crucial for a variety of applications, including stochastic weather generators and climate-model surrogates. However, many such fields exhibit complex dependence structures that vary across…

Methodology · Statistics 2026-05-06 Carrie J. Lei-Cramer , Jian Cao , Matthias Katzfuss

The Gaussian process (GP) is a nonparametric prior distribution over functions indexed by time, space, or other high-dimensional index set. The GP is a flexible model yet its limitation is given by its very nature: it can only model…

Machine Learning · Statistics 2019-07-15 Gonzalo Rios , Felipe Tobar

The integration of renewable energy sources (RES) into power grids presents significant challenges due to their intrinsic stochasticity and uncertainty, necessitating the development of new techniques for reliable and efficient forecasting.…

Machine Learning · Statistics 2024-09-13 Hanyu Zhang , Reza Zandehshahvar , Mathieu Tanneau , Pascal Van Hentenryck

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

Methodology · Statistics 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

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

This paper is concerned with a nonparametric regression problem in which the input variables and the errors are autocorrelated in time. The motivation for the research stems from modeling wind power curves. Using existing model selection…

Applications · Statistics 2024-09-13 Abhinav Prakash , Rui Tuo , Yu Ding

In this paper we investigate a link between state- space models and Gaussian Processes (GP) for time series modeling and forecasting. In particular, several widely used state- space models are transformed into continuous time form and…

Machine Learning · Statistics 2016-10-27 Alexander Grigorievskiy , Juha Karhunen

Differential equations are important mechanistic models that are integral to many scientific and engineering applications. With the abundance of available data there has been a growing interest in data-driven physics-informed models.…

Machine Learning · Computer Science 2025-02-04 Oliver Hamelijnck , Arno Solin , Theodoros Damoulas
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