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In this work we study the non-parametric reconstruction of spatio-temporal dynamical Gaussian processes (GPs) via GP regression from sparse and noisy data. GPs have been mainly applied to spatial regression where they represent one of the…

Machine Learning · Computer Science 2020-10-06 Marco Todescato , Andrea Carron , Ruggero Carli , Gianluigi Pillonetto , Luca Schenato

With the expansion of renewables in the electricity mix, power grid variability will increase, hence a need to robustify the system to guarantee its security. Therefore, Transport System Operators (TSOs) must conduct analyses to simulate…

Machine Learning · Computer Science 2023-09-28 Nathan Weill , Jonathan Dumas

Deep generative models are increasingly used to gain insights in the geospatial data domain, e.g., for climate data. However, most existing approaches work with temporal snapshots or assume 1D time-series; few are able to capture…

Computer Vision and Pattern Recognition · Computer Science 2021-04-27 Konstantin Klemmer , Sudipan Saha , Matthias Kahl , Tianlin Xu , Xiao Xiang Zhu

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

The growth of wind generation capacities in the past decades has shown that wind energy can contribute to the energy transition in many parts of the world. Being highly variable and complex to model, the quantification of the…

Signal Processing · Electrical Eng. & Systems 2022-07-19 Federico Amato , Fabian Guignard , Alina Walch , Nahid Mohajeri , Jean-Louis Scartezzini , Mikhail Kanevski

Integrating wind power into the grid is challenging because of its random nature. Integration is facilitated with accurate short-term forecasts of wind power. The paper presents a spatio-temporal wind speed forecasting algorithm that…

Systems and Control · Computer Science 2015-03-05 Borhan M. Sanandaji , Akin Tascikaraoglu , Kameshwar Poolla , Pravin Varaiya

Accurate short-term wind speed forecasting is needed for the rapid development and efficient operation of wind energy resources. This is, however, a very challenging problem. Although on the large scale, the wind speed is related to…

Applications · Statistics 2014-12-08 Xinxin Zhu , Kenneth P. Bowman , Marc G. Genton

Non-stationary time series with non-linear trends are frequently encountered in applications. We consider here the feasibility of accurately forecasting the signals of multiple such time series considering jointly when the number of…

Methodology · Statistics 2016-08-05 Kerry Fendick

Monitoring daily weather fields is critical for climate science, agriculture, and environmental planning, yet fully probabilistic spatio-temporal models become computationally prohibitive at continental scale. We present a case study on…

Applications · Statistics 2026-02-12 Tim Gyger , Reinhard Furrer , Fabio Sigrist

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

Quantifying the uncertainty of wind energy potential from climate models is a very time-consuming task and requires a considerable amount of computational resources. A statistical model trained on a small set of runs can act as a stochastic…

Applications · Statistics 2017-11-13 Jaehong Jeong , Yuan Yan , Stefano Castruccio , Marc G. Genton

We introduce a Bayesian Gaussian process latent variable model that explicitly captures spatial correlations in data using a parameterized spatial kernel and leveraging structure-exploiting algebra on the model covariance matrices for…

Machine Learning · Statistics 2018-05-23 Steven Atkinson , Nicholas Zabaras

In simulation-based engineering design with time-consuming simulators, Gaussian process (GP) models are widely used as fast emulators to speed up the design optimization process. In its most commonly used form, the input of GP is a simple…

Machine Learning · Computer Science 2024-07-24 Xi Chen , Yashika Sharma , Hao Helen Zhang , Xin Hao , Qiang Zhou

Accurate production forecasts are essential to continue facilitating the integration of renewable energy sources into the power grid. This paper illustrates how to obtain probabilistic day-ahead forecasts of wind power generation via…

Machine Learning · Computer Science 2026-02-16 Max Bruninx , Diederik van Binsbergen , Timothy Verstraeten , Ann Nowé , Jan Helsen

Automatic forecasting is the task of receiving a time series and returning a forecast for the next time steps without any human intervention. Gaussian Processes (GPs) are a powerful tool for modeling time series, but so far there are no…

Machine Learning · Statistics 2023-04-27 Giorgio Corani , Alessio Benavoli , Marco Zaffalon

Probabilistic forecasting of power consumption in a middle-term horizon (months to a year) is a main challenge in the energy sector. It plays a key role in planning future generation plants and transmission grid. We propose a new model that…

Statistical Finance · Quantitative Finance 2020-10-20 Roberto Baviera , Giuseppe Messuti

The majority of real-world processes are spatiotemporal, and the data generated by them exhibits both spatial and temporal evolution. Weather is one of the most essential processes in this domain, and weather forecasting has become a…

Machine Learning · Computer Science 2024-09-24 Shakir Showkat Sofi , Ivan Oseledets

Accurately estimating latent velocity vector fields of atmospheric winds is crucial for understanding weather phenomena. Direct measurement of atmospheric winds is costly, especially in the upper atmosphere, so researchers attempt to…

Applications · Statistics 2025-06-12 Youssef Fahmy , Maria Laura Battagliola , Joseph Guinness

Estimating causal effects in quasi-experiments with spatio-temporal panel data often requires adjusting for unmeasured confounding that varies across space and time. Gaussian Processes (GPs) offer a flexible, nonparametric modeling approach…

Methodology · Statistics 2025-07-08 Sofia L. Vega , Rachel C. Nethery

In recent years, wake steering has been established as a promising method to increase the energy yield of a wind farm. Current practice in estimating the benefit of wake steering on the annual energy production (AEP) consists of evaluating…