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The operation and planning of large-scale power systems are becoming more challenging with the increasing penetration of stochastic renewable generation. In order to minimize the decision risks in power systems with large amount of…

Optimization and Control · Mathematics 2019-03-14 Congmei Jiang , Yize Chen , Yongfang Mao , Yi Chai , Mingbiao Yu

Forecasting in probabilistic time series is a complex endeavor that extends beyond predicting future values to also quantifying the uncertainty inherent in these predictions. Gaussian process regression stands out as a Bayesian machine…

We examine an analytic variational inference scheme for the Gaussian Process State Space Model (GPSSM) - a probabilistic model for system identification and time-series modelling. Our approach performs variational inference over both the…

Machine Learning · Statistics 2018-12-11 Alessandro Davide Ialongo , Mark van der Wilk , Carl Edward Rasmussen

The integration of physical relationships into stochastic models is of major interest e.g. in data assimilation. Here, a multivariate Gaussian random field formulation is introduced, which represents the differential relations of the…

Applications · Statistics 2018-02-14 Rüdiger Hewer , Petra Friederichs , Andreas Hense , Martin Schlather

We propose a probabilistic model for inferring the multivariate function from multiple areal data sets with various granularities. Here, the areal data are observed not at location points but at regions. Existing regression-based models can…

Physically motivated Gaussian process (GP) kernels for stellar variability, like the commonly used damped, driven simple harmonic oscillators that model stellar granulation and p-mode oscillations, quantify the instantaneous covariance…

Instrumentation and Methods for Astrophysics · Physics 2026-05-14 Jacob K. Luhn , Ryan A. Rubenzahl , Samuel Halverson , Lily L. Zhao

Real-time state estimation and forecasting is critical for efficient operation of power grids. In this paper, a physics-informed Gaussian process regression (PhI-GPR) method is presented and used for probabilistic forecasting and estimating…

Machine Learning · Statistics 2020-10-12 Tong Ma , David Alonso Barajas-Solano , Ramakrishna Tipireddy , Alexandre M. Tartakovsky

Wireless power transfer (WPT) with coupled resonators offers a promising solution for the seamless powering of electronic devices. Interactive design approaches that visualize the magnetic field and power transfer efficiency based on system…

Applied Physics · Physics 2025-10-23 Yuichi Honjo , Cedric Caremel , Ken Takaki , Yuta Noma , Yoshihiro Kawahara , Takuya Sasatani

Accurate intraday forecasts are essential for power system operations, complementing day-ahead forecasts that gradually lose relevance as new information becomes available. This paper introduces a Bayesian updating mechanism that converts…

Applications · Statistics 2026-03-17 Kutay Bölat , Peter Palensky , Simon Tindemans

This paper presents a kriging method for spatial prediction of temporal intensity functions, for situations where a temporal point process is observed at different spatial locations. Assuming that several replications of the processes are…

Methodology · Statistics 2021-07-02 Daniel Gervini

Spatio-temporal processes in environmental applications are often assumed to follow a Gaussian model, possibly after some transformation. However, heterogeneity in space and time might have a pattern that will not be accommodated by…

Applications · Statistics 2021-10-15 Thaís C. O. da Fonseca , Viviana G. R. Lobo , Alexandra M. Schmidt

Spatial-temporal Gaussian process regression is a popular method for spatial-temporal data modeling. Its state-of-art implementation is based on the state-space model realization of the spatial-temporal Gaussian process and its…

Systems and Control · Electrical Eng. & Systems 2022-09-27 Junpeng Zhang , Yue Ju , Biqiang Mu , Renxin Zhong , Tianshi Chen

In this paper, we revisit batch state estimation through the lens of Gaussian process (GP) regression. We consider continuous-discrete estimation problems wherein a trajectory is viewed as a one-dimensional GP, with time as the independent…

Robotics · Computer Science 2014-12-02 Sean Anderson , Timothy D. Barfoot , Chi Hay Tong , Simo Särkkä

This paper presents an academia-industry joint case study, which was conducted to quantify and compare multi-year changes in power production performance of multiple turbines scattered over a mid-size wind farm. This analysis is referred to…

Applications · Statistics 2021-03-22 Yu Ding , Nitesh Kumar , Abhinav Prakash , Adaiyibo E. Kio , Xin Liu , Lei Liu , Qingchang Li

Wind speed forecasting has received a lot of attention in the recent past from researchers due to its enormous benefits in the generation of wind power and distribution. The biggest challenge still remains to be accurate prediction of wind…

Applications · Statistics 2022-03-29 Dennis Cheruiyot Kiplangat , G. V. Drisya , K. Satheesh Kumar

Wind power is attracting increasing attention around the world due to its renewable, pollution-free, and other advantages. However, safely and stably integrating the high permeability intermittent power energy into electric power systems…

Machine Learning · Computer Science 2023-05-31 Yang Zhang , Lingbo Liu , Xinyu Xiong , Guanbin Li , Guoli Wang , Liang Lin

We introduce Latent Gaussian Process Regression which is a latent variable extension allowing modelling of non-stationary multi-modal processes using GPs. The approach is built on extending the input space of a regression problem with a…

Machine Learning · Statistics 2017-09-19 Erik Bodin , Neill D. F. Campbell , Carl Henrik Ek

The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…

Machine Learning · Computer Science 2021-08-02 Armin Lederer , Alejandro Jose Ordonez Conejo , Korbinian Maier , Wenxin Xiao , Jonas Umlauft , Sandra Hirche

Accurate forecasts for day-ahead photovoltaic (PV) power generation are crucial to support a high PV penetration rate in the local electricity grid and to assure stability in the grid. We use state-of-the-art tree-based machine learning…

Machine Learning · Computer Science 2023-12-04 Nick Berlanger , Noah van Ophoven , Tim Verdonck , Ines Wilms

This article shortly introduces Gaussian processes (GP) as a new approach for modelling time series in the field of blazar physics. In the second part of the paper, recent results from an application of GP modelling to the multi-wavelength…

High Energy Astrophysical Phenomena · Physics 2017-03-08 V. Karamanavis
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