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In the context of the rising share of new energy generation, accurately generating new energy output scenarios is crucial for day-ahead power system scheduling. Deep learning-based scenario generation methods can address this need, but…

Machine Learning · Computer Science 2025-05-20 Changgang Wang , Wei Liu , Yu Cao , Dong Liang , Yang Li , Jingshan Mo

Stochastic generators are useful for estimating climate impacts on various sectors. Projecting climate risk in various sectors, e.g. energy systems, requires generators that are accurate (statistical resemblance to ground-truth), reliable…

Machine Learning · Computer Science 2024-10-22 Emmanuel Balogun , Ram Rajagopal , Arun Majumdar

In this work we consider the task of constructing prediction intervals in an inductive batch setting. We present a discriminative learning framework which optimizes the expected error rate under a budget constraint on the interval sizes.…

Machine Learning · Computer Science 2018-02-28 Nir Rosenfeld , Yishay Mansour , Elad Yom-Tov

Scenario generation is an important step in the operation and planning of power systems with high renewable penetrations. In this work, we proposed a data-driven approach for scenario generation using generative adversarial networks, which…

Machine Learning · Computer Science 2018-02-06 Yize Chen , Yishen Wang , Daniel Kirschen , Baosen Zhang

Although deep learning has achieved impressive advances in transient stability assessment of power systems, the insufficient and imbalanced samples still trap the training effect of the data-driven methods. This paper proposes a…

Machine Learning · Computer Science 2021-12-17 Gengshi Han , Shunyu Liu , Kaixuan Chen , Na Yu , Zunlei Feng , Mingli Song

The recent decade has seen an enormous rise in the popularity of deep learning and neural networks. These algorithms have broken many previous records and achieved remarkable results. Their outstanding performance has significantly sped up…

Point processes offer a versatile framework for sequential event modeling. However, the computational challenges and constrained representational power of the existing point process models have impeded their potential for wider…

Machine Learning · Statistics 2025-01-22 Zheng Dong , Zekai Fan , Shixiang Zhu

The finance industry is producing an increasing amount of datasets that investment professionals can consider to be influential on the price of financial assets. These datasets were initially mainly limited to exchange data, namely price,…

Computational Finance · Quantitative Finance 2024-05-16 Matteo Rizzato , Julien Wallart , Christophe Geissler , Nicolas Morizet , Noureddine Boumlaik

This work proposes the continuous conditional generative adversarial network (CcGAN), the first generative model for image generation conditional on continuous, scalar conditions (termed regression labels). Existing conditional GANs (cGANs)…

Computer Vision and Pattern Recognition · Computer Science 2023-10-31 Xin Ding , Yongwei Wang , Zuheng Xu , William J. Welch , Z. Jane Wang

This paper proposes a method for generating typical scenarios based on system-level macroscopic characteristics of power system and considering its stability properties. First, considering uncertainties such as renewable energy generation…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Tao Li , Chen Shen

This work presents a new methodology to obtain probabilistic interval predictions of a dynamical system. The proposed strategy uses stored past system measurements to estimate the future evolution of the system. The method relies on the use…

Systems and Control · Electrical Eng. & Systems 2021-12-21 A. Daniel Carnerero , Daniel R. Ramirez , Teodoro Alamo

To enable the transition from fossil fuels towards renewable energy, the low-voltage grid needs to be reinforced at a faster pace and on a larger scale than was historically the case. To efficiently plan reinforcements, one needs to…

Applications · Statistics 2024-11-11 J. Soenen , A. Yurtman , T. Becker , K. Vanthournout , H. Blockeel

Prediction intervals are a machine- and human-interpretable way to represent predictive uncertainty in a regression analysis. In this paper, we present a method for generating prediction intervals along with point estimates from an ensemble…

Machine Learning · Statistics 2020-07-21 Tárik S. Salem , Helge Langseth , Heri Ramampiaro

This paper introduces a multi-timescale stochastic programming framework designed to address decision-making challenges in power systems, particularly those with high renewable energy penetration. The framework models interactions across…

Optimization and Control · Mathematics 2025-08-13 Yihang Zhang , Suvrajeet Sen

For discrete-valued time series, predictive inference cannot be implemented through the construction of prediction intervals to some predetermined coverage level, as this is the case for real-valued time series. To address this problem, we…

Methodology · Statistics 2025-07-23 Maxime Faymonville , Carsten Jentsch , Efstathios Paparoditis

One of the limiting factors in training data-driven, rare-event prediction algorithms is the scarcity of the events of interest resulting in an extreme imbalance in the data. There have been many methods introduced in the literature for…

Machine Learning · Computer Science 2021-05-18 Yang Chen , Dustin J. Kempton , Azim Ahmadzadeh , Rafal A. Angryk

Conventional predictive Artificial Neural Networks (ANNs) commonly employ deterministic weight matrices; therefore, their prediction is a point estimate. Such a deterministic nature in ANNs causes the limitations of using ANNs for medical…

Machine Learning · Computer Science 2020-07-02 Minhyeok Lee , Junhee Seok

Scenario generation is an effective data-driven method for solving chance-constrained optimization while ensuring desired risk guarantees with a finite number of samples. Crucial challenges in deploying this technique in the real world…

Optimization and Control · Mathematics 2024-01-04 Qian Zhang , Apurv Shukla , Le Xie

Multivariate time series prediction has attracted a lot of attention because of its wide applications such as intelligence transportation, AIOps. Generative models have achieved impressive results in time series modeling because they can…

Machine Learning · Computer Science 2021-06-21 Tijin Yan , Hongwei Zhang , Tong Zhou , Yufeng Zhan , Yuanqing Xia

Distribution system state estimation (DSSE), which provides critical information for system monitoring and control, is being challenged by multiple sources of uncertainties such as random meter errors, stochastic power output of distributed…

Systems and Control · Electrical Eng. & Systems 2020-02-26 Ying Zhang , Jianhui Wang , Zhengshuo Li