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We consider a sequential decision making process, such as renewable energy trading or electrical production scheduling, whose outcome depends on the future realization of a random factor, such as a meteorological variable. We assume that…

Trading and Market Microstructure · Quantitative Finance 2021-07-01 Peter Tankov , Laura Tinsi

Buildings are essential components of power grids, and their energy performance directly affects overall power system operation. This paper presents a novel stochastic optimization framework for building energy management systems, aiming to…

Systems and Control · Electrical Eng. & Systems 2025-03-12 Hossein Nourollahi Hokmabad , Tala Hemmati Shahsavar , Pedro P. Vergara , Oleksandr Husev , Juri Belikov

Significant research contributions and Directives approach the issue of the insertion of renewable-based energy systems on urban territory in order to face with the growing energy needs of citizens. The introduction of such systems gives…

Physics and Society · Physics 2018-08-01 Alberto Fichera , Alessandro Pluchino , Rosaria Volpe

Predictive linear and nonlinear models based on kernel machines or deep neural networks have been used to discover dependencies among time series. This paper proposes an efficient nonlinear modeling approach for multiple time series, with a…

Machine Learning · Computer Science 2023-10-02 Kevin Roy , Luis Miguel Lopez-Ramos , Baltasar Beferull-Lozano

Dynamical systems describe how a physical system evolves over time. Physical processes can evolve faster or slower in different environmental conditions. We use time-warping as rescaling the time in a model of a physical system. This thesis…

Machine Learning · Computer Science 2026-05-12 Jonathon Hirschi

In model-based reinforcement learning, generative and temporal models of environments can be leveraged to boost agent performance, either by tuning the agent's representations during training or via use as part of an explicit planning…

Accurate power forecasting from renewable energy sources (RES) is crucial for integrating additional RES capacity into the power system and realizing sustainability goals. This work emphasizes the importance of integrating decentralized…

Machine Learning · Computer Science 2025-01-23 Carla Goncalves , Ricardo J. Bessa , Tiago Teixeira , Joao Vinagre

Intermittency is a common and challenging problem in demand forecasting. We introduce a new, unified framework for building intermittent demand forecasting models, which incorporates and allows to generalize existing methods in several…

Machine Learning · Computer Science 2020-10-06 Ali Caner Turkmen , Tim Januschowski , Yuyang Wang , Ali Taylan Cemgil

Controllable scene generation could reduce the cost of diverse data collection substantially for autonomous driving. Prior works formulate the traffic layout generation as predictive progress, either by denoising entire sequences at once or…

Computer Vision and Pattern Recognition · Computer Science 2025-04-15 Yunsong Zhou , Naisheng Ye , William Ljungbergh , Tianyu Li , Jiazhi Yang , Zetong Yang , Hongzi Zhu , Christoffer Petersson , Hongyang Li

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

In this article we focus on dynamic network data which describe interactions among a fixed population through time. We model this data using the latent space framework, in which the probability of a connection forming is expressed as a…

Methodology · Statistics 2021-12-21 Kathryn Turnbull , Christopher Nemeth , Matthew Nunes , Tyler McCormick

We propose a procedure to generate dynamical networks with bursty, possibly repetitive and correlated temporal behaviors. Regarding any weighted directed graph as being composed of the accumulation of paths between its nodes, our…

Physics and Society · Physics 2013-04-10 Alain Barrat , Bastien Fernandez , Kevin K Lin , Lai-Sang Young

We consider the general problem of modeling temporal data with long-range dependencies, wherein new observations are fully or partially predictable based on temporally-distant, past observations. A sufficiently powerful temporal model…

Renewable-energy-based grids development needs new methods to maintain the balance between the load and generation using the efficient energy storages models. Most of the available energy storages models do not take into account such…

Signal Processing · Electrical Eng. & Systems 2019-06-10 Denis Sidorov , Qing Tao , Ildar Muftahov , Aleksei Zhukov , Dmitriy Karamov , Aliona Dreglea , Fang Liu

Extreme weather events have an enormous impact on society and are expected to become more frequent and severe with climate change. In this context, resilience planning becomes crucial for risk mitigation and coping with these extreme…

Models of narrative schema knowledge have proven useful for a range of event-related tasks, but they typically do not capture the temporal relationships between events. We propose a single model that addresses both temporal ordering,…

Computation and Language · Computer Science 2021-07-02 Shih-Ting Lin , Nathanael Chambers , Greg Durrett

In general, many dynamic processes are involved with interacting variables, from physical systems to sociological analysis. The interplay of components in the system can give rise to confounding dynamic behavior. Many approaches model…

Artificial Intelligence · Computer Science 2021-06-02 Qianyu Feng , Bang Zhang , Yi Yang

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

Temporal energy distribution strongly affects nonlinear structural response and cumulative damage. We propose a multi-conditional diffusion framework for ground motion synthesis that simultaneously matches temporal energy evolution and…

Geophysics · Physics 2026-02-10 Yi Ding , Su Chen , Jinjun Hu , Xiaohu Hu , Qingxu Zhao , Xiaojun Li

As global energy systems transit to clean energy, accurate renewable generation and renewable demand forecasting is imperative for effective grid management. Foundation Models (FMs) can help improve forecasting of renewable generation and…

Systems and Control · Electrical Eng. & Systems 2025-08-01 Md Meftahul Ferdaus , Tanmoy Dam , Md Rasel Sarkar , Moslem Uddin , Sreenatha G. Anavatti