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The increasing frequency of extreme weather events due to global climate change urges accurate weather prediction. Recently, great advances have been made by the \textbf{end-to-end methods}, thanks to deep learning techniques, but they face…
The partitioned approach for the numerical integration of power system differential algebraic equations faces inherent numerical stability challenges due to delays between the computation of state and algebraic variables. Such delays can…
New methods are proposed for adjusting probabilistic forecasts to ensure coherence with the aggregation constraints inherent in temporal hierarchies. The different approaches nested within this framework include methods that exploit…
Deep neural networks have shown great success in many diverse fields. The training of these networks can take significant amounts of time, compute and energy. As datasets get larger and models become more complex, the exploration of model…
To address the environmental concern and improve the economic efficiency, the wind power is rapidly integrated into smart grids. However, the inherent uncertainty of wind energy raises operational challenges. To ensure the cost-efficient,…
This paper investigates the integration of machine learning forecasts of intervention durations into a stochastic variant of the Capacitated Vehicle Routing Problem with Time Windows (CVRPTW). In particular, we exploit tree-based gradient…
Using solar power in the process industry can reduce greenhouse gas emissions and make the production process more sustainable. However, the intermittent nature of solar power renders its usage challenging. Building a model to predict…
Forecast reconciliation is a post-forecasting process that involves transforming a set of incoherent forecasts into coherent forecasts which satisfy a given set of linear constraints for a multivariate time series. In this paper we extend…
In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…
Load forecasting plays a critical role in the operation and planning of power systems. By using input features such as historical loads and weather forecasts, system operators and utilities build forecast models to guide decision making in…
Some applications of deep learning require not only to provide accurate results but also to quantify the amount of confidence in their prediction. The management of an electric power grid is one of these cases: to avoid risky scenarios,…
Outage scheduling aims at defining, over a horizon of several months to years, when different components needing maintenance should be taken out of operation. Its objective is to minimize operation-cost expectation while satisfying…
In many prediction problems, we have extra information during training (for example, measurements that are expensive or slow to collect) that will not be available when the model is deployed. A common strategy is to first train a model that…
To mitigate the uncertainty of variable renewable resources, two off-the-shelf machine learning tools are deployed to forecast the solar power output of a solar photovoltaic system. The support vector machines generate the forecasts and the…
A major challenge in training large-scale machine learning models is configuring the training process to maximize model performance, i.e., finding the best training setup from a vast design space. In this work, we unlock a gradient-based…
Uncertainty analysis in the form of probabilistic forecasting can provide significant improvements in decision-making processes in the smart power grid for better integrating renewable energies such as wind. Whereas point forecasting…
Forecast combination is widely recognized as a preferred strategy over forecast selection due to its ability to mitigate the uncertainty associated with identifying a single "best" forecast. Nonetheless, sophisticated combinations are often…
We study inverse optimization (IO), where the goal is to use a parametric optimization program as the hypothesis class to infer relationships between input-decision pairs. Most of the literature focuses on learning only the objective…
Electricity price forecasting is a critical tool for the efficient operation of power systems and for supporting informed decision-making by market participants. This paper explores a novel methodology aimed at improving the accuracy of…
We consider online convex optimization with time-varying stage costs and additional switching costs. Since the switching costs introduce coupling across all stages, multi-step-ahead (long-term) predictions are incorporated to improve the…