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This article introduces a nonlinear generalized matrix factor model (GMFM) that allows for mixed-type variables, extending the scope of linear matrix factor models (LMFM) that are so far limited to handling continuous variables. We…

Methodology · Statistics 2024-09-17 Xinbing Kong , Tong Zhang

Electricity generation and demand time series often are only available on a national scale. In this contribution, we derive regionalization factors to allocate publicly available national generation and demand time series for Germany to the…

Physics and Society · Physics 2023-04-07 Madeleine Sundblad , Tim Fürmann , Anke Weidlich , Mirko Schäfer

The share of wind energy in total installed power capacity has grown rapidly in recent years around the world. Producing accurate and reliable forecasts of wind power production, together with a quantification of the uncertainty, is…

Applications · Statistics 2017-04-26 Amanda Lenzi , Ingelin Steinsland , Pierre Pinson

In this paper, we propose a novel scenario forecasts approach which can be applied to a broad range of power system operations (e.g., wind, solar, load) over various forecasts horizons and prediction intervals. This approach is model-free…

Optimization and Control · Mathematics 2018-03-21 Yize Chen , Xiyu Wang , Baosen Zhang

Financial scenario simulation is essential for risk management and portfolio optimization, yet it remains challenging especially in high-dimensional and small data settings common in finance. We propose a diffusion factor model that…

Statistical Finance · Quantitative Finance 2026-01-13 Minshuo Chen , Renyuan Xu , Yumin Xu , Ruixun Zhang

We develop an efficient sampling approach for handling complex missing data patterns and a large number of missing observations in conditionally Gaussian state space models. Two important examples are dynamic factor models with unbalanced…

Econometrics · Economics 2023-02-08 Joshua C. C. Chan , Aubrey Poon , Dan Zhu

Allocation of personnel and material resources is highly sensible in the case of firefighter interventions. This allocation relies on simulations to experiment with various scenarios. The main objective of this allocation is the global…

Machine Learning · Computer Science 2025-07-30 Michael Corbeau , Emmanuelle Claeys , Mathieu Serrurier , Pascale Zaraté

A method is proposed and evaluated to model large and inconvenient phase space files used in Monte Carlo simulations by a compact Generative Adversarial Network (GAN). The GAN is trained based on a phase space dataset to create a neural…

Medical Physics · Physics 2019-10-07 David Sarrut , Nils Krah , Jean-Michel Létang

For the purpose of Monte Carlo scenario generation, we propose a graphical model for the joint distribution of wind power and electricity demand in a given region. To conform with the practice in the electric power industry, we assume that…

Applications · Statistics 2022-09-28 Rene Carmona , Xinshuo Yang

Recent studies suggest utilizing generative models instead of traditional auto-regressive algorithms for time series forecasting (TSF) tasks. These non-auto-regressive approaches involving different generative methods, including GAN,…

Machine Learning · Computer Science 2025-03-19 Jiangxuan Long , Zhao Song , Chiwun Yang

Research and education in machine learning needs diverse, representative, and open datasets that contain sufficient samples to handle the necessary training, validation, and testing tasks. Currently, the Recommender Systems area includes a…

Information Retrieval · Computer Science 2023-03-03 Jesús Bobadilla , Abraham Gutiérrez , Raciel Yera , Luis Martínez

Emotion recognition is a classic field of research with a typical setup extracting features and feeding them through a classifier for prediction. On the other hand, generative models jointly capture the distributional relationship between…

Machine Learning · Computer Science 2020-11-16 Saurabh Sahu , Rahul Gupta , Carol Espy-Wilson

Seismic wave generation creates labeled waveform datasets for source parameter inversion, subsurface analysis, and, notably, training artificial intelligence seismology models. Traditionally, seismic wave generation has been time-consuming,…

Geophysics · Physics 2025-09-23 Longfei Duan , Zicheng Zhang , Lianqing Zhou , Congying Han , Lei Bai , Tiande Guo , Cuiping Zhao

Generative adversarial networks (GANs) are frequently utilized in astronomy to construct an emulator of numerical simulations. Nevertheless, training GANs can prove to be a precarious task, as they are prone to instability and often lead to…

Instrumentation and Methods for Astrophysics · Physics 2023-11-14 Xiaosheng Zhao , Yuan-Sen Ting , Kangning Diao , Yi Mao

Soft sensing infers hard-to-measure data through a large number of easily obtainable variables. However, in complex industrial scenarios, the issue of insufficient data volume persists, which diminishes the reliability of soft sensing.…

Machine Learning · Computer Science 2025-12-23 Zesen Wang , Yonggang Li , Lijuan Lan

This paper explores the application of emerging machine learning methods from image super-resolution (SR) to the task of statistical downscaling. We specifically focus on convolutional neural network-based Generative Adversarial Networks…

Atmospheric and Oceanic Physics · Physics 2023-09-20 Nicolaas J. Annau , Alex J. Cannon , Adam H. Monahan

Recently, universal waveform generation tasks have been investigated conditioned on various out-of-distribution scenarios. Although GAN-based methods have shown their strength in fast waveform generation, they are vulnerable to…

Sound · Computer Science 2024-08-15 Sang-Hoon Lee , Ha-Yeong Choi , Seong-Whan Lee

We introduce deep switching auto-regressive factorization (DSARF), a deep generative model for spatio-temporal data with the capability to unravel recurring patterns in the data and perform robust short- and long-term predictions. Similar…

Machine Learning · Computer Science 2020-09-14 Amirreza Farnoosh , Bahar Azari , Sarah Ostadabbas

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

Wind speed prediction is critical to the management of wind power generation. Due to the large range of wind speed fluctuations and wake effect, there may also be strong correlations between long-distance wind turbines. This…

Signal Processing · Electrical Eng. & Systems 2023-11-27 Xuewei Li , Zewen Shang , Zhiqiang Liu , Jian Yu , Wei Xiong , Mei Yu