Related papers: Wind Power Scenario Generation based on the Genera…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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,…
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…
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…
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,…
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…
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.…
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…
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…
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…
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…
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…