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We present an empirical analysis of the microstructure of financial markets and, in particular, of the static and dynamic properties of liquidity. We find that on relatively large time scales (15 minutes) large price fluctuations are…

Trading and Market Microstructure · Quantitative Finance 2015-12-09 Francesco Corradi , Andrea Zaccaria , Luciano Pietronero

Extreme weather events stemming from climate change can cause significant damage and disruption to power systems. Failure to mitigate and adapt to climate change and its cascading effects can lead to short and long term issues. The profound…

Applied Physics · Physics 2022-09-22 Rouzbeh Shirvani , Tarannom Parhizkar

Three aspects of time series are uncertainty (dispersion at a given time scale), scaling (time-scale dependence), and intermittency (inclination to change dynamics). Simple measures of dispersion are the mean absolute deviation and the…

Probability · Mathematics 2007-05-23 David R. Bickel

Power system robustness against high impact low probability events is becoming a major concern. To depict distinct phases of a system response during these disturbances, an irregular polygon model is derived from the conventional trapezoid…

Systems and Control · Electrical Eng. & Systems 2022-07-11 Giritharan Vijay Iswaran , Ramin Vakili , Mojdeh Khorsand

Service reliability is one of the key challenges that cloud providers have to deal with. In cloud systems, unplanned service failures may cause severe cascading impacts on their dependent services, deteriorating customer satisfaction.…

Software Engineering · Computer Science 2022-04-26 Tianyi Yang , Jiacheng Shen , Yuxin Su , Xiao Ling , Yongqiang Yang , Michael R. Lyu

A promising approach toward efficient energy management is non-intrusive load monitoring (NILM), that is to extract the consumption profiles of appliances within a residence by analyzing the aggregated consumption signal. Among efficient…

Systems and Control · Electrical Eng. & Systems 2021-01-19 Elnaz Azizi , Mohammad T H Beheshti , Sadegh Bolouki

Extreme Edge Computing (XEC) distributes streaming workloads across consumer-owned devices, exploiting their proximity to users and ubiquitous availability. Many such workloads are AI-driven, requiring continuous neural network inference…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-02-19 MHD Saria Allahham , Hossam S. Hassanein

Simulating potential cascading failures can be useful for avoiding or mitigating such events. Currently, existing steady-state analysis tools are ill-suited for simulating cascading outages as they do not model frequency dependencies, they…

Signal Processing · Electrical Eng. & Systems 2019-11-25 Amritanshu Pandey , Aayushya Agarwal , Marko Jereminov , Martin R. Wagner , David M. Bromberg , Larry Pileggi

This paper considers control systems with failures in the feedback channel, that occasionally lead to loss of the control input signal. A useful approach for modeling such failures is to consider window-based constraints on possible loss…

Systems and Control · Electrical Eng. & Systems 2025-02-10 Marc Seidel , Simon Lang , Frank Allgöwer

A major outage in the electricity distribution system may affect the operation of water and natural gas supply systems, leading to an interruption of multiple services to critical customers. Therefore, enhancing resilience of critical…

Systems and Control · Electrical Eng. & Systems 2022-02-18 Jiaxu Li , Yin Xu , Ying Wang , Meng Li , Jinghan He , Chen-Ching Liu , Kevin P. Schneider

Interconnected systems such as power systems and chemical processes are often required to satisfy safety properties in the presence of faults and attacks. Verifying safety of these systems, however, is computationally challenging due to…

Systems and Control · Electrical Eng. & Systems 2024-02-15 Luyao Niu , Abdullah Al Maruf , Andrew Clark , J. Sukarno Mertoguno , Radha Poovendran

Climate change has led to an increase in the frequency and severity of extreme weather events, posing significant challenges for power distribution systems. In response, this work presents a planning approach in order to enhance the…

Systems and Control · Electrical Eng. & Systems 2024-10-01 Ahmad Bin Afzal , Nabil Mohammed , Shehab Ahmed , Charalambos Konstantinou

Classical measures of structural reliability, such as the probability of failure and the related reliability index, are still widely applied in practice. However, these measures are frequency-based only, and they do not give information…

Methodology · Statistics 2025-08-19 Moussa Leblouba , Samer Barakat , Raghad Awad

Natural disasters such as hurricanes, wildfires, and winter storms have induced large-scale power outages in the U.S., resulting in tremendous economic and societal impacts. Accurately predicting power outage recovery and impact is key to…

Machine Learning · Computer Science 2025-11-17 Chenghao Duan , Chuanyi Ji

Accurate prediction of electric load is crucial in power grid planning and management. In this paper, we solve the electric load forecasting problem under extreme events such as scorching heats. One challenge for accurate forecasting is the…

Machine Learning · Computer Science 2023-06-16 Hengbo Liu , Ziqing Ma , Linxiao Yang , Tian Zhou , Rui Xia , Yi Wang , Qingsong Wen , Liang Sun

Time-limited states characterise many dynamical processes on networks: disease infected individuals recover after some time, people forget news spreading on social networks, or passengers may not wait forever for a connection. These…

Physics and Society · Physics 2023-06-13 Arash Badie-Modiri , Márton Karsai , Mikko Kivelä

Assessing small-signal stability of power systems composed of thousands of interacting generators is a computationally challenging task. To reduce the computational burden, this paper introduces a novel condition to assess and certify…

Systems and Control · Electrical Eng. & Systems 2021-03-30 Amin Gholami , Xu Andy Sun

We investigate stability analysis and controller design of unknown continuous-time systems under state-feedback with aperiodic sampling, using only noisy data but no model knowledge. We first derive a novel data-dependent parametrization of…

Optimization and Control · Mathematics 2022-08-26 Julian Berberich , Stefan Wildhagen , Michael Hertneck , Frank Allgöwer

Online monitoring is an effective validation approach for hybrid systems, that, at runtime, checks whether the (partial) signals of a system satisfy a specification in, e.g., Signal Temporal Logic (STL). The classic STL monitoring is…

Systems and Control · Electrical Eng. & Systems 2023-05-30 Zhenya Zhang , Jie An , Paolo Arcaini , Ichiro Hasuo

This paper provides an in-depth analysis of the event-based metering strategy proposed by Simonov et al. This strategy is an alternative to the traditional periodic (time-based) metering where the power demand is averaged in fixed time…

Systems and Control · Computer Science 2018-03-07 Mauricio de Castro Tomé , Pedro. H. J. Nardelli , Hirley Alves