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The interplay between missing data and model uncertainty -- two classic statistical problems -- leads to primary questions that we formally address from an objective Bayesian perspective. For the general regression problem, we discuss the…
We present a framework for generating multiple imputations for continuous data when the missing data mechanism is unknown. Imputations are generated from more than one imputation model in order to incorporate uncertainty regarding the…
The current literature in probabilistic forecasting is focused on quantifying the uncertainty of each random variable individually. This leads to the failure in informing about interdependence structure of uncertainty at different locations…
Missing values are common in real-world time series, and multivariate time series forecasting with missing values (MTSF-M) has become a crucial area of research for ensuring reliable predictions. To address the challenge of missing data,…
Incomplete observability of data generates an identification problem. There is no panacea for missing data. What one can learn about a population parameter depends on the assumptions one finds credible to maintain. The credibility of…
We investigate the problem of calibration and assessment of predictive rules in prognostic designs when missing values are present in the predictors. Our paper has two key objectives which are entwined. The first is to investigate how the…
As renewable distributed energy resources (DERs) penetrate the power grid at an accelerating speed, it is essential for operators to have accurate solar photovoltaic (PV) energy forecasting for efficient operations and planning. Generally,…
Short-term forecasting models typically assume the availability of input data (features) when they are deployed and in use. However, equipment failures, disruptions, cyberattacks, may lead to missing features when such models are used…
Machine learning methods are widely and successfully used for probabilistic wind power forecasting, yet the pervasive issue of missing values (e.g., due to sensor faults or communication outages) has received limited attention. The…
Despite the increasing importance of forecasts of renewable energy, current planning studies only address a general estimate of the forecast quality to be expected and selected forecast horizons. However, these estimates allow only a…
In this paper, we introduce a nonparametric end-to-end method for probabilistic forecasting of distributed renewable generation outputs while including missing data imputation. Firstly, we employ a nonparametric probabilistic forecast model…
Due to the stochastic nature of photovoltaic (PV) power generation, there is high demand for forecasting PV output to better integrate PV generation into power grids. Systematic knowledge regarding the factors influencing forecast accuracy…
Time series data with missing values is common across many domains. Healthcare presents special challenges due to prolonged periods of sensor disconnection. In such cases, having a confidence measure for imputed values is critical. Most…
Missing data imputation can help improve the performance of prediction models in situations where missing data hide useful information. This paper compares methods for imputing missing categorical data for supervised classification tasks.…
This work deals with the problem of estimating a photovoltaic generation forecasting model in scenarios where measurements of meteorological variables (i.e. solar irradiance and temperature) at the plant site are not available. A novel…
Background: Existing guidelines for handling missing data are generally not consistent with the goals of prediction modelling, where missing data can occur at any stage of the model pipeline. Multiple imputation (MI), often heralded as the…
Wind power forecasting is essential to power system operation and electricity markets. As abundant data became available thanks to the deployment of measurement infrastructures and the democratization of meteorological modelling, extensive…
Environmental, Social, and Governance (ESG) datasets are frequently plagued by significant data gaps, leading to inconsistencies in ESG ratings due to varying imputation methods. This paper explores the application of established machine…
With increasing concerns of climate change, renewable resources such as photovoltaic (PV) have gained popularity as a means of energy generation. The smooth integration of such resources in power system operations is enabled by accurate…
The use of solar photovoltaics (PV) energy provides additional resources to the electric power grid. The downside of this integration is that the solar power supply is unreliable and highly dependent on the weather condition. The…