English
Related papers

Related papers: Probabilistic Frequency Hazard Analysis: Adapting …

200 papers

Critical infrastructure systems must be both robust and resilient in order to ensure the functioning of society. To improve the performance of such systems, we often use risk and vulnerability analysis to find and address system weaknesses.…

Physics and Society · Physics 2015-05-08 Sarah LaRocca , Jonas Johansson , Henrik Hassel , Seth Guikema

A Halpern-type relaxed inertial inexact progressive hedging algorithm (PHA) is proposed for solving multi-stage stochastic variational inequalities in general probability spaces. The subproblems in this algorithm are allowed to be…

Optimization and Control · Mathematics 2024-12-10 Jiaxin Chen , Zunjie Huang , Haisen Zhang

Parametric assumptions such as exponential distribution are commonly used in clinical trial design and analysis. However, violation of distribution assumptions can introduce biases in sample size and power calculations. Piecewise…

Methodology · Statistics 2026-05-14 Tianchen Xu , Rachael Wen , Wen Zhang

Power system operators need tools for rapid, real-time counterfactual assessments of grid security under fast-changing conditions. Traditional N-1 contingency analysis lacks dynamic evaluation, especially of frequency swings from common…

Dynamical Systems · Mathematics 2025-10-22 Ayrton Almada , Laurent Pagnier , Igal Goldshtein , Saif R. Kazi , Michael , Chertkov

As a tool for capturing irregular temporal dependencies (rather than resorting to binning temporal observations to construct time series), Hawkes processes with exponential decay have seen widespread adoption across many application…

Machine Learning · Computer Science 2021-04-05 Tiago Santos , Florian Lemmerich , Denis Helic

This chapter addresses the increasing vulnerability of coastal regions to typhoons and the consequent power outages, emphasizing the critical role of power transmission systems in disaster resilience. It introduces a framework for assessing…

Systems and Control · Electrical Eng. & Systems 2026-02-13 Yang Li

The transition to sustainable Open Radio Access Network (O-RAN) architectures brings new challenges for resource management, especially in predicting the utilization of Physical Resource Block (PRB)s. In this paper, we propose a novel…

Networking and Internet Architecture · Computer Science 2024-07-22 Vaishnavi Kasuluru , Luis Blanco , Cristian J. Vaca-Rubio , Engin Zeydan

Higher penetration of renewable generation will increase the demand for adequate (and cost-effective) controllable resources on the grid that can mitigate and contain the contingencies locally before it can cause a network-wide collapse.…

Optimization and Control · Mathematics 2018-06-08 Sai Pushpak Nandanoori , Soumya Kundu , Draguna Vrabie , Karan Kalsi , Jianming Lian

Probabilistic hierarchical time-series forecasting is an important variant of time-series forecasting, where the goal is to model and forecast multivariate time-series that have underlying hierarchical relations. Most methods focus on point…

Machine Learning · Computer Science 2023-10-20 Harshavardhan Kamarthi , Lingkai Kong , Alexander Rodríguez , Chao Zhang , B. Aditya Prakash

Probabilistic hierarchical time-series forecasting is an important variant of time-series forecasting, where the goal is to model and forecast multivariate time-series that have underlying hierarchical relations. Most methods focus on point…

Machine Learning · Computer Science 2023-10-20 Harshavardhan Kamarthi , Lingkai Kong , Alexander Rodríguez , Chao Zhang , B. Aditya Prakash

The growing amount of fluctuating renewable infeeds and market liberalization increases uncertainty in power system operation. To capture the influence of fluctuations in operational planning, we model the forecast errors of the uncertain…

Optimization and Control · Mathematics 2015-08-26 Line Roald , Frauke Oldewurtel , Bart Van Parys , Göran Andersson

The presence of interharmonics in power systems can lead to asynchronous sampling, a phenomenon further aggravated by shifts in the fundamental frequency, which significantly degrades the accuracy of power measurements. Under such…

Signal Processing · Electrical Eng. & Systems 2026-01-30 Jian Liu , Wei Zhao , Jianting Zhao , Shisong Li

Installation of phasor measurement units (PMUs) in a number of substations in the power grid can help assess a set of its values and parameters, in particular those related to the dynamics when disturbances occur in the system. Inertia…

Systems and Control · Electrical Eng. & Systems 2021-04-19 Mohammadali Hayerikhiyavi , Aleksandar Dimitrovski

Quantifying uncertainty and updating reliability are essential for ensuring the safety and performance of engineering systems. This study develops a hierarchical Bayesian modeling (HBM) framework to quantify uncertainty and update…

Methodology · Statistics 2024-12-31 Xinyu Jia , Weinan Hou , Costas Papadimitriou

The increasing penetration of renewable energy sources introduces significant challenges to power grid stability, primarily due to their inherent variability. A new opportunity for grid operation is the smart integration of electricity…

Optimization and Control · Mathematics 2025-10-30 Janik Pinter , Frederik Zahn , Maximilian Beichter , Ralf Mikut , Veit Hagenmeyer

Dam breach models are commonly used to predict outflow hydrographs of potentially failing dams and are key ingredients for evaluating flood risk. In this paper a new dam breach modeling framework is introduced that shall improve the…

Computation · Statistics 2018-06-14 S. J. Peter , A. Siviglia , J. Nagel , S. Marelli , R. M. Boes , D. Vetsch , B. Sudret

Real-time tracking of inertia is important because it reflects the power system's ability to withstand contingencies and maintain frequency security. This paper proposes a practical approach to estimate inertia using ambient phasor…

Systems and Control · Electrical Eng. & Systems 2025-08-12 Anushka Sharma , Anamitra Pal , Rajasekhar Anguluri , Tamojit Chakraborty

This work introduces a new framework integrating port-Hamiltonian systems (PHS) and neural network architectures. This framework bridges the gap between deterministic and stochastic modeling of complex dynamical systems. We introduce new…

Mathematical Physics · Physics 2025-09-09 Luca Di Persio , Matthias Ehrhardt , Youness Outaleb , Sofia Rizzotto

This paper develops a continuous-time filtering framework for estimating a hazard rate subject to an unobservable change-point. This framework naturally arises in both financial and insurance applications, where the default intensity of a…

Mathematical Finance · Quantitative Finance 2026-01-12 Matteo Buttarazzi , Claudia Ceci

We address the stochastic transmission expansion planning (STEP) problem under uncertainty in renewable generation capacity and demand. STEP's objective is to minimize total transmission investment and generation costs. To tackle the…

Optimization and Control · Mathematics 2026-05-12 Yure Rocha , Teobaldo Bulhões , Anand Subramanian , Joaquim Dias Garcia