相关论文: Approaches for multi-step density forecasts with a…
Some real-world decision-making problems require making probabilistic forecasts over multiple steps at once. However, methods for probabilistic forecasting may fail to capture correlations in the underlying time-series that exist over long…
We use the technique of information relaxation to develop a duality-driven iterative approach to obtaining and improving confidence interval estimates for the true value of finite-horizon stochastic dynamic programming problems. We show…
Bayesian models based on Gaussian processes (GPs) offer a flexible framework to predict spatially distributed variables with uncertainty. But the use of nonstationary priors, often necessary for capturing complex spatial patterns, makes…
Large-scale numerical simulations often produce high-dimensional gridded data that is challenging to process for downstream applications. A prime example is numerical weather prediction, where atmospheric processes are modeled using…
We develop Bayesian models for density regression with emphasis on discrete outcomes. The problem of density regression is approached by considering methods for multivariate density estimation of mixed scale variables, and obtaining…
We present a regime-switching vector-autoregressive method for very-short-term wind speed forecasting at multiple locations with regimes based on large-scale meteorological phenomena. Statistical methods short-term wind forecasting…
Generative modeling of spatio-temporal fields is crucial for a variety of applications, including stochastic weather generators and climate-model surrogates. However, many such fields exhibit complex dependence structures that vary across…
This paper introduces a new approach to quantify the impact of forward propagated demand and weather uncertainty on power system planning and operation models. Recent studies indicate that such sampling uncertainty, originating from demand…
A novel approach is applied for improving forecast accuracy and achieving coherence in forecasting the Italian daily energy generation time series. In hierarchical frameworks such as national energy generation disaggregated by geographical…
Weather prediction today is performed with numerical weather prediction (NWP) models. These are deterministic simulation models describing the dynamics of the atmosphere, and evolving the current conditions forward in time to obtain a…
Due to their conjugate posteriors, Gaussian process priors are attractive for estimating the drift of stochastic differential equations with continuous time observations. However, their performance strongly depends on the choice of the…
Motivated by the pursuit of safe, reliable, and weather-tolerant urban air mobility (UAM) solutions, this work proposes a generative modeling approach for characterizing microweather wind velocities. Microweather, or the weather conditions…
We consider the problem of power demand forecasting in residential micro-grids. Several approaches using ARMA models, support vector machines, and recurrent neural networks that perform one-step ahead predictions have been proposed in the…
Wind has the potential to make a significant contribution to future energy resources. Locating the sources of this renewable energy on a global scale is however extremely challenging, given the difficulty to store very large data sets…
Most of the methods that produce space weather forecasts are based on deterministic models. In order to generate a probabilistic forecast, a model needs to be run several times sampling the input parameter space, in order to generate an…
Diffusion models offer a physically grounded framework for probabilistic weather forecasting, but their typical reliance on slow, iterative solvers during inference makes them impractical for subseasonal-to-seasonal (S2S) applications where…
This paper presents expression of mutual information that defines the information gain in planning of sensing resources, when the goal is to reduce the forecast uncertainty of some quantities of interest and the system dynamics is described…
Multi-step forecasting is often described through a simple rule of thumb: recursive strategies are said to have high bias and low variance, while direct strategies are said to have low bias and high variance. We revisit this belief by…
The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to conduct such sampling, but such a method can converge…
Uncertainty analysis in the form of probabilistic forecasting can significantly improve decision making processes in the smart power grid for better integrating renewable energy sources such as wind. Whereas point forecasting provides a…