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This paper examines the dependence between electricity prices, demand, and renewable energy sources by means of a multivariate copula model {while studying Germany, the widest studied market in Europe}. The inter-dependencies are…

应用统计 · 统计学 2022-01-05 Fabrizio Durante , Angelica Gianfreda , Francesco Ravazzolo , Luca Rossini

The future energy system will largely depend on volatile renewable energy sources and temperature-dependent loads, which makes the weather a central influencing factor. This article presents a novel approach for simulating weather scenarios…

系统与控制 · 电气工程与系统科学 2024-05-31 Jan Peper , David Kröger , Jonathan Kipp , Florian Ziel , Christian Rehtanz

The increasing integration of renewable energy sources (RESs) into modern power systems presents significant opportunities but also notable challenges, primarily due to the inherent variability of RES generation. Accurate forecasting of RES…

机器学习 · 计算机科学 2026-01-19 Farshid Kamrani , Kristen Schell

The integration of renewable energy sources (RES) into power grids presents significant challenges due to their intrinsic stochasticity and uncertainty, necessitating the development of new techniques for reliable and efficient forecasting.…

机器学习 · 统计学 2024-09-13 Hanyu Zhang , Reza Zandehshahvar , Mathieu Tanneau , Pascal Van Hentenryck

Predicting the time series of future evolutions of renewable injections and demands is of utmost importance for the operation of power systems. However, the current state of the art is mostly focused on mean-value time series predictions…

系统与控制 · 电气工程与系统科学 2025-05-01 Marco Jeschke , Timm Faulwasser , Roland Fried

Recent environmental policies have led many academic, industrial and governmental stakeholders to design and plan scenarios with very high share of renewable energy sources (RES). New system elements such as High-voltage Direct Current…

Accurate event-based modeling of electric vehicle (EV) charging is essential for grid reliability and smart-charging design. While traditional statistical methods capture marginal distributions, they often fail to model the complex,…

机器学习 · 计算机科学 2026-04-01 Martin Výboh , Gabriela Grmanová

Analysis of multivariate time series is a common problem in areas like finance and economics. The classical tool for this purpose are vector autoregressive models. These however are limited to the modeling of linear and symmetric…

统计方法学 · 统计学 2012-04-05 Eike Christian Brechmann , Claudia Czado

We address an important yet challenging problem - modeling high-dimensional dependencies across multivariates such as financial indicators in heterogeneous markets. In reality, a market couples and influences others over time, and the…

统计金融 · 定量金融 2023-05-16 Jia Xu , Longbing Cao

Electronic health records (EHR) store hundreds of demographic and laboratory variables from large patient populations. Traditional statistical methods have limited capacity in processing mixed-type data (continuous, ordinal) and capturing…

统计计算 · 统计学 2026-04-10 Manar D. Samad , Yina Hou , Megan A. Witherow , Norou Diawara

The increasing penetration of renewable energy along with the variations of the loads bring large uncertainties in the power system states that are threatening the security of power system planning and operation. Facing these challenges,…

系统与控制 · 电气工程与系统科学 2020-04-14 Yijun Xu , Kiran Karra , Lamine Mili , Mert Korkali , Xiao Chen , Zhixiong Hu

In many studies multivariate event time data are generated from clusters having a possibly complex association pattern. Flexible models are needed to capture this dependence. Vine copulas serve this purpose. Inference methods for vine…

应用统计 · 统计学 2017-07-25 Nicole Barthel , Candida Geerdens , Matthias Killiches , Paul Janssen , Claudia Czado

Accurate and reliable forecasting of renewable energy generation is crucial for the efficient integration of renewable sources into the power grid. In particular, probabilistic forecasts are becoming essential for managing the intrinsic…

应用统计 · 统计学 2025-02-12 Alireza Moradi , Mathieu Tanneau , Reza Zandehshahvar , Pascal Van Hentenryck

Today, electrical energy plays a significant and conspicuous role in contemporary economies; as a result, governments should place a high priority on maintaining the supply of electrical energy. In order to assess various topologies and…

最优化与控制 · 数学 2022-11-08 Farhad Samadi Gazijahani , Rasoul Esmaeilzadeh

Electricity generation from burning fossil fuels is one of the major contributors to global warming. Renewable energy sources are a viable alternative to produce electrical energy and to reduce the emission from the power industry. These…

机器学习 · 计算机科学 2021-07-14 Md Amimul Ehsan

The correlations of multiple renewable power plants (RPPs) should be fully considered in the power system with very high penetration renewable power integration. This paper models the uncertainties, spatial correlation of multiple RPPs…

最优化与控制 · 数学 2017-07-04 Chenghui Tang , Yishen Wang , Jian Xu , Yuanzhang Sun , Baosen Zhang

Multivariate time series exhibit two types of dependence: across variables and across time points. Vine copulas are graphical models for the dependence and can conveniently capture both types of dependence in the same model. We derive the…

统计方法学 · 统计学 2022-03-16 Thomas Nagler , Daniel Krüger , Aleksey Min

Renewable sources of energy are the future due to the environmental problems caused by non-renewable sources to produce energy. The biggest issue with renewable energy sources is that the power produced by devices such as PV solar panels…

信号处理 · 电气工程与系统科学 2022-10-24 Rohaib Bhatti , Ali John Naqvi , Abdullah Tauqeer

The increasing importance of solar power for electricity generation leads to an increasing demand for probabilistic forecasting of local and aggregated PV yields. In this paper we use an indirect modeling approach for hourly medium to long…

应用统计 · 统计学 2020-02-24 Alfred Müller , Matthias Reuber

Systems subject to uncertain inputs produce uncertain responses. Uncertainty quantification (UQ) deals with the estimation of statistics of the system response, given a computational model of the system and a probabilistic model of its…

统计方法学 · 统计学 2018-08-13 E. Torre , S. Marelli , P. Embrechts , B. Sudret
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