相关论文: Multivariate Prediction Intervals for Photovoltaic…

Climate models are essential for understanding large-scale climate dynamics and long-term climate change, yet they exhibit systematic biases when compared with historical observations. Existing multivariate bias correction (MBC) approaches…

Accurately modeling the correlation structure of errors is critical for reliable uncertainty quantification in probabilistic time series forecasting. While recent deep learning models for multivariate time series have developed efficient…

We propose a class of dynamic vine copula models. This is an extension of static vine copulas and a generalization of dynamic C-vine and D-vine copulas studied by Almeida et al (2016) and Goel and Mehra (2019). Within this class, we allow…

Forecasts of regional electricity net-demand, consumption minus embedded generation, are an essential input for reliable and economic power system operation, and energy trading. While such forecasts are typically performed region by region,…

PV power forecasting models are predominantly based on machine learning algorithms which do not provide any insight into or explanation about their predictions (black boxes). Therefore, their direct implementation in environments where…

Electricity generated from renewable energy sources has been established as an efficient remedy for both energy shortages and the environmental pollution stemming from conventional energy production methods. Solar and wind power are two of…

We present a vine copula based composite likelihood approach to model spatial dependencies, which allows to perform prediction at arbitrary locations. This approach combines established methods to model (spatial) dependencies. On the one…

The paper introduces a new methodology for assessing on-line the prediction risk of short-term wind power forecasts. The first part of this methodology consists in computing confidence intervals with a confidence level defined by the…

This paper is concerned with a nonparametric regression problem in which the input variables and the errors are autocorrelated in time. The motivation for the research stems from modeling wind power curves. Using existing model selection…

A conventional Bayesian approach to prediction uses the posterior distribution to integrate out parameters in a density for unobserved data conditional on the observed data and parameters. When the true posterior is intractable, it is…

Microgrids and, in general, active distribution networks require ultra-short-term prediction, i.e., for sub-second time scales, for specific control decisions. Conventional forecasting methodologies are not effective at such time scales. To…

Real-time state estimation and forecasting is critical for efficient operation of power grids. In this paper, a physics-informed Gaussian process regression (PhI-GPR) method is presented and used for probabilistic forecasting and estimating…

The BNL and FNAL measurements of the anomalous magnetic moment of the muon disagree with the Standard Model (SM) prediction by more than $4\sigma$. The hadronic vacuum polarization (HVP) contributions are the dominant source of uncertainty…

From an operational and planning perspective, it is important to quantify the impact of increasing penetration of photovoltaics on the distribution system. Most existing impact assessment studies are scenario-based where derived results are…

Aggregated stochastic characteristics of geographically distributed wind generation will provide valuable information for secured and economical system operation in electricity markets. This paper focuses on the uncertainty set prediction…

In this article, a multiple split method is proposed that enables construction of multidimensional probabilistic forecasts of a selected set of variables. The method uses repeated resampling to estimate uncertainty of simultaneous…

While data science is battling to extract information from the enormous explosion of data, many estimators and algorithms are being developed for better prediction. Researchers and data scientists often introduce new methods and evaluate…

Predicting fuel assembly bow in pressurized water reactors requires solving tightly coupled fluid-structure interaction problems, whose direct simulations can be computationally prohibitive, making large-scale uncertainty quantification…

An important issue when using Machine Learning algorithms in recent research is the lack of interpretability. Although these algorithms provide accurate point predictions for various learning problems, uncertainty estimates connected with…

Ensemble weather forecasts based on multiple runs of numerical weather prediction models typically show systematic errors and require post-processing to obtain reliable forecasts. Accurately modeling multivariate dependencies is crucial in…