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Predicting the demand for electricity with uncertainty helps in planning and operation of the grid to provide reliable supply of power to the consumers. Machine learning (ML)-based demand forecasting approaches can be categorized into (1)…

机器学习 · 计算机科学 2023-02-15 Yiwei Fu , Nurali Virani , Honggang Wang

We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

最优化与控制 · 数学 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

Solving chance-constrained optimal control problems for systems subject to non-stationary uncertainties is a significant challenge.Conventional robust model predictive control (MPC) often yields excessive conservatism by relying on static…

系统与控制 · 电气工程与系统科学 2025-07-16 Mingcong Li

Low-rank matrix factorization (LRMF) has received much popularity owing to its successful applications in both computer vision and data mining. By assuming noise to come from a Gaussian, Laplace or mixture of Gaussian distributions,…

机器学习 · 统计学 2020-03-04 Shuang Xu , Chun-Xia Zhang , Jiangshe Zhang

We develop a switched nonlinear predictor-feedback control law to achieve global asymptotic stabilization for nonlinear systems with arbitrarily long input delay, under state quantization. The proposed design generalizes the nonlinear…

最优化与控制 · 数学 2025-01-27 Florent Koudohode , Nikolaos Bekiaris-Liberis

We link conditional generative modelling to quantile regression. We propose a suitable loss function and derive minimax convergence rates for the associated risk under smoothness assumptions imposed on the conditional distribution. To…

统计理论 · 数学 2024-09-09 Johannes Schmidt-Hieber , Petr Zamolodtchikov

The increasing sophistication of wind turbine design and control generates a need for high-quality data. Therefore, the relatively limited set of measured wind data may be extended with computer-generated surrogate data, e.g. to make…

信号处理 · 电气工程与系统科学 2021-03-02 D. D'Ambrosio , J. Schoukens , T. De Troyer , M. Zivanovic , M. C. Runacres

Feedback-driven quantum reservoir computing has so far been studied primarily in gate-based architectures, motivating alternative scalable, hardware-friendly physical platforms. Here we investigate a linear-optical quantum reservoir…

量子物理 · 物理学 2026-02-20 Çağın Ekici

Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…

统计方法学 · 统计学 2023-11-01 Mengyang Gu , Yizi Lin , Victor Chang Lee , Diana Qiu

Real-time power dispatch (RTD) can coordinate wind farms, automatic generation control (AGC) units and non AGC units. In RTD, the probable wind power forecast errors (WPFE) should be appropriately formulated to ensure system security with…

最优化与控制 · 数学 2019-06-19 Shuwei Xu , Wenchuan Wu , Yue Yang , Bin Wang , Xiaohai Wang

A restricted Boltzmann machine (RBM) is a two-layer neural network with shared weights and has been extensively studied for dimensionality reduction, data representation and recommendation systems in the literature. The traditional RBM…

机器学习 · 计算机科学 2026-05-27 Jiangsheng You , Chun-Yen Liu

Forecasting the weather is an increasingly data intensive exercise. Numerical Weather Prediction (NWP) models are becoming more complex, with higher resolutions, and there are increasing numbers of different models in operation. While the…

应用统计 · 统计学 2021-03-17 Charlie Kirkwood , Theo Economou , Henry Odbert , Nicolas Pugeault

This paper discusses discretization methods for implementing nonlinear model predictive controllers using Iterative Linear Quadratic Regulator (ILQR). Finite-difference approximations are mostly used to derive a discrete-time state equation…

系统与控制 · 电气工程与系统科学 2024-12-31 Katsuya Shigematsu , Hikaru Hoshino , Eiko Furutani

This paper considers the problem of nonparametric quantile regression under the assumption that the target conditional quantile function is a composition of a sequence of low-dimensional functions. We study the nonparametric quantile…

统计理论 · 数学 2021-08-03 Guohao Shen , Yuling Jiao , Yuanyuan Lin , Joel L. Horowitz , Jian Huang

We propose consistent nonparametric tests of conditional independence for time series data. Our methods are motivated from the difference between joint conditional cumulative distribution function (CDF) and the product of conditional CDFs.…

计量经济学 · 经济学 2021-10-12 Xiaojun Song , Haoyu Wei

Winds from the North-West quadrant and lack of precipitation are known to lead to an increase of PM10 concentrations over a residential neighborhood in the city of Taranto (Italy). In 2012 the local government prescribed a reduction of…

应用统计 · 统计学 2017-04-18 Gianluca Mastrantonio , Alessio Pollice , Francesca Fedele

Quadratic regression (QR) models naturally extend linear models by considering interaction effects between the covariates. To conduct model selection in QR, it is important to maintain the hierarchical model structure between main effects…

统计方法学 · 统计学 2016-07-15 Ning Hao , Yang Feng , Hao Helen Zhang

Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…

机器学习 · 计算机科学 2025-03-12 Liang Yu , Lai Tu , Xiang Bai

Quantifying uncertainty in deep regression models is important both for understanding the confidence of the model and for safe decision-making in high-risk domains. Existing approaches that yield prediction intervals overlook distributional…

机器学习 · 计算机科学 2025-12-02 Adriel Sosa Marco , John Daniel Kirwan , Alexia Toumpa , Simos Gerasimou

Diffusion models have emerged as preeminent contenders in the realm of generative models. Distinguished by their distinctive sequential generative processes, characterized by hundreds or even thousands of timesteps, diffusion models…

计算机视觉与模式识别 · 计算机科学 2024-04-16 Haojun Sun , Chen Tang , Zhi Wang , Yuan Meng , Jingyan jiang , Xinzhu Ma , Wenwu Zhu