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Long-term load forecasting plays a vital role for utilities and planners in terms of grid development and expansion planning. An overestimate of long-term electricity load will result in substantial wasted investment in the construction of…

应用统计 · 统计学 2018-11-28 Swasti R. Khuntia , José L. Rueda , Mart A. M. M. van der Meijden

Dynamic mode decomposition (DMD) is a widely used data-driven algorithm for predicting the future states of dynamical systems. However, its standard formulation often struggles with poor long-term predictive accuracy. To address this…

数值分析 · 数学 2025-10-23 Qiuqi Li , Chang Liu , Yifei Yang

Dynamic mode decomposition (DMD) has recently become a popular tool for the non-intrusive analysis of dynamical systems. Exploiting Proper Orthogonal Decomposition (POD) as a dimensionality reduction technique, DMD is able to approximate a…

数值分析 · 数学 2024-01-17 Francesco Andreuzzi , Nicola Demo , Gianluigi Rozza

Multivariate time series forecasting requires models to simultaneously capture variable-wise structural dependencies and generalize across diverse tasks. While structural encoders are effective in modeling feature interactions, they lack…

计算与语言 · 计算机科学 2025-06-26 Fengze Li , Yue Wang , Yangle Liu , Ming Huang , Dou Hong , Jieming Ma

Electricity is difficult to store, except at prohibitive cost, and therefore the balance between generation and load must be maintained at all times. Electricity is traditionally managed by anticipating demand and intermittent production…

机器学习 · 计算机科学 2024-09-26 Julie Keisler , Margaux Bregere

Transformer-based and MLP-based methods have emerged as leading approaches in time series forecasting (TSF). While Transformer-based methods excel in capturing long-range dependencies, they suffer from high computational complexities and…

机器学习 · 计算机科学 2025-04-16 Yifan Hu , Peiyuan Liu , Peng Zhu , Dawei Cheng , Tao Dai

The proliferation of intermittent distributed renewable energy sources (RES) in modern power systems has fundamentally compromised the reliability and accuracy of deterministic net load forecasting. Generative models, particularly diffusion…

系统与控制 · 电气工程与系统科学 2025-06-04 Yixiang Huang , Jianhua Pei , Luocheng Chen , Zhenchang Du , Jinfu Chen , Zirui Peng

Time series forecasting presents significant challenges in real-world applications across various domains. Building upon the decomposition of the time series, we enhance the architecture of machine learning models for better multivariate…

机器学习 · 计算机科学 2026-02-24 Sanjeev Panta , Xu Yuan , Li Chen , Nian-Feng Tzeng

Recently there has been significant interest in measuring time-varying functional connectivity (TVC) between different brain regions using resting-state functional magnetic resonance imaging (rs-fMRI) data. One way to assess the…

信号处理 · 电气工程与系统科学 2022-03-29 Hamed Honari , Martin A. Lindquist

This paper discusses the predictive capability of Dynamic Mode Decomposition (DMD) in the context of orbital mechanics. The focus is specifically on the Hankel variant of DMD which uses a stacked set of time-delayed observations for system…

系统与控制 · 电气工程与系统科学 2026-02-26 Sriram Narayanan , Mohamed Naveed Gul Mohamed , Indranil Nayak , Suman Chakravorty , Mrinal Kumar

Modern deep-learning models have achieved remarkable success in time-series forecasting. Yet, their performance degrades in long-term prediction due to error accumulation in autoregressive inference, where predictions are recursively used…

机器学习 · 计算机科学 2026-05-21 Minh Hoang Nguyen , Dai Do , Huu Hiep Nguyen , Dung Nguyen , Kien Do , Hung Le

A new variational mode decomposition (VMD) based deep learning approach is proposed in this paper for time series forecasting problem. Firstly, VMD is adopted to decompose the original time series into several sub-signals. Then, a…

机器学习 · 统计学 2020-02-25 Guowei Zhang , Tao Ren , Yifan Yang

As global energy systems transit to clean energy, accurate renewable generation and renewable demand forecasting is imperative for effective grid management. Foundation Models (FMs) can help improve forecasting of renewable generation and…

系统与控制 · 电气工程与系统科学 2025-08-01 Md Meftahul Ferdaus , Tanmoy Dam , Md Rasel Sarkar , Moslem Uddin , Sreenatha G. Anavatti

Time series data is a prevalent form of data found in various fields. It consists of a series of measurements taken over time. Forecasting is a crucial application of time series models, where future values are predicted based on historical…

机器学习 · 计算机科学 2025-09-23 Sahar Koohfar , Wubeshet Woldemariam

Dynamic Mode Decomposition (DMD) is an unsupervised machine learning method that has attracted considerable attention in recent years owing to its equation-free structure, ability to easily identify coherent spatio-temporal structures in…

机器学习 · 计算机科学 2022-02-16 Alex Viguerie , Gabriel F. Barros , Malú Grave , Alessandro Reali , Alvaro L. G. A. Coutinho

We investigated the use of Empirical Mode Decomposition (EMD) combined with Gaussian Mixture Models (GMM), feature engineering and machine learning algorithms to optimize trading decisions. We used five, two, and one year samples of hourly…

统计方法学 · 统计学 2025-03-27 Gabriel R. Palma , Mariusz Skoczeń , Phil Maguire

In this work, we present a method which determines optimal multi-step dynamic mode decomposition (DMD) models via entropic regression, which is a nonlinear information flow detection algorithm. Motivated by the higher-order DMD (HODMD)…

机器学习 · 统计学 2024-06-19 Christopher W. Curtis , Erik Bollt , Daniel Jay Alford-Lago

The classical EMD algorithm has been used extensively in the literature to decompose signals that contain nonlinear waves. However when a signal contain two or more frequencies that are close to one another the decomposition might fail. In…

数值分析 · 数学 2011-06-06 Mayer Humi

The DMD (Dynamic Mode Decomposition) method has attracted widespread attention as a representative modal-decomposition method and can build a predictive model. However, the DMD may give predicted results that deviate from physical reality…

计算物理 · 物理学 2023-11-29 Yuhui Yin , Chenhui Kou , Shengkun Jia , Lu Lu , Xigang Yuan , Yiqing Luo

Accurate traffic congestion classification requires models that jointly capture roadway scene context and non-stationary traffic motion, yet most prior work treats these requirements in isolation. Vision-based methods often depend on…

计算机视觉与模式识别 · 计算机科学 2026-05-07 Eugene Kofi Okrah Denteh , Blessing Agyei Kyem , Joshua Kofi Asamoah , Armstrong Aboah