中文
相关论文

相关论文: Data-driven uncertainty quantification for constra…

200 篇论文

We present DEF (\textbf{\ul{D}}iffusion-augmented \textbf{\ul{E}}nsemble \textbf{\ul{F}}orecasting), a novel approach for generating initial condition perturbations. Modern approaches to initial condition perturbations are primarily…

机器学习 · 计算机科学 2025-06-10 David Millard , Arielle Carr , Stéphane Gaudreault , Ali Baheri

Probabilistic ordinary differential equation (ODE) solvers have been introduced over the past decade as uncertainty-aware numerical integrators. They typically proceed by assuming a functional prior to the ODE solution, which is then…

数值分析 · 数学 2025-03-25 Yvann Le Fay , Simo Särkkä , Adrien Corenflos

We present a new scientific machine learning method that learns from data a computationally inexpensive surrogate model for predicting the evolution of a system governed by a time-dependent nonlinear partial differential equation (PDE), an…

数值分析 · 数学 2022-02-28 Elizabeth Qian , Ionut-Gabriel Farcas , Karen Willcox

The simulation of stochastic wind loads is necessary for many applications in wind engineering. The proper orthogonal decomposition (POD)-based spectral representation method is a popular approach used for this purpose due to its…

计算工程、金融与科学 · 计算机科学 2023-05-11 Thays Guerra Araujo Duarte , Srinivasan Arunachalam , Arthriya Subgranon , Seymour M J Spence

Progressively applying Gaussian noise transforms complex data distributions to approximately Gaussian. Reversing this dynamic defines a generative model. When the forward noising process is given by a Stochastic Differential Equation (SDE),…

机器学习 · 统计学 2023-04-06 Valentin De Bortoli , James Thornton , Jeremy Heng , Arnaud Doucet

We report a data-parsimonious machine learning model for short-term forecasting of solar irradiance. The model inputs include sky camera images that are reduced to scalar features to meet data transmission constraints. The output irradiance…

机器学习 · 计算机科学 2025-03-25 Joshua Edward Hammond , Ricardo A. Lara Orozco , Michael Baldea , Brian A. Korgel

In this paper, we study the following time-dependent stochastic differential equation (SDE) in ${\bf R}^d$: $$ d X_{t}= \sigma_t(X_{t-}) d Z_t + b_t(X_{t})d t, \quad X_{0}=x\in {\bf R}^d, $$ where $Z$ is a $d$-dimensioanl nondegenerate…

概率论 · 数学 2017-09-15 Zhen-Qing Chen , Xicheng Zhang , Guohuan Zhao

We propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents…

数值分析 · 数学 2024-01-24 Jake J. Harmon , Svetlana Tokareva , Anatoly Zlotnik , Pieter J. Swart

In this paper, we propose Stoch-IDENT, a novel framework for identifying stochastic partial differential equations (SPDEs) from observational data. Our method can handle linear and nonlinear high-order SPDEs driven by time-dependent Wiener…

数值分析 · 数学 2026-04-07 Jianbo Cui , Roy Y. He

Power systems engineers are actively developing larger power plants out of photovoltaics imposing some major challenges which include its intermittent power generation and its poor dispatchability. The issue is that PV is a variable…

系统与控制 · 电气工程与系统科学 2023-03-17 Hugo Riggs , Shahid Tufail , Mohd Tariq , Arif Sarwat

Owing to the growing concern of global warming and over-dependence on fossil fuels, there has been a huge interest in last years in the deployment of Photovoltaic (PV) systems for generating electricity. The output power of a PV array…

应用统计 · 统计学 2018-07-18 Soumyabrata Dev , Tarek AlSkaif , Murhaf Hossari , Radu Godina , Atse Louwen , Wilfried van Sark

Solar energy is one of the most promising renewable energy resources. Forecasting photovoltaic power generation is an important way to increase photovoltaic penetration. However, the difficulty in qualifying the uncertainty of PV power…

机器学习 · 计算机科学 2024-10-10 Xuan Yang , Yunxuan Dong , Lina Yang , Thomas Wu

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…

系统与控制 · 电气工程与系统科学 2021-04-30 Sai Munikoti , Balasubramaniam Natarajan , Kumarsinh Jhala , Kexing Lai

In this paper, we propose a novel conditional diffusion-based framework for multivariable time-series solar power forecasting. The proposed method reformulates temporal PV data as structured two-dimensional representations (images) using a…

计算机视觉与模式识别 · 计算机科学 2026-05-28 Kourosh Kiani , S. M. Muyeen

In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…

统计理论 · 数学 2017-10-16 Trisha Maitra , Sourabh Bhattacharya

In this paper, a short-term load forecasting approach based network reconfiguration is proposed in a parallel manner. Specifically, a support vector regression (SVR) based short-term load forecasting approach is designed to provide an…

系统与控制 · 计算机科学 2017-11-30 Yi Gu , Huaiguang Jiang , Jun Jason Zhang , Yingchen Zhang , Eduard Muljadi , Francisco J. Solis

Due to the stochastic nature of photovoltaic (PV) power generation, there is high demand for forecasting PV output to better integrate PV generation into power grids. Systematic knowledge regarding the factors influencing forecast accuracy…

应用统计 · 统计学 2021-11-04 Thi Ngoc Nguyen , Felix Müsgens

We study a coupled system of controlled stochastic differential equations (SDEs) driven by a Brownian motion and a compensated Poisson random measure, consisting of a forward SDE in the unknown process $X(t)$ and a \emph{predictive…

最优化与控制 · 数学 2015-05-20 Bernt Øksendal , Agnès Sulem

Renewable resources are strongly dependent on local and large-scale weather situations. Skillful subseasonal to seasonal (S2S) forecasts -- beyond two weeks and up to two months -- can offer significant socioeconomic advantages to the…

机器学习 · 计算机科学 2025-04-01 Maximilian Springenberg , Noelia Otero , Yuxin Xue , Jackie Ma

The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…