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This article presents factor copula approaches to model temporal dependency of non-Gaussian (continuous/discrete) longitudinal data. Factor copula models are canonical vine copulas which explain the underlying dependence structure of a…

统计方法学 · 统计学 2025-02-18 Subhajit Chattopadhyay

Wind power prediction is of vital importance in wind power utilization. There have been a lot of researches based on the time series of the wind power or speed, but In fact, these time series cannot express the temporal and spatial changes…

机器学习 · 计算机科学 2018-07-19 Ruiguo Yu , Zhiqiang Liu , Xuewei Li , Wenhuan Lu , Mei Yu , Jianrong Wang , Bin Li

This paper concerns the resilience of systems with wind power upon wind reduction by evaluating the potential of corrective actions, such as generation and load dispatch, on minimizing the effects of transmission line failures. Three…

系统与控制 · 电气工程与系统科学 2022-12-13 Siyu Liu , Marija Ilic

We propose a novel framework that harnesses the power of generative artificial intelligence and copula-based modeling to address two critical challenges in multivariate time-series analysis: delivering accurate predictions and enabling…

机器学习 · 计算机科学 2025-09-30 Nicholas A. Pearson , Francesca Zanello , Davide Russo , Luca Bortolussi , Francesca Cairoli

Wind speed prediction is critical to the management of wind power generation. Due to the large range of wind speed fluctuations and wake effect, there may also be strong correlations between long-distance wind turbines. This…

信号处理 · 电气工程与系统科学 2023-11-27 Xuewei Li , Zewen Shang , Zhiqiang Liu , Jian Yu , Wei Xiong , Mei Yu

In this paper we address the growing concerns of wind power integration from the perspective of power system dynamics and stability. We propose a new retrofit control technique where an additional controller is designed at the doubly-fed…

系统与控制 · 计算机科学 2017-02-23 Tomonori Sadamoto , Aranya Chakrabortty , Takayuki Ishizaki , Jun-ichi Imura

The Multiplicative Error Model (Engle (2002)) for nonnegative valued processes is specified as the product of a (conditionally autoregressive) scale factor and an innovation process with nonnegative support. A multivariate extension allows…

统计金融 · 定量金融 2016-04-06 Fabrizio Cipollini , Robert F. Engle , Giampiero M. Gallo

We construct the COpula Recursive Tree (CORT) estimator: a flexible, consistent, piecewise linear estimator of a copula, leveraging the patchwork copula formalization and various piecewise constant density estimators. While the patchwork…

Automated visual inspection of on-and offshore wind turbines using aerial robots provides several benefits, namely, a safe working environment by circumventing the need for workers to be suspended high above the ground, reduced inspection…

机器人学 · 计算机科学 2023-10-24 Abdelhakim Amer , Mohit Mehndiratta , Jonas le Fevre Sejersen , Huy Xuan Pham , Erdal Kayacan

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

A detailed understanding of wind turbine performance status classification can improve operations and maintenance in the wind energy industry. Due to different engineering properties of wind turbines, the standard supervised learning models…

机器学习 · 统计学 2019-10-02 Z. Trstanova , A. Martinsson , C. Matthews , S. Jimenez , B. Leimkuhler , T. Van Delft , M. Wilkinson

In causal inference with ordinal outcomes, several interpretable estimands are functions of the probability that the potential outcome under one treatment is larger than that under another treatment for the same unit. This probability…

统计方法学 · 统计学 2026-05-13 Peiyu He , Fan Li

Several environmental phenomena can be described by different correlated variables that must be considered jointly in order to be more representative of the nature of these phenomena. For such events, identification of extremes is…

应用统计 · 统计学 2018-03-15 Raúl Torres , Carlo De Michele , Henry Laniado , Rosa E. Lillo

Copula is a powerful tool to model multivariate data. We propose the modelling of intraday financial returns of multiple assets through copula. The problem originates due to the asynchronous nature of intraday financial data. We propose a…

统计金融 · 定量金融 2024-05-29 Arnab Chakrabarti , Rituparna Sen

With the ever increasing power rates of wind turbines, more advanced control techniques are needed to facilitate tall towers that are low-weight and cost effective, but in effect more flexible. Such soft-soft tower configurations generally…

Wind turbines operate in the atmospheric boundary layer, where they are exposed to the turbulent atmospheric flows. As the response time of wind turbine is typically in the range of seconds, they are affected by the small scale intermittent…

The probabilistic design of offshore wind turbines aims to ensure structural safety in a cost-effective way. This involves conducting structural reliability assessments for different design options and considering different structural…

应用统计 · 统计学 2024-08-06 Hong Wang , Odin Gramstad , Styfen Schär , Stefano Marelli , Erik Vanem

Wind power is one of the most important sources of renewable energy. A large part of the wind energy cost is due to the cost of maintaining the wind power equipment. To further reduce the maintenance cost, one can improve the design of the…

最优化与控制 · 数学 2021-05-04 Quanjiang Yu , Ola Carlson , Serik Sagitov

The paper presents a new copula based method for measuring dependence between random variables. Our approach extends the Maximum Mean Discrepancy to the copula of the joint distribution. We prove that this approach has several advantageous…

机器学习 · 计算机科学 2019-08-15 Barnabas Poczos , Zoubin Ghahramani , Jeff Schneider

Applying probability-related knowledge to accurately explore and exploit the inherent uncertainty of wind power output is one of the key issues that need to be solved urgently in the development of smart grid. This letter develops an…

系统与控制 · 电气工程与系统科学 2019-08-19 Libao Shi , Yang Pan , Yixin Ni