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Many data-driven modules in smart grid rely on access to high-quality power flow data; however, real-world data are often limited due to privacy and operational constraints. This paper presents a physics-informed generative framework based…

机器学习 · 计算机科学 2025-04-25 Junfei Wang , Darshana Upadhyay , Marzia Zaman , Pirathayini Srikantha

Datasets with missing values are very common on industry applications, and they can have a negative impact on machine learning models. Recent studies introduced solutions to the problem of imputing missing values based on deep generative…

机器学习 · 计算机科学 2019-02-28 Ramiro D. Camino , Christian A. Hammerschmidt , Radu State

We propose a novel machine learning approach for probabilistic forecasting of hourly day-ahead electricity prices. In contrast with the recent advances in data-rich probabilistic forecasting, which approximates distributions with few…

综合经济学 · 经济学 2025-07-04 Jozef Barunik , Lubos Hanus

Chaotic dynamical systems exhibit strong sensitivity to initial conditions and often contain unresolved multiscale processes, making deterministic forecasting fundamentally limited. Generative models offer an appealing alternative by…

机器学习 · 计算机科学 2026-01-01 Patrick Wyrod , Ashesh Chattopadhyay , Daniele Venturi

This paper addresses the energy management of a grid-connected renewable generation plant coupled with a battery energy storage device in the capacity firming market, designed to promote renewable power generation facilities in small…

We study the problem of imputing missing values in a dataset, which has important applications in many domains. The key to missing value imputation is to capture the data distribution with incomplete samples and impute the missing values…

机器学习 · 计算机科学 2023-06-26 He Zhao , Ke Sun , Amir Dezfouli , Edwin Bonilla

Demand forecasting in power sector has become an important part of modern demand management and response systems with the rise of smart metering enabled grids. Long Short-Term Memory (LSTM) shows promising results in predicting time series…

机器学习 · 计算机科学 2021-07-30 Koushik Roy , Abtahi Ishmam , Kazi Abu Taher

We investigate a data-driven approach to constructing uncertainty sets for robust optimization problems, where the uncertain problem parameters are modeled as random variables whose joint probability distribution is not known. Relying only…

最优化与控制 · 数学 2020-09-22 Polina Alexeenko , Eilyan Bitar

Tree structured graphical models are powerful at expressing long range or hierarchical dependency among many variables, and have been widely applied in different areas of computer science and statistics. However, existing methods for…

机器学习 · 统计学 2014-01-17 Le Song , Han Liu , Ankur Parikh , Eric Xing

The inherent storage of plug-in electric vehicles is likely to foster the integration of intermittent generation from renewable energy sources into existing power systems. In the present paper, we propose a three-stage scheme to the end of…

系统与控制 · 计算机科学 2020-12-08 R. R. Appino , M. Muñoz-Ortiz , J. Á. González Ordiano , R. Mikut , V. Hagenmeyer , T. Faulwasser

The reliable estimation of forecast uncertainties is crucial for risk-sensitive optimal decision making. In this paper, we propose implicit generative ensemble post-processing, a novel framework for multivariate probabilistic electricity…

应用统计 · 统计学 2020-11-16 Tim Janke , Florian Steinke

This paper presents a pre-processing and a distance which improve the performance of machine learning algorithms working on independent and identically distributed stochastic processes. We introduce a novel non-parametric approach to…

机器学习 · 计算机科学 2015-09-04 Gautier Marti , Philippe Very , Philippe Donnat

Probabilistic forecasting provides a principled framework for uncertainty quantification in dynamical systems by representing predictions as probability distributions rather than deterministic trajectories. However, existing forecasting…

机器学习 · 统计学 2026-03-27 Tianlin Yang , Hailiang Du , Louis Aslett

Nowadays, denoising diffusion probabilistic models have been adapted for many image segmentation tasks. However, existing end-to-end models have already demonstrated remarkable capabilities. Rather than using denoising diffusion…

计算机视觉与模式识别 · 计算机科学 2023-12-07 Shi Zhenning , Dong Changsheng , Xie Xueshuo , Pan Bin , He Along , Li Tao

Pattern-mixture models provide a transparent approach for handling missing data, where the full-data distribution is factorized in a way that explicitly shows the parts that can be estimated from observed data alone, and the parts that…

统计方法学 · 统计学 2019-04-26 Yen-Chi Chen , Mauricio Sadinle

We present a novel approach to probabilistic electricity price forecasting which utilizes distributional neural networks. The model structure is based on a deep neural network that contains a so-called probability layer. The network's…

统计金融 · 定量金融 2023-09-29 Grzegorz Marcjasz , Michał Narajewski , Rafał Weron , Florian Ziel

As a key component of power system production simulation, load forecasting is critical for the stable operation of power systems. Machine learning methods prevail in this field. However, the limited training data can be a challenge. This…

系统与控制 · 电气工程与系统科学 2024-12-18 Linna Xu , Yongli Zhu

In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…

统计方法学 · 统计学 2025-10-17 Andrew Welbaum , Wanli Qiao

This paper tackles the problem of missing data imputation for noisy and non-Gaussian data. A classical imputation method, the Expectation Maximization (EM) algorithm for Gaussian mixture models, has shown interesting properties when…

We present a framework for generating multiple imputations for continuous data when the missing data mechanism is unknown. Imputations are generated from more than one imputation model in order to incorporate uncertainty regarding the…

应用统计 · 统计学 2013-01-14 Juned Siddique , Ofer Harel , Catherine M. Crespi