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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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3876114152 · Jun 202019922001200920172026
48 results for Load Uncertainties

This paper uses a diffusion model to forecast electrical loads with uncertainty.

problem Uncertainties in electrical load forecasting due to renewable energy and external events.
method Diffusion-based Seq2Seq structure for epistemic uncertainty and robust additive Cauchy distribution for aleatoric uncertainty.
result Ability to separate and quantify both types of uncertainties in load forecasting.

A new method uses Gaussian Processes to solve power flow problems with uncertain renewable and load inputs.

problem Solving power flow problems with uncertain renewable and load inputs.
method Non-parametric Bayesian inference-based uncertainty propagation using Gaussian Processes.
result The method provides reasonably accurate solutions with fewer samples and time compared to Monte-Carlo simulations.

Bayesian Transformer improves probabilistic load forecasting with calibrated uncertainty estimates.

problem Overconfident point predictions from deep learning models fail under extreme weather distributional shifts.
method Integrates three uncertainty mechanisms: MC Dropout, variational layers, and stochastic attention.
result Achieves state-of-the-art performance with CRPS of 0.0289 and 90% PICP across various horizons.

Accurate short-term load forecasting is essential for the efficient operation of the power sector. Forecasting load at a fine granularity such as hourly loads of individual households is challenging due to higher volatility and inherent stochasticity. At the aggregate levels, such as monthly load at a grid, the uncerta…

2019-12-28abs ↗pdf ↗

Paper presents a method for probabilistic load forecasting using adaptive online learning.

problem Inability to assess intrinsic uncertainties and capture dynamic changes in consumption patterns.
method Adaptive online learning of hidden Markov models for recursive parameter updates and sequential prediction.
result Significant improvement in performance compared to existing techniques across various scenarios.

Model forecasts hourly electricity demand influenced by weather, socio-economic, and political factors.

problem Accurate hourly electricity demand forecasting in the face of multifaceted uncertainties.
method Interpretable probabilistic mid-term forecasting model using Generalized Additive Models (GAMs).
result Highlights vulnerability of countries to extreme weather scenarios under electric heating adoption.

The paper proposes a new method for probabilistic load forecasting using Bernstein-Polynomial Normalizing Flows.

problem High variability in short-term load forecasting at the low-voltage level due to fluctuating demand and increasing electrification.
method Flexible conditional density forecasting based on Bernstein polynomial normalizing flows with neural network control.
result Density predictions outperform traditional methods for 24h-ahead load forecasting.

Short-term load forecasting is a critical element of power systems energy management systems. In recent years, probabilistic load forecasting (PLF) has gained increased attention for its ability to provide uncertainty information that helps to improve the reliability and economics of system operation performances. This…

2019-03-26abs ↗pdf ↗

Adaptive probabilistic load forecasting improves performance in power systems.

problem Complexity of electricity load forecasting due to changing drivers and local generation.
method Adaptive probabilistic approach using Kalman filter and online gradient descent.
result Adaptive probabilistic forecasts improve performance in both point and probabilistic forecasting.

Paper introduces uncertainty injection for deep learning robust optimization.

problem Uncertainty in input data affects deep learning model performance in optimization problems.
method Uncertainty injection scheme for training deep learning models to produce robust solutions.
result Proposed scheme improves robustness of solutions in wireless communications applications.

Paper proposes a network framework for prosumers to manage peak loads in Iran.

problem Balancing renewable prosumers' self-sufficiency with grid integration under uncertainty.
method Distributed contextual stochastic optimization (DCSO) framework with consensus-based sharing.
result Integration of prediction and optimization reduces peak loads and costs.

b-LOAD extends local causal discovery with prior knowledge, improving causal effect estimation.

problem Local causal discovery struggles in data-scarce settings due to uncertainty and incomplete neighborhoods.
method b-LOAD incorporates prior knowledge directly into local structure learning, using Meek's rules to refine discovery.
result b-LOAD refines the admissible equivalence class and enlarges identifiable causal queries, improving causal effect estimation.

This paper compares uncertainty estimation methods for deep learning in autonomous vehicles.

problem Ensuring safety in autonomous vehicles through accurate uncertainty quantification in deep learning models.
method A comparative survey of uncertainty quantification methods in deep neural networks.
result Different methods for uncertainty quantification in DNNs have advantages and downsides for specific AV tasks and types of uncertainty.

The PARAFAC2 is a multimodal factor analysis model suitable for analyzing multi-way data when one of the modes has incomparable observation units, for example because of differences in signal sampling or batch sizes. A fully probabilistic treatment of the PARAFAC2 is desirable in order to improve robustness to noise an…

2018-06-21abs ↗pdf ↗

Traditional load analysis is facing challenges with the new electricity usage patterns due to demand response as well as increasing deployment of distributed generations, including photovoltaics (PV), electric vehicles (EV), and energy storage systems (ESS). At the transmission system, despite of irregular load behavio…

2019-02-20abs ↗pdf ↗

The paper models insurance market dynamics under uncertainty and financial frictions.

problem Modeling insurer behavior under uncertainty and financial frictions.
method Dynamic equilibrium model of insurance market with competitive insurers maximizing shareholder value.
result Investment can lead to lower insurance prices and negative loadings under certain conditions.

Optimal insurance contracts are designed to screen risk preferences and risk types under asymmetric information.

problem Designing optimal insurance contracts under asymmetric information and risk types.
method Constructing a menu of contracts that maximizes mean-variance utilities, subject to truth-telling constraints.
result Equilibrium contracts exhibit nonlinear pricing with decreasing risk loadings, inducing self-selection.

Data loading can dominate deep neural network training time on large-scale systems. We present a comprehensive study on accelerating data loading performance in large-scale distributed training. We first identify performance and scalability issues in current data loading implementations. We then propose optimizations t…

2019-10-02abs ↗pdf ↗

In (exploratory) factor analysis, the loading matrix is identified only up to orthogonal rotation. For identifiability, one thus often takes the loading matrix to be lower triangular with positive diagonal entries. In Bayesian inference, a standard practice is then to specify a prior under which the loadings are indepe…

2014-09-26abs ↗pdf ↗

DeepONet accelerates reliability analysis of stochastic nonlinear systems.

problem Time-dependent reliability analysis of systems with stochastic forcing.
method DeepONet, a novel operator network, learns function-to-function mappings.
result DeepONet efficiently and accurately predicts system responses.

Paper uses econometrics time series model with T-student Distribution for short-term load forecasting.

problem Accurate short-term load forecasting for optimizing electrical sources and protecting energy.
method Uses SARIMA-GARCH model with T-student Distribution to forecast electric load.
result The proposed model outperforms the ARIMA model with Normal Distribution.

Paper optimizes demand aggregation for low-level electricity markets.

problem Accurate short-term load forecasting at low aggregation levels for market participants.
method Probabilistic portfolio optimization of residential households' demand using ARMA-GARCH models or KDE forecasts.
result Seasonal Residual approach outperforms others in accuracy and efficiency.

We use online convex optimization (OCO) for setpoint tracking with uncertain, flexible loads. We consider full feedback from the loads, bandit feedback, and two intermediate types of feedback: partial bandit where a subset of the loads are individually observed and the rest are observed in aggregate, and Bernoulli feed…

2017-09-12abs ↗pdf ↗

Surrogate models help predict complex systems with less computational cost.

problem Uncertainty in complex systems due to variability and external loads.
method Surrogate models trained on limited simulations to approximate full time-dependent response.
result Efficient surrogate models reduce computational expense for UQ in nonlinear dynamics.

Deep learning improves weather modeling for electricity load forecasting.

problem Accurate load and renewable energy forecasting requires complex spatio-temporal weather modeling.
method Automated spatio-temporal feature extraction using deep neural networks.
result Deep learning outperforms traditional methods in French national load forecasting.

Study finds cherry-picking load shaping strategies outperforms others in reducing grid CO2 emissions.

problem Lack of detailed counterfactual data makes it hard to assess load shaping strategies' effectiveness.
method Calibrated granular ERCOT simulations for counterfactual analysis of load shaping strategies.
result LMP-based load shaping outperforms other strategies in reducing grid CO2 emissions.

In this paper a new method for heat load prediction in district energy systems is proposed. The method uses a nominal model for the prediction of the outdoor temperature dependent space heating load, and a data driven latent variable model to predict the time dependent residual heat load. The residual heat load arises …

2020-02-13abs ↗pdf ↗

Model uses GAMs to forecast hourly electricity load weeks to one year ahead.

problem Accurate mid-term hourly load forecasting for power plant operation and energy management.
method Generalized Additive Models (GAMs) with P-splines and autoregressive post-processing.
result Significantly enhanced forecasting accuracy compared to state-of-the-art methods.

New method estimates covariance in multi-view data with better accuracy and uncertainty.

problem Estimating covariance in multi-view data with shared and view-specific latent factors.
method Spectral decompositions and conditional conjugate priors for factor loadings and residual variances.
result Proves favorable asymptotic properties and excellent performance in simulations and real data.

We present a methodology for probabilistic load forecasting that is based on lasso (least absolute shrinkage and selection operator) estimation. The model considered can be regarded as a bivariate time-varying threshold autoregressive(AR) process for the hourly electric load and temperature. The joint modeling approach…

2016-03-04abs ↗pdf ↗

As an important part of the power system, power load forecasting directly affects the national economy. The data shows that improving the load forecasting accuracy by 0.01% can save millions of dollars for the power industry. Therefore, improving the accuracy of power load forecasting has always been the pursuing goals…

2019-12-08abs ↗pdf ↗

In this paper, we propose and study opportunistic bandits - a new variant of bandits where the regret of pulling a suboptimal arm varies under different environmental conditions, such as network load or produce price. When the load/price is low, so is the cost/regret of pulling a suboptimal arm (e.g., trying a suboptim…

2017-09-12abs ↗pdf ↗