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.
Novel method improves load estimation in power grids using anomaly and change point detection.
This paper uses a diffusion model to forecast electrical loads with uncertainty.
Several statistical and machine learning methods are proposed to estimate the type and intensity of physical load and accumulated fatigue . They are based on the statistical analysis of accumulated and moving window data subsets with construction of a kurtosis-skewness diagram. This approach was applied to the data gat…
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…
Quantum computer method for pricing rainbow options efficiently.
New algorithm for shareable arms with load-dependent rewards in stochastic bandits.
Many post-disaster and -conflict regions do not have sufficient data on their transportation infrastructure assets, hindering both mobility and reconstruction. In particular, as the number of aging and deteriorating bridges increase, it is necessary to quantify their load characteristics in order to inform maintenance …
CP-factorization for high-dimensional tensor time series and double projection iterations
In this paper, we provide explicit formulas, in terms of the covariances of sample covariances or sample correlations, for the asymptotic covariances of unrotated factor loading estimates and unique variance estimates. These estimates are extracted from least square, principal, iterative principal component, alpha or i…
Machine learning reconstructs aerodynamic forces from noisy data.
b-LOAD extends local causal discovery with prior knowledge, improving causal effect estimation.
The paper proposes a new method for probabilistic load forecasting using Bernstein-Polynomial Normalizing Flows.
This two-part work puts forth the idea of engaging power electronics to probe an electric grid to infer non-metered loads. Probing can be accomplished by commanding inverters to perturb their power injections and record the induced voltage response. Once a probing setup is deemed topologically observable by the tests o…
We present a new model for the electricity spot price dynamics, which is able to capture seasonality, low-frequency dynamics and the extreme spikes in the market. Instead of the usual purely deterministic trend we introduce a non-stationary independent increments process for the low-frequency dynamics, and model the la…
Paper proposes combining GAM and DNN for accurate peak demand estimation from lower-resolution data.
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…
In this paper we consider the use of the space vs. time Kronecker product decomposition in the estimation of covariance matrices for spatio-temporal data. This decomposition imposes lower dimensional structure on the estimated covariance matrix, thus reducing the number of samples required for estimation. To allow a sm…
We address the curse of dimensionality in dynamic covariance estimation by modeling the underlying co-volatility dynamics of a time series vector through latent time-varying stochastic factors. The use of a global-local shrinkage prior for the elements of the factor loadings matrix pulls loadings on superfluous factors…
Enhances load forecasting for multiple entities with dynamic similarities.
Quantum algorithm speeds up pricing of financial derivatives.
Paper proposes a novel optimization method for disaggregating smart meter data.
Nonparametric methods are widely applicable to statistical inference problems, since they rely on a few modeling assumptions. In this context, the fresh look advocated here permeates benefits from variable selection and compressive sampling, to robustify nonparametric regression against outliers - that is, data markedl…
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…
A distributed framework for reducing high-dimensional matrix-variate time series data.
LOAD discovers optimal adjustments locally for scalable causal inference.
Paper proposes a new method for hourly load forecasting using smart meter data.
HIV RNA viral load (VL) is an important outcome variable in studies of HIV infected persons. There exists only a handful of methods which classify patients by viral load patterns. Most methods place limits on the use of viral load measurements, are often specific to a particular study design, and do not account for com…
To investigate whether training load monitoring data could be used to predict injuries in elite Australian football players, data were collected from elite athletes over 3 seasons at an Australian football club. Loads were quantified using GPS devices, accelerometers and player perceived exertion ratings. Absolute and …
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…
Frugal method predicts multiple local electricity loads efficiently.
Optimal tensor PCA for estimating factors and loadings in high-dimensional panel data.
Paper uses econometrics time series model with T-student Distribution for short-term load forecasting.
Deep learning boosts building energy load forecasting.
Bayesian Transformer improves probabilistic load forecasting with calibrated uncertainty estimates.
Short-term load forecasting (STLF) is essential for the reliable and economic operation of power systems. Though many STLF methods were proposed over the past decades, most of them focused on loads at high aggregation levels only. Thus, low-aggregation load forecast still requires further research and development. Comp…
New method infers viral load from pooled tests.
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…
The paper introduces metrics to evaluate NILM algorithms' performance on unseen buildings.
With the increasing complexity of modern power systems, conventional dynamic load modeling with ZIP and induction motors (ZIP + IM) is no longer adequate to address the current load characteristic transitions. In recent years, the WECC composite load model (WECC CLM) has shown to effectively capture the dynamic load re…
Paper presents a method for probabilistic load forecasting using adaptive online learning.
In this paper, we perform registration of noisy curves. We provide an appropriate model in estimating the rotation and scaling parameters to adjust a set of curves through a M-estimation procedure. We prove the consistency and the asymptotic normality of our estimators. Numerical simulation and a real life aeronautic e…
A new model explains asset returns with a single factor, improving cross-sectional performance.
New method predicts heat load in thermal grids using latent variables.
Paper proposes dense average network for improved power load forecasting.
The paper is motivated by a problem concerning the monotonicity of insurance premiums with respect to their loading parameter: the larger the parameter, the larger the insurance premium is expected to be. This property, usually called loading monotonicity, is satisfied by premiums that appear in the literature. The inc…
Sparse GCA finds linear relationships in multiple datasets, using gradient descent.
A new method calculates risk loadings in classification ratemaking without subjective parameters.
Deep learning improves weather modeling for electricity load forecasting.