energy grid operators

Abstract: An ensemble can improve photovoltaic forecasts while adding components that contribute little or increase computation. We assess these effects through matched comparisons and ablations of a fixed heterogeneous predictor bank. Hourly experiments use GEFCom2014 and three additional public datasets, with chronological partitions and three seeds. Under retrospective ERA5 assistance, static fusion reduces scaled mean absolute error against matched boosting by 1.11%, 4.41%, and 1.63% on PVDAQ, OPSD, and Ausgrid; only OPSD remains supported after multiple-comparison correction. Weather gating offers no consistent incremental benefit. Exploratory member removals show group-level dependence alongside individual redundancy. A separate, previously inspected fifteen-minute case replaces one neural member with a tree predictor: normalized error falls by 1.72%, but measured inference is slower. These findings support component-wise evaluation with explicit limits on weather availability and test-set reuse.

Abstract: Earth system modeling is shifting from task-specific predictors toward foundation models with general spatiotemporal representation capabilities. Although these models can jointly encode dynamic Earth fields, external forcings, and static geographic context for multistep forecasting, accurate point predictions or statistically calibrated intervals alone are insufficient for high-impact applications such as extremeweather warning, flood control, renewable-energy dispatch, and emergency resource allocation. What matters in practice is whether predictive uncertainty can be translated into reliable decision risk under specific actions, loss functions, and risk preferences. We propose a decision-oriented uncertainty quantification framework for Earth system spatiotemporal foundation models. The framework produces predictive distributions of future states and uses a decision risk adapter to map forecast samples, decision context, and utility functions into action-conditional risks. A utility-aware calibration module further enforces reliability at the downstream decision-loss level rather than only at the forecast-value level. Calibrated risks are then used to select warning, dispatch, inspection, or resource-allocation actions. Compared with the strongest baseline, the proposed method reduces decision regret by 18.7%, lowers the missed-event rate from 14.2% to 9.1%, and improves expected utility by 11.6%, while maintaining 90.4% predictive coverage and reducing decision calibration error from 0.083 to 0.047. These results suggest that decision-oriented uncertainty quantification can improve the robustness and operational value of Earth system foundation models in risk-sensitive applications.

Abstract: Managing drawdown, the peak-to-trough decline in an investment portfolio's value, is a precondition for long-term survival in practical investment management. However, mainstream stock forecasting methods predominantly optimize returns or Sharpe ratios under the independent and identically distributed (i.i.d.) assumption. Real markets do not follow this assumption, triggering catastrophic drawdowns. We propose a cross-asset state-space trading system (CAST), consisting of two components: The predictor, Cross-Asset Collaborative Kalman Filter (CoKF), estimates each asset's latent state online, coupling all assets through their correlations and adaptively fusing multiple integrated-random-walk orders. The controller, Model Predictive Control (MPC), converts the predictor's forecast into trades, using forecast uncertainty as an explicit risk penalty that controls drawdown. We evaluate CAST on four real-world stock markets over a 15-year test window and show that it consistently occupies the return-drawdown Pareto frontier, achieving strong risk-adjusted performance while maintaining substantially lower maximum drawdown than competitive baselines. A stress test across crisis periods further demonstrates robust behavior under market shocks and distribution shift. Because the predictor and controller interact only through the predicted price path, both are plug-and-play, making CAST a modular, interpretable trading system. The code is available at https://github.com/FanBroWell/CAST

Abstract: The increasing penetration of renewable energy and rising electricity demand are driving the need to integrate new buses and transmission lines into transmission grids. These trends are reshaping transmission expansion planning (TEP), motivating the development of effective methodologies to manage the resulting complexity. This paper introduces the longest shortest-path connection (LSPC) algorithm, a graph-based method to enhance the mixed-integer linear programming disjunctive formulation of TEP using valid inequalities (VIs). Traditional approaches for determining big-M coefficients in disconnected TEP networks typically rely on solving the computationally intensive longest path problem (LPP). In contrast, LSPC circumvents these limitations by efficiently identifying relevant power-flow paths between disconnected buses within the expansion network. We demonstrate that the VIs generated from these identified paths dominate those derived from LPP-based methods and other existing approaches.

Abstract: Machine-learning weather models (MLWMs) now match or outperform operational numerical weather prediction (NWP) at global medium-range forecasting, at far lower inference cost. Many deployed MLWMs are deterministic, producing a single forecast with no estimate of its own uncertainty, whereas a growing family of trained-probabilistic models generate calibrated ensembles directly, at the price of a dedicated training run. We ask instead how much uncertainty can be extracted from a deterministic checkpoint that already exists, without retraining it. Where physical ensembles represent model uncertainty by stochastically perturbing parametrisation tendencies, we perturb the network's raw weight tensors at inference time, a scheme we call stochastically perturbed weights (SPW). We also ask whether it works, where and on which scales to inject the noise, and where it fails. A three-phase ablation across four deterministic backbones, Aurora, GraphCast, SFNO, and AIFS, selects one production baseline per model, benchmarked against the trained-probabilistic AIFS-ENS, FourCastNet 3 and Atlas as well as the operational ECMWF ensemble (IFS-ENS) over 112 initialisation times. At a 240 h (10-day) lead time the SPW ensembles reach continuous ranked probability skill scores (CRPSS) between 0.04 and 0.13 below the best trained-probabilistic baseline, at zero marginal training cost. No injection site works across models: the productive tensor group is architecture-specific, so SPW is at present a tuning procedure rather than a plug-and-play recipe. Its main failure mode is a coherent whole-field offset that overdisperses the domain mean, and restricting the noise to coarse scales or perturbing the initial conditions each repair part of it.

Abstract: Generalized Nash Equilibrium Problems (GNEPs) often arise in multi-agent engineering applications that require distributed algorithms. Unlike traditional approaches that enforce consensus on multipliers, our method removes the need to share multipliers, reducing communication and improving privacy. As a result, different initializations can lead to different GNEs, including non-variational ones. We establish convergence under sufficient conditions using an input-to-state stability (ISS) framework.