no code implementations • 23 Nov 2023 • Hannes Hilger, Dirk Witthaut, Manuel Dahmen, Leonardo Rydin Gorjao, Julius Trebbien, Eike Cramer
Additionally, our analysis highlights how our improvements towards adaptations in changing regimes allow the normalizing flow to adapt to changing market conditions and enable continued sampling of high-quality day-ahead price scenarios.
no code implementations • 2 Nov 2022 • Johannes Kruse, Eike Cramer, Benjamin Schäfer, Dirk Witthaut
Finally, we generate synthetic time series from the model, which successfully reproduce central characteristics of the grid frequency such as their heavy-tailed distribution.
no code implementations • 27 May 2022 • Eike Cramer, Dirk Witthaut, Alexander Mitsos, Manuel Dahmen
This work proposes a probabilistic modeling approach that models the intraday price difference to the day-ahead contracts.
no code implementations • 5 Apr 2022 • Eike Cramer, Leonard Paeleke, Alexander Mitsos, Manuel Dahmen
We present a specialized scenario generation method that utilizes forecast information to generate scenarios for day-ahead scheduling problems.
no code implementations • 8 Mar 2022 • Eike Cramer, Felix Rauh, Alexander Mitsos, Raúl Tempone, Manuel Dahmen
To model manifold data using normalizing flows, we employ isometric autoencoders to design embeddings with explicit inverses that do not distort the probability distribution.
no code implementations • 27 Oct 2021 • Eike Cramer, Leonardo Rydin Gorjão, Alexander Mitsos, Benjamin Schäfer, Dirk Witthaut, Manuel Dahmen
The design and operation of modern energy systems are heavily influenced by time-dependent and uncertain parameters, e. g., renewable electricity generation, load-demand, and electricity prices.
no code implementations • 21 Apr 2021 • Eike Cramer, Alexander Mitsos, Raul Tempone, Manuel Dahmen
We train the resulting principal component flow (PCF) on data of PV and wind power generation as well as load demand in Germany in the years 2013 to 2015.