Search Results for author: Matteo Fasiolo

Found 5 papers, 2 papers with code

Adaptive Probabilistic Forecasting of Electricity (Net-)Load

no code implementations24 Jan 2023 Joseph de Vilmarest, Jethro Browell, Matteo Fasiolo, Yannig Goude, Olivier Wintenberger

The proliferation of local generation, demand response, and electrification of heat and transport are changing the fundamental drivers of electricity load and increasing the complexity of load modelling and forecasting.

Load Forecasting Uncertainty Quantification

Robust Neural Posterior Estimation and Statistical Model Criticism

no code implementations12 Oct 2022 Daniel Ward, Patrick Cannon, Mark Beaumont, Matteo Fasiolo, Sebastian M Schmon

In this work we revisit neural posterior estimation (NPE), a class of algorithms that enable black-box parameter inference in simulation models, and consider the implication of a simulation-to-reality gap.

Daily peak electrical load forecasting with a multi-resolution approach

no code implementations8 Dec 2021 Yvenn Amara-Ouali, Matteo Fasiolo, Yannig Goude, Hui Yan

In the context of smart grids and load balancing, daily peak load forecasting has become a critical activity for stakeholders of the energy industry.

Additive models Load Forecasting

Additive stacking for disaggregate electricity demand forecasting

1 code implementation20 May 2020 Christian Capezza, Biagio Palumbo, Yannig Goude, Simon N. Wood, Matteo Fasiolo

We focus on forecasting demand at the individual household level, which is more challenging than forecasting aggregate demand, due to the lower signal-to-noise ratio and to the heterogeneity of consumption patterns across households.

Management

An Extended Empirical Saddlepoint Approximation for Intractable Likelihoods

1 code implementation8 Jan 2016 Matteo Fasiolo, Simon N. Wood, Florian Hartig, Mark V. Bravington

The challenges posed by complex stochastic models used in computational ecology, biology and genetics have stimulated the development of approximate approaches to statistical inference.

Methodology Applications

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