activity
20202023
most citedGenerative machine learning methods for multivariate ensemble post-processing

26 citations · 55 across the 6 of their papers we have counts for

collaborators

6 papers

cs.LG2023★ 20 cited

Deep Learning-enabled MCMC for Probabilistic State Estimation in District Heating Grids

Andreas Bott, Tim Janke, Florian Steinke

Flexible district heating grids form an important part of future, low-carbon energy systems. We examine probabilistic state estimation in such grids, i.e., we aim to estimate the p…

physics.ao-ph2022★ 26 cited

Generative machine learning methods for multivariate ensemble post-processing

Jieyu Chen, Tim Janke, Florian Steinke +1

Ensemble weather forecasts based on multiple runs of numerical weather prediction models typically show systematic errors and require post-processing to obtain reliable forecasts.…

eess.SY2022★ 1 cited

Bidding and Scheduling in Energy Markets: Which Probabilistic Forecast Do We Need?

Mario Beykirch, Tim Janke, Florian Steinke

Probabilistic forecasting in combination with stochastic programming is a key tool for handling the growing uncertainties in future energy systems. Derived from a general stochasti…

stat.ML2021

Implicit Generative Copulas

Tim Janke, Mohamed Ghanmi, Florian Steinke

Copulas are a powerful tool for modeling multivariate distributions as they allow to separately estimate the univariate marginal distributions and the joint dependency structure. H…

stat.AP2021

Probabilistic Forecast Combination for Anomaly Detection in Building Heat Load Time Series

Mario Beykirch, Tim Janke, Imed Tayeche +1

We consider the problem of automated anomaly detection for building level heat load time series. An anomaly detection model must be applicable to a diverse group of buildings and p…

stat.AP2020★ 8 cited

Probabilistic multivariate electricity price forecasting using implicit generative ensemble post-processing

Tim Janke, Florian Steinke

The reliable estimation of forecast uncertainties is crucial for risk-sensitive optimal decision making. In this paper, we propose implicit generative ensemble post-processing, a n…