Abstract-Short-term forecasting is a ubiquitous practice in a wide range of energy systems, including forecasting demand, renewable generation, and electricity pricing. Although it is known that probabilistic forecasts (which give a distribution over possible future outcomes) can improve planning and control, many forecasting systems in practice are just used as "point forecast" tools, as it is challenging to represent highdimensional non-Gaussian distributions over multiple spatial and temporal points. In this paper, we apply a recentlyproposed algorithm for modeling high-dimensional conditional Gaussian distributions to forecasting wind power and extend it to the non-Gaussian case using the copula transform. On a wind power forecasting task, we show that this probabilistic model greatly outperforms other methods on the task of accurately modeling potential distributions of power (as would be necessary in a stochastic dispatch problem, for example).

We consider the task of designing sparse control laws for large-scale systems by directly minimizing an infinite horizon quadratic cost with an 1 penalty on the feedback controller gains. Our focus is on an improved algorithm that allows us to scale to large systems (i.e. those where sparsity is most useful) with convergence times that are several orders of magnitude faster than existing algorithms. In particular, we develop an efficient proximal Newton method which minimizes per-iteration cost with a coordinate descent active set approach and fast numerical solutions to the Lyapunov equations. Experimentally we demonstrate the appeal of this approach on synthetic examples and real power networks significantly larger than those previously considered in the literature.

We present a unified method, based on convex optimization, for managing the power produced and consumed by a network of devices over time. We start with the simple setting of optimizing power flows in a static network, and then proceed to the case of optimizing dynamic power flows, i.e., power flows that change with time over a horizon. We leverage this to develop a real-time control strategy, model predictive control, which at each time step solves a dynamic power flow optimization problem, using forecasts of future quantities such as demands, capacities, or prices, to choose the current power flow values. Finally, we consider a useful extension of model predictive control that explicitly accounts for uncertainty in the forecasts. We mirror our framework with an object-oriented software implementation, an open-source Python library for planning and controlling power flows at any scale. We demonstrate our method with various examples. Appendices give more detail about the package, and describe some basic but very effective methods for constructing forecasts from historical data.

We propose a new framework for single-channel source separation that lies between the fully supervised and unsupervised setting. Instead of supervision, we provide input features for each source signal and use convex methods to estimate the correlations between these features and the unobserved signal decomposition. We analyze the case of 2 loss theoretically and show that recovery of the signal components depends only on cross-correlation between features for different signals, not on correlations between features for the same signal. Contextually supervised source separation is a natural fit for domains with large amounts of data but no explicit supervision; our motivating application is energy disaggregation of hourly smart meter data (the separation of whole-home power signals into different energy uses). Here we apply contextual supervision to disaggregate the energy usage of thousands homes over four years, a significantly larger scale than previously published efforts, and demonstrate on synthetic data that our method outperforms the unsupervised approach.

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