arXiv subjects

Abdollah Shafieezadeh

Publications and source records attributed to Abdollah Shafieezadeh.

10 recordsLinked to original sources

arXiv2026

A causal graph-informed temporal convolution architecture for interpretable retail electricity price forecasting

Retail electricity markets in deregulated systems face significant price volatility and complex interactions with forward and futures products, posing challenges for effective operational decision-making. This study introduces a Causal Graph-Informed Temporal Convolutional Network (CG-TCN), a forecasting architecture that integrates a learned causal graph into a temporal convolutional network via a graph-neural embedding to enhance both forecasting accuracy and interpretability of retail electricity price dynamics. It first applies a multi-resolution decomposition to isolate semiannual, quarterly, and monthly trends from high-frequency fluctuations. A causal graph is then discovered over these components and key covariates, including wholesale forward prices and retail contract attributes such as early termination fees, with domain constraints that preserve causal directionality and exogeneity. The learned causal structure is encoded as an adjacency embedding that conditions the TCN's convolutions and attention, aligning representation learning with causal pathways. Using ten years of daily 12-month fixed-price residential contracts from Ohio's deregulated market, we find that wholesale forward prices primarily determine long-term retail price trends, whereas contract attributes influence short-term fluctuations. CG-TCN consistently outperforms benchmark models, achieving mean absolute percentage errors of 3.08%, 3.82%, and 5.43% for one-, ten-, and fifteen-step-ahead forecasts of daily retail electricity median prices, respectively. By combining predictive performance with interpretability, CG-TCN provides transparent, policy-relevant insight to support market analytics, consumer protection, regulatory oversight, risk assessment and procurement planning in competitive electricity markets.

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arXiv2026

Unscented KalmanNet: Structure-Preserving Deep Learning with Calibrated Posterior Uncertainty under Incomplete Physics and Unknown Noise

Nonlinear state estimation requires sequentially fusing model-based predictions with noisy measurements. Under imperfect dynamics and unknown, time-varying noise statistics, this fusion can degrade in both accuracy and statistical consistency. Existing learning-aided filters largely treat accuracy and uncertainty estimation separately, limiting their ability to correct model-mismatch-induced bias while retaining an explicit, calibrated posterior covariance. This paper introduces Unscented KalmanNet (UKN), a model-based deep learning architecture that extends the Unscented Kalman Filter (UKF) with learned mechanisms for these two sources of filtering error while preserving explicit posterior covariance propagation. NoiseNet learns time-varying process and measurement covariances as bounded multiplicative corrections to baseline covariances, guaranteeing positive definiteness, while GainNet learns a bounded residual correction to the analytical UKF gain to compensate for model-mismatch-induced bias. A calibration-aware training objective couples state error with posterior covariance and innovation consistency terms through adaptive weighting, jointly optimizing accuracy and calibration. UKN is benchmarked against UKF, KalmanNet, and Bayesian KalmanNet on three synthetic systems and real-flight UZH-FPV data. It achieves the lowest state-estimation error in all four examples and reduces RMSE by 26.4-49.7% compared with UKF in the synthetic cases. Leave-one-sequence-out cross-validation over 11 flights shows 22.4% and 34.3% reductions in mean position and velocity RMSE, respectively. UKN also yields the lowest fold-to-fold variability, with dimension-normalized NEES and empirical coverage closest to nominal values among covariance-reporting filters. These results show that structured learned adaptation improves estimation accuracy while retaining calibrated uncertainty.

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arXiv2022

How important are socioeconomic factors for hurricane performance of power systems? An analysis of disparities through machine learning

This paper investigates whether socioeconomic factors are important for the hurricane performance of the electric power system in Florida. The investigation is performed using the Random Forest classifier with Mean Decrease of Accuracy (MDA) for measuring the importance of a set of factors that include hazard intensity, time to recovery from maximum impact, and socioeconomic characteristics of the affected population. The data set (at county scale) for this study includes socioeconomic variables from the 5-year American Community Survey (ACS), as well as wind velocities, and outage data of five hurricanes including Alberto and Michael in 2018, Dorian in 2019, and Eta and Isaias in 2020. The study shows that socioeconomic variables are considerably important for the system performance model. This indicates that social disparities may exist in the occurrence of power outages, which directly impact the resilience of communities and thus require immediate attention.

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arXiv2022

Multi-stage Resilience Management of Smart Power Distribution Systems: A Stochastic Robust Optimization Model

Significant outages from weather and climate extremes have highlighted the critical need for resilience-centered risk management of the grid. This paper proposes a multi-stage stochastic robust optimization (SRO) model that advances the existing planning frameworks on two main fronts. First, it captures interactions of operational measures with hardening decisions. Second, it properly treats the multitude of uncertainties in planning. The SRO model coordinates hardening and system operational measures for smart power distribution systems equipped with distributed generation units and switches. To capture the uncertainty in the incurred damage by extreme events, an uncertainty set is developed by integrating probabilistic information of hurricanes with the performance of overhead structures. A novel probabilistic model for the repair time of damaged lines is derived to account for the uncertainty in the recovery process. A solution strategy based on the integration of a differential evolution algorithm and a mixed-integer solver is designed to solve the resilience maximization model. The proposed approach is applied to a modified IEEE 33-bus system with 485 utility poles and a 118-bus system with 1841 poles. The systems are mapped on the Harris County, TX, U.S. Results reveal that optimal hardening decisions can be significantly influenced by resilience operational measures.

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arXiv2022

Optimal monitoring location for risk tracking of geotechnical systems: theory and application to tunneling excavation risks

The maturity of structural health monitoring technology brings ever-increasing opportunities for geotechnical structures and underground infrastructure systems to track the risk of structural failure, such as settlement-induced building damage, based on the monitored data. Reliability updating techniques can offer solutions to estimate the probability of failing to meet a prescribed objective using various types of information that are inclusive of equality and inequality. However, the update in reliability can be highly sensitive to monitoring location. Therefore, there may exist optimal locations in a system for monitoring that yield the maximum value for reliability updating. This paper proposes a computational framework for optimal monitoring location based on an innovative metric called sensitivity of information (SOI) that quantifies the relative change in unconditional and conditional reliability indexes. A state-of-the-practice case of risks posed by tunneling-induced settlement to buildings is explored in-depth to demonstrate and evaluate the computational efficiency of the proposed framework.

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arXiv2021

Adaptive Reliability Analysis for Multi-fidelity Models using a Collective Learning Strategy

In many fields of science and engineering, models with different fidelities are available. Physical experiments or detailed simulations that accurately capture the behavior of the system are regarded as high-fidelity models with low model uncertainty, however, they are expensive to run. On the other hand, simplified physical experiments or numerical models are seen as low-fidelity models that are cheaper to evaluate. Although low-fidelity models are often not suitable for direct use in reliability analysis due to their low accuracy, they can offer information about the trend of the high-fidelity model thus providing the opportunity to explore the design space at a low cost. This study presents a new approach called adaptive multi-fidelity Gaussian process for reliability analysis (AMGPRA). Contrary to selecting training points and information sources in two separate stages as done in state-of-the-art mfEGRA method, the proposed approach finds the optimal training point and information source simultaneously using the novel collective learning function (CLF). CLF is able to assess the global impact of a candidate training point from an information source and it accommodates any learning function that satisfies a certain profile. In this context, CLF provides a new direction for quantifying the impact of new training points and can be easily extended with new learning functions to adapt to different reliability problems. The performance of the proposed method is demonstrated by three mathematical examples and one engineering problem concerning the wind reliability of transmission towers. It is shown that the proposed method achieves similar or higher accuracy with reduced computational costs compared to state-of-the-art single and multi-fidelity methods. A key application of AMGPRA is high-fidelity fragility modeling using complex and costly physics-based computational models.

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arXiv2021

Adaptive network reliability analysis: Methodology and applications to power grid

Flow network models can capture the underlying physics and operational constraints of many networked systems including the power grid and transportation and water networks. However, analyzing reliability of systems using computationally expensive flow-based models faces substantial challenges, especially for rare events. Existing actively trained meta-models, which present a new promising direction in reliability analysis, are not applicable to networks due to the inability of these methods to handle high-dimensional problems as well as discrete or mixed variable inputs. This study presents the first adaptive surrogate-based Network Reliability Analysis using Bayesian Additive Regression Trees (ANR-BART). This approach integrates BART and Monte Carlo simulation (MCS) via an active learning method that identifies the most valuable training samples based on the credible intervals derived by BART over the space of predictor variables as well as the proximity of the points to the estimated limit state. Benchmark power grids including IEEE 30, 57, 118, and 300-bus systems and their power flow models for cascading failure analysis are considered to investigate ANR-BART, MCS, subset simulation, and passively-trained optimal deep neural networks and BART. Results indicate that ANR-BART is robust and yields accurate estimates of network failure probability, while significantly reducing the computational cost of reliability analysis.

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arXiv2021

Lyapunov-based uncertainty-aware safe reinforcement learning

Reinforcement learning (RL) has shown a promising performance in learning optimal policies for a variety of sequential decision-making tasks. However, in many real-world RL problems, besides optimizing the main objectives, the agent is expected to satisfy a certain level of safety (e.g., avoiding collisions in autonomous driving). While RL problems are commonly formalized as Markov decision processes (MDPs), safety constraints are incorporated via constrained Markov decision processes (CMDPs). Although recent advances in safe RL have enabled learning safe policies in CMDPs, these safety requirements should be satisfied during both training and in the deployment process. Furthermore, it is shown that in memory-based and partially observable environments, these methods fail to maintain safety over unseen out-of-distribution observations. To address these limitations, we propose a Lyapunov-based uncertainty-aware safe RL model. The introduced model adopts a Lyapunov function that converts trajectory-based constraints to a set of local linear constraints. Furthermore, to ensure the safety of the agent in highly uncertain environments, an uncertainty quantification method is developed that enables identifying risk-averse actions through estimating the probability of constraint violations. Moreover, a Transformers model is integrated to provide the agent with memory to process long time horizons of information via the self-attention mechanism. The proposed model is evaluated in grid-world navigation tasks where safety is defined as avoiding static and dynamic obstacles in fully and partially observable environments. The results of these experiments show a significant improvement in the performance of the agent both in achieving optimality and satisfying safety constraints.

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arXiv2020

Value of Information Analysis via Active Learning and Knowledge Sharing in Error-Controlled Adaptive Kriging

Large uncertainties in many phenomena have challenged decision making. Collecting additional information to better characterize reducible uncertainties is among decision alternatives. Value of information (VoI) analysis is a mathematical decision framework that quantifies expected potential benefits of new data and assists with optimal allocation of resources for information collection. However, analysis of VoI is computational very costly because of the underlying Bayesian inference especially for equality-type information. This paper proposes the first surrogate-based framework for VoI analysis. Instead of modeling the limit state functions describing events of interest for decision making, which is commonly pursued in surrogate model-based reliability methods, the proposed framework models system responses. This approach affords sharing equality-type information from observations among surrogate models to update likelihoods of multiple events of interest. Moreover, two knowledge sharing schemes called model and training points sharing are proposed to most effectively take advantage of the knowledge offered by costly model evaluations. Both schemes are integrated with an error rate-based adaptive training approach to efficiently generate accurate Kriging surrogate models. The proposed VoI analysis framework is applied for an optimal decision-making problem involving load testing of a truss bridge. While state-of-the-art methods based on importance sampling and adaptive Kriging Monte Carlo simulation are unable to solve this problem, the proposed method is shown to offer accurate and robust estimates of VoI with a limited number of model evaluations. Therefore, the proposed method facilitates the application of VoI for complex decision problems.

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arXiv2020

REAK: Reliability analysis through Error rate-based Adaptive Kriging

As models in various fields are becoming more complex, associated computational demands have been increasing significantly. Reliability analysis for these systems when failure probabilities are small is significantly challenging, requiring a large number of costly simulations. To address this challenge, this paper introduces Reliability analysis through Error rate-based Adaptive Kriging (REAK). An extension of the Central Limit Theorem based on Lindeberg condition is adopted here to derive the distribution of the number of design samples with wrong sign estimate and subsequently determine the maximum error rate for failure probability estimates. This error rate enables optimal establishment of effective sampling regions at each stage of an adaptive scheme for strategic generation of design samples. Moreover, it facilitates setting a target accuracy for failure probability estimation, which is used as stopping criterion for reliability analysis. These capabilities together can significantly reduce the number of calls to sophisticated, computationally demanding models. The application of REAK for four examples with varying extent of nonlinearity and dimension is presented. Results indicate that REAK is able to reduce the computational demand by as high as 50% compared to state-of-the-art methods of Adaptive Kriging with Monte Carlo Simulation (AK-MCS) and Improved Sequential Kriging Reliability Analysis (ISKRA).

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