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@ARTICLE{Wedemeyer:1052747,
author = {Wedemeyer, Moritz and Cramer, Eike and Mitsos, Alexander
and Dahmen, Manuel},
title = {{D}ata-{D}riven {C}onditional {F}lexibility {I}ndex},
publisher = {arXiv},
reportid = {FZJ-2026-01104},
year = {2026},
abstract = {With the increasing flexibilization of processes,
determining robust scheduling decisions has become an
important goal. Traditionally, the flexibility index has
been used to identify safe operating schedules by
approximating the admissible uncertainty region using simple
admissible uncertainty sets, such as hypercubes. Presently,
available contextual information, such as forecasts, has not
been considered to define the admissible uncertainty set
when determining the flexibility index. We propose the
conditional flexibility index (CFI), which extends the
traditional flexibility index in two ways: by learning the
parametrized admissible uncertainty set from historical data
and by using contextual information to make the admissible
uncertainty set conditional. This is achieved using a
normalizing flow that learns a bijective mapping from a
Gaussian base distribution to the data distribution. The
admissible latent uncertainty set is constructed as a
hypersphere in the latent space and mapped to the data
space. By incorporating contextual information, the CFI
provides a more informative estimate of flexibility by
defining admissible uncertainty sets in regions that are
more likely to be relevant under given conditions. Using an
illustrative example, we show that no general statement can
be made about data-driven admissible uncertainty sets
outperforming simple sets, or conditional sets outperforming
unconditional ones. However, both data-driven and
conditional admissible uncertainty sets ensure that only
regions of the uncertain parameter space containing
realizations are considered. We apply the CFI to a
security-constrained unit commitment example and demonstrate
that the CFI can improve scheduling quality by incorporating
temporal information.},
keywords = {Machine Learning (cs.LG) (Other) / FOS: Computer and
information sciences (Other)},
cin = {ICE-1},
cid = {I:(DE-Juel1)ICE-1-20170217},
pnm = {1121 - Digitalization and Systems Technology for
Flexibility Solutions (POF4-112) / HDS LEE - Helmholtz
School for Data Science in Life, Earth and Energy (HDS LEE)
(HDS-LEE-20190612)},
pid = {G:(DE-HGF)POF4-1121 / G:(DE-Juel1)HDS-LEE-20190612},
typ = {PUB:(DE-HGF)25},
doi = {10.48550/ARXIV.2601.16028},
url = {https://juser.fz-juelich.de/record/1052747},
}