We explore methods to use thermostatically controlled loads (TCLs), such as water heaters and air conditioners, to provide ancillary services by assisting in balancing generation and load. We show that by adding simple imbedded instructions and a small amount of memory to temperature controllers of TCLs, it is possible to design open-loop control algorithms capable of creating short-term pulses of demand response without unwanted power oscillations associated with temporary synchronization of the TCL dynamics. By moving a small amount of intelligence to each of the end point TCL devices, we are able to leverage our knowledge of the time dynamics of TCLs to shape the demand response pulses for different power system applications. A significant benefit of our open-loop method is the reduction from two-way to one-way broadcast communication which also eliminates many basic consumer privacy issues. In this work, we focus on developing the algorithms to generate a set of fundamental pulse shapes that can subsequently be used to create demand response with arbitrary profiles. Demand response control methods, such as the one developed here, open the door to fast, nonperturbative control of large aggregations of TCLs. (C) 2012 Elsevier Ltd. All rights reserved.