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We propose a simple empirical scaling law that describes load forecasting accuracy at different levels of aggregation. The model is justified based on a simple decomposition of individual consumption patterns. We show that for different…

Applications · Statistics 2017-09-01 Raffi Sevlian , Ram Rajagopal

We develop the setting of sequential prediction based on shifting experts and on a "smooth" version of the method of specialized experts. To aggregate experts predictions, we use the AdaHedge algorithm, which is a version of the Hedge…

Machine Learning · Computer Science 2020-01-24 Vladimir V'yugin , Vladimir Trunov

Forecasts support decision making in a variety of applications. Statistical models can produce accurate forecasts given abundant training data, but when data is sparse, rapidly changing, or unavailable, statistical models may not be able to…

Applications · Statistics 2020-05-19 Thomas McAndrew , Nutcha Wattanachit , G. Casey Gibson , Nicholas G. Reich

We study the forecasting of the power consumptions of a population of households and of subpopulations thereof. These subpopulations are built according to location, to exogenous information and/or to profiles we determined from historical…

Machine Learning · Statistics 2020-03-03 Margaux Brégère , Malo Huard

We consider the forecast aggregation problem in repeated settings, where the forecasts are done on a binary event. At each period multiple experts provide forecasts about an event. The goal of the aggregator is to aggregate those forecasts…

Machine Learning · Computer Science 2018-02-21 Yakov Babichenko , Dan Garber

The conventional practice of retail electric utilities is to aggregate customers geographically. The utility purchases electricity for its customers via bulk transactions on the wholesale market, and it passes these costs along to its…

Optimization and Control · Mathematics 2017-08-08 Siddharth Patel , Raffi Sevlian , Baosen Zhang , Ram Rajagopal

This article presents a novel hybrid approach using statistics and machine learning to forecast the national demand of electricity. As investment and operation of future energy systems require long-term electricity demand forecasts with…

Machine Learning · Computer Science 2023-04-12 Tatiana Gonzalez Grandon , Johannes Schwenzer , Thomas Steens , Julia Breuing

Understanding the energy consumption patterns of different types of consumers is essential in any planning of energy distribution. However, obtaining consumption information for single individuals is often either not possible or too…

Applications · Statistics 2021-12-24 Amanda Lenzi , Camila P. E. de Souza , Ronaldo Dias , Nancy Garcia , Nancy E. Heckman

The problem of aggregating expert forecasts is ubiquitous in fields as wide-ranging as machine learning, economics, climate science, and national security. Despite this, our theoretical understanding of this question is fairly shallow. This…

Computer Science and Game Theory · Computer Science 2022-02-24 Eric Neyman , Tim Roughgarden

Accurate estimation and forecasting of energy consumption are important for power-system operation, planning, and demand-side management. In practice, however, complete and timely measurements may not always be available, and the observed…

Machine Learning · Computer Science 2026-05-29 Ruoyu Hu , Dahai Yu , Feng Bao , Guang Wang , Guannan Zhang

In this paper we improve on the temperature predictions made with (online) Expert Aggregation (EA) [Cesa-Bianchi and Lugosi, 2006] in Part I. In particular, we make the aggregation more reactive, whilst maintaining at least the same root…

Optimization and Control · Mathematics 2025-06-19 Léo Pfitzner , Olivier Wintenberger , Olivier Mestre

Accurate household short-term energy consumption forecasting (STECF) is crucial for home energy management, but it is technically challenging, due to highly random behaviors of individual residential users. To improve the accuracy of STECF…

Signal Processing · Electrical Eng. & Systems 2024-02-16 Heyang Yu , Yuxi Sun , Yintao Liu , Guangchao Geng , Quanyuan Jiang

Bayesian experts who are exposed to different evidence often make contradictory probabilistic forecasts. An aggregator, ignorant of the underlying model, uses this to calculate her own forecast. We use the notions of scoring rules and…

Economics · Quantitative Finance 2018-02-13 Itai Areili , Yakov Babichenko , Rann Smorodinsky

We focus on day-ahead electricity load forecasting of substations of the distribution network in France; therefore, our problem lies between the instability of a single consumption and the stability of a countrywide total demand. Moreover,…

Machine Learning · Computer Science 2023-02-17 Guillaume Lambert , Bachir Hamrouche , Joseph de Vilmarest

Electricity consumption has increased exponentially during the past few decades. This increase is heavily burdening the electricity distributors. Therefore, predicting the future demand for electricity consumption will provide an upper hand…

Machine Learning · Computer Science 2019-09-19 Anupiya Nugaliyadde , Upeka Somaratne , Kok Wai Wong

The increasing use of renewable energy sources with variable output, such as solar photovoltaic and wind power generation, calls for Smart Grids that effectively manage flexible loads and energy storage. The ability to forecast consumption…

Machine Learning · Computer Science 2014-04-02 Andreas Veit , Christoph Goebel , Rohit Tidke , Christoph Doblander , Hans-Arno Jacobsen

Most electricity systems worldwide are deploying advanced metering infrastructures to collect relevant operational data. In particular, smart meters allow tracking electricity load consumption at a very disaggregated level and at high…

Machine Learning · Statistics 2020-03-09 Andrés M. Alonso , F. Javier Nogales , Carlos Ruiz

Electricity load consumption may be extremely complex in terms of profile patterns, as it depends on a wide range of human factors, and it is often correlated with several exogenous factors, such as the availability of renewable energy and…

Machine Learning · Computer Science 2025-02-03 Aleksei Kychkin , Georgios C. Chasparis

Power systems operate under uncertainty originating from multiple factors that are impossible to account for deterministically. Distributional forecasting is used to control and mitigate risks associated with this uncertainty. Recent…

Machine Learning · Computer Science 2024-10-07 Slawek Smyl , Boris N. Oreshkin , Paweł Pełka , Grzegorz Dudek

This paper analyzes comparatively the performance of Random Forests and Gradient Boosting algorithms in the field of forecasting the energy consumption based on historical data. The two algorithms are applied in order to forecast the energy…

Artificial Intelligence · Computer Science 2022-07-26 Cristina Bianca Pop , Viorica Rozina Chifu , Corina Cordea , Emil Stefan Chifu , Octav Barsan
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