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In this paper we propose a new method for probabilistic forecasting of electricity prices. It is based on averaging point forecasts from different models combined with expectile regression. We show that deriving the predicted distribution…

Applications · Statistics 2024-02-13 Joanna Janczura

Recent efforts have been very successful in accurately mapping welfare in datasparse regions of the world using satellite imagery and other non-traditional data sources. However, the literature to date has focused on predicting a particular…

General Economics · Economics 2023-01-02 Anders Christensen , Joel Ferguson , Simón Ramírez Amaya

Distributed aggregation allows the derivation of a given global aggregate property from many individual local values in nodes of an interconnected network system. Simple aggregates such as minima/maxima, counts, sums and averages have been…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-04-09 Miguel Borges , Paulo Jesus , Carlos Baquero , Paulo Sérgio Almeida

As a result of increasing population and globalization, the demand for energy has greatly risen. Therefore, accurate energy consumption forecasting has become an essential prerequisite for government planning, reducing power wastage and…

Machine Learning · Computer Science 2022-07-05 Muhammad Bilal , Hyeok Kim , Muhammad Fayaz , Pravin Pawar

Data clustering is an instrumental tool in the area of energy resource management. One problem with conventional clustering is that it does not take the final use of the clustered data into account, which may lead to a very suboptimal use…

Machine Learning · Computer Science 2021-06-03 Chao Zhang , Samson Lasaulce , Martin Hennebel , Lucas Saludjian , Patrick Panciatici , H. Vincent Poor

We consider a model of selective prediction, where the prediction algorithm is given a data sequence in an online fashion and asked to predict a pre-specified statistic of the upcoming data points. The algorithm is allowed to choose when to…

Machine Learning · Computer Science 2019-05-30 Mingda Qiao , Gregory Valiant

The increased awareness regarding the impact of energy consumption on the environment has led to an increased focus on reducing energy consumption. Feedback on the appliance level energy consumption can help in reducing the energy demands…

Systems and Control · Electrical Eng. & Systems 2019-07-16 Shalini Pandey , George Karypis

Clustering is frequently used in the energy domain to identify dominant electricity consumption patterns of households, which can be used to construct customer archetypes for long term energy planning. Selecting a useful set of clusters…

Machine Learning · Computer Science 2020-12-02 Wiebke Toussaint , Deshendran Moodley

This paper forges a strong connection between two seemingly unrelated forecasting problems: incentive-compatible forecast elicitation and forecast aggregation. Proper scoring rules are the well-known solution to the former problem. To each…

Computer Science and Game Theory · Computer Science 2023-08-22 Eric Neyman , Tim Roughgarden

Probabilistic electricity price forecasting (PEPF) is subject of increasing interest, following the demand for proper quantification of prediction uncertainty, to support the operation in complex power markets with increasing share of…

Machine Learning · Computer Science 2024-06-11 Alessandro Brusaferri , Andrea Ballarino , Luigi Grossi , Fabrizio Laurini

This paper studies the behavior of a strategic aggregator offering regulation capacity on behalf of a group of distributed energy resources (DERs, e.g. plug-in electric vehicles) in a power market. Our objective is to maximize the…

Optimization and Control · Mathematics 2017-08-18 Hongcai Zhang , Zechun Hu , Eric Munsing , Scott J. Moura , Yonghua Song

Energy disaggregation is the process of estimating the energy consumed by individual electrical appliances given only a time series of the whole-home power demand. Energy disaggregation researchers require datasets of the power demand from…

Databases · Computer Science 2015-09-23 Jack Kelly , William Knottenbelt

Most subjective probability aggregation procedures use a single probability judgment from each expert, even though it is common for experts studying real problems to update their probability estimates over time. This paper advances into…

Energy system optimization models are becoming increasingly popular for analyzing energy markets, such as the impact of new policies or interactions between energy carriers. One key challenge of these models is the trade-off between…

Optimization and Control · Mathematics 2025-08-26 Beltrán Castro Gómez , Yannick Werner , Sonja Wogrin

Is it a good idea to use the frequency of events in the past, as a guide to their frequency in the future (as we all do anyway)? In this paper the question is attacked from the perspective of universal prediction of individual sequences. It…

Information Theory · Computer Science 2013-01-29 Yuval Lomnitz , Meir Feder

Power systems face increasing challenges in maintaining resource adequacy due to lower operating margins, rising renewable energy uncertainty, and demand variability. Forecasting the probability distribution of peak demand on shorter…

Systems and Control · Electrical Eng. & Systems 2025-10-28 Buyi Yu , Wenyuan Tang

In this work we study the problem of inferring a discrete probability distribution using both expert knowledge and empirical data. This is an important issue for many applications where the scarcity of data prevents a purely empirical…

Machine Learning · Computer Science 2020-01-08 Rémi Besson , Erwan Le Pennec , Stéphanie Allassonnière

Accurate electrical load forecasting is of great importance for the efficient operation and control of modern power systems. In this work, a hybrid long short-term memory (LSTM)-based model with online correction is developed for day-ahead…

Systems and Control · Electrical Eng. & Systems 2024-03-07 Nan Lu , Quan Ouyang , Yang Li , Changfu Zou

This work presents ensemble forecasting of monthly electricity demand using pattern similarity-based forecasting methods (PSFMs). PSFMs applied in this study include $k$-nearest neighbor model, fuzzy neighborhood model, kernel regression…

Machine Learning · Computer Science 2020-04-02 Paweł Pełka , Grzegorz Dudek

Modeling price risks is crucial for economic decision making in energy markets. Besides the risk of a single price, the dependence structure of multiple prices is often relevant. We therefore propose a generic and easy-to-implement method…

Econometrics · Economics 2023-03-03 Oliver Grothe , Fabian Kächele , Fabian Krüger
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