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Several phenomena are available representing market activity: volumes, number of trades, durations between trades or quotes, volatility - however measured - all share the feature to be represented as positive valued time series. When…

Statistical Finance · Quantitative Finance 2021-07-14 Fabrizio Cipollini , Giampiero M. Gallo

Forecasting electricity demand plays a critical role in ensuring reliable and cost-efficient operation of the electricity supply. With the global transition to distributed renewable energy sources and the electrification of heating and…

Machine Learning · Computer Science 2023-05-31 Konstantin Hopf , Hannah Hartstang , Thorsten Staake

Mid-term electricity load forecasting (LF) plays a critical role in power system planning and operation. To address the issue of error accumulation and transfer during the operation of existing LF models, a novel model called error…

Machine Learning · Computer Science 2023-06-21 Liping Zhang , Di Wu , Xin Luo

We suggest the Doubly Multiplicative Error class of models (DMEM) for modeling and forecasting realized volatility, which combines two components accommodating low-, respectively, high-frequency features in the data. We derive the…

Statistical Finance · Quantitative Finance 2020-06-08 Alessandra Amendola , Vincenzo Candila , Fabrizio Cipollini , Giampiero M. Gallo

The rapid expansion of electric vehicles (EVs) has rendered the load forecasting of electric vehicle charging stations (EVCS) increasingly critical. The primary challenge in achieving precise load forecasting for EVCS lies in accounting for…

Systems and Control · Electrical Eng. & Systems 2024-06-14 Zongbao Zhang , Jiao Hao , Wenmeng Zhao , Yan Liu , Yaohui Huang , Xinhang Luo

Accurate electrical load forecasting is crucial for optimizing power system operations, planning, and management. As power systems become increasingly complex, traditional forecasting methods may fail to capture the intricate patterns and…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Elias Raffoul , Mingjian Tuo , Cunzhi Zhao , Tianxia Zhao , Meng Ling , Xingpeng Li

An accurate forecast of electric demand is essential for the optimal design of a generation system. For district installations, the projected lifespan may extend one or two decades. The reliance on a single-year forecast, combined with a…

The increasing integration of renewable energy sources (RESs) into modern power systems presents significant opportunities but also notable challenges, primarily due to the inherent variability of RES generation. Accurate forecasting of RES…

Machine Learning · Computer Science 2026-01-19 Farshid Kamrani , Kristen Schell

Systemic risk measures have been shown to be predictive of financial crises and declines in real activity. Thus, forecasting them is of major importance in finance and economics. In this paper, we propose a new forecasting method for…

Methodology · Statistics 2025-04-23 Yannick Hoga

Accurate mid-term (weeks to one year) hourly electricity load forecasts are essential for strategic decision-making in power plant operation, ensuring supply security and grid stability, planning and building energy storage systems, and…

Applications · Statistics 2025-05-01 Monika Zimmermann , Florian Ziel

Electric load forecasting is an indispensable component of electric power system planning and management. Inaccurate load forecasting may lead to the threat of outages or a waste of energy. Accurate electric load forecasting is challenging…

Machine Learning · Computer Science 2023-10-25 Linxiao Yang , Rui Ren , Xinyue Gu , Liang Sun

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

Multiplicative error models (MEMs) are commonly used for real-valued time series, but they cannot be applied to discrete-valued count time series as the involved multiplication would not preserve the integer nature of the data. Thus, the…

Methodology · Statistics 2023-11-28 Christian H. Weiß , Fukang Zhu

Load forecasts have become an integral part of energy security. Due to the various influencing factors that can be considered in such a forecast, there is also a wide range of models that attempt to integrate these parameters into a system…

Machine Learning · Computer Science 2022-10-19 Philipp Giese

Short-term load forecasting is one of the crucial sections in smart grid. Precise forecasting enables system operators to make reliable unit commitment and power dispatching decisions. With the advent of big data, a number of artificial…

Signal Processing · Electrical Eng. & Systems 2018-09-27 Tiantian Li , Bo Wang , Min Zhou , Junzo Watada

We present in this paper a model for forecasting short-term power loads based on deep residual networks. The proposed model is able to integrate domain knowledge and researchers' understanding of the task by virtue of different neural…

Machine Learning · Statistics 2018-05-31 Kunjin Chen , Kunlong Chen , Qin Wang , Ziyu He , Jun Hu , Jinliang He

Accurate load forecasting is critical for efficient and reliable operations of the electric power system. A large part of electricity consumption is affected by weather conditions, making weather information an important determinant of…

Machine Learning · Computer Science 2023-10-16 Jonathan Yang , Mingjian Tuo , Jin Lu , Xingpeng Li

Accurate short-term energy consumption forecasting is essential for efficient power grid management, resource allocation, and market stability. Traditional time-series models often fail to capture the complex, non-linear dependencies and…

Computers and Society · Computer Science 2026-01-27 Abhishek Maity , Viraj Tukarul

The empirical mode decomposition (EMD) method and its variants have been extensively employed in the load and renewable forecasting literature. Using this multiresolution decomposition, time series (TS) related to the historical load and…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Nima Safari , George Price , Chi Yung Chung

Short Term Load forecasting in this paper uses input data dependent on parameters such as load for current hour and previous two hours, temperature for current hour and previous two hours, wind for current hour and previous two hours, cloud…

Neural and Evolutionary Computing · Computer Science 2009-12-08 Mrs. J. P. Rothe , Dr. A. K. Wadhwani , Dr. Mrs. S. Wadhwani
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