English
Related papers

Related papers: Improving Short-Term Electricity Price Forecasting…

200 papers

An effective distribution electricity market (DEM) is required to manage the rapidly growing small-scale distributed energy resources (DERs) in distribution systems (DSs). This paper proposes a day-ahead DEM clearing and pricing mechanism…

Systems and Control · Electrical Eng. & Systems 2021-10-15 Zongzheng Zhao , Yixin Liu , Li Guo , Linquan Bai , Chengshan Wang

Time series forecasting has attracted significant attention, leading to the de-velopment of a wide range of approaches, from traditional statistical meth-ods to advanced deep learning models. Among them, the Auto-Regressive Integrated…

Machine Learning · Computer Science 2025-05-28 Thanh Son Nguyen , Van Thanh Nguyen , Dang Minh Duc Nguyen

The liberalization of electricity markets and the development of renewable energy sources has led to new challenges for decision makers. These challenges are accompanied by an increasing uncertainty about future electricity price movements.…

Applications · Statistics 2018-09-12 Florian Ziel , Rick Steinert

The increasing penetration of variable renewable energy and flexible demand technologies, such as electric vehicles and heat pumps, introduces significant uncertainty in power systems, resulting in greater imbalance; defined as the…

Statistical Finance · Quantitative Finance 2025-09-08 Timothée Hornek , Sergio Potenciano Menci , Ivan Pavić

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

With the volatile and complex nature of financial data influenced by external factors, forecasting the stock market is challenging. Traditional models such as ARIMA and GARCH perform well with linear data but struggle with non-linear…

Machine Learning · Computer Science 2025-01-30 Prashant Pilla , Raji Mekonen

This paper presents a case study on short-term load forecasting for France, with emphasis on special days, such as public holidays. We investigate the generalisability to French data of a recently proposed approach, which generates…

Applications · Statistics 2018-03-28 Siddharth Arora , James W. Taylor

This paper proposes an incentive-based aggregator for electric vehicles (EVs) in workplace parking lots to participate in the energy and regulation markets. With the implementation of seasonal Autoregressive Integrated Moving Average…

Systems and Control · Electrical Eng. & Systems 2020-08-18 Zhongyang Zhao , Caisheng Wang

Accurate mechanisms for forecasting solar irradiance and insolation provide important information for the planning of renewable energy and agriculture projects as well as for environmental and socio-economical studies. This research…

Machine Learning · Computer Science 2021-06-15 Laura S. Hoyos-Gómez , Jose F. Ruiz-Muñoz , Belizza J. Ruiz-Mendoza

Deep-learning techniques have been successfully used for time-series forecasting and have often shown superior performance on many standard benchmark datasets as compared to traditional techniques. Here we present a comprehensive and…

Machine Learning · Computer Science 2021-12-08 Vedant Shah , Gautam Shroff

Large-scale integration of renewable energy sources (RES) brings huge challenges to the power system. A cost-effective reserve deployment and uncertainty pricing mechanism are critical to deal with the uncertainty and variability of RES. To…

Systems and Control · Electrical Eng. & Systems 2020-12-16 Zongzheng Zhao , Yixin Liu , Li Guo , Linquan Bai , Chengshan Wang

Distribution locational marginal prices (DLMPs) facilitate the efficient operation of low-voltage electric power distribution systems. We propose an approach to internalize the stochasticity of renewable distributed energy resources (DERs)…

Systems and Control · Computer Science 2020-04-28 Robert Mieth , Yury Dvorkin

The need to forecast solar irradiation at a specific location over short-time horizons has acquired immense importance. In this paper, we report on analyses results involving statistical and machine learning techniques to predict hourly…

Applications · Statistics 2017-08-29 Alireza Inanlougani , T. Agami Reddy , Srinivas Katiamula

Calibration sample selection and forecast combination are two simple yet powerful tools used in forecasting. They can be combined with a variety of models to significantly improve prediction accuracy, at the same time offering easy…

Applications · Statistics 2025-10-20 Tomasz Serafin , Weronika Nitka

Day Ahead Electricity Markets (DAMs) in India are thin but growing. Consistent price forecasts are important for their utilization in portfolio optimization models. Univariate or multivariate models with standard exogenous variables such as…

Applications · Statistics 2020-11-04 Sayani Gupta , Puneet Chitkara

Celestial objects exhibit a wide range of variability in brightness at different wavebands. Surprisingly, the most common methods for characterizing time series in statistics -- parametric autoregressive modeling -- is rarely used to…

Instrumentation and Methods for Astrophysics · Physics 2019-01-24 Eric D. Feigelson , G. Jogesh Babu , Gabriel A. Caceres

The largescale penetration of variable renewable energy (VRE) and their generation uncertainties poses a major challenge for the distribution system operator (DSO) to efficiently determine the day-ahead real and reactive power distribution…

Systems and Control · Computer Science 2019-04-22 M. Nazif Faqiry , Lawryn Edmonds , Hongyu Wu

Recent studies concerning the point electricity price forecasting have shown evidence that the hourly German Intraday Continuous Market is weak-form efficient. Therefore, we take a novel, advanced approach to the problem. A probabilistic…

Statistical Finance · Quantitative Finance 2021-02-02 Michał Narajewski , Florian Ziel

Short term electricity price forecast is essential in competitive power markets, yet electricity price series exhibit high volatility, irregularity, and non-stationarity. This phenomenon is pronounced in the South Australian region of the…

Machine Learning · Computer Science 2026-04-28 Wei Lu , Jay Wang , Dingli Duan , Ding Mao , Caiyi Song , John Huang

Pricing multi-interval economic dispatch of electric power under operational uncertainty is considered in this two-part paper. Part I investigates dispatch-following incentives for generators under the locational marginal pricing (LMP) and…

Systems and Control · Electrical Eng. & Systems 2020-12-29 Cong Chen , Ye Guo , Lang Tong