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The accurate prediction of short-term electricity prices is vital for effective trading strategies, power plant scheduling, profit maximisation and efficient system operation. However, uncertainties in supply and demand make such…

Econometrics · Economics 2023-04-20 Mira Watermeyer , Thomas Möbius , Oliver Grothe , Felix Müsgens

Retailers and major consumers of electricity generally purchase an important percentage of their estimated electricity needs years ahead in the forward market. This long-term electricity procurement task consists of determining when to buy…

Trading and Market Microstructure · Quantitative Finance 2022-06-06 Thibaut Théate , Sébastien Mathieu , Damien Ernst

Short-term electricity markets are becoming more relevant due to less-predictable renewable energy sources, attracting considerable attention from the industry. The balancing market is the closest to real-time and the most volatile among…

Machine Learning · Computer Science 2024-02-14 Ciaran O'Connor , Joseph Collins , Steven Prestwich , Andrea Visentin

The problem of pricing utility-scale energy storage resources (ESRs) in the real-time electricity market is considered. Under a rolling-window dispatch model where the operator centrally dispatches generation and consumption under…

Systems and Control · Electrical Eng. & Systems 2021-01-26 Cong Chen , Lang Tong , Ye Guo

Real-world IP network traffic is susceptible to external and internal factors such as new internet service integration, traffic migration, internet application, etc. Due to these factors, the actual internet traffic is non-linear and…

Networking and Internet Architecture · Computer Science 2022-08-12 Sajal Saha , Anwar Haque , Greg Sidebottom

The increasing complexity of supply chains and the rising costs associated with defective or substandard goods (bad goods) highlight the urgent need for advanced predictive methodologies to mitigate risks and enhance operational efficiency.…

Machine Learning · Computer Science 2025-06-10 Bishwajit Prasad Gond

This research presents an innovative use of parallel computing with the ARIMA (AutoRegressive Integrated Moving Average) model to forecast energy consumption in Peru's Puno region. The study conducts a thorough and multifaceted analysis,…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-01-29 Cliver W. Vilca-Tinta , Fred Torres-Cruz , Josefh J. Quispe-Morales

Electricity price is a key factor affecting the decision-making for all market participants. Accurate forecasting of electricity prices is very important and is also very challenging since electricity price is highly volatile due to various…

Machine Learning · Computer Science 2021-12-28 Vasudharini Sridharan , Mingjian Tuo , Xingpeng Li

Accurate prediction of electricity prices is crucial for stakeholders in the energy market, particularly for grid operators, energy producers, and consumers. This study focuses on developing a predictive model leveraging Long Short-Term…

Machine Learning · Computer Science 2025-10-21 Salih Salihoglu , Ibrahim Ahmed , Afshin Asadi

The recent development of advanced machine learning methods for hybrid models has greatly addressed the need for the correct prediction of electrical prices. This method combines AlexNet and LSTM algorithms, which are used to introduce a…

Electricity prices strongly depend on seasonality of different time scales, therefore any forecasting of electricity prices has to account for it. Neural networks have proven successful in short-term price-forecasting, but complicated…

Applications · Statistics 2022-02-03 Andreas Wagner , Enislay Ramentol , Florian Schirra , Hendrik Michaeli

Present energy demand and modernization are leading to greater fossil fuel consumption, which has increased environmental pollution and led to climate change. Hence to decrease dependency on conventional energy sources, renewable energy…

Systems and Control · Electrical Eng. & Systems 2023-11-20 Manas Ranjan Mohapatra , Rahul Radhakrishnan , Raj Mani Shukla

In this paper, five different deep learning models are being compared for predicting travel time. These models are autoregressive integrated moving average (ARIMA) model, recurrent neural network (RNN) model, autoregressive (AR) model,…

Machine Learning · Computer Science 2021-11-17 Armstrong Aboah , Elizabeth Arthur

One of the important and widely used classes of models for non-Gaussian time series is the generalized autoregressive model average models (GARMA), which specifies an ARMA structure for the conditional mean process of the underlying time…

Methodology · Statistics 2021-05-13 Tingguo Zheng , Han Xiao , Rong Chen

The integration of renewable energy into electricity markets poses significant challenges to price stability and increases the complexity of market operations. Accurate and reliable electricity price forecasting is crucial for effective…

Machine Learning · Computer Science 2025-02-10 Ciaran O'Connor , Mohamed Bahloul , Roberto Rossi , Steven Prestwich , Andrea Visentin

While the field of electricity price forecasting has benefited from plenty of contributions in the last two decades, it arguably lacks a rigorous approach to evaluating new predictive algorithms. The latter are often compared using unique,…

Applications · Statistics 2022-04-07 Jesus Lago , Grzegorz Marcjasz , Bart De Schutter , Rafał Weron

Motivated by the increasing integration among electricity markets, in this paper we propose two different methods to incorporate market integration in electricity price forecasting and to improve the predictive performance. First, we…

Statistical Finance · Quantitative Finance 2017-12-08 Jesus Lago , Fjo De Ridder , Peter Vrancx , Bart De Schutter

Probabilistic electricity price forecasting (PEPF) is vital for short-term electricity markets, yet the multivariate nature of day-ahead prices - spanning 24 consecutive hours - remains underexplored. At the same time, real-time…

Machine Learning · Statistics 2026-04-27 Simon Hirsch

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

Accurate and reliable electricity price forecasting has significant practical implications for grid management, renewable energy integration, power system planning, and price volatility management. This study focuses on enhancing…

Econometrics · Economics 2024-12-12 Joseph Nyangon , Ruth Akintunde
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