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Time series has attracted a lot of attention in many fields today. Time series forecasting algorithm based on complex network analysis is a research hotspot. How to use time series information to achieve more accurate forecasting is a…

Social and Information Networks · Computer Science 2022-08-23 Tianxiang Zhan , Fuyuan Xiao

For short-term solar irradiance forecasting, the traditional point forecasting methods are rendered less useful due to the non-stationary characteristic of solar power. The amount of operating reserves required to maintain reliable…

Machine Learning · Computer Science 2023-08-02 Sakshi Mishra , Praveen Palanisamy

Some applications of deep learning require not only to provide accurate results but also to quantify the amount of confidence in their prediction. The management of an electric power grid is one of these cases: to avoid risky scenarios,…

Machine Learning · Computer Science 2023-08-25 Michele Guerra , Simone Scardapane , Filippo Maria Bianchi

Encoder-decoder-based recurrent neural network (RNN) has made significant progress in sequence-to-sequence learning tasks such as machine translation and conversational models. Recent works have shown the advantage of this type of network…

Machine Learning · Computer Science 2023-05-10 Jing Xiong , Pengyang Zhou , Alan Chen , Yu Zhang

Power load forecast with Machine Learning is a fairly mature application of artificial intelligence and it is indispensable in operation, control and planning. Data selection techniqies have been hardly used in this application. However,…

Time-Series (TS) exhibits pronounced non-stationarity. Consequently, most forecasting methods display compromised robustness to concept drift, despite the prevalent application of instance normalization. We tackle this challenge by first…

Machine Learning · Computer Science 2026-01-29 Daojun Liang , Jing Chen , Xiao Wang , Yinglong Wang , Shuo Li

State-of-the-art forecasting methods using Recurrent Neural Net- works (RNN) based on Long-Short Term Memory (LSTM) cells have shown exceptional performance targeting short-horizon forecasts, e.g given a set of predictor features, forecast…

Machine Learning · Computer Science 2018-04-19 Aya Abdelsalam Ismail , Timothy Wood , Héctor Corrada Bravo

Simultaneous load forecasting across multiple entities (e.g., regions, buildings) is crucial for the efficient, reliable, and cost-effective operation of power systems. Accurate load forecasting is a challenging problem due to the inherent…

Machine Learning · Computer Science 2026-01-21 Onintze Zaballa , Verónica Álvarez , Santiago Mazuelas

Deep neural networks have shown great success in prediction quality while reliable and robust uncertainty estimation remains a challenge. Predictive uncertainty supplements model predictions and enables improved functionality of downstream…

Machine Learning · Computer Science 2021-12-02 Johanna Rock , Tiago Azevedo , René de Jong , Daniel Ruiz-Muñoz , Partha Maji

This work investigates the ways in which deep learning methods can benefit from random projection (RP), a classic linear dimensionality reduction method. We focus on two areas where, as we have found, employing RP techniques can improve…

Machine Learning · Computer Science 2018-12-27 Piotr Iwo Wójcik

As a key component of power system production simulation, load forecasting is critical for the stable operation of power systems. Machine learning methods prevail in this field. However, the limited training data can be a challenge. This…

Systems and Control · Electrical Eng. & Systems 2024-12-18 Linna Xu , Yongli Zhu

With the rapid development of science and technology, the problem of energy load monitoring and decomposition of electrical equipment has been receiving widespread attention from academia and industry. For the purpose of improving the…

Signal Processing · Electrical Eng. & Systems 2021-09-14 Xinxin Zhou , Jingru Feng , Yang Li

Rising penetration levels of (residential) photovoltaic (PV) power as distributed energy resource pose a number of challenges to the electricity infrastructure. High quality, general tools to provide accurate forecasts of power production…

Machine Learning · Computer Science 2020-10-16 Elizaveta Kharlova , Daniel May , Petr Musilek

Scenario-based probabilistic forecasts have become vital for decision-makers in handling intermittent renewable energies. This paper presents a recent promising deep learning generative approach called denoising diffusion probabilistic…

Machine Learning · Computer Science 2023-08-22 Esteban Hernandez Capel , Jonathan Dumas

Portfolio construction traditionally relies on separately estimating expected returns and covariance matrices using historical statistics, often leading to suboptimal allocation under time-varying market conditions. This paper proposes a…

Portfolio Management · Quantitative Finance 2026-03-23 Keonvin Park

We introduce a novel functional time series methodology for short-term load forecasting. The prediction is performed by means of a weighted average of past daily load segments, the shape of which is similar to the expected shape of the load…

Statistics Theory · Mathematics 2013-11-07 Efstathios Paparoditis , Theofanis Sapatinas

Quantifying predictive uncertainty of deep semantic segmentation networks is essential in safety-critical tasks. In applications like autonomous driving, where video data is available, convolutional long short-term memory networks are…

Computer Vision and Pattern Recognition · Computer Science 2023-11-14 Laura Fieback , Bidya Dash , Jakob Spiegelberg , Hanno Gottschalk

We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…

General Finance · Quantitative Finance 2026-02-16 Mykola Babiak , Jozef Barunik

We consider the problem of Bayesian parameter estimation for deep neural networks, which is important in problem settings where we may have little data, and/ or where we need accurate posterior predictive densities, e.g., for applications…

Machine Learning · Computer Science 2015-11-10 Anoop Korattikara , Vivek Rathod , Kevin Murphy , Max Welling

Energy load forecasting plays a crucial role in optimizing resource allocation and managing energy consumption in buildings and cities. In this paper, we propose a novel approach that leverages language models for energy load forecasting.…

Artificial Intelligence · Computer Science 2023-10-30 Hao Xue , Flora D. Salim