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Accurate power forecasting from renewable energy sources (RES) is crucial for integrating additional RES capacity into the power system and realizing sustainability goals. This work emphasizes the importance of integrating decentralized…

Machine Learning · Computer Science 2025-01-23 Carla Goncalves , Ricardo J. Bessa , Tiago Teixeira , Joao Vinagre

This paper contributes to the literature on parametric demand estimation by using deep learning to model consumer preferences. Traditional econometric methods often struggle with limited within-product price variation, a challenge addressed…

General Economics · Economics 2024-12-16 Kirill Safonov

This review presents the set of electricity price models proposed in the literature since the opening of power markets. We focus on price models applied to financial pricing and risk management. We classify these models according to their…

Mathematical Finance · Quantitative Finance 2021-07-30 Thomas Deschatre , Olivier Féron , Pierre Gruet

Energy storage are strategic participants in electricity markets to arbitrage price differences. Future power system operators must understand and predict strategic storage arbitrage behaviors for market power monitoring and capacity…

Systems and Control · Electrical Eng. & Systems 2024-02-02 Yuexin Bian , Ningkun Zheng , Yang Zheng , Bolun Xu , Yuanyuan Shi

Electricity price prediction plays a vital role in energy storage system (ESS) management. Current prediction models focus on reducing prediction errors but overlook their impact on downstream decision-making. So this paper proposes a…

Machine Learning · Computer Science 2023-05-02 Linwei Sang , Yinliang Xu , Huan Long , Qinran Hu , Hongbin Sun

Renewable Energy Sources play a key role in smart energy systems. To achieve 100% renewable energy, utilizing the flexibility potential on the demand side becomes the cost-efficient option to balance the grid. However, it is not trivial to…

Systems and Control · Electrical Eng. & Systems 2024-08-01 Seyed Shahabaldin Tohidi , Henrik Madsen , Davide Calì , Tobias K. S. Ritschel

Probabilistic forecasting in combination with stochastic programming is a key tool for handling the growing uncertainties in future energy systems. Derived from a general stochastic programming formulation for the optimal scheduling and…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Mario Beykirch , Tim Janke , Florian Steinke

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…

The price of electricity is far more volatile than that of other commodities normally noted for extreme volatility. The possibility of extreme price movements increases the risk of trading in electricity markets. However, underlying the…

Statistical Mechanics · Physics 2008-12-02 Rafal Weron

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

A minimal model of a market of myopic non-cooperative agents who trade bilaterally with random bids reproduces qualitative features of short-term electric power markets, such as those in California and New England. Each agent knows its own…

Trading and Market Microstructure · Quantitative Finance 2009-05-15 Randall A. LaViolette , Lory A. Ellebracht , Kevin L. Stamber , Charles J. Gieseler , Benjamin K. Cook

Accurate prediction of non-dispatchable renewable energy sources is essential for grid stability and price prediction. Regional power supply forecasts are usually indirect through a bottom-up approach of plant-level forecasts, incorporate…

Signal Processing · Electrical Eng. & Systems 2026-02-24 Eloi Lindas , Yannig Goude , Philippe Ciais

Long-term planning of a robust power system requires the understanding of changing demand patterns. Electricity demand is highly weather sensitive. Thus, the supply side variation from introducing intermittent renewable sources, juxtaposed…

Machine Learning · Computer Science 2022-09-13 Reshmi Ghosh , Michael Craig , H. Scott Matthews , Constantine Samaras , Laure Berti-Equille

In an electric power system, demand fluctuations may result in significant ancillary cost to suppliers. Furthermore, in the near future, deep penetration of volatile renewable electricity generation is expected to exacerbate the variability…

Optimization and Control · Mathematics 2012-07-13 John N. Tsitsiklis , Yunjian Xu

Machine learning algorithms are increasingly employed to price or value homes for sale, properties for rent, rides for hire, and various other goods and services. Machine learning-based prices are typically generated by complex algorithms…

Theoretical Economics · Economics 2023-02-21 Nikhil Malik , Emaad Manzoor

The energy market relies on forecasting capabilities of both demand and power generation that need to be kept in dynamic balance. Today, when it comes to renewable energy generation, such decisions are increasingly made in a liberalized…

Machine Learning · Computer Science 2022-03-15 Odin Foldvik Eikeland , Finn Dag Hovem , Tom Eirik Olsen , Matteo Chiesa , Filippo Maria Bianchi

Transmission system operators have a growing need for more accurate forecasting of electricity demand. Current electricity systems largely require demand forecasting so that the electricity market establishes electricity prices as well as…

Machine Learning · Computer Science 2024-04-02 Oscar Trull , J. Carlos García-Díaz , Angel Peiró-Signes

In this paper we investigate predictability of electricity prices in the Canadian provinces of Alberta and Ontario, as well as in the US Mid-C market. Using scale-dependent detrended fluctuation analysis, spectral analysis, and the…

Statistical Finance · Quantitative Finance 2015-06-01 Olga Y. Uritskaya , Vadim M. Uritsky

Economic complexity methods, and in particular relatedness measures, lack a systematic evaluation and comparison framework. We argue that out-of-sample forecast exercises should play this role, and we compare various machine learning models…

Machine Learning · Computer Science 2021-06-01 Giambattista Albora , Luciano Pietronero , Andrea Tacchella , Andrea Zaccaria

Wind farm needs prediction models for predictive maintenance. There is a need to predict values of non-observable parameters beyond ranges reflected in available data. A prediction model developed for one machine many not perform well in…

Machine Learning · Computer Science 2022-01-12 Yingjun Shen , Zhe Song , Andrew Kusiak