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Power grids are moving towards 100% renewable energy source bulk power grids, and the overall dynamics of power system operations and electricity markets are changing. The electricity markets are not only dispatching resources economically…

Machine Learning · Computer Science 2023-09-13 Milan Jain , Xueqing Sun , Sohom Datta , Abhishek Somani

We propose a multivariate elastic net regression forecast model for German quarter-hourly electricity spot markets. While the literature is diverse on day-ahead prediction approaches, both the intraday continuous and intraday call-auction…

Statistical Finance · Quantitative Finance 2018-11-22 Christopher Kath , Florian Ziel

As a result of the greater availability of big data, as well as the decreasing costs and increasing power of modern computing, the use of artificial neural networks for financial time series forecasting is once again a major topic of…

Machine Learning · Statistics 2021-04-21 Adam Balusik , Jared de Magalhaes , Rendani Mbuvha

We consider the problem of power demand forecasting in residential micro-grids. Several approaches using ARMA models, support vector machines, and recurrent neural networks that perform one-step ahead predictions have been proposed in the…

Neural and Evolutionary Computing · Computer Science 2017-06-30 Riccardo Bonetto , Michele Rossi

Deep Neural Networks (DNNs) have become very popular for prediction in many areas. Their strength is in representation with a high number of parameters that are commonly learned via gradient descent or similar optimization methods. However,…

Machine Learning · Statistics 2016-10-11 Anthony Caterini , Dong Eui Chang

Operational decisions relying on predictive distributions of electricity prices can result in significantly higher profits compared to those based solely on point forecasts. However, the majority of models developed in both academic and…

Statistical Finance · Quantitative Finance 2024-10-08 Arkadiusz Lipiecki , Bartosz Uniejewski , Rafał Weron

Big data, both in its structured and unstructured formats, have brought in unforeseen challenges in economics and business. How to organize, classify, and then analyze such data to obtain meaningful insights are the ever-going research…

General Economics · Economics 2025-02-04 Viet Trinh

Deep neural networks have shown great success in many diverse fields. The training of these networks can take significant amounts of time, compute and energy. As datasets get larger and models become more complex, the exploration of model…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-09-08 Siddharth Samsi , Michael Jones , Mark M. Veillette

Accurate prediction of long-term electricity demand has a significant role in demand side management and electricity network planning and operation. Demand over-estimation results in over-investment in network assets, driving up the…

Neural and Evolutionary Computing · Computer Science 2018-01-12 Homayoun Hamedmoghadam , Nima Joorabloo , Mahdi Jalili

Deep neural networks (DNNs) are powerful machine learning models and have succeeded in various artificial intelligence tasks. Although various architectures and modules for the DNNs have been proposed, selecting and designing the…

Neural and Evolutionary Computing · Computer Science 2018-01-24 Shinichi Shirakawa , Yasushi Iwata , Youhei Akimoto

Forecasting electricity prices is a challenging task and an active area of research since the 1990s and the deregulation of the traditionally monopolistic and government-controlled power sectors. Although it aims at predicting both spot and…

Statistical Finance · Quantitative Finance 2025-07-23 Katarzyna Maciejowska , Bartosz Uniejewski , Rafał Weron

Background: Early forecasts of dengue are an important tool for disease mitigation. Neural networks are powerful predictive models that have made contributions to many areas of public health. In this study, we reviewed the application of…

Machine Learning · Computer Science 2025-12-19 Luiza Lober , Francisco A. Rodrigues , Kirstin Roster

Accurate prediction of electricity prices plays an essential role in the electricity market. To reflect the uncertainty of electricity prices, price intervals are predicted. This paper proposes a novel prediction interval construction…

Machine Learning · Computer Science 2025-01-15 Xin Lu

The availability of historical data related to electricity day-ahead prices and to the underlying price formation process is limited. In addition, the electricity market in Europe is facing a rapid transformation, which limits the…

Applications · Statistics 2023-06-27 Raffaele Sgarlato

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 consumption has increased exponentially during the past few decades. This increase is heavily burdening the electricity distributors. Therefore, predicting the future demand for electricity consumption will provide an upper hand…

Machine Learning · Computer Science 2019-09-19 Anupiya Nugaliyadde , Upeka Somaratne , Kok Wai Wong

This paper employs machine learning algorithms to forecast German electricity spot market prices. The forecasts utilize in particular bid and ask order book data from the spot market but also fundamental market data like renewable infeed…

Applications · Statistics 2022-09-20 Simon Schnürch , Andreas Wagner

We explore the application of kernel-based multi-task learning techniques to forecast the demand of electricity in multiple nodes of a distribution network. We show that recently developed output kernel learning techniques are particularly…

Machine Learning · Computer Science 2015-12-29 Jean-Baptiste Fiot , Francesco Dinuzzo

Neural networks are powerful tools for classification and regression in static environments. This paper describes a technique for creating an ensemble of neural networks that adapts dynamically to changing conditions. The model separates…

Artificial Intelligence · Computer Science 2008-12-16 Baruch Lubinsky , Bekir Genc , Tshilidzi Marwala

In machine learning, the use of an artificial neural network is the mainstream approach. Such a network consists of layers of neurons. These neurons are of the same type characterized by the two features: (1) an inner product of an input…

Neural and Evolutionary Computing · Computer Science 2017-04-28 Fenglei Fan , Wenxiang Cong , Ge Wang