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We propose a neural network approach to produce probabilistic weather forecasts from a deterministic numerical weather prediction. Our approach is applied to operational surface temperature outputs from the Global Deterministic Prediction…

Atmospheric and Oceanic Physics · Physics 2025-04-07 David Landry , Anastase Charantonis , Claire Monteleoni

We present a novel approach to probabilistic electricity price forecasting which utilizes distributional neural networks. The model structure is based on a deep neural network that contains a so-called probability layer. The network's…

Statistical Finance · Quantitative Finance 2023-09-29 Grzegorz Marcjasz , Michał Narajewski , Rafał Weron , Florian Ziel

Deep Learning is applied to energy markets to predict extreme loads observed in energy grids. Forecasting energy loads and prices is challenging due to sharp peaks and troughs that arise due to supply and demand fluctuations from intraday…

Machine Learning · Statistics 2019-04-11 Michael Polson , Vadim Sokolov

A study on power market price forecasting by deep learning is presented. As one of the most successful deep learning frameworks, the LSTM (Long short-term memory) neural network is utilized. The hourly prices data from the New England and…

Machine Learning · Computer Science 2018-10-24 Yongli Zhu , Songtao Lu , Renchang Dai , Guangyi Liu , Zhiwei Wang

We develop a backward-in-time machine learning algorithm that uses a sequence of neural networks to solve optimal switching problems in energy production, where electricity and fossil fuel prices are subject to stochastic jumps. We then…

Optimization and Control · Mathematics 2023-09-19 Erhan Bayraktar , Asaf Cohen , April Nellis

Neural networks (NNs) lack measures of "reliability" estimation that would enable reasoning over their predictions. Despite the vital importance, especially in areas of human well-being and health, state-of-the-art uncertainty estimation…

Machine Learning · Computer Science 2021-02-12 Lorena Qendro , Jagmohan Chauhan , Alberto Gil C. P. Ramos , Cecilia Mascolo

Accurate forecasting of multivariate time series data remains a formidable challenge, particularly due to the growing complexity of temporal dependencies in real-world scenarios. While neural network-based models have achieved notable…

Machine Learning · Computer Science 2025-12-09 Andrey Savchenko , Oleg Kachan

Short-term load forecasting is one of the crucial sections in smart grid. Precise forecasting enables system operators to make reliable unit commitment and power dispatching decisions. With the advent of big data, a number of artificial…

Signal Processing · Electrical Eng. & Systems 2018-09-27 Tiantian Li , Bo Wang , Min Zhou , Junzo Watada

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

The paper describes the deep learning approach for forecasting non-stationary time series with using time trend correction in a neural network model. Along with the layers for predicting sales values, the neural network model includes a…

Machine Learning · Computer Science 2022-05-25 Bohdan M. Pavlyshenko

Rapid progress in machine learning and deep learning has enabled a wide range of applications in the electricity load forecasting of power systems, for instance, univariate and multivariate short-term load forecasting. Though the strong…

Machine Learning · Computer Science 2024-02-20 Yuqi Jiang , Yan Li , Yize Chen

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

Machine Learning · Computer Science 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

In the modern power market, electricity trading is an extremely competitive industry. More accurate price forecast is crucial to help electricity producers and traders make better decisions. In this paper, a novel method of convolutional…

Signal Processing · Electrical Eng. & Systems 2020-03-17 Hsu-Yung Cheng , Ping-Huan Kuo , Yamin Shen , Chiou-Jye Huang

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these…

Machine Learning · Computer Science 2018-04-20 Guokun Lai , Wei-Cheng Chang , Yiming Yang , Hanxiao Liu

Power systems operate under uncertainty originating from multiple factors that are impossible to account for deterministically. Distributional forecasting is used to control and mitigate risks associated with this uncertainty. Recent…

Machine Learning · Computer Science 2024-10-07 Slawek Smyl , Boris N. Oreshkin , Paweł Pełka , Grzegorz Dudek

Wind energy forecasting helps to manage power production, and hence, reduces energy cost. Deep Neural Networks (DNN) mimics hierarchical learning in the human brain and thus possesses hierarchical, distributed, and multi-task learning…

Machine Learning · Computer Science 2018-08-01 Asifullah Khan , Aneela Zameer , Tauseef Jamal , Ahmad Raza

Time series forecasts are widely used to inform decisions. Human decision-makers interpret these forecasts, incorporate prior experience and uncertainty about future outcomes, and then make a decision. In this paper, we propose a new…

Machine Learning · Statistics 2026-05-01 Daniel Andrew Coulson , Martin T. Wells

Higher penetration of renewable and smart home technologies at the residential level challenges grid stability as utility-customer interactions add complexity to power system operations. In response, short-term residential load forecasting…

Machine Learning · Computer Science 2023-02-13 Bharat Bohara , Raymond I. Fernandez , Vysali Gollapudi , Xingpeng Li

The smart grid vision entails advanced information technology and data analytics to enhance the efficiency, sustainability, and economics of the power grid infrastructure. Aligned to this end, modern statistical learning tools are leveraged…

Machine Learning · Statistics 2015-06-17 Vassilis Kekatos , Yu Zhang , Georgios B. Giannakis

In tis paper we consider approaches for time series forecasting based on deep neural networks and neuro-fuzzy nets. Also, we make short review of researches in forecasting based on various models of ANFIS models. Deep Learning has proven to…

Neural and Evolutionary Computing · Computer Science 2020-11-12 Alexey Averkin , Sergey Yarushev