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Accurate volatility forecasting is essential in banking, investment, and risk management, because expectations about future market movements directly influence current decisions. This study proposes a hybrid modelling framework that…

Trading and Market Microstructure · Quantitative Finance 2025-12-16 Anna Perekhodko , Robert Ślepaczuk

Distribution feeder long-term load forecast (LTLF) is a critical task many electric utility companies perform on an annual basis. The goal of this task is to forecast the annual load of distribution feeders. The previous top-down and…

Machine Learning · Computer Science 2020-07-02 Ming Dong , L. S. Grumbach

Most electricity systems worldwide are deploying advanced metering infrastructures to collect relevant operational data. In particular, smart meters allow tracking electricity load consumption at a very disaggregated level and at high…

Machine Learning · Statistics 2020-03-09 Andrés M. Alonso , F. Javier Nogales , Carlos Ruiz

The recurrent neural network and its variants have shown great success in processing sequences in recent years. However, this deep neural network has not aroused much attention in anomaly detection through predictively process monitoring.…

Machine Learning · Computer Science 2023-09-06 Jiaqi Qiu , Yu Lin , Inez Zwetsloot

Financial trading is at the forefront of time-series analysis, and has grown hand-in-hand with it. The advent of electronic trading has allowed complex machine learning solutions to enter the field of financial trading. Financial markets…

Machine Learning · Computer Science 2020-10-23 Prakhar Ganesh , Puneet Rakheja

Over the past few decades, the hydrology community has witnessed notable advancements in streamflow prediction, particularly with the introduction of cutting-edge machine-learning algorithms. Recurrent neural networks, especially Long…

Machine Learning · Computer Science 2023-05-23 Sinan Rasiya Koya , Tirthankar Roy

In this paper, a method of prediction on continuous time series variables from the production or flow -- an LSTM algorithm based on multivariate tuning -- is proposed. The algorithm improves the traditional LSTM algorithm and converts the…

Machine Learning · Computer Science 2024-03-19 Hongzhi Wang , Yang Song , Shihan Tang

Stream-flow forecasting for small rivers has always been of great importance, yet comparatively challenging due to the special features of rivers with smaller volume. Artificial Intelligence (AI) methods have been employed in this area for…

Machine Learning · Computer Science 2020-01-17 Youchuan Hu , Le Yan , Tingting Hang , Jun Feng

The Optimal Power Flow (OPF) problem is pivotal for power system operations, guiding generator output and power distribution to meet demand at minimized costs, while adhering to physical and engineering constraints. The integration of…

Machine Learning · Computer Science 2023-11-27 Chen Li , Alexander Kies , Kai Zhou , Markus Schlott , Omar El Sayed , Mariia Bilousova , Horst Stoecker

Long short-term memory (LSTM) and recurrent neural network (RNN) has achieved great successes on time-series prediction. In this paper, a methodology of using LSTM-based deep-RNN for two-phase flow regime prediction is proposed, motivated…

Computer Vision and Pattern Recognition · Computer Science 2020-10-07 Zhuoran Dang , Mamoru Ishii

This research provides an in-depth evaluation of various machine learning models for energy forecasting, focusing on the unique challenges of seasonal variations in student residential settings. The study assesses the performance of…

Machine Learning · Computer Science 2025-07-01 Muhammad Umair Danish , Mathumitha Sureshkumar , Tehara Fonseka , Umeshika Uthayakumar , Vinura Galwaduge

Electricity demand forecasting is a well established research field. Usually this task is performed considering historical loads, weather forecasts, calendar information and known major events. Recently attention has been given on the…

Machine Learning · Computer Science 2023-09-14 Yun Bai , Simon Camal , Andrea Michiorri

Ensuring the frequency stability of electric grids with increasing renewable resources is a key problem in power system operations. In recent years, a number of advanced controllers have been designed to optimize frequency control. These…

Systems and Control · Electrical Eng. & Systems 2023-05-23 Wenqi Cui , Guanya Shi , Yuanyuan Shi , Baosen Zhang

Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…

Trading and Market Microstructure · Quantitative Finance 2024-03-29 Nisarg Patel , Harmit Shah , Kishan Mewada

Unpredictability of renewable energy sources coupled with the complexity of those methods used for various purposes in this area calls for the development of robust methods such as DL models within the renewable energy domain. Given the…

Machine Learning · Computer Science 2025-05-07 Lutfu Sua , Haibo Wang , Jun Huang

Long Short-Term Memory (LSTM) is one of the most widely used recurrent structures in sequence modeling. It aims to use gates to control information flow (e.g., whether to skip some information or not) in the recurrent computations, although…

Machine Learning · Computer Science 2018-06-11 Zhuohan Li , Di He , Fei Tian , Wei Chen , Tao Qin , Liwei Wang , Tie-Yan Liu

Neural networks in fluid mechanics offer an efficient approach for exploring complex flows, including multiphase and free surface flows. The recurrent neural network, particularly the Long Short-Term Memory (LSTM) model, proves attractive…

Fluid Dynamics · Physics 2025-01-22 Diego A. de Aguiar , Hugo L. França , Cassio M. Oishi

Effective water resource management requires information on water availability, both in terms of quality and quantity, spatially and temporally. In this paper, we study the methodology behind Transfer Learning (TL) through fine-tuning and…

Machine Learning · Computer Science 2021-12-07 Roland Oruche , Lisa Egede , Tracy Baker , Fearghal O'Donncha

With the proliferation of distributed energy resources (DERs) in the distribution grid, it is a challenge to effectively control a large number of DERs resilient to the communication and security disruptions, as well as to provide the…

Systems and Control · Electrical Eng. & Systems 2023-08-02 Mohammad Panahazari , Matthew Koscak , Jianhua Zhang , Daqing Hou , Jing Wang , David Wenzhong Gao

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