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Capturing the uncertainty in probabilistic wind power forecasts is challenging, especially when uncertain input variables, such as the weather, play a role. Since ensemble weather predictions aim to capture the uncertainty in the weather…

Applications · Statistics 2022-04-26 Kaleb Phipps , Sebastian Lerch , Maria Andersson , Ralf Mikut , Veit Hagenmeyer , Nicole Ludwig

This paper presents a machine learning framework for electricity demand forecasting across diverse geographical regions using the gradient boosting algorithm XGBoost. The model integrates historical electricity demand and comprehensive…

Machine Learning · Computer Science 2025-10-10 Kevin Steijn , Vamsi Priya Goli , Enrico Antonini

Electrical utilities depend on short-term demand forecasting to proactively adjust production and distribution in anticipation of major variations. This systematic review analyzes 240 works published in scholarly journals between 2000 and…

Machine Learning · Computer Science 2022-01-04 Ali Bou Nassif , Bassel Soudan , Mohammad Azzeh , Imtinan Attilli , Omar AlMulla

The increasing use of renewable energy sources with variable output, such as solar photovoltaic and wind power generation, calls for Smart Grids that effectively manage flexible loads and energy storage. The ability to forecast consumption…

Machine Learning · Computer Science 2014-04-02 Andreas Veit , Christoph Goebel , Rohit Tidke , Christoph Doblander , Hans-Arno Jacobsen

We study online prediction under distribution shift, where inputs arrive chronologically and outcomes are revealed only after prediction. In this setting, predictors must remain stable in quiet regimes yet adapt when regimes shift, and the…

Machine Learning · Computer Science 2026-05-08 Yutong Wang , Yannig Goude , Qiwei Yao

Widespread utilization of electric vehicles (EVs) incurs more uncertainties and impacts on the scheduling of the power-transportation coupled network. This paper investigates optimal power scheduling for a power-transportation coupled…

Systems and Control · Electrical Eng. & Systems 2022-12-06 Haoran Deng , Bo Yang , Chao Ning , Cailian Chen , Xinping Guan

In this article, we propose a novel ensemble technique with a multi-scheme weighting based on a technique called coopetitive soft gating. This technique combines both, ensemble member competition and cooperation, in order to maximize the…

Applications · Statistics 2018-03-20 André Gensler , Bernhard Sick

Bayesian model averaging (BMA) is a statistical method for post-processing forecast ensembles of atmospheric variables, obtained from multiple runs of numerical weather prediction models, in order to create calibrated predictive probability…

Methodology · Statistics 2014-04-09 Sándor Baran

This article addresses online variational estimation in parametric state-space models. We propose a new procedure for efficiently computing the evidence lower bound and its gradient in a streaming-data setting, where observations arrive…

Methodology · Statistics 2026-02-09 Mathis Chagneux , Mathias Müller , Pierre Gloaguen , Sylvain Le Corff , Jimmy Olsson

Time series forecasting is a critical task across domains such as energy, finance, and meteorology, where accurate predictions enable informed decision-making. While transformer-based and large-parameter models have recently achieved…

Machine Learning · Computer Science 2026-02-11 Julien Guité-Vinet , Alexandre Blondin Massé , Éric Beaudry

In this paper, we introduce a synergistic approach between artificial intelligence and system operators through an innovative digital twin architecture, integrated with an active learning framework, to enhance short-term load forecasting.…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Costas Mylonas , Titos Georgoulakis , Magda Foti

The electricity consumption forecasting is a critical component of the intelligent power system. And accurate monthly electricity consumption forecasting, as one of the the medium and long term electricity consumption forecasting problems,…

Signal Processing · Electrical Eng. & Systems 2019-08-20 Weiheng Jiang , Xiaogang Wu , Yi Gong , Wanxin Yu , Xinhui Zhong

Recent studies concerning the point electricity price forecasting have shown evidence that the hourly German Intraday Continuous Market is weak-form efficient. Therefore, we take a novel, advanced approach to the problem. A probabilistic…

Statistical Finance · Quantitative Finance 2021-02-02 Michał Narajewski , Florian Ziel

Energy forecasting has a vital role to play in smart grid (SG) systems involving various applications such as demand-side management, load shedding, and optimum dispatch. Managing efficient forecasting while ensuring the least possible…

Machine Learning · Computer Science 2022-05-25 Devinder Kaur , Shama Naz Islam , Md. Apel Mahmud , Md. Enamul Haque , ZhaoYang Dong

We examine the problem of smoothed online optimization, where a decision maker must sequentially choose points in a normed vector space to minimize the sum of per-round, non-convex hitting costs and the costs of switching decisions between…

Machine Learning · Computer Science 2022-10-28 Daan Rutten , Nico Christianson , Debankur Mukherjee , Adam Wierman

Here, we study different update rules in stochastic gradient descent (SGD) for online forecasting problems. The selection of the learning rate parameter is critical in SGD. However, it may not be feasible to tune this parameter in online…

Machine Learning · Computer Science 2019-05-23 Tianhao Zhu , Sergul Aydore

It has become commonplace to use complex computer models to predict outcomes in regions where data does not exist. Typically these models need to be calibrated and validated using some experimental data, which often consists of multiple…

We propose a hybrid approach for the modelling and the short-term forecasting of electricity loads. Two building blocks of our approach are (i) modelling the overall trend and seasonality by fitting a generalised additive model to the…

Methodology · Statistics 2016-11-29 Haeran Cho , Yannig Goude , Xavier Brossat , Qiwei Yao

Load-forecasting problems have already been widely addressed with different approaches, granularities and objectives. Recent studies focus not only on deep learning methods but also on forecasting loads on single building level. This study…

Systems and Control · Electrical Eng. & Systems 2020-07-15 Thomas Steens , Jan-Simon Telle , Benedikt Hanke , Karsten von Maydell , Carsten Agert , Gian-Luca di Modica , Bernd Engel , Matthias Grottke

Bayesian optimization (BO) is a model-based approach for gradient-free black-box function optimization. Typically, BO is powered by a Gaussian process (GP), whose algorithmic complexity is cubic in the number of evaluations. Hence, GP-based…

Machine Learning · Statistics 2017-12-11 Valerio Perrone , Rodolphe Jenatton , Matthias Seeger , Cedric Archambeau