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Short term Load Forecasting (STLF) plays an important role in traditional and modern power systems. Most STLF models predominantly exploit temporal dependencies from historical data to predict future consumption. Nowadays, with the…

Machine Learning · Computer Science 2025-02-19 Quoc Viet Nguyen , Joaquin Delgado Fernandez , Sergio Potenciano Menci

Growing concerns over climate change call for improved techniques for estimating and quantifying the greenhouse gas emissions associated with electricity generation and transmission. Among the emission metrics designated for power grids,…

Systems and Control · Electrical Eng. & Systems 2024-11-20 Xuan He , Danny H. K. Tsang , Yize Chen

Solving the optimal power flow (OPF) problem in real-time electricity market improves the efficiency and reliability in the integration of low-carbon energy resources into the power grids. To address the scalability and adaptivity issues of…

Machine Learning · Computer Science 2021-06-22 Shaohui Liu , Chengyang Wu , Hao Zhu

In this paper, statistical machine learning algorithms, as well as deep neural networks, are used to predict the values of the price gap between day-ahead and real-time electricity markets. Several exogenous features are collected and…

Systems and Control · Electrical Eng. & Systems 2020-12-24 Nika Nizharadze , Arash Farokhi Soofi , Saeed D. Manshadi

Through in-depth analysis of ultra high frequency (UHF) stock price change data, more reasonable discrete dynamic distribution models are constructed in this paper. Firstly, we classify the price changes into several categories. Then,…

Computational Finance · Quantitative Finance 2021-07-02 Wei Dai , Yuan An , Wen Long

Accurate real-time traffic forecasting is a core technological problem against the implementation of the intelligent transportation system. However, it remains challenging considering the complex spatial and temporal dependencies among…

Machine Learning · Computer Science 2020-06-23 Jiawei Zhu , Yujiao Song , Ling Zhao , Haifeng Li

Probabilistic electricity price forecasting (PEPF) is vital for short-term electricity markets, yet the multivariate nature of day-ahead prices - spanning 24 consecutive hours - remains underexplored. At the same time, real-time…

Machine Learning · Statistics 2026-04-27 Simon Hirsch

In this paper, we propose an unsupervised data-driven approach to predict real-time locational marginal prices (RTLMPs). The proposed approach is built upon a general data structure for organizing system-wide heterogeneous market data…

Machine Learning · Computer Science 2020-03-24 Zhongxia Zhang , Meng Wu

Accurate short-term state forecasting is essential for efficient and stable operation of modern power systems, especially in the context of increasing variability introduced by renewable and distributed energy resources. As these systems…

Machine Learning · Computer Science 2026-05-13 Raffael Theiler , Olga Fink

Forecasters using flexible neural networks (NN) in multi-horizon distributional regression setups often struggle to gain detailed insights into the underlying mechanisms that lead to the predicted feature-conditioned distribution…

Machine Learning · Computer Science 2024-12-23 Alessandro Brusaferri , Danial Ramin , Andrea Ballarino

This paper presents a novel approach to electricity price forecasting (EPF) using a pure Transformer model. As opposed to other alternatives, no other recurrent network is used in combination to the attention mechanism. Hence, showing that…

Machine Learning · Computer Science 2025-09-11 Oscar Llorente , Jose Portela

In the presence of impulsive noise, and missing observations, accurate online prediction of time-varying graph signals poses a crucial challenge in numerous application domains. We propose the Adaptive Least Mean $p^{th}$ Power Graph Neural…

Machine Learning · Computer Science 2024-11-26 Yi Yan , Changran Peng , Ercan E. Kuruoglu

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

Distribution locational marginal prices (DLMPs) facilitate the efficient operation of low-voltage electric power distribution systems. We propose an approach to internalize the stochasticity of renewable distributed energy resources (DERs)…

Systems and Control · Computer Science 2020-04-28 Robert Mieth , Yury Dvorkin

The real-time electricity market with the integration of renewable energies and electric vehicles have been receiving significant attention recently. So far most of the literature addresses the optimal power flow (OPF) problem in the…

Systems and Control · Electrical Eng. & Systems 2023-01-24 Adrian-Petru Surani , Rahul Sahetiya

The problem of characterizing impacts of data quality on real-time locational marginal price (LMP) is considered. Because the real-time LMP is computed from the estimated network topology and system state, bad data that cause errors in…

Numerical Analysis · Mathematics 2013-09-02 Liyan Jia , Jinsub Kim , Robert J. Thomas , Lang Tong

Accurate load forecasting is critical for electricity market operations and other real-time decision-making tasks in power systems. This paper considers the short-term load forecasting (STLF) problem for residential customers within a…

Machine Learning · Computer Science 2021-11-24 Yuqi Zhou , Arun Sukumaran Nair , David Ganger , Abhinandan Tripathi , Chaitanya Baone , Hao Zhu

The precise forecasting of electricity demand also referred to as load forecasting, is essential for both planning and managing a power system. It is crucial for many tasks, including choosing which power units to commit to, making plans…

Machine Learning · Computer Science 2024-06-12 Kazi Fuad Bin Akhter , Sadia Mobasshira , Saief Nowaz Haque , Mahjub Alam Khan Hesham , Tanvir Ahmed

In this research, an effort is made to address microgrid systems' operational challenges, characterized by power oscillations that eventually contribute to grid instability. An integrated strategy is proposed, leveraging the strengths of…

Machine Learning · Computer Science 2024-07-23 Vinod Kumar Maddineni , Naga Babu Koganti , Praveen Damacharla

This paper develops a machine learning-driven portfolio optimization framework for virtual bidding in electricity markets considering both risk constraint and price sensitivity. The algorithmic trading strategy is developed from the…

Machine Learning · Computer Science 2021-04-08 Yinglun Li , Nanpeng Yu , Wei Wang