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Accurate electrical load forecasting is of great importance for the efficient operation and control of modern power systems. In this work, a hybrid long short-term memory (LSTM)-based model with online correction is developed for day-ahead…

Systems and Control · Electrical Eng. & Systems 2024-03-07 Nan Lu , Quan Ouyang , Yang Li , Changfu Zou

We propose a novel machine learning approach for probabilistic forecasting of hourly day-ahead electricity prices. In contrast with the recent advances in data-rich probabilistic forecasting, which approximates distributions with few…

General Economics · Economics 2025-07-04 Jozef Barunik , Lubos Hanus

We present a novel recurrent neural network architecture specifically designed for day-ahead electricity price forecasting, aimed at improving short-term decision-making and operational management in energy systems. Our combined forecasting…

Machine Learning · Statistics 2026-01-29 Souhir Ben Amor , Florian Ziel

This paper investigates large fluctuations of Locational Marginal Prices (LMPs) in wholesale energy markets caused by volatile renewable generation profiles. Specifically, we study events of the form $\mathbb{P} \Big ( \mathbf{LMP} \notin…

Optimization and Control · Mathematics 2021-07-07 Tommaso Nesti , John Moriarty , Alessandro Zocca , Bert Zwart

This paper develops a novel graph convolutional network (GCN) framework for fault location in power distribution networks. The proposed approach integrates multiple measurements at different buses while taking system topology into account.…

Machine Learning · Computer Science 2019-11-19 Kunjin Chen , Jun Hu , Yu Zhang , Zhanqing Yu , Jinliang He

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

Short-term load forecasting is of paramount importance in the efficient operation and planning of power systems, given its inherent non-linear and dynamic nature. Recent strides in deep learning have shown promise in addressing this…

Machine Learning · Computer Science 2023-09-20 Paapa Kwesi Quansah , Edwin Kwesi Ansah Tenkorang

The integration of renewable energy into electricity markets poses significant challenges to price stability and increases the complexity of market operations. Accurate and reliable electricity price forecasting is crucial for effective…

Machine Learning · Computer Science 2025-02-10 Ciaran O'Connor , Mohamed Bahloul , Roberto Rossi , Steven Prestwich , Andrea Visentin

Accurate electricity price forecasting is the main management goal for market participants since it represents the fundamental basis to maximize the profits for market players. However, electricity is a non-storable commodity and the…

Machine Learning · Computer Science 2022-04-21 Souhir Ben Amor , Heni Boubaker , Lotfi Belkacem

Traffic forecasting is of great importance to transportation management and public safety, and very challenging due to the complicated spatial-temporal dependency and essential uncertainty brought about by the road network and traffic…

Machine Learning · Computer Science 2019-11-28 Weiqi Chen , Ling Chen , Yu Xie , Wei Cao , Yusong Gao , Xiaojie Feng

Pricing multi-interval economic dispatch of electric power under operational uncertainty is considered in this two-part paper. Part I investigates dispatch-following incentives for generators under the locational marginal pricing (LMP) and…

Systems and Control · Electrical Eng. & Systems 2020-12-29 Cong Chen , Ye Guo , Lang Tong

The construction of spatiotemporal networks using graph convolution networks (GCNs) has become one of the most popular methods for predicting traffic signals. However, when using a GCN for traffic speed prediction, the conventional approach…

Machine Learning · Computer Science 2022-09-07 JunKyu Jang , Sung-Hyuk Park

In the financial sector, a reliable forecast the future financial performance of a company is of great importance for investors' investment decisions. In this paper we compare long-term short-term memory (LSTM) networks to temporal…

General Finance · Quantitative Finance 2020-10-13 Lars Elend , Sebastian A. Tideman , Kerstin Lopatta , Oliver Kramer

Locational marginal pricing (LMP) is a widely employed method for pricing electricity in the wholesale electricity market. Although it is well known that the LMP mechanism is vulnerable to market manipulation, there is little literature…

Computer Science and Game Theory · Computer Science 2013-10-17 Wenyuan Tang , Rahul Jain

Electricity is a volatile power source that requires great planning and resource management for both short and long term. More specifically, in the short-term, accurate instant energy consumption forecasting contributes greatly to improve…

Artificial Intelligence · Computer Science 2022-07-05 Nuno Oliveira , Norberto Sousa , Isabel Praça

The rapid growth of EVs and the subsequent increase in charging demand pose significant challenges for load grid scheduling and the operation of EV charging stations. Effectively harnessing the spatiotemporal correlations among EV charging…

Signal Processing · Electrical Eng. & Systems 2025-06-05 Hang Fan , Mingxuan Li , Jingshi Cui , Zuhan Zhang , Wencai Run , Dunnan Liu

Electricity markets often utilize the DC approximation of the AC power flow equations to facilitate solving an otherwise complex nonconvex optimization problem. These DC power flow equations have analogies to DC circuit laws such as…

Optimization and Control · Mathematics 2024-03-29 Kyri Baker , Harsha Gangammanavar

The start up costs in many kinds of generators lead to complex cost structures, which in turn yield severe market loopholes in the locational marginal price (LMP) scheme. Convex hull pricing (a.k.a. extended LMP) is proposed to improve the…

Optimization and Control · Mathematics 2020-02-19 Jian Sun , Chenye Wu

Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology…

Machine Learning · Computer Science 2022-02-18 Shin-Hung Chang , Cheng-Wen Hsu , Hsing-Ying Li , Wei-Sheng Zeng , Jan-Ming Ho

Electricity price forecasting (EPF) is a branch of forecasting on the interface of electrical engineering, statistics, computer science, and finance, which focuses on predicting prices in wholesale electricity markets for a whole spectrum…

Statistical Finance · Quantitative Finance 2022-04-26 Arkadiusz Jędrzejewski , Jesus Lago , Grzegorz Marcjasz , Rafał Weron