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We propose a novel data-driven network framework for forecasting problems related to E-mini S\&P 500 and CBOE Volatility Index futures, in which products with different expirations act as distinct nodes. We provide visual demonstrations of…

Statistical Finance · Quantitative Finance 2024-08-13 Nikolas Michael , Mihai Cucuringu , Sam Howison

Accurate prediction of electricity prices plays an essential role in the electricity market. To reflect the uncertainty of electricity prices, price intervals are predicted. This paper proposes a novel prediction interval construction…

Machine Learning · Computer Science 2025-01-15 Xin Lu

Pricing multi-interval economic dispatch of electric power under operational uncertainty is considered in this two-part paper. Part I investigates dispatch-following incentives of profit-maximizing generators and shows that, under mild…

Systems and Control · Electrical Eng. & Systems 2021-08-13 Ye Guo , Cong Chen , Lang Tong

Recently, graph Convolutional Neural Networks (graph CNNs) have been widely used for graph data representation and semi-supervised learning tasks. However, existing graph CNNs generally use a fixed graph which may be not optimal for…

Computer Vision and Pattern Recognition · Computer Science 2018-11-27 Bo Jiang , Ziyan Zhang , Doudou Lin , Jin Tang

Graph Neural Networks (GNNs) have emerged as transformative tools for modeling complex relational data, offering unprecedented capabilities in tasks like forecasting and optimization. This study investigates the application of GNNs to…

Machine Learning · Computer Science 2025-01-14 Chi-Sheng Chen , Ying-Jung Chen

This paper presents a method for load balancing and dynamic pricing in electric vehicle (EV) charging networks, utilizing reinforcement learning (RL) to enhance network performance. The proposed framework integrates a pre-trained graph…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Hesam Mosalli , Saba Sanami , Yu Yang , Hen-Geul Yeh , Amir G. Aghdam

Financial time series prediction, especially with machine learning techniques, is an extensive field of study. In recent times, deep learning methods (especially time series analysis) have performed outstandingly for various industrial…

Machine Learning · Computer Science 2019-03-01 Sangyeon Kim , Myungjoo Kang

Traffic flow forecasting is of great significance for improving the efficiency of transportation systems and preventing emergencies. Due to the highly non-linearity and intricate evolutionary patterns of short-term and long-term traffic…

Machine Learning · Computer Science 2020-12-01 Xu Chen , Yuanxing Zhang , Lun Du , Zheng Fang , Yi Ren , Kaigui Bian , Kunqing Xie

Multivariate time series forecasting enables the prediction of future states by leveraging historical data, thereby facilitating decision-making processes. Each data node in a multivariate time series encompasses a sequence of multiple…

Machine Learning · Computer Science 2025-05-02 Xinlong Zhao , Liying Zhang , Tianbo Zou , Yan Zhang

Graph Convolutional Neural Networks (GCNNs) are generalizations of CNNs to graph-structured data, in which convolution is guided by the graph topology. In many cases where graphs are unavailable, existing methods manually construct graphs…

Machine Learning · Computer Science 2019-09-17 Xiang Gao , Wei Hu , Zongming Guo

Graph convolutional networks and their variants have shown significant promise in 3D human pose estimation. Despite their success, most of these methods only consider spatial correlations between body joints and do not take into account…

Computer Vision and Pattern Recognition · Computer Science 2023-08-30 Tanvir Hassan , A. Ben Hamza

This paper presents a convolutional neural network (CNN) which can be used for forecasting electricity load profiles 36 hours into the future. In contrast to well established CNN architectures, the input data is one-dimensional. A parameter…

Machine Learning · Computer Science 2019-11-27 Christian Lang , Florian Steinborn , Oliver Steffens , Elmar W. Lang

Graph Neural Networks (GNNs) have emerged as powerful tools for learning representations of graph-structured data. In addition to real-valued GNNs, quaternion GNNs also perform well on tasks on graph-structured data. With the aim of…

Machine Learning · Computer Science 2025-03-03 Rucha Bhalchandra Joshi , Sagar Prakash Barad , Nidhi Tiwari , Subhankar Mishra

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

Electric vehicles can offer a low carbon emission solution to reverse rising emission trends. However, this requires that the energy used to meet the demand is green. To meet this requirement, accurate forecasting of the charging demand is…

Machine Learning · Computer Science 2021-06-22 Frederik Boe Hüttel , Inon Peled , Filipe Rodrigues , Francisco C. Pereira

Mobile network traffic forecasting is one of the key functions in daily network operation. A commercial mobile network is large, heterogeneous, complex and dynamic. These intrinsic features make mobile network traffic forecasting far from…

Machine Learning · Computer Science 2021-11-02 Xing Wang , Juan Zhao , Lin Zhu , Xu Zhou , Zhao Li , Junlan Feng , Chao Deng , Yong Zhang

Time series forecasting is important across various domains for decision-making. In particular, financial time series such as stock prices can be hard to predict as it is difficult to model short-term and long-term temporal dependencies…

Machine Learning · Computer Science 2023-04-12 Zhen Zeng , Rachneet Kaur , Suchetha Siddagangappa , Saba Rahimi , Tucker Balch , Manuela Veloso

Post-fault dynamics of short-term voltage stability (SVS) present spatial-temporal characteristics, but the existing data-driven methods for online SVS assessment fail to incorporate such characteristics into their models effectively.…

Machine Learning · Computer Science 2021-03-08 Yonghong Luo , Chao Lu , Lipeng Zhu , Jie Song

This paper presents a model based on multilayer feedforward neural network to forecast crude oil spot price direction in the short-term, up to three days ahead. A great deal of attention was paid on finding the optimal ANN model structure.…

Neural and Evolutionary Computing · Computer Science 2009-06-29 Siddhivinayak Kulkarni , Imad Haidar

The safe and stable operation of power systems is greatly challenged by the high variability and randomness of wind power in large-scale wind-power-integrated grids. Wind power forecasting is an effective solution to tackle this issue, with…

Machine Learning · Computer Science 2023-05-23 Hao Liu , Huimin Ma , Tianyu Hu