English
Related papers

Related papers: Probabilistic Forecast-based Portfolio Optimizatio…

200 papers

We focus on day-ahead electricity load forecasting of substations of the distribution network in France; therefore, our problem lies between the instability of a single consumption and the stability of a countrywide total demand. Moreover,…

Machine Learning · Computer Science 2023-02-17 Guillaume Lambert , Bachir Hamrouche , Joseph de Vilmarest

Production planning must account for uncertainty in a production system, arising from fluctuating demand forecasts. Therefore, this article focuses on the integration of updated customer demand into the rolling horizon planning cycle. We…

Econometrics · Economics 2024-09-27 Manuel Schlenkrich , Wolfgang Seiringer , Klaus Altendorfer , Sophie N. Parragh

Forecast aggregation combines the predictions of multiple forecasters to improve accuracy. However, the lack of knowledge about forecasters' information structure hinders optimal aggregation. Given a family of information structures, robust…

Machine Learning · Computer Science 2024-02-01 Yongkang Guo , Jason D. Hartline , Zhihuan Huang , Yuqing Kong , Anant Shah , Fang-Yi Yu

Load forecasts have become an integral part of energy security. Due to the various influencing factors that can be considered in such a forecast, there is also a wide range of models that attempt to integrate these parameters into a system…

Machine Learning · Computer Science 2022-10-19 Philipp Giese

This paper proposes online algorithms for dynamic matching markets in power distribution systems, which at any real-time operation instance decides about matching -- or delaying the supply of -- flexible loads with available renewable…

Systems and Control · Electrical Eng. & Systems 2020-07-17 Deepan Muthirayan , Masood Parvania , Pramod P. Khargonekar

We propose a novel portfolio selection approach that manages to ease some of the problems that characterise standard expected utility maximisation. The optimal portfolio is no longer defined as the extremum of a suitably chosen utility…

Condensed Matter · Physics 2009-09-29 P. Rossi , M. Tavoni , F. Cocco , R. Marschinski

Integrating Distributed Energy Resources (DERs) with peer-to-peer (P2P) energy trading offers promising solutions for grid modernization by incentivizing prosumers to participate in mitigating peak demand. However, this integration also…

Optimization and Control · Mathematics 2025-07-18 Amir Noori , Babak Tavassoli , Alireza Fereidunian

The arrival of small-scale distributed energy generation in the future smart grid has led to the emergence of so-called prosumers, who can both consume as well as produce energy. By using local generation from renewable energy resources,…

Systems and Control · Computer Science 2016-09-15 Hung Khanh Nguyen , Amin Khodaei , Zhu Han

We consider the problem of power demand forecasting in residential micro-grids. Several approaches using ARMA models, support vector machines, and recurrent neural networks that perform one-step ahead predictions have been proposed in the…

Neural and Evolutionary Computing · Computer Science 2017-06-30 Riccardo Bonetto , Michele Rossi

The high proportions of demand charges in electric bills motivate large-power customers to leverage energy storage for reducing the peak procurement from the outer grid. Given limited energy storage, we expect to maximize the peak-demand…

Systems and Control · Electrical Eng. & Systems 2021-08-25 Yanfang Mo , Qiulin Lin , Minghua Chen , Si-Zhao Joe Qin

In many power grids, a large portion of the energy costs for commercial and industrial consumers are set with reference to the coincident peak load, the demand during the maximum system-wide peak, and their own maximum peak load, the…

Optimization and Control · Mathematics 2024-09-09 Rene Carmona , Xinshuo Yang , Siddharth Bhela , Claire Zeng

There has been an increasing trend in the electric power system from a centralized generation-driven grid to a more reliable, environmental friendly, and customer-driven grid. One of the most important issues which the designers of smart…

Systems and Control · Computer Science 2015-02-03 Kianoosh G. Boroojeni , Shekoufeh Mokhtari , M. H. Amini , S. S. Iyengar

Accurate forecasting is critical for reliable power grid operations, particularly as the share of renewable generation, such as wind and solar, continues to grow. Given the inherent uncertainty and variability in renewable generation,…

Applications · Statistics 2025-10-20 Alireza Moradi , Mathieu Tanneau , Reza Zandehshahvar , Pascal Van Hentenryck

This paper presents a grid-aware probabilistic approach to compute the aggregated flexibility at the grid connection point (GCP) of active distribution networks (ADNs) to allow the participation of DERs in ancillary services (AS) markets.…

Systems and Control · Electrical Eng. & Systems 2026-02-19 Matthieu Jacobs , Mario Paolone

The power system is undergoing rapid evolution with the roll-out of advanced metering infrastructure and local energy applications (e.g. electric vehicles) as well as the increasing penetration of intermittent renewable energy at both…

Systems and Control · Electrical Eng. & Systems 2021-08-04 Shuang Dai , Fanlin Meng , Hongsheng Dai , Qian Wang , Xizhong Chen

Load-serving entities which procure electricity from the wholesale electricity market to service end-users face significant quantity and price risks due to the volatile nature of electricity demand and quasi-fixed residential tariffs at…

Systems and Control · Computer Science 2017-03-21 Datong P. Zhou , Munther A. Dahleh , Claire J. Tomlin

We consider the problem of determining the optimal aggregate power consumption of a population of thermostatically controlled loads. This is motivated by the problem of synthesizing the demand response for a load serving entity (LSE)…

Optimization and Control · Mathematics 2018-06-27 Abhishek Halder , Xinbo Geng , Fernando A. C. C. Fontes , P. R. Kumar , Le Xie

A major challenge to implementing residential demand response is that of aligning the objectives of many households, each of which aims to minimize its payments and maximize its comfort level, while balancing this with the objectives of an…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-11-18 Sleiman Mhanna , Archie Chapman , Gregor Verbic

Demand response for residential users is essential to the realization of modern smart grids. This paper proposes a multiobjective approach to designing a demand response program that considers the energy costs of residential users and the…

Systems and Control · Electrical Eng. & Systems 2026-01-15 Wei-Yu Chiu , Jui-Ting Hsieh , Chia-Ming Chen

The rapid expansion of wind and solar energy leads to an increasing volatility in the electricity generation. Previous studies have shown that storage devices provide an opportunity to balance fluctuations in the power grid. An economical…

Optimization and Control · Mathematics 2017-11-06 Lars Siemer , Wided Medjroubi