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Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Sercan O. Arik , Nicolas Loeff , Tomas Pfister

Over the past few decades, the hydrology community has witnessed notable advancements in streamflow prediction, particularly with the introduction of cutting-edge machine-learning algorithms. Recurrent neural networks, especially Long…

Machine Learning · Computer Science 2023-05-23 Sinan Rasiya Koya , Tirthankar Roy

The \textit{Temporal Fusion Transformer} (TFT), proposed by Lim \textit{et al.}, published in \textit{International Journal of Forecasting} (2021), is a state-of-the-art attention-based deep neural network architecture specifically designed…

Machine Learning · Computer Science 2025-10-27 Krishnakanta Barik , Goutam Paul

Combining attention with recurrence has shown to be valuable in sequence modeling, including hydrological predictions. Here, we explore the strength of Temporal Fusion Transformers (TFTs) over Long Short-Term Memory (LSTM) networks in…

Geophysics · Physics 2025-06-27 Sinan Rasiya Koya , Tirthankar Roy

Precise short-term price prediction in the highly volatile cryptocurrency market is critical for informed trading strategies. Although Temporal Fusion Transformers (TFTs) have shown potential, their direct use often struggles in the face of…

Statistical Finance · Quantitative Finance 2025-09-16 Arash Peik , Mohammad Ali Zare Chahooki , Amin Milani Fard , Mehdi Agha Sarram

Airport performance prediction with a reasonable look-ahead time is a challenging task and has been attempted by various prior research. Traffic, demand, weather, and traffic management actions are all critical inputs to any prediction…

Machine Learning · Computer Science 2021-11-09 Liya Wang , Alex Tien , Jason Chou

Accurate household electricity short-term load forecasting (STLF) is key to future and sustainable energy systems. While various studies have analyzed statistical, machine learning, or deep learning approaches for household electricity…

Computational Engineering, Finance, and Science · Computer Science 2026-01-09 Marcel Meyer , David Zapata , Sascha Kaltenpoth , Oliver Müller

Probabilistic forecasting is essential for modern risk management, allowing decision-makers to quantify uncertainty in critical systems. This paper tackles this challenge using the volatile REFIT household dataset, which is complicated by a…

Machine Learning · Computer Science 2025-12-02 Midhun Manoj

Increasingly, homeowners opt for photovoltaic (PV) systems and/or battery storage to minimize their energy bills and maximize renewable energy usage. This has spurred the development of advanced control algorithms that maximally achieve…

Machine Learning · Computer Science 2023-10-31 Gargya Gokhale , Jonas Van Gompel , Bert Claessens , Chris Develder

Accurate short-term load forecasting is essential for the efficient operation of the power sector. Forecasting load at a fine granularity such as hourly loads of individual households is challenging due to higher volatility and inherent…

Signal Processing · Electrical Eng. & Systems 2022-05-17 Haris Mansoor , Sarwan Ali , Imdadullah Khan , Naveed Arshad , Muhammad Asad Khan , Safiullah Faizullah

An impact of climate change is the increase in frequency and intensity of extreme precipitation events. However, confidently predicting the likelihood of extreme precipitation at seasonal scales remains an outstanding challenge. Here, we…

Machine Learning · Computer Science 2021-07-15 Daniel Salles Civitarese , Daniela Szwarcman , Bianca Zadrozny , Campbell Watson

Reliable estimates of Gross Primary Productivity (GPP), crucial for evaluating climate change initiatives, are currently only available from sparsely distributed eddy covariance tower sites. This limitation hampers access to reliable GPP…

Machine Learning · Computer Science 2023-06-27 Rumi Nakagawa , Mary Chau , John Calzaretta , Trevor Keenan , Puya Vahabi , Alberto Todeschini , Maoya Bassiouni , Yanghui Kang

In order to enhance the performance of Transformer models for long-term multivariate forecasting while minimizing computational demands, this paper introduces the Joint Time-Frequency Domain Transformer (JTFT). JTFT combines time and…

Machine Learning · Computer Science 2023-10-31 Yushu Chen , Shengzhuo Liu , Jinzhe Yang , Hao Jing , Wenlai Zhao , Guangwen Yang

Short-Term Load Forecasting (STLF) is a fundamental component in the efficient management of power systems, which has been studied intensively over the past 50 years. The emerging development of smart grid technologies is posing new…

Optimization and Control · Mathematics 2017-02-28 The-Hien Dang-Ha , Filippo Maria Bianchi , Roland Olsson

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

The emergence of deep learning has yielded noteworthy advancements in time series forecasting (TSF). Transformer architectures, in particular, have witnessed broad utilization and adoption in TSF tasks. Transformers have proven to be the…

Machine Learning · Computer Science 2023-11-01 Liyilei Su , Xumin Zuo , Rui Li , Xin Wang , Heng Zhao , Bingding Huang

Short-term load forecasting (STLF) is essential for the reliable and economic operation of power systems. Though many STLF methods were proposed over the past decades, most of them focused on loads at high aggregation levels only. Thus,…

Machine Learning · Computer Science 2019-03-27 Yayu Peng , Yishen Wang , Xiao Lu , Haifeng Li , Di Shi , Zhiwei Wang , Jie Li

In the context of increasing demands for long-term multi-energy load forecasting in real-world applications, this paper introduces Patchformer, a novel model that integrates patch embedding with encoder-decoder Transformer-based…

Machine Learning · Computer Science 2024-04-17 Qiuyi Hong , Fanlin Meng , Felipe Maldonado

Precise load forecasting in buildings could increase the bill savings potential and facilitate optimized strategies for power generation planning. With the rapid evolution of computer science, data-driven techniques, in particular the Deep…

Machine Learning · Computer Science 2023-01-30 Menna Nawar , Moustafa Shomer , Samy Faddel , Huangjie Gong

Forecasting load in power transmission networks is essential across various hierarchical levels, from the system level down to individual points of delivery (PoD). While intuitive and locally accurate, traditional local forecasting models…

Machine Learning · Computer Science 2025-07-17 Amirhossein Ahmadi , Hamidreza Zareipour , Henry Leung
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