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Time series forecasting is important in finance domain. Financial time series (TS) patterns are influenced by both short-term public opinions and medium-/long-term policy and market trends. Hence, processing multi-period inputs becomes…

Statistical Finance · Quantitative Finance 2026-02-03 Xu Zhang , Zhengang Huang , Yunzhi Wu , Xun Lu , Erpeng Qi , Yunkai Chen , Zhongya Xue , Qitong Wang , Peng Wang , Wei Wang

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

Wind power forecasting (WPF), as a significant research topic within renewable energy, plays a crucial role in enhancing the security, stability, and economic operation of power grids. However, due to the high stochasticity of…

Machine Learning · Computer Science 2025-04-16 Mingyi Zhu , Zhaoxin Li , Qiao Lin , Li Ding

The growing penetration of renewable energy sources in power systems has increased the complexity and uncertainty of load forecasting, especially for integrated energy systems with multiple energy carriers. Traditional forecasting methods…

Machine Learning · Computer Science 2025-02-25 Jiaheng Li , Donghe Li , Ye Yang , Huan Xi , Yu Xiao , Li Sun , Dou An , Qingyu Yang

Highly accurate interval forecasting of electricity demand is fundamental to the success of reducing the risk when making power system planning and operational decisions by providing a range rather than point estimation. In this study, a…

Machine Learning · Computer Science 2014-06-17 Tao Xiong , Yukun Bao , Zhongyi Hu

Time series forecasting holds significant value in various domains such as economics, traffic, energy, and AIOps, as accurate predictions facilitate informed decision-making. However, the existing Mean Squared Error (MSE) loss function…

Machine Learning · Computer Science 2025-10-29 Xiangfei Qiu , Xingjian Wu , Hanyin Cheng , Xvyuan Liu , Chenjuan Guo , Jilin Hu , Bin Yang

Electricity load consumption may be extremely complex in terms of profile patterns, as it depends on a wide range of human factors, and it is often correlated with several exogenous factors, such as the availability of renewable energy and…

Machine Learning · Computer Science 2025-02-03 Aleksei Kychkin , Georgios C. Chasparis

Electricity supply must be matched with demand at all times. This helps reduce the chances of issues such as load frequency control and the chances of electricity blackouts. To gain a better understanding of the load that is likely to be…

Econometrics · Economics 2021-03-09 Alexander J. M. Kell , A. Stephen McGough , Matthew Forshaw

The electric vehicle (EV) and electric vehicle charging station (EVCS) have been widely deployed with the development of large-scale transportation electrifications. However, since charging behaviors of EVs show large uncertainties, the…

Systems and Control · Electrical Eng. & Systems 2023-01-25 Yuanzheng Li , Shangyang He , Yang Li , Leijiao Ge , Suhua Lou , Zhigang Zeng

Time series forecasting is a crucial challenge with significant applications in areas such as weather prediction, stock market analysis, and scientific simulations. This paper introduces an embedded decomposed transformer, 'EDformer', for…

Machine Learning · Computer Science 2024-12-18 Sanjay Chakraborty , Ibrahim Delibasoglu , Fredrik Heintz

Electricity load forecasting plays an important role in the energy planning such as generation and distribution. However, the nonlinearity and dynamic uncertainties in the smart grid environment are the main obstacles in forecasting…

Neural and Evolutionary Computing · Computer Science 2018-11-09 Faisal Mohammad , Ki Boem Lee , Young-Chon Kim

We present a methodology for probabilistic load forecasting that is based on lasso (least absolute shrinkage and selection operator) estimation. The model considered can be regarded as a bivariate time-varying threshold autoregressive(AR)…

Applications · Statistics 2016-07-13 Florian Ziel , Bidong Liu

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

Accurate day-ahead peak load forecasting is crucial not only for power dispatching but also has a great interest to investors and energy policy maker as well as government. Literature reveals that 1% error drop of forecast can reduce 10…

Machine Learning · Computer Science 2021-11-02 Yanmei Huang , Najmul Hasan , Changrui Deng , Yukun Bao

Forecasting electricity demand plays a critical role in ensuring reliable and cost-efficient operation of the electricity supply. With the global transition to distributed renewable energy sources and the electrification of heating and…

Machine Learning · Computer Science 2023-05-31 Konstantin Hopf , Hannah Hartstang , Thorsten Staake

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

Time series forecasting involves collecting and analyzing past observations to develop a model to extrapolate such observations into the future. Forecasting of future events is important in many fields to support decision making as it…

Machine Learning · Computer Science 2020-09-22 Igor Ilic , Berk Gorgulu , Mucahit Cevik , Mustafa Gokce Baydogan

Load forecasting is a crucial topic in energy management systems (EMS) due to its vital role in optimizing energy scheduling and enabling more flexible and intelligent power grid systems. As a result, these systems allow power utility…

Machine Learning · Computer Science 2023-05-16 Firas Bayram , Phil Aupke , Bestoun S. Ahmed , Andreas Kassler , Andreas Theocharis , Jonas Forsman

In this paper a model is developed to solve the on/off scheduling of (non-linear) dynamic electric loads based on predictions of the power delivery of a (standalone) solar power source. Knowledge of variations in the solar power output is…

Optimization and Control · Mathematics 2016-03-29 Abdulelah H. Habib , Jan Kleissl , Raymond A. de Callafon

Although Transformer-based methods have significantly improved state-of-the-art results for long-term series forecasting, they are not only computationally expensive but more importantly, are unable to capture the global view of time series…

Machine Learning · Computer Science 2022-06-17 Tian Zhou , Ziqing Ma , Qingsong Wen , Xue Wang , Liang Sun , Rong Jin
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