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In this paper, we propose a machine learning approach for forecasting hierarchical time series. When dealing with hierarchical time series, apart from generating accurate forecasts, one needs to select a suitable method for producing…

Machine Learning · Computer Science 2021-07-12 Paolo Mancuso , Veronica Piccialli , Antonio M. Sudoso

In order to reduce the negative impact of the uncertainty of load and renewable energies outputs on microgrid operation, an optimal scheduling model is proposed for isolated microgrids by using automated reinforcement learning-based…

Signal Processing · Electrical Eng. & Systems 2021-12-21 Yang Li , Ruinong Wang , Zhen Yang

We study U.S. Treasury yield curve forecasting under distributional uncertainty and recast forecasting as an operations research and managerial decision problem. Rather than minimizing average forecast error, the forecaster selects a…

Mathematical Finance · Quantitative Finance 2026-01-09 Jinjun Liu , Ming-Yen Cheng

Wind power is playing an increasingly important role in electricity markets. However, it's inherent variability and uncertainty cause operational challenges and costs as more operating reserves are needed to maintain system reliability.…

Optimization and Control · Mathematics 2016-03-01 Yishen Wang , Zhi Zhou , Cong Liu , Audun Botterud

This proposal aims to develop more accurate federated learning (FL) methods with faster convergence properties and lower communication requirements, specifically for forecasting distributed energy resources (DER) such as renewables, energy…

Machine Learning · Computer Science 2024-10-15 Vineet Jagadeesan Nair , Lucas Pereira

The paper presents a spatio-temporal wind speed forecasting algorithm using Deep Learning (DL)and in particular, Recurrent Neural Networks(RNNs). Motivated by recent advances in renewable energy integration and smart grids, we apply our…

Machine Learning · Computer Science 2017-07-27 Amir Ghaderi , Borhan M. Sanandaji , Faezeh Ghaderi

Forecast reconciliation is considered an effective method to achieve coherence (within a forecast hierarchy) and to improve forecast quality. However, the value of reconciled forecasts in downstream decision-making tasks has been mostly…

Machine Learning · Statistics 2025-12-02 Honglin Wen , Pierre Pinson

Wind energy significantly contributes to the global shift towards renewable energy, yet operational challenges, such as Leading-Edge Erosion on wind turbine blades, notably reduce energy output. This study introduces an advanced, scalable…

Systems and Control · Electrical Eng. & Systems 2025-06-17 Emil Marcus Buchberg , Kent Vugs Nielsen

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

Due to the fluctuating nature of the wind and the increasing use of wind energy as a power source, wind power will have an increasing negative influence on the stability of the power grid. In this paper, a model predictive control strategy…

Systems and Control · Electrical Eng. & Systems 2020-07-14 Valentijn van de Scheur , Sjoerd Boersma

Renewable energy sources, especially wind energy, are to play a larger role in providing electricity to industrial and domestic consumers. This is already the case today for a number of European countries, closely followed by the US and…

Methodology · Statistics 2013-12-24 Pierre Pinson

Time series forecasting is a challenging problem particularly when a time series expresses multiple seasonality, nonlinear trend and varying variance. In this work, to forecast complex time series, we propose ensemble learning which is…

Machine Learning · Computer Science 2022-03-03 Grzegorz Dudek

The energy market relies on forecasting capabilities of both demand and power generation that need to be kept in dynamic balance. Today, when it comes to renewable energy generation, such decisions are increasingly made in a liberalized…

Machine Learning · Computer Science 2022-03-15 Odin Foldvik Eikeland , Finn Dag Hovem , Tom Eirik Olsen , Matteo Chiesa , Filippo Maria Bianchi

Forecasting multiscale chaotic dynamical systems, such as turbulent flows, with deep learning remains a formidable challenge due to the spectral bias of neural networks, which hinders the accurate representation of fine-scale structures in…

Machine Learning · Computer Science 2026-03-31 Dibyajyoti Chakraborty , Arvind T. Mohan , Romit Maulik

Energy (load, wind, photovoltaic) forecasting is significant in the power industry as it can provide a reference for subsequent tasks such as power grid dispatch, thus bringing huge economic benefits. However, there are many differences…

Machine Learning · Computer Science 2024-10-07 Zhixian Wang , Qingsong Wen , Chaoli Zhang , Liang Sun , Leandro Von Krannichfeldt , Shirui Pan , Yi Wang

The share of wind energy in total installed power capacity has grown rapidly in recent years around the world. Producing accurate and reliable forecasts of wind power production, together with a quantification of the uncertainty, is…

Applications · Statistics 2017-04-26 Amanda Lenzi , Ingelin Steinsland , Pierre Pinson

Accurate prediction of wind speed and power is vital for enhancing the efficiency of wind energy systems. Numerous solutions have been implemented to date, demonstrating their potential to improve forecasting. Among these, deep learning is…

Machine Learning · Computer Science 2024-01-17 Mulomba Mukendi Christian , Yun Seon Kim , Hyebong Choi , Jaeyoung Lee , SongHee You

As penetration of wind power generation increases, system operators must account for its stochastic nature in a reliable and cost-efficient manner. These conflicting objectives can be traded-off by accounting for the variability and…

Optimization and Control · Mathematics 2015-11-11 Yury Dvorkin , Miles Lubin , Scott Backhaus , Michael Chertkov

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

The uncertainty of distributed renewable energy brings significant challenges to economic operation of microgrids. Conventional online optimization approaches require a forecast model. However, accurately forecasting the renewable power…

Systems and Control · Electrical Eng. & Systems 2021-05-31 Hang Shuai , Haibo He