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The growing importance of intraday electricity trading in Europe calls for improved price forecasting and tailored decision-support tools. In this paper, we propose a novel generative neural network model to generate probabilistic path…

Applications · Statistics 2025-06-03 Jieyu Chen , Sebastian Lerch , Melanie Schienle , Tomasz Serafin , Rafał Weron

The growth in variable renewables such as solar and wind is increasing the impact of climate uncertainty in energy system planning. Addressing this ideally requires high-resolution time series spanning at least a few decades. However,…

Applications · Statistics 2022-10-18 Adriaan P Hilbers , David J Brayshaw , Axel Gandy

Power systems face increasing challenges in maintaining resource adequacy due to lower operating margins, rising renewable energy uncertainty, and demand variability. Forecasting the probability distribution of peak demand on shorter…

Systems and Control · Electrical Eng. & Systems 2025-10-28 Buyi Yu , Wenyuan Tang

We present a representation learning algorithm that learns a low-dimensional latent dynamical system from high-dimensional \textit{sequential} raw data, e.g., video. The framework builds upon recent advances in amortized inference methods…

Machine Learning · Computer Science 2020-01-29 Jung-Su Ha , Young-Jin Park , Hyeok-Joo Chae , Soon-Seo Park , Han-Lim Choi

This paper presents a novel centralized, variational data assimilation approach for calibrating transient dynamic models in electrical power systems, focusing on load model parameters. With the increasing importance of inverter-based…

Optimization and Control · Mathematics 2023-11-15 Ahmed Attia , D. Adrian Maldonado , Emil Constantinescu , Mihai Anitescu

The increasing penetration of variable renewable energy and flexible demand technologies, such as electric vehicles and heat pumps, introduces significant uncertainty in power systems, resulting in greater imbalance; defined as the…

Statistical Finance · Quantitative Finance 2025-09-08 Timothée Hornek , Sergio Potenciano Menci , Ivan Pavić

Hourly consumption from multiple providers displays pronounced intra-day, intra-week, and annual seasonalities, as well as strong cross-sectional correlations. We introduce a novel approach for forecasting high-dimensional U.S. electricity…

Applications · Statistics 2026-04-15 Mattia Banin , Matteo Barigozzi , Luca Trapin

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

Multivariate time series classification is a task with increasing importance due to the proliferation of new problems in various fields (economy, health, energy, transport, crops, etc.) where a large number of information sources are…

Machine Learning · Computer Science 2020-09-09 Francisco J. Baldán , José M. Benítez

Continuous intraday electricity markets play an increasingly important role in short-term trading and balancing, yet decision-making under rapidly evolving price dynamics remains challenging. This paper proposes a comprehensive framework…

Applications · Statistics 2026-05-14 Andrzej Puć , Joanna Janczura

Continuous-time optimization models have successfully been used to capture the impact of ramping limitations in power systems. In this paper, the continuous-time framework is adapted to model flexible hydropower resources interacting with…

Optimization and Control · Mathematics 2020-08-14 Christian Øyn Naversen , Arild Helseth , Bosong Li , Masood Parvania , Hossein Farahmand , João P. S. Catalão

Accurate workload forecasting is critical for efficient resource management in cloud computing systems, enabling effective scheduling and autoscaling. Despite recent advances with transformer-based forecasting models, challenges remain due…

Machine Learning · Computer Science 2024-08-20 Shiyu Wang , Zhixuan Chu , Yinbo Sun , Yu Liu , Yuliang Guo , Yang Chen , Huiyang Jian , Lintao Ma , Xingyu Lu , Jun Zhou

A line plan is an important aspect of the quality of the service provided to railway passengers. Although it is well-known that railway demand is varying throughout the day in volume and structure, the line plan is often still fixed…

Optimization and Control · Mathematics 2025-09-03 Renate J. H. van der Knaap , Niels van Oort , Menno de Bruyn , Rob M. P. Goverde

A novel energy reduction strategy to maximally exploit the dynamic workload variation is proposed for the offline voltage scheduling of preemptive systems. The idea is to construct a fully-preemptive schedule that leads to minimum energy…

Other Computer Science · Computer Science 2011-11-09 Lap-Fai Leung , Chi-Ying Tsui , Xiaobo Sharon Hu

To reduce computational complexity, macro-energy system models commonly implement reduced time-series data. For renewable energy systems dependent on seasonal storage and characterized by intermittent renewables, like wind and solar,…

General Economics · Economics 2022-12-21 Leonard Göke , Mario Kendziorski

Increasingly volatile electricity prices make simultaneous scheduling optimization desirable for production processes and their energy systems. Simultaneous scheduling needs to account for both process dynamics and binary on/off-decisions…

Optimization and Control · Mathematics 2022-07-28 Florian Joseph Baader , André Bardow , Manuel Dahmen

The rising share of volatile renewable generation increases the demand for flexibility in the electricity grid. Flexible capacity can be offered by industrial energy systems through participation on either the continuous intraday,…

Optimization and Control · Mathematics 2022-12-26 Niklas Nolzen , Alissa Ganter , Nils Baumgärtner , Ludger Leenders , André Bardow

Accurate and reliable energy forecasting is essential for power grid operators who strive to minimize extreme forecasting errors that pose significant operational challenges and incur high intra-day trading costs. Incorporating planning…

Computers and Society · Computer Science 2026-05-13 Raffael Theiler , Leandro Von Krannichfeldt , Giovanni Sansavini , Michael F. Howland , Olga Fink

Optimal execution, i.e., the determination of the most cost-effective way to trade volumes in continuous trading sessions, has been a topic of interest in the equity trading world for years. Electricity intraday trading slowly follows this…

Trading and Market Microstructure · Quantitative Finance 2020-10-06 Christopher Kath , Florian Ziel

Industrial demand response (IDR) plays an important role in promoting the utilization of renewable energy (RE) in power systems. However, it will lead to power adjustments on the supply side, which is also a non-negligible factor in…

Systems and Control · Electrical Eng. & Systems 2024-05-07 Yuanzheng Li , Xinxin Long , Yang Li , Yizhou Ding , Tao Yang , Zhigang Zeng
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