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Forecasters using flexible neural networks (NN) in multi-horizon distributional regression setups often struggle to gain detailed insights into the underlying mechanisms that lead to the predicted feature-conditioned distribution…

Machine Learning · Computer Science 2024-12-23 Alessandro Brusaferri , Danial Ramin , Andrea Ballarino

There is an opportunity in modern power systems to explore the demand flexibility by incentivizing consumers with dynamic prices. In this paper, we quantify demand flexibility using an efficient tool called time-varying elasticity, whose…

Machine Learning · Computer Science 2022-02-03 Guangchun Ruan , Daniel S. Kirschen , Haiwang Zhong , Qing Xia , Chongqing Kang

The flexible loads in power systems, such as interruptible and transferable loads, are critical flexibility resources for mitigating power imbalances. Despite their potential, accurate modeling of these loads is a challenging work and has…

Systems and Control · Electrical Eng. & Systems 2025-03-06 Mingji Chen , Shuai Lu , Wei Gu , Zhaoyang Dong , Yijun Xu , Jiayi Ding

Short-Term Electricity-Load Forecasting (STELF) refers to the prediction of the immediate demand (in the next few hours to several days) for the power system. Various external factors, such as weather changes and the emergence of new…

Machine Learning · Computer Science 2025-05-20 Qi Dong , Rubing Huang , Chenhui Cui , Dave Towey , Ling Zhou , Jinyu Tian , Jianzhou Wang

The study of Day-Ahead prices in the electricity market is one of the most popular problems in time series forecasting. Previous research has focused on employing increasingly complex learning algorithms to capture the sophisticated…

Applications · Statistics 2024-04-29 Carlos Sebastián , Carlos E. González-Guillén , Jesús Juan

Solar based electricity generations have experienced strong and impactful growth in recent years. The regulation, scheduling, dispatching, and unit commitment of intermittent solar power is dependent on the accuracy of the forecasting…

Systems and Control · Electrical Eng. & Systems 2020-03-30 Shaktinarayana Mishra , Lokanath Tripathy , Prachitara Satapathy , P. K. Dash , Nitasha Sahani

Locational Marginal Price (LMP) is a dual variable associated with supply-demand matching and represents the cost of delivering power to a particular location if the load at that location increases. In recent times it become more volatile…

Optimization and Control · Mathematics 2018-11-07 Shantanu Chakraborty , Remco Verzijlbergh , Milos Cvetkovic , Kyri Baker , Zofia Lukszo

Natural Language Processing (NLP) has transformed the financial industry, enabling advancements in areas such as textual analysis, risk management, and forecasting. Large language models (LLMs) like BloombergGPT and FinMA have set new…

Computation and Language · Computer Science 2025-12-08 Jawad Ibn Ahad , Muhammad Rafsan Kabir , Robin Krambroeckers , Sifat Momen , Nabeel Mohammed , Shafin Rahman

Trading on the day-ahead electricity markets requires accurate information about the realization of electricity prices and the uncertainty attached to the predictions. Deriving accurate forecasting models presents a difficult task due to…

Machine Learning · Computer Science 2024-03-25 Hannes Hilger , Dirk Witthaut , Manuel Dahmen , Leonardo Rydin Gorjao , Julius Trebbien , Eike Cramer

Short-term wind speed prediction is essential for economical wind power utilization. The real-world wind speed data is typically intermittent and fluctuating, presenting great challenges to existing shallow models. In this paper, we present…

Machine Learning · Computer Science 2023-05-08 Hailong Shu

This paper introduces BreakGPT, a novel large language model (LLM) architecture adapted specifically for time series forecasting and the prediction of sharp upward movements in asset prices. By leveraging both the capabilities of LLMs and…

Statistical Finance · Quantitative Finance 2024-11-12 Aleksandr Simonyan

Rising global energy demand from population growth raises concerns about the sustainability of fossil fuels. Consequently, the energy sector has increasingly transitioned to renewable energy sources like solar and wind, which are naturally…

Systems and Control · Electrical Eng. & Systems 2025-09-30 Afsaneh Mollasalehi , Armin Farhadi

Predicting student success or failure is vital for timely interventions and personalized support. Early failure prediction is particularly crucial, yet limited data availability in the early stages poses challenges, one of the possible…

Computers and Society · Computer Science 2025-05-13 Ikram Gagaoua , Armelle Brun , Anne Boyer

This study investigates the performance of machine learning models in forecasting electricity Day-Ahead Market (DAM) prices using short historical training windows, with a focus on detecting seasonal trends and price spikes. We evaluate…

Financial markets exhibit complex dynamics where localized events trigger ripple effects across entities. Previous event studies, constrained by static single-company analyses and simplistic assumptions, fail to capture these ripple…

Social and Information Networks · Computer Science 2025-06-02 Yuanjian Xu , Jianing Hao , Kunsheng Tang , Jingnan Chen , Anxian Liu , Peng Liu , Guang Zhang

Large-scale integration of renewable energy sources (RES) brings huge challenges to the power system. A cost-effective reserve deployment and uncertainty pricing mechanism are critical to deal with the uncertainty and variability of RES. To…

Systems and Control · Electrical Eng. & Systems 2020-12-16 Zongzheng Zhao , Yixin Liu , Li Guo , Linquan Bai , Chengshan Wang

Power grid fault diagnosis is a critical task for ensuring the reliability and stability of electrical infrastructure. Traditional diagnostic systems often struggle with the complexity and variability of power grid data. This paper proposes…

Computation and Language · Computer Science 2024-07-15 Liu Jing , Amirul Rahman

This paper undertakes a comprehensive investigation of electricity price forecasting methods, focused on the Irish Integrated Single Electricity Market, particularly on changes during recent periods of high volatility. The primary objective…

Machine Learning · Computer Science 2024-08-13 Ben Harkin , Xueqin Liu

The smart grid vision entails advanced information technology and data analytics to enhance the efficiency, sustainability, and economics of the power grid infrastructure. Aligned to this end, modern statistical learning tools are leveraged…

Machine Learning · Statistics 2015-06-17 Vassilis Kekatos , Yu Zhang , Georgios B. Giannakis

Mid-term electricity load forecasting (LF) plays a critical role in power system planning and operation. To address the issue of error accumulation and transfer during the operation of existing LF models, a novel model called error…

Machine Learning · Computer Science 2023-06-21 Liping Zhang , Di Wu , Xin Luo