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Electricity price is a key factor affecting the decision-making for all market participants. Accurate forecasting of electricity prices is very important and is also very challenging since electricity price is highly volatile due to various…

Machine Learning · Computer Science 2021-12-28 Vasudharini Sridharan , Mingjian Tuo , Xingpeng Li

Electric load forecasting is essential for power management and stability in smart grids. This is mainly achieved via advanced metering infrastructure, where smart meters (SMs) record household energy data. Traditional machine learning (ML)…

Machine Learning · Computer Science 2025-11-05 Ratun Rahman , Pablo Moriano , Samee U. Khan , Dinh C. Nguyen

Electricity prices strongly depend on seasonality of different time scales, therefore any forecasting of electricity prices has to account for it. Neural networks have proven successful in short-term price-forecasting, but complicated…

Applications · Statistics 2022-02-03 Andreas Wagner , Enislay Ramentol , Florian Schirra , Hendrik Michaeli

Energy price forecasting is a relevant yet hard task in the field of multi-step time series forecasting. In this paper we compare a well-known and established method, ARMA with exogenous variables with a relatively new technique Gradient…

Machine Learning · Statistics 2015-06-24 Gergo Barta , Gyula Borbely , Gabor Nagy , Sandor Kazi , Tamas Henk

Predicting the demand for electricity with uncertainty helps in planning and operation of the grid to provide reliable supply of power to the consumers. Machine learning (ML)-based demand forecasting approaches can be categorized into (1)…

Machine Learning · Computer Science 2023-02-15 Yiwei Fu , Nurali Virani , Honggang Wang

As the consumption of traditional energy sources intensifies and their adverse environmental impacts become more pronounced, wave energy stands out as a highly promising member of the renewable energy family due to its high energy density,…

Signal Processing · Electrical Eng. & Systems 2025-09-25 Huipeng Liu , Zhichao Zhu , Yuan Zhou , Changlu Li

The forecasting of large ramps in wind power output known as ramp events is crucial for the incorporation of large volumes of wind energy into national electricity grids. Large variations in wind power supply must be compensated by…

Machine Learning · Computer Science 2022-12-01 Russell Sharp , Hisham Ihshaish , J. Ignacio Deza

Electricity market price predictions enable energy market participants to shape their consumption or supply while meeting their economic and environmental objectives. By utilizing the basic properties of the supply-demand matching process…

Applications · Statistics 2019-06-11 Ana Radovanovic , Tommaso Nesti , Bokan Chen

Accurate photovoltaic (PV) power forecasting is critical for integrating renewable energy sources into the grid, optimizing real-time energy management, and ensuring energy reliability amidst increasing demand. However, existing models…

Machine Learning · Computer Science 2025-05-08 Guang Wu , Yun Wang , Qian Zhou , Ziyang Zhang

Accurate residential load forecasting is critical for power system reliability with rising renewable integration and demand-side flexibility. However, most statistical and machine learning models treat external factors, such as weather,…

Machine Learning · Computer Science 2025-07-01 Haoran Li , Muhao Guo , Marija Ilic , Yang Weng , Guangchun Ruan

The reliability of data-driven applications in electric vehicle (EV) infrastructure, such as charging demand forecasting, hinges on the availability of complete, high-quality charging data. However, real-world EV datasets are often plagued…

Machine Learning · Computer Science 2026-01-21 Jinhao Li , Hao Wang

Recent advancements in large language models (LLMs) have shown promise in feature engineering for tabular data, but concerns about their reliability persist, especially due to variability in generated outputs. We introduce a multi-level…

Machine Learning · Computer Science 2025-10-01 Yebin Lim , Susik Yoon

Understanding regional Consumer Price Index (CPI) dynamics is essential for timely and effective economic policymaking. However, traditional modeling procedures typically rely only on parametric panel modeling with low-frequency and…

Applications · Statistics 2026-04-09 Tianchen Gao , Ao Sun , Yurou Wang , Jingyuan Liu , Cheng Hsiao

Electric load forecasting is an indispensable component of electric power system planning and management. Inaccurate load forecasting may lead to the threat of outages or a waste of energy. Accurate electric load forecasting is challenging…

Machine Learning · Computer Science 2023-10-25 Linxiao Yang , Rui Ren , Xinyue Gu , Liang Sun

We present a new class of Bayesian dynamic models for bivariate price-realized volatility time series in financial forecasting. A novel dynamic gamma process model adopted for realized volatility is integrated with traditional Bayesian…

Methodology · Statistics 2026-05-13 Patrick Woitschig , Mike West

Transformations of covariates are widely used in applied statistics to improve interpretability and to satisfy assumptions required for valid inference. More broadly, feature engineering encompasses a wider set of practices aimed at…

Methodology · Statistics 2026-03-30 Claudia Collarin , Matteo Fasiolo , Yannig Goude , Simon N. Wood

With the increasing intelligence and integration, a great number of two-valued variables (generally stored in the form of 0 or 1 value) often exist in large-scale industrial processes. However, these variables cannot be effectively handled…

Methodology · Statistics 2022-01-26 Min Wang , Li Sheng , Donghua Zhou , Maoyin Chen

Electronic design engineers often struggle to efficiently access relevant information for tasks like design verification and technology development. While large language models (LLMs) can enhance productivity as conversational agents,…

Computation and Language · Computer Science 2025-06-10 Luyao Shi , Michael Kazda , Charles Schmitter , Hemlata Gupta

The growing complexity of power systems has made accurate load forecasting more important than ever. An increasing number of advanced load forecasting methods have been developed. However, the static design of current methods offers no…

Machine Learning · Computer Science 2025-05-23 Yu Zuo , Dalin Qin , Yi Wang

Deep Learning is applied to energy markets to predict extreme loads observed in energy grids. Forecasting energy loads and prices is challenging due to sharp peaks and troughs that arise due to supply and demand fluctuations from intraday…

Machine Learning · Statistics 2019-04-11 Michael Polson , Vadim Sokolov
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