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Accurate load forecasting is essential to the operation of modern electric power systems. Given the sensitivity of electricity demand to weather variability and temporal dynamics, capturing non-linear patterns is essential for long-term…

Machine Learning · Computer Science 2025-07-31 Abhiram Bhupatiraju , Sung Bum Ahn

The field of electricity price forecasting has seen significant advances in the last years, including the development of new, more accurate forecast models. These models leverage statistical relationships in previously observed data to…

Machine Learning · Computer Science 2022-09-28 Maria Margarida Mascarenhas , Hussain Kazmi

Network traffic prediction is essential for automating modern network management. It is a difficult time series forecasting (TSF) problem that has been addressed by Deep Learning (DL) models due to their ability to capture complex patterns.…

Networking and Internet Architecture · Computer Science 2026-01-07 Eilaf MA Babai , Aalaa MA Babai , Koji Okamura

Recurrent Neural Networks (RNN) have become competitive forecasting methods, as most notably shown in the winning method of the recent M4 competition. However, established statistical models such as ETS and ARIMA gain their popularity not…

Machine Learning · Computer Science 2020-12-24 Hansika Hewamalage , Christoph Bergmeir , Kasun Bandara

Time series foundational models (TSFM) have gained prominence in time series forecasting, promising state-of-the-art performance across various applications. However, their application in anomaly detection and prediction remains…

Machine Learning · Computer Science 2024-12-30 Chathurangi Shyalika , Harleen Kaur Bagga , Ahan Bhatt , Renjith Prasad , Alaa Al Ghazo , Amit Sheth

Electricity price signals in modern power systems exhibit complex dependence structures that render forecasting inherently challenging. Our analysis of real-world pricing signals from the California Independent System Operator (CAISO)…

Applications · Statistics 2026-05-28 Keyi Wang , Jiaxiang Ji , Mahan Mansouri , Ahmed Aziz Ezzat

With the proliferation of electric vehicles (EVs), accurate charging demand and station occupancy forecasting are critical for optimizing urban energy and the profit of EVs aggregator. Existing approaches in this field usually struggle to…

Computational Engineering, Finance, and Science · Computer Science 2025-07-15 Hang Fan , Yunze Chai , Chenxi Liu , Weican Liu , Zuhan Zhang , Wencai Run , Dunnan Liu

With the growing popularity of electric vehicles as a means of addressing climate change, concerns have emerged regarding their impact on electric grid management. As a result, predicting EV charging demand has become a timely and important…

Machine Learning · Computer Science 2026-04-01 Iason Kyriakopoulos , Yannis Theodoridis

Reinforcement Learning (RL) post-training alignment for language models is effective, but also costly and unstable in practice, owing to its complicated training process. To address this, we propose a training-free inference method to…

Machine Learning · Computer Science 2026-05-20 Xiuyu Li , Jinkai Zhang , Mingyang Yi , Yu Li , Longqiang Wang , Yue Wang , Ju Fan

Time-series foundation models have emerged as a new paradigm for forecasting, yet their ability to effectively leverage exogenous features -- critical for electricity demand forecasting -- remains unclear. This paper empirically evaluates…

Machine Learning · Computer Science 2026-02-06 Wei Soon Cheong , Lian Lian Jiang , Jamie Ng Suat Ling

Accurate electricity price forecasting (EPF) is essential for market participants to support operational planning and risk management, yet remains challenging due to strong volatility, nonlinear dynamics, and frequent extreme price spikes.…

Machine Learning · Computer Science 2026-05-22 Houxuan Zhou , Sriram Prasad , Chenghao Huang , Jiajie Feng , Hao Wang

Nowadays, weather prediction is based on numerical weather prediction (NWP) models to produce an ensemble of forecasts. Despite of large improvements over the last few decades, they still tend to exhibit systematic bias and dispersion…

Applications · Statistics 2024-02-02 David Jobst , Annette Möller , Jürgen Groß

Power transformers are subjected to electrical currents and temperature fluctuations that, if not properly controlled, can lead to major deterioration of their insulation system. Therefore, monitoring the temperature of a power transformer…

Machine Learning · Computer Science 2025-01-29 Francis Tembo , Federica Bragone , Tor Laneryd , Matthieu Barreau , Kateryna Morozovska

The success of large-scale pre-training paradigm, exemplified by Large Language Models (LLMs), has inspired the development of Time Series Foundation Models (TSFMs). However, their application to financial candlestick (K-line) data remains…

Statistical Finance · Quantitative Finance 2025-08-06 Yu Shi , Zongliang Fu , Shuo Chen , Bohan Zhao , Wei Xu , Changshui Zhang , Jian Li

Predicting stock price movements during Earnings Announcements (EAs) is a significant challenge due to market noise and high-impact price discontinuities. In this study, we evaluate whether pre-announcement news sentiment, firm…

Machine Learning · Computer Science 2026-05-26 Manuel Noseda , Nathan Soldati , Marco Paina

The exponential growth of renewable energy capacity has brought much uncertainty to electricity prices and to electricity generation. To address this challenge, the energy exchanges have been developing further trading possibilities,…

Statistical Finance · Quantitative Finance 2022-05-24 Michał Narajewski

Deep learning for time series forecasting has seen significant advancements over the past decades. However, despite the success of large-scale pre-training in language and vision domains, pre-trained time series models remain limited in…

Machine Learning · Computer Science 2025-02-28 Xiaoming Shi , Shiyu Wang , Yuqi Nie , Dianqi Li , Zhou Ye , Qingsong Wen , Ming Jin

Short-Term Load Forecasting (STLF) is a fundamental component in the efficient management of power systems, which has been studied intensively over the past 50 years. The emerging development of smart grid technologies is posing new…

Optimization and Control · Mathematics 2017-02-28 The-Hien Dang-Ha , Filippo Maria Bianchi , Roland Olsson

Practitioners deploying time series forecasting models face a dilemma: exhaustively validating dozens of models is computationally prohibitive, yet choosing the wrong model risks poor performance. We show that spectral…

Machine Learning · Computer Science 2025-11-13 Oliver Wang , Pengrui Quan , Kang Yang , Mani Srivastava

Time Series Forecasting (TSF) is a widely researched topic with broad applications in weather forecasting, traffic control, and stock price prediction. Extreme values in time series often significantly impact human and natural systems, but…

Machine Learning · Computer Science 2023-10-12 Jincheng Wang , Yue Gao