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Despite the recent, widespread focus on eXplainable AI (XAI), explanations computed by XAI methods tend to provide little insight into the functioning of Neural Networks (NNs). We propose a novel framework for obtaining (local) explanations…

Artificial Intelligence · Computer Science 2021-06-15 Emanuele Albini , Piyawat Lertvittayakumjorn , Antonio Rago , Francesca Toni

Electricity prices in liberalized markets are determined by the supply and demand for electric power, which are in turn driven by various external influences that vary strongly in time. In perfect competition, the merit order principle…

Machine Learning · Computer Science 2022-12-12 Julius Trebbien , Leonardo Rydin Gorjão , Aaron Praktiknjo , Benjamin Schäfer , Dirk Witthaut

In the modern power market, electricity trading is an extremely competitive industry. More accurate price forecast is crucial to help electricity producers and traders make better decisions. In this paper, a novel method of convolutional…

Signal Processing · Electrical Eng. & Systems 2020-03-17 Hsu-Yung Cheng , Ping-Huan Kuo , Yamin Shen , Chiou-Jye Huang

Recent advancements in machine learning and signal processing domains have resulted in an extensive surge of interest in Deep Neural Networks (DNNs) due to their unprecedented performance and high accuracy for different and challenging…

Machine Learning · Computer Science 2021-02-04 Atefeh Shahroudnejad

Recent advancements in the fields of artificial intelligence and machine learning methods resulted in a significant increase of their popularity in the literature, including electricity price forecasting. Said methods cover a very broad…

Applications · Statistics 2020-08-19 Grzegorz Marcjasz , Jesus Lago , Rafał Weron

We present a novel approach to probabilistic electricity price forecasting which utilizes distributional neural networks. The model structure is based on a deep neural network that contains a so-called probability layer. The network's…

Statistical Finance · Quantitative Finance 2023-09-29 Grzegorz Marcjasz , Michał Narajewski , Rafał Weron , Florian Ziel

While deep learning gradually penetrates operational planning, its inherent prediction errors may significantly affect electricity prices. This letter examines how prediction errors propagate into electricity prices, revealing notable…

Machine Learning · Computer Science 2023-11-14 Vladimir Dvorkin , Ferdinando Fioretto

There is a disconnect between explanatory artificial intelligence (XAI) methods and the types of explanations that are useful for and demanded by society (policy makers, government officials, etc.) Questions that experts in artificial…

Artificial Intelligence · Computer Science 2019-01-23 Leilani H. Gilpin , Cecilia Testart , Nathaniel Fruchter , Julius Adebayo

A stable supply of electrical energy is essential for the functioning of our society. Therefore, the electrical power grid's operation and energy and balancing markets are subject to strict regulations. As the external technical, economic,…

Systems and Control · Electrical Eng. & Systems 2023-09-04 Sebatian Pütz , Johannes Kruse , Dirk Witthaut , Veit Hagenmeyer , Benjamin Schäfer

Neural Networks are ubiquitous in high energy physics research. However, these highly nonlinear parameterized functions are treated as \textit{black boxes}- whose inner workings to convey information and build the desired input-output…

High Energy Physics - Experiment · Physics 2022-06-15 Mark S. Neubauer , Avik Roy

Deep neural networks (DNNs) have demonstrated remarkable performance in many tasks but it often comes at a high computational cost and memory usage. Compression techniques, such as pruning and quantization, are applied to reduce the memory…

Machine Learning · Computer Science 2025-07-09 Kimia Soroush , Mohsen Raji , Behnam Ghavami

Given the complexity and lack of transparency in deep neural networks (DNNs), extensive efforts have been made to make these systems more interpretable or explain their behaviors in accessible terms. Unlike most reviews, which focus on…

Artificial Intelligence · Computer Science 2024-01-17 Haoyi Xiong , Xuhong Li , Xiaofei Zhang , Jiamin Chen , Xinhao Sun , Yuchen Li , Zeyi Sun , Mengnan Du

Nowadays, deep neural networks are widely used in a variety of fields that have a direct impact on society. Although those models typically show outstanding performance, they have been used for a long time as black boxes. To address this,…

Machine Learning · Computer Science 2022-10-11 Huawei Sun , Lorenzo Servadei , Hao Feng , Michael Stephan , Robert Wille , Avik Santra

Electricity price forecasting is an essential task in all the deregulated markets of the world. The accurate prediction of the day-ahead electricity prices is an active research field and available data from various markets can be used as…

Signal Processing · Electrical Eng. & Systems 2022-11-18 Salih Gunduz , Umut Ugurlu , Ilkay Oksuz

Our paper aims to model and forecast the electricity price by taking a completely new perspective on the data. It will be the first approach which is able to combine the insights of market structure models with extensive and modern…

Trading and Market Microstructure · Quantitative Finance 2016-10-18 Florian Ziel , Rick Steinert

While the field of electricity price forecasting has benefited from plenty of contributions in the last two decades, it arguably lacks a rigorous approach to evaluating new predictive algorithms. The latter are often compared using unique,…

Applications · Statistics 2022-04-07 Jesus Lago , Grzegorz Marcjasz , Bart De Schutter , Rafał Weron

Electricity is traded on various markets with different time horizons and regulations. Short-term intraday trading becomes increasingly important due to the higher penetration of renewables. In Germany, the intraday electricity price…

Machine Learning · Computer Science 2023-03-13 Eike Cramer , Dirk Witthaut , Alexander Mitsos , Manuel Dahmen

Power grids are moving towards 100% renewable energy source bulk power grids, and the overall dynamics of power system operations and electricity markets are changing. The electricity markets are not only dispatching resources economically…

Machine Learning · Computer Science 2023-09-13 Milan Jain , Xueqing Sun , Sohom Datta , Abhishek Somani

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

A study on power market price forecasting by deep learning is presented. As one of the most successful deep learning frameworks, the LSTM (Long short-term memory) neural network is utilized. The hourly prices data from the New England and…

Machine Learning · Computer Science 2018-10-24 Yongli Zhu , Songtao Lu , Renchang Dai , Guangyi Liu , Zhiwei Wang
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