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Recent developments related to the energy transition pose particular challenges for distribution grids. Hence, precise load forecasts become more and more important for effective grid management. Novel modeling approaches such as the…

Machine Learning · Computer Science 2023-05-19 Elena Giacomazzi , Felix Haag , Konstantin Hopf

Researchers and electricity sector practitioners frequently require the supply curve of electricity markets and the price elasticity of supply for purposes such as price forecasting, policy analyses or market power assessment. It is common…

Forecasting agricultural markets remains challenging due to nonlinear dynamics, structural breaks, and sparse data. A long-standing belief holds that simple time-series methods outperform more advanced alternatives. This paper provides the…

Econometrics · Economics 2026-01-21 Le Wang , Boyuan Zhang

We introduce TopoPrimer, a framework that makes the global topological structure of the series population an explicit input to any forecasting model. TopoPrimer improves accuracy across diverse domains, stabilizes forecasts under seasonal…

Machine Learning · Computer Science 2026-05-15 Zara Zetlin , Kayhan Moharreri , Maria Safi

Foundation models have emerged as critical components in a variety of artificial intelligence applications, and showcase significant success in natural language processing and several other domains. Meanwhile, the field of graph machine…

Machine Learning · Computer Science 2025-03-11 Jiawei Liu , Cheng Yang , Zhiyuan Lu , Junze Chen , Yibo Li , Mengmei Zhang , Ting Bai , Yuan Fang , Lichao Sun , Philip S. Yu , Chuan Shi

We introduce the concept of temporal hierarchy forecasting (THieF) in predicting day-ahead electricity prices and show that reconciling forecasts for hourly products and 2- to 24-hour blocks can significantly (up to 13%) improve accuracy at…

Statistical Finance · Quantitative Finance 2026-03-06 Arkadiusz Lipiecki , Kaja Bilinska , Nicolaos Kourentzes , Rafal Weron

The recent boom of large pre-trained models witnesses remarkable success in developing foundation models (FMs) for time series forecasting. Despite impressive performance across diverse downstream forecasting tasks, existing time series FMs…

Machine Learning · Computer Science 2025-10-23 Hui He , Kun Yi , Yuanchi Ma , Qi Zhang , Zhendong Niu , Guansong Pang

Time series forecasting is essential for operational intelligence in the hospitality industry, and particularly challenging in large-scale, distributed systems. This study evaluates the performance of statistical, machine learning (ML),…

Machine Learning · Computer Science 2025-02-06 Issar Arab , Rodrigo Benitez

The European Union's Carbon Border Adjustment Mechanism (CBAM) creates a complex challenge for the interconnected European electricity market. Traditional static analyses often miss the cross-border spillover effects that are vital for…

Machine Learning · Computer Science 2026-05-06 Jiachen Shen , Jian Shi , Dan Wang , Han Zhu

Electricity networks are vulnerable to weather damage, with severe events often leading to faults and power outages. Timely forecasts of fault occurrences, ranging from nowcasts to several days ahead, can enhance preparedness, support…

Applications · Statistics 2026-03-03 Mateus Maia , Daniela Castro-Camilo , Jethro Browell

Multimodal Foundation Models (FMs) offer a path to learn general-purpose representations from heterogeneous ecological data, easily transferable to downstream tasks. However, practical biodiversity modelling remains fragmented; separate…

The photovoltaics (PV) technology landscape is evolving rapidly. To predict the potential and scalability of emerging PV technologies, a global understanding of these systems' performance is essential. Traditionally, experimental and…

Machine Learning · Computer Science 2024-07-29 Jabir Bin Jahangir , Muhammad Ashraful Alam

Power system models are a valuable and widely used tool to determine cost-minimal future operation and investment under political or ecological boundary conditions. Yet they are silent about the allocation of costs of single assets, as…

Physics and Society · Physics 2020-10-27 Fabian Hofmann

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

Demographic shifts, influenced by globalization, economic conditions, geopolitical events, and environmental factors, pose significant challenges for policymakers and researchers. Accurate demographic forecasting is essential for informed…

Machine Learning · Computer Science 2025-08-20 Aditya Akella , Jonathan Farah

We present a new model for the electricity spot price dynamics, which is able to capture seasonality, low-frequency dynamics and the extreme spikes in the market. Instead of the usual purely deterministic trend we introduce a non-stationary…

Applications · Statistics 2012-01-06 Fred Espen Benth , Claudia Klüppelberg , Gernot Müller , Linda Vos

Time series foundation models (FMs) have emerged as a popular paradigm for zero-shot multi-domain forecasting. These models are trained on numerous diverse datasets and claim to be effective forecasters across multiple different time series…

Risk Management · Quantitative Finance 2025-05-19 Anubha Goel , Puneet Pasricha , Martin Magris , Juho Kanniainen

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

The participation of consumers and producers in demand response programs has increased in smart grids, which reduces investment and operation costs of power systems. Also, with the advent of renewable energy sources, the electricity market…

Machine Learning · Computer Science 2022-07-29 Nafise Rezaei , Roozbeh Rajabi , Abouzar Estebsari

The operation of power systems is affected by diverse technical, economic and social factors. Social behaviour determines load patterns, electricity markets regulate the generation and weather-dependent renewables introduce power…

Systems and Control · Electrical Eng. & Systems 2022-11-04 Johannes Kruse , Eike Cramer , Benjamin Schäfer , Dirk Witthaut