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This work integrates Bayesian regime detection with conditional neural processes for 24-hour electricity price prediction in the German market. Our methodology integrates regime detection using a disentangled sticky hierarchical Dirichlet…

Machine Learning · Computer Science 2026-04-21 Abhinav Das , Stephan Schlüter

Autonomous driving systems require the ability to fully understand and predict the surrounding environment to make informed decisions in complex scenarios. Recent advancements in learning-based systems have highlighted the importance of…

Robotics · Computer Science 2024-02-07 Haochen Liu , Zhiyu Huang , Wenhui Huang , Haohan Yang , Xiaoyu Mo , Chen Lv

Utilities use demand response to shift or reduce electricity usage of flexible loads, to better match electricity demand to power generation. A common mechanism is peak pricing (PP), where consumers pay reduced (increased) prices for…

Optimization and Control · Mathematics 2017-10-02 John Audie Cabrera , Yonatan Mintz , Jhoanna Rhodette Pedrasa , Anil Aswani

Prediction of stock price movements presents a formidable challenge in financial analytics due to the inherent volatility, non-stationarity, and nonlinear characteristics of market data. This paper introduces SPH-Net (Stock Price Prediction…

Computational Engineering, Finance, and Science · Computer Science 2025-09-22 Yiyang Wu , Hanyu Ma , Muxin Ge , Xiaoli Ma , Yadi Liu , Ye Aung Moe , Zeyu Han , Weizheng Xie

This paper proposes a novel energy storage price arbitrage algorithm combining supervised learning with dynamic programming. The proposed approach uses a neural network to directly predicts the opportunity cost at different energy storage…

Systems and Control · Electrical Eng. & Systems 2022-11-22 Ningkun Zheng , Xiaoxiang Liu , Bolun Xu , Yuanyuan Shi

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

Accurately forecasting carbon prices is essential for informed energy market decision-making, guiding sustainable energy planning, and supporting effective decarbonization strategies. However, it remains challenging due to structural breaks…

Machine Learning · Computer Science 2025-11-21 Runsheng Ren , Jing Li , Yanxiu Li , Shixun Huang , Jun Shen , Wanqing Li , John Le , Sheng Wang

Electricity price prediction plays a vital role in energy storage system (ESS) management. Current prediction models focus on reducing prediction errors but overlook their impact on downstream decision-making. So this paper proposes a…

Machine Learning · Computer Science 2023-05-02 Linwei Sang , Yinliang Xu , Huan Long , Qinran Hu , Hongbin Sun

This paper presents a novel hybrid approach for constricting probabilistic forecasts that combines both the Quantile Regression Averaging (QRA) method and the factor-based averaging scheme. The performance of the approach is evaluated on…

Applications · Statistics 2024-11-20 Katarzyna Maciejowska , Tomasz Serafin , Bartosz Uniejewski

The uncertainty associated with solar photo-voltaic (PV) power output is a big challenge to design, manage and implement effective demand response and management strategies. Therefore, an accurate PV power output forecast is an utmost…

Signal Processing · Electrical Eng. & Systems 2018-11-26 Muhammad Qamar Raza , N. Mithulananthan , Jiaming Li , Kwang Y. Lee , Hoay Beng Gooi

The increasing penetration of variable renewable energy (VRE) has brought significant challenges for power systems planning and operation. These highly variable sources are typically distributed in the grid; therefore, a detailed…

Mid-term and long-term electric energy demand prediction is essential for the planning and operations of the smart grid system. Mainly in countries where the power system operates in a deregulated environment. Traditional forecasting models…

Signal Processing · Electrical Eng. & Systems 2022-12-29 Yuting Ding , Di Wu , Yi He , Xin Luo , Song Deng

One of the major limitations of optimization-based strategies for allocating the power flow in hybrid powertrains is that they rely on predictions of future power demand. These predictions are inherently uncertain as they are dependent on…

Optimization and Control · Mathematics 2022-04-14 Sebastian East , Mark Cannon

This paper investigates the feasibility of using a discriminate pricing scheme to offset the inconvenience that is experienced by an energy user (EU) in trading its energy with an energy controller in smart grid. The main objective is to…

Systems and Control · Computer Science 2014-07-23 Wayes Tushar , Chau Yuen , Bo Chai , David B. Smith , H. Vincent Poor

With the rapid development of electricity markets, price volatility has significantly increased, making accurate forecasting crucial for power system operations and market decisions. Traditional linear models cannot capture the complex…

Machine Learning · Computer Science 2025-12-02 Xuanyi Zhao , Jiawen Ding , Xueting Huang , Yibo Zhang

We employ a recently proposed change-point detection algorithm, the Narrowest-Over-Threshold (NOT) method, to select subperiods of past observations that are similar to the currently recorded values. Then, contrarily to the traditional time…

Statistical Finance · Quantitative Finance 2022-04-05 Julia Nasiadka , Weronika Nitka , Rafał Weron

Integrating electric mobility, including electric vehicles (EVs), electric trucks (ETs), and renewable energy sources (RES) with the power grid is paramount for decarbonization, efficiency, and stability. A critical gap remains, however:…

General Economics · Economics 2026-03-24 Arega Getaneh Abate , Xiaobing Zhang , Xiufeng Liu , Dogan Keles

Accurately forecasting power outages is a complex task influenced by diverse factors such as weather conditions [1], vegetation, wildlife, and load fluctuations. These factors introduce substantial variability and noise into outage data,…

Machine Learning · Computer Science 2025-09-23 Subhabrata Das , Bodruzzaman Khan , Xiao-Yang Liu

This study proposes a combination of a statistical identification approach with potentially invalid short-run zero restrictions. The estimator shrinks towards imposed restrictions and stops shrinkage when the data provide evidence against a…

Econometrics · Economics 2024-04-04 Sascha A. Keweloh

The rapid expansion of low-cost renewable electricity combined with end-use electrification in transport, industry, and buildings offers a promising path to deep decarbonisation. However, aligning variable supply with demand requires…