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Electricity price forecasting is a critical tool for the efficient operation of power systems and for supporting informed decision-making by market participants. This paper explores a novel methodology aimed at improving the accuracy of…

Applications · Statistics 2025-01-13 Bartosz Uniejewski , Florian Ziel

Conformal Prediction offers a powerful framework for quantifying uncertainty in machine learning models, enabling the construction of prediction sets with finite-sample validity guarantees. While easily adaptable to non-probabilistic…

Machine Learning · Statistics 2024-11-27 Eshant English , Christoph Lippert

In a growing renewable based energy system, accurate and reliable wind power forecasts are crucial for grid stability, balancing supply and demand and market risk management. Even though short-term weather forecasts have been thoroughly…

Machine Learning · Computer Science 2026-04-22 Eloi Lindas , Yannig Goude , Philippe Ciais

Given the advancements in data-driven modeling for complex engineering and scientific applications, this work utilizes a data-driven predictive control method, namely subspace predictive control, to coordinate hybrid power plant components…

Systems and Control · Electrical Eng. & Systems 2025-02-20 Manavendra Desai , Himanshu Sharma , Sayak Mukherjee , Sonja Glavaski

With the growing number of forecasting techniques and the increasing significance of forecast-based operation - particularly in the rapidly evolving energy sector - selecting the most effective forecasting model has become a critical task.…

Systems and Control · Electrical Eng. & Systems 2024-10-24 Fabian Backhaus , Karoline Brucke , Peter Ruckdeschel , Sunke Schlüters

Conformal prediction is widely used to equip black-box machine learning models with uncertainty quantification, offering formal coverage guarantees under exchangeable data. However, these guarantees fail when faced with subpopulation…

Machine Learning · Computer Science 2025-11-10 Nien-Shao Wang , Duygu Nur Yaldiz , Yavuz Faruk Bakman , Sai Praneeth Karimireddy

Wind power forecasting plays a critical role in modern energy systems, facilitating the integration of renewable energy sources into the power grid. Accurate prediction of wind energy output is essential for managing the inherent…

Machine Learning · Computer Science 2024-12-18 Ali Forootani , Danial Esmaeili Aliabadi , Daniela Thraen

Electricity production currently generates approximately 25% of greenhouse gas emissions in the USA. Thus, increasing the amount of renewable energy is a key step to carbon neutrality. However, integrating a large amount of fluctuating…

Optimization and Control · Mathematics 2021-05-20 Aleksandr Lukashevich , Yury Maximov

Simultaneous load forecasting across multiple entities (e.g., regions, buildings) is crucial for the efficient, reliable, and cost-effective operation of power systems. Accurate load forecasting is a challenging problem due to the inherent…

Machine Learning · Computer Science 2026-01-21 Onintze Zaballa , Verónica Álvarez , Santiago Mazuelas

Conformal prediction is a learning framework controlling prediction coverage of prediction sets, which can be built on any learning algorithm for point prediction. This work proposes a learning framework named conformal loss-controlling…

Machine Learning · Computer Science 2024-01-24 Di Wang , Ping Wang , Zhong Ji , Xiaojun Yang , Hongyue Li

Ensuring that predicted probabilities align with observed frequencies is critical in high-stakes domains such as clinical decision support, autonomous driving and financial risk assessment. Existing calibration methods typically apply a…

Machine Learning · Computer Science 2026-05-26 Tomer Lavi , Bracha Shapira , Nadav Rappoport

Renewable electricity generation has grown significantly across many European power systems, leading to a greener energy mix, but also additional complexity in balancing electricity supply and demand. Unexpected differences between…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Arnaud Verstraeten , Maria Margarida Mascarenhas , Hussain Kazmi

The transition from conventional methods of energy production to renewable energy production necessitates better prediction models of the upcoming supply of renewable energy. In wind power production, error in forecasting production is…

Machine Learning · Computer Science 2021-08-24 Alagappan Swaminathan , Venkatakrishnan Sutharsan , Tamilselvi Selvaraj

Electricity price forecasting has become a critical tool for decision-making in energy markets, particularly as the increasing penetration of renewable energy introduces greater volatility and uncertainty. Historically, research in this…

Statistical Finance · Quantitative Finance 2025-11-11 Ciaran O'Connor , Mohamed Bahloul , Steven Prestwich , Andrea Visentin

Conformal prediction is an emerging technique for uncertainty quantification that constructs prediction sets guaranteed to contain the true label with a predefined probability. Previous works often employ temperature scaling to calibrate…

Machine Learning · Computer Science 2024-12-24 Huajun Xi , Jianguo Huang , Kangdao Liu , Lei Feng , Hongxin Wei

This paper addresses a central challenge of jointly considering shorter-term (e.g. hourly) and longer-term (e.g. yearly) uncertainties in power system planning with increasing penetration of renewable and storage resources. In conventional…

Systems and Control · Electrical Eng. & Systems 2021-09-13 Chao Yan , Xinbo Geng , Zhaohong Bie , Le Xie

This study investigates the integration of forecasting and optimization in energy management systems, with a focus on the role of switching costs -- penalties incurred from frequent operational adjustments. We develop a theoretical and…

Systems and Control · Electrical Eng. & Systems 2025-04-16 Evgenii Genov , Julian Ruddick , Christoph Bergmeir , Majid Vafaeipour , Thierry Coosemans , Salvador Garcia , Maarten Messagie

Deep neural networks exhibit remarkable performance, yet their black-box nature limits their utility in fields like healthcare where interpretability is crucial. Existing explainability approaches often sacrifice accuracy and lack…

Machine Learning · Computer Science 2025-04-08 Linhui Huang , Sayeri Lala , Niraj K. Jha

The increasing share of renewables in the electricity generation mix comes along with an increasing uncertainty in power supply. In the recent years, distributionally robust optimization has gained significant interest due to its ability to…

Optimization and Control · Mathematics 2022-11-11 Adriano Arrigo , Jalal Kazempour , Zacharie De Grève , Jean-François Toubeau , François Vallée

To cater the rapidly growing demand for electricity leading to the integration of renewable energy sources in power system. Due to intermittent nature of renewables, it also brings challenges for research community during the planning and…

Systems and Control · Electrical Eng. & Systems 2021-05-14 Rustam Kumar
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