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Large-scale renewable energy deployment introduces pronounced volatility into the electricity system, turning grid operation into a complex stochastic optimization problem. Accurate electricity price forecasting (EPF) is essential not only…

Machine Learning · Computer Science 2026-04-17 Jan Niklas Lettner , Hadeer El Ashhab , Veit Hagenmeyer , Benjamin Schäfer

Load forecasting is an integral part of power system operations and planning. Due to the increasing penetration of rooftop PV, electric vehicles and demand response applications, forecasting the load of individual and a small group of…

Systems and Control · Electrical Eng. & Systems 2019-06-19 Ling Zhang , Baosen Zhang

Recent studies have attempted to refine the Transformer architecture to demonstrate its effectiveness in Long-Term Time Series Forecasting (LTSF) tasks. Despite surpassing many linear forecasting models with ever-improving performance, we…

Machine Learning · Computer Science 2024-12-30 Peiwang Tang , Weitai Zhang

Selecting the right deep learning model for power grid forecasting is challenging, as performance heavily depends on the data available to the operator. This paper presents a comprehensive benchmark of five modern neural architectures: two…

Machine Learning · Computer Science 2026-03-26 Sunki Hong , Jisoo Lee

This study develops and evaluates a novel hybridWavelet SARIMA Transformer, WST framework to forecast using monthly rainfall across five meteorological subdivisions of Northeast India over the 1971 to 2023 period. The approach employs the…

Applications · Statistics 2025-09-16 Junmoni Saikia , Kuldeep Goswami , Sarat C. Kakaty

Accurate electrical load forecasting is of great importance for the efficient operation and control of modern power systems. In this work, a hybrid long short-term memory (LSTM)-based model with online correction is developed for day-ahead…

Systems and Control · Electrical Eng. & Systems 2024-03-07 Nan Lu , Quan Ouyang , Yang Li , Changfu Zou

Load data from power network clusters indicates economic development in each area, crucial for predicting regional trends and guiding power enterprise decisions. The Transformer model, a leading method for load prediction, faces challenges…

Machine Learning · Computer Science 2024-07-31 Cheng Jiang , Gang Lu , Xue Ma , Di Wu

Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…

General Finance · Quantitative Finance 2025-07-11 Ben A. Marconi

Time series forecasting is crucial for many fields, such as disaster warning, weather prediction, and energy consumption. The Transformer-based models are considered to have revolutionized the field of sequence modeling. However, the…

Machine Learning · Computer Science 2022-11-01 Junlong Tong , Liping Xie , Wankou Yang , Kanjian Zhang

Meter-level load forecasting is crucial for efficient energy management and power system planning for Smart Grids (SGs), in tasks associated with regulation, dispatching, scheduling, and unit commitment of power grids. Although a variety of…

Financial markets are inherently volatile and prone to sudden disruptions such as market crashes, flash collapses, and liquidity crises. Accurate anomaly detection and early risk forecasting in financial time series are therefore crucial…

Machine Learning · Computer Science 2025-11-18 Ziling Fan , Ruijia Liang , Yiwen Hu

Probabilistic Time Series Forecasting (PTSF) plays a critical role in domains requiring accurate and uncertainty-aware predictions for decision-making. However, existing methods offer suboptimal distribution modeling and suffer from a…

Machine Learning · Computer Science 2025-09-03 Chih-Yu Lai , Yu-Chien Ning , Duane S. Boning

The versatility of self-attention mechanism earned transformers great success in almost all data modalities, with limitations on the quadratic complexity and difficulty of training. To apply transformers across different data modalities,…

Machine Learning · Computer Science 2024-08-20 Viet Anh Nguyen , Minh Lenhat , Khoa Nguyen , Duong Duc Hieu , Dao Huu Hung , Truong Son Hy

The development of tabular foundation models (TFMs) has accelerated in recent years, showing strong potential to outperform traditional ML methods for structured data. A key finding is that TFMs can be pretrained entirely on synthetic…

Machine Learning · Computer Science 2025-12-04 Matthew Peroni , Franck Le , Vadim Sheinin

Accurate short-term load forecasting is essential for the efficient operation of the power sector. Forecasting load at a fine granularity such as hourly loads of individual households is challenging due to higher volatility and inherent…

Signal Processing · Electrical Eng. & Systems 2022-05-17 Haris Mansoor , Sarwan Ali , Imdadullah Khan , Naveed Arshad , Muhammad Asad Khan , Safiullah Faizullah

Accurate forecasting of electric load and renewable generation is essential for reliable and cost effective power system operations. Recent advances in transformer based and foundation machine learning models, driven by large scale…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Muhy Eddin Za'ter , Bri-Mathias Hodge

Financial time series forecasting is particularly challenging for transformer-based time series foundation models (TSFMs) due to non-stationarity, heavy-tailed distributions, and high-frequency noise present in data. Low-rank adaptation…

Machine Learning · Computer Science 2026-02-02 Anthony Bolton , Wuyang Zhou , Zehua Chen , Giorgos Iacovides , Danilo Mandic

For estimating area-specific parameters (quantities) in a finite population, a mixed model prediction approach is attractive. However, this approach strongly depends on the normality assumption of the response values although we often…

Methodology · Statistics 2018-06-12 Shonosuke Sugasawa , Tatsuya Kubokawa

Time series foundation models (TSFMs) offer strong zero-shot forecasting via large-scale pre-training, yet fine-tuning remains critical for boosting performance in domains with limited public data. With the growing number of TSFMs,…

Machine Learning · Computer Science 2025-09-30 Qingren Yao , Ming Jin , Chengqi Zhang , Chao-Han Huck Yang , Jun Qi , Shirui Pan

Recently, channel-independent methods have achieved state-of-the-art performance in multivariate time series (MTS) forecasting. Despite reducing overfitting risks, these methods miss potential opportunities in utilizing channel dependence…

Machine Learning · Computer Science 2024-08-14 Lifan Zhao , Yanyan Shen