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Power demand forecasting is a critical task for achieving efficiency and reliability in power grid operation. Accurate forecasting allows grid operators to better maintain the balance of supply and demand as well as to optimize operational…

Other Computer Science · Computer Science 2019-04-30 Yao Cheng , Chang Xu , Daisuke Mashima , Vrizlynn L. L. Thing , Yongdong Wu

The increasing importance of renewable energy, especially solar and wind power, has led to new forces in the formation of electricity prices. Hence, this paper introduces an econometric model for the hourly time series of electricity prices…

Applications · Statistics 2021-02-02 Florian Ziel , Rick Steinert , Sven Husmann

Forecasting the actual amount of electricity with respect to the need/demand of the load is always been a challenging task for each power plants based generating stations. Due to uncertain demand of electricity at receiving end of station…

Machine Learning · Computer Science 2020-10-27 Jaymin Suhagiya , Deep Raval , Siddhi Vinayak Pandey , Jeet Patel , Ayushi Gupta , Akshay Srivastava

Electricity load forecasting is a necessary capability for power system operators and electricity market participants. The proliferation of local generation, demand response, and electrification of heat and transport are changing the…

The increasing penetration of variable renewable energy and flexible demand technologies, such as electric vehicles and heat pumps, introduces significant uncertainty in power systems, resulting in greater imbalance; defined as the…

Statistical Finance · Quantitative Finance 2025-09-08 Timothée Hornek , Sergio Potenciano Menci , Ivan Pavić

We study an alternative use of machine learning. We train neural nets to provide the parameter estimate of a given (structural) econometric model, for example, discrete choice or consumer search. Training examples consist of datasets…

Econometrics · Economics 2025-02-10 Yanhao , Wei , Zhenling Jiang

Continuous intraday electricity markets play an increasingly important role in short-term trading and balancing, yet decision-making under rapidly evolving price dynamics remains challenging. This paper proposes a comprehensive framework…

Applications · Statistics 2026-05-14 Andrzej Puć , Joanna Janczura

While neural networks are achieving high predictive accuracy in multi-horizon probabilistic forecasting, understanding the underlying mechanisms that lead to feature-conditioned outputs remains a significant challenge for forecasters. In…

Machine Learning · Computer Science 2025-09-18 Alessandro Brusaferri , Danial Ramin , Andrea Ballarino

Daily electricity consumption forecasting is a classical problem. Existing forecasting algorithms tend to have decreased accuracy on special dates like holidays. This study decomposes the daily electricity consumption series into three…

Machine Learning · Computer Science 2023-10-25 Zhou Lan , Ben Liu , Yi Feng , Danhuang Dong , Peng Zhang

Machine learning techniques including neural networks are popular tools for materials and chemical scientists with applications that may provide viable alternative methods in the analysis of structure and energetics of systems ranging from…

Statistical Mechanics · Physics 2022-03-02 James Andrews , Olga Gkountouna , Estela Blaisten-Barojas

Recurrent neural networks (RNN) are simple dynamical systems whose computational power has been attributed to their short-term memory. Short-term memory of RNNs has been previously studied analytically only for the case of orthogonal…

Neural and Evolutionary Computing · Computer Science 2016-04-26 Alireza Goudarzi , Sarah Marzen , Peter Banda , Guy Feldman , Christof Teuscher , Darko Stefanovic

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

In this work we propose lifted regression/reconstruction networks (LRRNs), which combine lifted neural networks with a guaranteed Lipschitz continuity property for the output layer. Lifted neural networks explicitly optimize an energy model…

Machine Learning · Computer Science 2020-05-08 Rasmus Kjær Høier , Christopher Zach

For short-term solar irradiance forecasting, the traditional point forecasting methods are rendered less useful due to the non-stationary characteristic of solar power. The amount of operating reserves required to maintain reliable…

Machine Learning · Computer Science 2023-08-02 Sakshi Mishra , Praveen Palanisamy

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

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

Systems biology is an emerging interdisciplinary area of research that focuses on study of complex interactions in a biological system, such as gene regulatory networks. The discovery of gene regulatory networks leads to a wide range of…

Neural and Evolutionary Computing · Computer Science 2016-10-13 Khalid Raza , Mansaf Alam

Recurrent neural networks are used to forecast time series in finance, climate, language, and from many other domains. Reservoir computers are a particularly easily trainable form of recurrent neural network. Recently, a "next-generation"…

Machine Learning · Computer Science 2023-03-28 Sarah E. Marzen , Paul M. Riechers , James P. Crutchfield

Recurrent neural networks (RNNs) have been extraordinarily successful for prediction with sequential data. To tackle highly variable and noisy real-world data, we introduce Particle Filter Recurrent Neural Networks (PF-RNNs), a new RNN…

Machine Learning · Computer Science 2019-12-03 Xiao Ma , Peter Karkus , David Hsu , Wee Sun Lee

The objective of this work is to improve the accuracy of building demand forecasting. This is a more challenging task than grid level forecasting. For the said purpose, we develop a new technique called recurrent transform learning (RTL).…

Machine Learning · Computer Science 2019-12-12 Megha Gupta , Angshul Majumdar