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Rapid progress in machine learning and deep learning has enabled a wide range of applications in the electricity load forecasting of power systems, for instance, univariate and multivariate short-term load forecasting. Though the strong…

Machine Learning · Computer Science 2024-02-20 Yuqi Jiang , Yan Li , Yize Chen

The exponential growth of renewable energy capacity has brought much uncertainty to electricity prices and to electricity generation. To address this challenge, the energy exchanges have been developing further trading possibilities,…

Statistical Finance · Quantitative Finance 2022-05-24 Michał Narajewski

Power consumption in buildings show non-linear behaviors that linear models cannot capture whereas recurrent neural networks (RNNs) can. This ability makes RNNs attractive alternatives for the model-predictive control (MPC) of buildings.…

Systems and Control · Electrical Eng. & Systems 2020-10-26 Baptiste Schubnel , Rafael E. Carrillo , Paolo Taddeo , Lluc Canals Casals , Jaume Salom , Yves Stauffer , Pierre-Jean Alet

Forecasting electricity demand is increasingly challenging as energy systems become more decentralized and intertwined with renewable sources. Graph Neural Networks (GNNs) have recently emerged as a powerful paradigm to model spatial…

Machine Learning · Computer Science 2025-11-04 Eloi Campagne , Yvenn Amara-Ouali , Yannig Goude , Itai Zehavi , Argyris Kalogeratos

Compared with traditional deep learning techniques, continual learning enables deep neural networks to learn continually and adaptively. Deep neural networks have to learn new tasks and overcome forgetting the knowledge obtained from the…

Machine Learning · Computer Science 2022-02-08 Yujiang He

Accurate prediction of electricity day-ahead prices is essential in competitive electricity markets. Although stationary electricity-price forecasting techniques have received considerable attention, research on non-stationary methods is…

Machine Learning · Computer Science 2024-05-14 Antonio Malpica-Morales , Miguel A. Duran-Olivencia , Serafim Kalliadasis

Ensemble weather predictions require statistical post-processing of systematic errors to obtain reliable and accurate probabilistic forecasts. Traditionally, this is accomplished with distributional regression models in which the parameters…

Machine Learning · Statistics 2019-04-01 Stephan Rasp , Sebastian Lerch

Recurrent neural networks (RNNs) are brain-inspired models widely used in machine learning for analyzing sequential data. The present work is a contribution towards a deeper understanding of how RNNs process input signals using the response…

Machine Learning · Statistics 2021-02-15 Soon Hoe Lim

It is crucial today that economies harness renewable energies and integrate them into the existing grid. Conventionally, energy has been generated based on forecasts of peak and low demands. Renewable energy can neither be produced on…

Signal Processing · Electrical Eng. & Systems 2019-10-02 Alexey Györi , Mathis Niederau , Violett Zeller , Volker Stich

In this paper, we develop a new approach to the very short-term point forecasting of electricity prices in the continuous market. It is based on the Support Vector Regression with a kernel correction built on additional forecast of…

Applications · Statistics 2024-11-26 Andrzej Puć , Joanna Janczura

The capabilities of recurrent neural networks and Koopman-based frameworks are assessed in the prediction of temporal dynamics of the low-order model of near-wall turbulence by Moehlis et al. (New J. Phys. 6, 56, 2004). Our results show…

Sequence modeling is a critical yet challenging task with wide-ranging applications, especially in time series forecasting for domains like weather prediction, temperature monitoring, and energy load forecasting. Transformers, with their…

Machine Learning · Computer Science 2025-04-15 Qisai Liu , Zhanhong Jiang , Joshua R. Waite , Chao Liu , Aditya Balu , Soumik Sarkar

We present Higher-Order Tensor RNN (HOT-RNN), a novel family of neural sequence architectures for multivariate forecasting in environments with nonlinear dynamics. Long-term forecasting in such systems is highly challenging, since there…

Machine Learning · Computer Science 2019-08-27 Rose Yu , Stephan Zheng , Anima Anandkumar , Yisong Yue

The liberalization of electricity markets and the development of renewable energy sources has led to new challenges for decision makers. These challenges are accompanied by an increasing uncertainty about future electricity price movements.…

Applications · Statistics 2018-09-12 Florian Ziel , Rick Steinert

Recurrent Neural Networks (RNNs) offer fast inference on long sequences but are hard to optimize and slow to train. Deep state-space models (SSMs) have recently been shown to perform remarkably well on long sequence modeling tasks, and have…

Machine Learning · Computer Science 2023-03-14 Antonio Orvieto , Samuel L Smith , Albert Gu , Anushan Fernando , Caglar Gulcehre , Razvan Pascanu , Soham De

This paper proposes an off-line algorithm, called Recurrent Model Predictive Control (RMPC), to solve general nonlinear finite-horizon optimal control problems. Unlike traditional Model Predictive Control (MPC) algorithms, it can make full…

Systems and Control · Electrical Eng. & Systems 2021-02-24 Zhengyu Liu , Jingliang Duan , Wenxuan Wang , Shengbo Eben Li , Yuming Yin , Ziyu Lin , Qi Sun , Bo Cheng

Recurrent neural networks (RNNs) are a popular choice for modeling sequential data. Modern RNN architectures assume constant time-intervals between observations. However, in many datasets (e.g. medical records) observation times are…

Machine Learning · Computer Science 2022-07-27 Mona Schirmer , Mazin Eltayeb , Stefan Lessmann , Maja Rudolph

Efficient processing of large-scale time series data is an intricate problem in machine learning. Conventional sensor signal processing pipelines with hand engineered feature extraction often involve huge computational cost with high…

In this work, we apply machine learning techniques to historical stock prices to forecast future prices. To achieve this, we use recursive approaches that are appropriate for handling time series data. In particular, we apply a linear…

Statistical Finance · Quantitative Finance 2022-02-08 Ogulcan E. Orsel , Sasha S. Yamada

The total memory capacity (MC) of linear recurrent neural networks (RNNs) has been proven to be equal to the rank of the corresponding Kalman controllability matrix, and it is almost surely maximal for connectivity and input weight matrices…

Machine Learning · Computer Science 2025-09-03 Giovanni Ballarin , Lyudmila Grigoryeva , Juan-Pablo Ortega