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The increasing use of renewable energy sources with variable output, such as solar photovoltaic and wind power generation, calls for Smart Grids that effectively manage flexible loads and energy storage. The ability to forecast consumption…

Machine Learning · Computer Science 2014-04-02 Andreas Veit , Christoph Goebel , Rohit Tidke , Christoph Doblander , Hans-Arno Jacobsen

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

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

There is an opportunity in modern power systems to explore the demand flexibility by incentivizing consumers with dynamic prices. In this paper, we quantify demand flexibility using an efficient tool called time-varying elasticity, whose…

Machine Learning · Computer Science 2022-02-03 Guangchun Ruan , Daniel S. Kirschen , Haiwang Zhong , Qing Xia , Chongqing Kang

Short-term load prediction (STLP) is critical for modern power distribution system operations, particularly as demand and generation uncertainties grow with the integration of low-carbon technologies, such as electric vehicles and…

Systems and Control · Electrical Eng. & Systems 2024-12-18 Nan Lin , Dong Yun , Weijie Xia , Peter Palensky , Pedro P. Vergara

By significant improvements in modern electrical systems, planning for unit commitment and power dispatching of them are two big concerns between the researchers. Short-term load forecasting plays a significant role in planning and…

Statistical Finance · Quantitative Finance 2020-10-01 Kasun Chandrarathna , Arman Edalati , AhmadReza Fourozan tabar

With the increasing penetration of intermittent renewable energy sources (RESs), it becomes increasingly challenging to maintain the supply-demand balance of power systems by solely relying on the generation side. To combat the volatility…

Systems and Control · Electrical Eng. & Systems 2024-12-25 Tian Liu , Bo Sun , Danny H. K. Tsang

In recent years, renewable energy resources have accounted for an increasing share of electricity energy.Among them, photovoltaic (PV) power generation has received broad attention due to its economic and environmental benefits.Accurate PV…

Machine Learning · Computer Science 2023-02-01 Xuetao Jiang , Meiyu Jiang , Qingguo Zhou

Electricity demand forecasting is a well established research field. Usually this task is performed considering historical loads, weather forecasts, calendar information and known major events. Recently attention has been given on the…

Machine Learning · Computer Science 2023-09-14 Yun Bai , Simon Camal , Andrea Michiorri

Demographic shifts, influenced by globalization, economic conditions, geopolitical events, and environmental factors, pose significant challenges for policymakers and researchers. Accurate demographic forecasting is essential for informed…

Machine Learning · Computer Science 2025-08-20 Aditya Akella , Jonathan Farah

Electricity is bought and sold in wholesale markets at prices that fluctuate significantly. Short-term forecasting of electricity prices is an important endeavor because it helps electric utilities control risk and because it influences…

Computers and Society · Computer Science 2018-05-16 Elaheh Fata , Igor Kadota , Ian Schneider

Practitioners deploying time series forecasting models face a dilemma: exhaustively validating dozens of models is computationally prohibitive, yet choosing the wrong model risks poor performance. We show that spectral…

Machine Learning · Computer Science 2025-11-13 Oliver Wang , Pengrui Quan , Kang Yang , Mani Srivastava

While recent advancements in foundation models have significantly impacted machine learning, rigorous tests on the performance of time series foundation models (TSFMs) remain largely underexplored. This paper presents an empirical study…

Machine Learning · Computer Science 2025-01-09 Syamantak Datta Gupta

We propose a novel machine learning approach for probabilistic forecasting of hourly day-ahead electricity prices. In contrast with the recent advances in data-rich probabilistic forecasting, which approximates distributions with few…

General Economics · Economics 2025-07-04 Jozef Barunik , Lubos Hanus

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

Electrified heating systems with thermal storage, such as electric boilers and heat pumps, represent a major source of demand-side flexibility. Under current electricity market designs, balance responsible parties (BRPs) operating such…

Systems and Control · Electrical Eng. & Systems 2026-02-20 Alessandro Quattrociocchi , Manisha Talukdar , Pere Izquierdo Gómez , Tomislav Dragicevic

An effective distribution electricity market (DEM) is required to manage the rapidly growing small-scale distributed energy resources (DERs) in distribution systems (DSs). This paper proposes a day-ahead DEM clearing and pricing mechanism…

Systems and Control · Electrical Eng. & Systems 2021-10-15 Zongzheng Zhao , Yixin Liu , Li Guo , Linquan Bai , Chengshan Wang

In electricity markets, locational marginal price (LMP) forecasting is particularly important for market participants in making reasonable bidding strategies, managing potential trading risks, and supporting efficient system planning and…

Machine Learning · Computer Science 2021-07-28 Yuyun Yang , Zhenfei Tan , Haitao Yang , Guangchun Ruan , Haiwang Zhong

Short-term electricity markets are becoming more relevant due to less-predictable renewable energy sources, attracting considerable attention from the industry. The balancing market is the closest to real-time and the most volatile among…

Machine Learning · Computer Science 2024-02-14 Ciaran O'Connor , Joseph Collins , Steven Prestwich , Andrea Visentin

This study investigates the performance of machine learning models in forecasting electricity Day-Ahead Market (DAM) prices using short historical training windows, with a focus on detecting seasonal trends and price spikes. We evaluate…

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