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We present a novel approach to probabilistic electricity price forecasting which utilizes distributional neural networks. The model structure is based on a deep neural network that contains a so-called probability layer. The network's…

Statistical Finance · Quantitative Finance 2023-09-29 Grzegorz Marcjasz , Michał Narajewski , Rafał Weron , Florian Ziel

The uncertainty of the energy generated by photovoltaic systems incurs an additional cost for a guaranteed, reliable supply of energy (i.e., energy storage). This investigation aims to decrease the additional cost by introducing…

Machine Learning · Computer Science 2023-01-19 Guillermo Terrén-Serrano , Manel Martínez-Ramón

Accurate PhotoVoltaic (PV) power generation forecasting is vital for the efficient operation of Smart Grids. The automated design of such accurate forecasting models for individual PV plants includes two challenges: First, information about…

Machine Learning · Computer Science 2023-06-21 Stefan Meisenbacher , Benedikt Heidrich , Tim Martin , Ralf Mikut , Veit Hagenmeyer

This paper proposes a resilient-backpropagation-neural-network-(Rprop-NN) based algorithm for Photovoltaic (PV) maximum power point tracking (MPPT). A supervision mechanism is proposed to calibrate the Rprop-NN-MPPT reference and limit…

Signal Processing · Electrical Eng. & Systems 2018-12-07 Yao Cui , Zhehan Yi , Jiajun Duan , Di Shi , Zhiwei Wang

Motivated by the perspective of advanced time-series prediction and exploitation of Quantum Reservoir Computing (QRC), we explored the design and implementation of a Hybrid Photonic-Quantum Reservoir Computing (HPQRC) paradigm. It brings…

Quantum Physics · Physics 2025-11-13 Oishik Kar , Aswath Babu H

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

We propose Multivariate Quantile Function Forecaster (MQF$^2$), a global probabilistic forecasting method constructed using a multivariate quantile function and investigate its application to multi-horizon forecasting. Prior approaches are…

The prediction of solar power generation is a challenging task due to its dependence on climatic characteristics that exhibit spatial and temporal variability. The performance of a prediction model may vary across different places due to…

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

In various applications, probabilistic forecasts are required to quantify the inherent uncertainty associated with the forecast. However, numerous modern forecasting methods are still designed to create deterministic forecasts. Transforming…

Machine Learning · Computer Science 2023-02-06 Kaleb Phipps , Benedikt Heidrich , Marian Turowski , Moritz Wittig , Ralf Mikut , Veit Hagenmeyer

Uncertainty analysis in the form of probabilistic forecasting can significantly improve decision making processes in the smart power grid when integrating renewable energy sources such as wind. Whereas point forecasting provides a single…

Signal Processing · Electrical Eng. & Systems 2019-09-27 Kostas Hatalis , Alberto J. Lamadrid , Katya Scheinberg , Shalinee Kishore

The increasing penetration of renewable energy sources introduces significant variability and uncertainty in modern power systems, making accurate state prediction critical for reliable grid operation. Conventional forecasting methods often…

Machine Learning · Computer Science 2025-04-01 Dhruv Suri , Mohak Mangal

PV power forecasting models are predominantly based on machine learning algorithms which do not provide any insight into or explanation about their predictions (black boxes). Therefore, their direct implementation in environments where…

Applications · Statistics 2022-11-08 Georgios Mitrentsis , Hendrik Lens

In recent works by Yang et al. (2017a,b), and Yagli et al. (2019), geographical, temporal, and sequential deterministic reconciliation of hierarchical photovoltaic (PV) power generation have been considered for a simulated PV dataset in…

Applications · Statistics 2022-09-16 Tommaso Di Fonzo , Daniele Girolimetto

The current literature in probabilistic forecasting is focused on quantifying the uncertainty of each random variable individually. This leads to the failure in informing about interdependence structure of uncertainty at different locations…

Applications · Statistics 2018-03-14 Faranak Golestaneh , Hoay Beng Gooi

An iterated multistep forecasting scheme based on recurrent neural networks (RNN) is proposed for the time series generated by causal chains with infinite memory. This forecasting strategy contains, as a particular case, the iterative…

Dynamical Systems · Mathematics 2025-03-21 Lyudmila Grigoryeva , James Louw , Juan-Pablo Ortega

An elementary Recurrent Neural Network that operates on p time lags, called an RNN(p), is the natural generalisation of a linear autoregressive model ARX(p). It is a powerful forecasting tool for variables displaying inherent seasonal…

Machine Learning · Computer Science 2025-11-10 Roberto Baviera , Pietro Manzoni

With the recent interest in net-zero sustainability for commercial buildings, integration of photovoltaic (PV) assets becomes even more important. This integration remains a challenge due to high solar variability and uncertainty in the…

Systems and Control · Computer Science 2018-08-28 Chaitanya Poolla , Abraham K. Ishihara

Electricity price forecasts play a crucial role in making key business decisions within the electricity markets. A focal point in this domain are probabilistic predictions, which delineate future price values in a more comprehensive manner…

Machine Learning · Computer Science 2025-01-22 Grzegorz Zakrzewski , Kacper Skonieczka , Mikołaj Małkiński , Jacek Mańdziuk

Wind energy is becoming an increasingly crucial component of a sustainable grid, but its inherent variability and limited predictability present challenges for grid operators. The energy sector needs novel forecasting techniques that can…

Applications · Statistics 2023-12-05 Zheng Dong , Hanyu Zhang , Shixiang Zhu , Yao Xie , Pascal Van Hentenryck
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