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This paper aims to propose a two-step approach for day-ahead hourly scheduling in a distribution system operation, which contains two operation costs, the operation cost at substation level and feeder level. In the first step, the objective…

系统与控制 · 计算机科学 2017-11-30 Yi Gu , Huaiguang Jiang , Jun Jason Zhang , Yingchen Zhang , Eduard Muljadi , Francisco J. Solis

In the day-ahead energy market, the offering strategy of distributed energy resource (DER) aggregators must be submitted before the uncertainty realization in the form of price-quantity pairs. This work addresses the day-ahead offering…

系统与控制 · 电气工程与系统科学 2026-02-03 Weiqi Meng , Hongyi Li , Bai Cui

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…

综合经济学 · 经济学 2025-07-04 Jozef Barunik , Lubos Hanus

In the context of the rising share of new energy generation, accurately generating new energy output scenarios is crucial for day-ahead power system scheduling. Deep learning-based scenario generation methods can address this need, but…

机器学习 · 计算机科学 2025-05-20 Changgang Wang , Wei Liu , Yu Cao , Dong Liang , Yang Li , Jingshan Mo

In recent years, there has been a significant focus on advancing the next generation of power systems. Despite these efforts, persistent challenges revolve around addressing the operational impact of uncertainty on predicted data,…

最优化与控制 · 数学 2024-03-15 Hien Thanh Doan , Minsoo Kim , Keunju Song , Hongseok Kim

Rolling forecasts have been almost overlooked in the renewable energy storage literature. In this paper, we provide a new approach for handling uncertainty not just in the accuracy of a forecast, but in the evolution of forecasts over time.…

最优化与控制 · 数学 2022-04-18 Saeed Ghadimi , Warren B. Powell

Recent advancements in the fields of artificial intelligence and machine learning methods resulted in a significant increase of their popularity in the literature, including electricity price forecasting. Said methods cover a very broad…

应用统计 · 统计学 2020-08-19 Grzegorz Marcjasz , Jesus Lago , Rafał Weron

In the context of capacity planning, forecasting the evolution of informatics servers usage enables companies to better manage their computational resources. We address this problem by collecting key indicator time series and propose to…

人工智能 · 计算机科学 2018-11-07 Colin Leverger , Vincent Lemaire , Simon Malinowski , Thomas Guyet , Laurence Rozé

Recent research demonstrate that prediction of time series by recurrent neural networks (RNNs) based on the noisy input generates a smooth anticipated trajectory. We examine the internal dynamics of RNNs and establish a set of conditions…

机器学习 · 计算机科学 2020-10-07 Boris Rubinstein

The study of Day-Ahead prices in the electricity market is one of the most popular problems in time series forecasting. Previous research has focused on employing increasingly complex learning algorithms to capture the sophisticated…

应用统计 · 统计学 2024-04-29 Carlos Sebastián , Carlos E. González-Guillén , Jesús Juan

Electricity load forecasting plays an important role in the energy planning such as generation and distribution. However, the nonlinearity and dynamic uncertainties in the smart grid environment are the main obstacles in forecasting…

神经与进化计算 · 计算机科学 2018-11-09 Faisal Mohammad , Ki Boem Lee , Young-Chon Kim

We present a specialized scenario generation method that utilizes forecast information to generate scenarios for day-ahead scheduling problems. In particular, we use normalizing flows to generate wind power scenarios by sampling from a…

最优化与控制 · 数学 2022-07-12 Eike Cramer , Leonard Paeleke , Alexander Mitsos , Manuel Dahmen

In many real-world applications, optimization problems evolve continuously over time and are often subject to stochastic noise. We consider a stochastic time-varying optimization problem in which the objective function $f(x;t)$ changes…

最优化与控制 · 数学 2025-12-18 Tomoya Kamijima , Naoki Marumo , Akiko Takeda

The supply of electrical energy is being increasingly sourced from renewable generation resources. The variability and uncertainty of renewable generation, compared to a dispatch-able plant, is a significant dissimilarity of concern to the…

最优化与控制 · 数学 2017-11-16 Farhad Samadi Gazijahani , Javad Salehi

Regulators and utilities have been exploring hourly retail electricity pricing, with several existing programs providing day-ahead hourly pricing schedules. At the same time, customers are deploying distributed energy resources and smart…

系统与控制 · 电气工程与系统科学 2025-09-11 Phillippe K. Phanivong , Duncan S. Callaway

This article proposes an improved trajectory optimization approach for stochastic optimal control of dynamical systems affected by measurement noise by combining optimal control with maximum likelihood techniques to improve the reduction of…

系统与控制 · 电气工程与系统科学 2023-12-25 Prakash Mallick , Zhiyong Chen

The paper presents a spatio-temporal wind speed forecasting algorithm using Deep Learning (DL)and in particular, Recurrent Neural Networks(RNNs). Motivated by recent advances in renewable energy integration and smart grids, we apply our…

机器学习 · 计算机科学 2017-07-27 Amir Ghaderi , Borhan M. Sanandaji , Faezeh Ghaderi

Accurate short-term energy consumption forecasting is essential for efficient power grid management, resource allocation, and market stability. Traditional time-series models often fail to capture the complex, non-linear dependencies and…

计算机与社会 · 计算机科学 2026-01-27 Abhishek Maity , Viraj Tukarul

This work develops a new method for estimating and optimizing the directed information rate between two jointly stationary and ergodic stochastic processes. Building upon recent advances in machine learning, we propose a recurrent neural…

信息论 · 计算机科学 2022-03-29 Dor Tsur , Ziv Aharoni , Ziv Goldfeld , Haim Permuter

Bidding in real-time auctions can be a difficult stochastic control task; especially if underdelivery incurs strong penalties and the market is very uncertain. Most current works and implementations focus on optimally delivering a campaign…

机器学习 · 计算机科学 2020-06-15 Nicolas Grislain , Nicolas Perrin , Antoine Thabault
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