相关论文: Distributional neural networks for electricity pri…
Uncertainty analysis in the form of probabilistic forecasting can significantly improve decision making processes in the smart power grid for better integrating renewable energy sources such as wind. Whereas point forecasting provides a…
Probabilistic forecasts are essential for various downstream applications such as business development, traffic planning, and electrical grid balancing. Many of these probabilistic forecasts are performed on time series data that contain…
The EM-algorithm is a general procedure to get maximum likelihood estimates if part of the observations on the variables of a network are missing. In this paper a stochastic version of the algorithm is adapted to probabilistic neural…
This paper develops a machine learning-driven portfolio optimization framework for virtual bidding in electricity markets considering both risk constraint and price sensitivity. The algorithmic trading strategy is developed from the…
We address the need for forecasting methodologies that handle large uncertainties in electricity prices for continuous intraday markets by incorporating parameter uncertainty and using a broad set of covariables. This study presents the…
Probabilistic power flow (PPF) plays a critical role in power system analysis. However, the high computational burden makes it challenging for the practical implementation of PPF. This paper proposes a model-based deep learning approach to…
Recent advances in computing power and the potential to make more realistic assumptions due to increased flexibility have led to the increased prevalence of simulation models in economics. While models of this class, and particularly…
Several approaches have been proposed to forecast day-ahead locational marginal price (daLMP) in deregulated energy markets. The rise of deep learning has motivated its use in energy price forecasts but most deep learning approaches fail to…
Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal…
The increasing penetration of photovoltaic (PV) generation introduces significant uncertainty into power system operation, necessitating forecasting approaches that extend beyond deterministic point predictions. This paper proposes an…
Deep Neural Networks (DNNs) have become very popular for prediction in many areas. Their strength is in representation with a high number of parameters that are commonly learned via gradient descent or similar optimization methods. However,…
Accurate and reliable electricity load forecasts are becoming increasingly important as the share of intermittent resources in the system increases. Distribution System Operators (DSOs) are called to accurately forecast their production and…
The fast uptake of distributed energy resources (DERs) presents increasing challenges for managing hosting capacity in distribution networks. Existing solutions include direct load control, operating envelopes, and price-based control…
Networks play a central role in modern data analysis, enabling us to reason about systems by studying the relationships between their parts. Most often in network analysis, the edges are given. However, in many systems it is difficult or…
How does dynamic price information flow among Northern European electricity spot prices and prices of major electricity generation fuel sources? We use time series models combined with new advances in causal inference to answer these…
In this work, we propose a simulation-based estimation approach using generative neural networks to determine dependencies of precipitation maxima and their underlying uncertainty in time and space. Within the common framework of max-stable…
There is significant need for principled uncertainty reasoning in machine learning systems as they are increasingly deployed in safety-critical domains. A new approach with uncertainty-aware neural networks (NNs), based on learning…
Energy is a critical driver of modern economic systems. Accurate energy price forecasting plays an important role in supporting decision-making at various levels, from operational purchasing decisions at individual business organizations to…
The path toward realizing the potential of seasonal forecasting and its socioeconomic benefits depends heavily on improving general circulation model based dynamical forecasting systems. To improve dynamical seasonal forecast, it is crucial…
Predicting the price of a house remains a challenging issue that needs to be addressed. Research has attempted to establish a model with different methods and algorithms to predict the housing price, from the traditional hedonic model to a…