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相关论文: Parametric and Generative Forecasts of Day-Ahead M…

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We introduce a general, simple, and computationally efficient framework for predicting day-ahead supply and demand merit-order curves, from which both point and probabilistic electricity price forecasts can be derived. We conduct a rigorous…

应用统计 · 统计学 2026-01-12 Guillaume Koechlin , Filippo Bovera , Piercesare Secchi

Our paper aims to model supply and demand curves of electricity day-ahead auction in a parsimonious way. Our main task is to build an appropriate algorithm to present the information about electricity prices and demands with far less…

证券定价 · 定量金融 2020-02-04 Mariia Soloviova , Tiziano Vargiolu

In day-ahead electricity markets based on uniform marginal pricing, small variations in the offering and bidding curves may substantially modify the resulting market outcomes. In this work, we deal with the problem of finding the optimal…

应用统计 · 统计学 2024-07-01 António Alcántara , Carlos Ruiz

The increasing interest in demand-side management (DSM) as part of the energy cost optimization calls for effective methods to determine representative electricity prices for energy optimization and scheduling investigations. We propose a…

应用统计 · 统计学 2026-01-15 Chrysanthi Papadimitriou , Jan C. Schulze , Alexander Mitsos

We present an online stochastic model predictive control framework for demand charge management for a grid-connected consumer with attached electrical energy storage. The consumer we consider must satisfy an inflexible but stochastic…

系统与控制 · 电气工程与系统科学 2020-07-07 Benjamin Flamm , Guillermo Ramos , Annika Eichler , John Lygeros

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

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

Energy system models are increasingly being used to explore scenarios with large shares of variable renewables. This requires input data of high spatial and temporal resolution and places a considerable preprocessing burden on the modeling…

物理与社会 · 物理学 2020-03-04 Niclas Mattsson , Vilhelm Verendel , Fredrik Hedenus , Lina Reichenberg

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

Demand forecasting is a crucial component of demand management. While shortening the forecasting horizon allows for more recent data and less uncertainty, this frequently means lower data aggregation levels and a more significant data…

机器学习 · 计算机科学 2021-03-26 Jože M. Rožanec , Dunja Mladenić

The growing penetration of electric vehicles (EVs) significantly changes typical load curves in smart grids. With the development of fast charging technology, the volatility of EV charging demand is increasing, which requires additional…

系统与控制 · 电气工程与系统科学 2024-11-05 Kedi Zheng , Hanwei Xu , Zeyang Long , Yi Wang , Qixin Chen

Short-term forecasts of energy consumption are invaluable for the operation of energy systems, including low voltage electricity networks. However, network loads are challenging to predict when highly desegregated to small numbers of…

应用统计 · 统计学 2023-01-10 Ciaran Gilbert , Jethro Browell , Bruce Stephen

The smart grid vision entails advanced information technology and data analytics to enhance the efficiency, sustainability, and economics of the power grid infrastructure. Aligned to this end, modern statistical learning tools are leveraged…

机器学习 · 统计学 2015-06-17 Vassilis Kekatos , Yu Zhang , Georgios B. Giannakis

Battery-based energy storage has emerged as an enabling technology for a variety of grid energy optimizations, such as peak shaving and cost arbitrage. A key component of battery-driven peak shaving optimizations is peak forecasting, which…

信号处理 · 电气工程与系统科学 2020-05-28 Akhil Soman , Amee Trivedi , David Irwin , Beka Kosanovic , Benjamin McDaniel , Prashant Shenoy

The aim of this paper is to compute one-day-ahead prediction regions for daily curves of electricity demand and price. Three model-based procedures to construct general prediction regions are proposed, all of them using bootstrap…

统计方法学 · 统计学 2024-01-23 Rebeca Peláez , Germán Aneiros , Juan Vilar

Aggregated curves are common structures in economics and finance, and the most prominent examples are supply and demand curves. In this study, we exploit the fact that all aggregated curves have an intrinsic hierarchical structure, and thus…

应用统计 · 统计学 2023-06-12 Paul Ghelasi , Florian Ziel

Battery energy storage systems can be used for peak demand reduction in power systems, leading to significant economic benefits. Two practical challenges are 1) accurately determining the peak load days and hours and 2) quantifying and…

机器学习 · 计算机科学 2022-03-29 Tao Fu , Huifen Zhou , Xu Ma , Z. Jason Hou , Di Wu

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 hybrid approach for the modelling and the short-term forecasting of electricity loads. Two building blocks of our approach are (i) modelling the overall trend and seasonality by fitting a generalised additive model to the…

统计方法学 · 统计学 2016-11-29 Haeran Cho , Yannig Goude , Xavier Brossat , Qiwei Yao

Logistical demand-supply forecasting that evaluates the alignment between projected supply and anticipated demand, is essential for the efficiency and quality of on-demand food delivery platforms and serves as a key indicator for scheduling…

机器学习 · 计算机科学 2025-09-03 Jiacheng Shi , Haibin Wei , Jiang Wang , Xiaowei Xu , Longzhi Du , Taixu Jiang
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