arXiv Machine Learning

CoCopula: Conformal Calibration and Copula Aggregation for Reliable Renewable Energy Forecasting

CoCopula is a framework that transforms site-level probabilistic forecasts into reliable fleet-level forecasts by combining Copula-based dependence modeling with Context-Aware Conformal Prediction. It captures cross-site correlations and mitigates aggregation-induced miscalibration, producing sharp prediction intervals with near-nominal empirical coverage. Experiments on large-scale solar generation data from MISO, ERCOT, and SPP show lower Winkler scores than competing baselines and performance comparable to directly calibrated system-level forecasts.

arXiv Machine Learning
Jul 14

Climate-Invariant Conformal Prediction Intervals for Multi-Horizon Solar and Wind Forecasting

arXiv:2607. 11470v1 Announce Type: cross Abstract: Reliable uncertainty quantification is essential for integrating solar and wind generation into modern power systems, where operators must weigh risk rather than act on point forecasts alone.

By Shreedhar Gangwar (B. R. Ambedkar National Institute of Technology, Jalandhar, India), Abhinav Bains (B. R. Ambedkar National Institute of Technology, Jalandhar, India), Banalaxmi Brahma (B. R. Ambedkar National Institute of Technology, Jalandhar, India)
arXiv Machine Learning
Jul 24

SPECTRA: State-Space Exogenous Context and Temporal-Frequency Resolution Architecture for Probabilistic Energy Forecasting

arXiv:2607. 20587v1 Announce Type: cross Abstract: Modern power systems increasingly require probabilistic forecasts amid interacting uncertainties from renewable intermittency, flexible demand, market volatility, and weather-dependent generation.

By Hang Ye, Xinyan Jiang, Yuedong Shi, Yangxin Zhu, Jianming Wei, Tian Zheng, Xiaoying Zheng, Yongxin Zhu
arXiv Machine Learning
Aug 31

Generalized Gibbs Ensemble Weighting for Forecast Combination

The paper introduces Generalized Gibbs Ensemble Weighting (GGEW), a probabilistic framework that assigns weights to forecasting models using a Gibbs-style exponential transformation of normalized predictive loss. GGEW extends basic weighting through numerical stabilization, diversity-aware score corrections, and online hyperparameter adaptation, yielding variants such as Stable Gibbs weighting, Directional Gibbs-NCL, and Symmetric Gibbs-NCL. The authors evaluate GGEW on M4 competition submissions and real-world datasets (Monash Traffic, Electricity, Solar), finding that Gibbs-style adaptive weighting is competitive across various settings, though performance varies by dataset, horizon, and deployment protocol.

By Prasen R. Nuthanakaluva, Nava K. Gaddam
arXiv AI
Aug 19

SPACE: Sample-cloud Predictive Adaptive Conformal Ellipsoids for Multivariate Time-Series Forecasting

SPACE is a conformal wrapper that creates ellipsoidal joint prediction regions for multivariate time‑series forecasts by estimating time‑local covariance directly from the current forecast sample cloud. It calibrates the region’s radius using a dynamic backward window‑selection scheme, avoiding reliance on historical residuals. Experiments on diverse datasets show that SPACE improves joint and rolling coverage, achieving better coverage‑efficiency tradeoffs than existing wrappers.

By Baishi Li, Kelvin J. L. Koa, Ke-Wei Huang
arXiv Machine Learning
Oct 8

In-Context Residual Calibration for Uncertainty Quantification of Energy Time Series over Graphs

The paper introduces STOIC, a post‑hoc residual calibration framework that enhances uncertainty quantification for energy time series over graphs. STOIC combines spatial‑temporal graph neural network forecasts with in‑context learning from tabular foundation models to estimate feature‑conditional residual quantiles, thereby capturing both sequential and relational dependencies. It is designed as a conformal‑inspired method that does not require task‑specific retraining of the calibration model.

By Keivan Faghih Niresi, Alice Cicirello, Olga Fink