arXiv Machine Learning By Yufan Ji, Abdollah Shafieezadeh, Noah Dormady

A causal graph-informed temporal convolution architecture for interpretable retail electricity price forecasting

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The paper presents a Causal Graph‑Informed Temporal Convolutional Network (CG‑TCN) that fuses a learned causal graph with a temporal convolutional network to forecast retail electricity prices. By decomposing price series into multi‑resolution trends and discovering a causal graph over these components and key covariates, the model conditions its convolutions and attention on causal pathways. On ten years of Ohio residential contracts, CG‑TCN outperforms benchmarks, achieving MAEps of 3.08%, 3.82%, and 5.43% for one‑, ten‑, and fifteen‑step‑ahead forecasts, respectively.

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