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The study benchmarks various forecasting models—including statistical, machine‑learning, recurrent neural networks, and pretrained TimesFM—for day‑ahead electricity demand in a university building. TimesFM 3.0 with weather covariates achieves the lowest overall mean absolute error, outperforming a weekly seasonal‑naive baseline by about 43%, while XGBoost remains competitive and requires only local fitting. The LSTM model takes longer to train without improving accuracy, and TimesFM’s performance is robust even without covariates, though covariates slightly improve holiday forecasts.
arXiv:2604. 22328v2 Announce Type: replace-cross Abstract: Driven by the transition towards a climate-neutral energy system, accurate energy time series forecasting is critical for planning and operations.
arXiv:2610.31959v1 Announce Type: cross Abstract: Short-term building load forecasting remains challenging because load patterns can change rapidly with weather and operating conditions. Data-driven...
arXiv:2606. 08896v1 Announce Type: new Abstract: Large-scale retail and industrial forecasting systems contain many heterogeneous time series whose lifecycle, sparsity, volatility, seasonality, spectral patterns, and contextual sensitivity differ substantially.
arXiv:2610.06881v1 Announce Type: cross Abstract: In this paper, a comparative review of different hybrid models for short-term forecasting of building thermal demand is carried out. Particularly, th...
Large-scale retail and industrial forecasting systems contain many heterogeneous time series whose lifecycle, sparsity, volatility, seasonality, spectral patterns, and contextual sensitivity differ substantially. A single forecasting model rarely performs well across all regimes, while dense ensembles increase inference cost and provide limited insight into expert suitability.