arXiv Machine Learning By Alireza Moradi, Mathieu Tanneau, Reza Zandehshahvar, Pascal Van Hentenryck

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

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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.

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