arXiv:2310. 20545v3 Announce Type: replace Abstract: We present a multi-task optimization approach based on a deep learning architecture for time series forecasting.
By Giovanni Felici, Antonio M. Sudoso
arXiv:2510. 16898v2 Announce Type: replace-cross Abstract: Accurate prediction of electricity prices is crucial for stakeholders in the energy market, particularly for grid operators, energy producers, and consumers.
By Salih Salihoglu, Ibrahim Ahmed, Afshin Asadi
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
The paper presents a hybrid neural architecture that blends linear and nonlinear feed‑forward networks for day‑ahead electricity price forecasting. It introduces a partial online learning strategy with warm‑starting and stage‑specific hyperparameters to cut computational time, and employs Bernstein Online Aggregation to combine forecasts. Experiments on six years of major European markets show the method reduces RMSE by 11‑12% and MAE by 14‑17% compared to state‑of‑the‑art benchmarks while lowering computational cost.
By Btissame El Mahtout, Florian Ziel
arXiv:2608. 12251v1 Announce Type: cross Abstract: Financial volatility is regime dependent, yet incorporating regime information into neural networks can also destabilize training.
By Junyi Ye, Gargi Vijay Borde
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.
By Qianyang Li, Xingjun Zhang, Shaoxun Wang, Tao Peng, Jia Wei