arXiv Machine Learning By Julian Gutierrez, Redouane Silvente

Parametric and Generative Forecasts of EPEX Day-Ahead Energy Market Curves

Read the original on arXiv Machine Learning →

arXiv:2601. 20226v3 Announce Type: replace Abstract: We propose two methodologies for modelling aggregated supply and demand curves in the EPEX SPOT Day-Ahead market, emphasizing generative models as a way to recover distributional variability.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Jul 21

Time-Aware Prior Fitted Networks for Zero-Shot Forecasting with Exogenous Variables

arXiv:2603. 15802v2 Announce Type: replace Abstract: In many time series forecasting settings, the target time series is accompanied by exogenous covariates, such as promotions and prices in retail demand; temperature in energy load; calendar and holiday indicators for traffic or sales; and grid load or fuel costs in electricity pricing.

By Andres Potapczynski, Ravi Kiran Selvam, Tatiana Konstantinova, Malcolm Wolff, Kin G. Olivares, Ruijun Ma, Michael W. Mahoney, Andrew Gordon Wilson, Boris N. Oreshkin, Dmitry Efimov