[HTML][HTML] Contextually enhanced ES-dRNN with dynamic attention for short-term load forecasting

S Smyl, G Dudek, P Pełka - Neural Networks, 2024 - Elsevier
In this paper, we propose a new short-term load forecasting (STLF) model based on
contextually enhanced hybrid and hierarchical architecture combining exponential …

Review of data-driven techniques for on-line static and dynamic security assessment of modern power systems

F De Caro, AJ Collin, GM Giannuzzi, C Pisani… - IEEE …, 2023 - ieeexplore.ieee.org
The secure operation of the transmission grid is of primary importance for any power system
operator. However, the introduction of new technologies, market deregulation, and …

Tensor extrapolation: an adaptation to data sets with missing entries

J Schosser - Journal of Big Data, 2022 - Springer
Background Contemporary data sets are frequently relational in nature. In retail, for
example, data sets are more granular than traditional data, often indexing individual …

Economic Forecasting Analysis of High-Dimensional Multifractal Action Based on Financial Time Series

L Guo, Y Sun - International Journal for Housing Science and …, 2024 - housingscience.org
Financial time series data forecasting is difficult since the data typically exhibit complicated
characteristics such high non-linearity and non-smoothness and a lot of noise. In order to do …

[HTML][HTML] Pattern sequence-based algorithm for multivariate big data time series forecasting: Application to electricity consumption

R Pérez-Chacón, G Asencio-Cortés, A Troncoso… - Future Generation …, 2024 - Elsevier
Several interrelated variables typically characterize real-world processes, and a time series
cannot be predicted without considering the influence that other time series might have on …

Beyond point forecasts: Uncertainty quantification in tensor extrapolation for relational time series data

J Schosser - Communications in Statistics: Case Studies, Data …, 2024 - Taylor & Francis
Contemporary data sets are frequently relational in nature. In retail, for example, data sets
are more granular than traditional data, often indexing individual products, outlets, or even …

Machine learning for time series: from forecasting to causal inference

G Bontempi - Proceedings of the 12th Hellenic Conference on …, 2022 - dl.acm.org
Conventional approaches in times series literature are restricted to low-dimension series,
linear methods and short horizons. Big data revolution is instead shifting the focus to …

[PDF][PDF] Towards multivariate multi-step-ahead time series forecasting

M JANSSEN - 2022 - researchgate.net
Time series forecasting deals with the prediction of future values of time-dependent
quantities (eg stock price, energy load, city traffic) on the basis of their historical …

[PDF][PDF] Machine learning for multi-variate time series: from forecasting to causal inference

G Bontempi - researchgate.net
Conventional approaches in times series literature are restricted to lowdimension series,
linear methods and short horizons. Big data revolution is instead shifting the focus to …