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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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48 results for demand forecasting

Demand variance can result in a mismatch between planned supply and actual demand. Demand shaping strategies such as pricing can be used to shift elastic demand to reduce the imbalance. In this work, we propose to consider elastic demand in the forecasting phase. We present a method to reallocate the historical elastic…

2018-09-09abs ↗pdf ↗

Paper optimizes demand aggregation for low-level electricity markets.

problem Accurate short-term load forecasting at low aggregation levels for market participants.
method Probabilistic portfolio optimization of residential households' demand using ARMA-GARCH models or KDE forecasts.
result Seasonal Residual approach outperforms others in accuracy and efficiency.

A new metric optimizes forecasts for lumpy, intermittent demand.

problem Inaccurate demand forecasts lead to suboptimal logistics and production.
method Developed a novel metric that considers both statistical and business aspects.
result The new metric yields more accurate predictions for lumpy and intermittent demand.

Paper proposes a method for predicting any quantile of short-term electricity demand.

problem Uncertainty in power systems due to multiple factors.
method Proposes a novel general approach for distributional forecasting of short-term electricity demand.
result Demonstrates state-of-the-art distributional forecasting results for short-term electricity demand.

SPADE improves demand forecasting accuracy by 4.5% for post-promotion periods.

problem Overreacting to peak events in demand forecasting leads to biased forecasts.
method SPADE splits forecasting into two tasks: one for peak events and another for post-peak events, using masked convolution filters and a specialized Peak Attention module.
result Overall PPE improvement of 4.5%, 30% improvement for most affected forecasts after promotions and holidays, and 3.9% improvement in PE accuracy.

Novel probabilistic models forecast residential heating and electricity demand at hourly resolution.

problem Accurate hourly forecasting of residential heating and electricity demand.
method Probabilistic deep learning models trained on gas-heated region data.
result Significant improvement in forecast accuracy compared to NREL's ResStock model.

Graph Neural Networks improve demand forecasting by considering article relationships.

problem Forecasting independent article-level predictions without considering related articles.
method Integrating GNN encoder into DeepAR model and using article attribute similarity to build graphs.
result The proposed approach consistently outperforms non-graph benchmarks and produces useful article embeddings.

Proposes a new model for more accurate demand forecasting considering dynamic contextual information.

problem Traditional methods fail to capture spatio-temporal and dynamic contextual dependencies in demand forecasting.
method Integrates temporal, relational, spatial, and dynamic contextual dependencies using a Context Integrated Graph Neural Network (CIGNN).
result CIGNN outperforms state-of-the-art baselines in multi-step ahead demand forecasting.

Intermittent demand, where demand occurrences appear sporadically in time, is a common and challenging problem in forecasting. In this paper, we first make the connections between renewal processes, and a collection of current models used for intermittent demand forecasting. We then develop a set of models that benefit…

2019-11-23abs ↗pdf ↗

Tab2vox converts tabular data into 3D images for improved demand forecasting.

problem Forecasting demand influenced by multi-level causes and large volatility.
method Tab2vox neural architecture search (NAS) model to convert tabular data into 3D voxel images for 3D CNN forecasting.
result 3D CNN forecasting model outperforms existing tabular data techniques.

AutoML improves electricity demand forecasting models.

problem Optimizing GAM and state-space model parameters for short-term forecasting.
method Automated online generalized additive model selection using DRAGON package.
result The approach enhances predictive performance of adaptive models.

Study improves retail demand forecasting by integrating macroeconomic data.

problem Lack of accurate demand forecasting due to incomplete data.
method Enriched time series data with macroeconomic variables; compared regression and machine learning models.
result Improved accuracy in predicting retail demand through comprehensive data integration.

DeepPPMNet forecasts EMS demand and performs causal analyses for policy-making.

problem Accurate prediction and causal analysis of EMS demand for effective policy-making.
method DeepPPMNet, a LSTM-based framework, globally forecasts and analyzes causal relationships using Granger causality.
result DeepPPMNet outperforms traditional methods in forecasting EMS demand and policy-making.

Study forecasts monthly electricity demand using pattern similarity-based methods.

problem Forecasting monthly electricity demand accurately.
method Pattern similarity-based forecasting methods (PSFMs) including k-NN, fuzzy, kernel regression, and GRNN.
result Ensemble models outperform individual PSFMs in forecasting accuracy.

A winning method for day-ahead electricity demand forecasting during and after the COVID-19 pandemic.

problem Day-ahead electricity demand forecasting during and after the COVID-19 pandemic.
method Online forecast combination of multiple point prediction models with a holiday adjustment procedure and smoothed Bernstein Online Aggregation (BOA).
result Excellent forecasting performance, particularly due to the holiday adjustment procedure and fully adaptive smoothed BOA approach.

This research improves demand forecasting by predicting complete probability density functions using machine learning.

problem Forecasting complete probability density functions for better operational decision making.
method Supervised machine learning method 'Cyclic Boosting' for explainable predictions.
result Predicted probability density functions are fully explainable and avoid 'black-box' models.

Less frequent retraining improves forecast accuracy in retail demand forecasting.

problem Balancing forecast accuracy and computational efficiency in global models.
method Analysis of ten machine learning and deep learning models across two large retail datasets with various retraining scenarios.
result Less frequent retraining strategies maintain forecast accuracy while reducing computational costs.

The paper forecasts joint electricity demand across 14 British regions using additive models.

problem Forecasting regional electricity demand with cross-regional dependencies.
method Modified Cholesky parametrisation for multivariate Gaussian model, gradient boosting for model selection.
result The proposed model outperforms non-Gaussian copula-based models in forecasting.

Novel time series forecasting method using sliding window signatures.

problem Challenges in forecasting nonlinear and delayed time series data.
method Ridge regression with signature features calculated on sliding windows.
result Signature features effectively encode temporal and nonlinear dependencies, leading to accurate forecasts.

A new Bayesian model improves forecasting for intermittent demand.

problem Sparse observations, cold-start items, and obsolescence in intermittent demand forecasting.
method Hierarchical Bayesian TSB model with partial pooling and calibrated probabilistic configuration.
result TSB-HB achieves the lowest RMSE and RMSSE on the UCI Online Retail dataset.

We present a comparative study of different probabilistic forecasting techniques on the task of predicting the electrical load of secondary substations and cabinets located in a low voltage distribution grid, as well as their aggregated power profile. The methods are evaluated using standard KPIs for deterministic and …

2019-10-03abs ↗pdf ↗

Paper presents forecasting models for platelet demand.

problem Managing platelet demand and supply is challenging due to variability and short shelf life.
method Utilized ARIMA, Prophet, lasso regression, and LSTM networks on a clinical dataset.
result Multivariate approaches generally have higher accuracy, but simpler ARIMA can suffice with sufficient data.

This research improves LSTM for monthly electricity demand forecasting using pattern-based methods.

problem Forecasting mid-term monthly electricity demand with high accuracy.
method Developed a hybrid LSTM model using x-patterns and exponential smoothing.
result The hybrid model outperformed standard LSTM and classical models.

Deep learning model reduces food waste by stabilizing online food delivery supply chains.

problem Wastage and bullwhip effect in online food delivery services.
method Two-phase LSTM network for demand forecasting, newsvendor model for inventory management.
result Significant reduction in bullwhip effect and food waste, improved forecasting accuracy.

Unified ML approach predicts ED attendances with high accuracy.

problem Managing hospital demand at emergency departments efficiently.
method Ensemble of time series and machine learning approaches with hyperparameter tuning.
result Predictions with mean absolute error of +/- 14 and +/- 10 patients, MAE of 6.8% and 8.6%.

Paper presents a method for probabilistic load forecasting using adaptive online learning.

problem Inability to assess intrinsic uncertainties and capture dynamic changes in consumption patterns.
method Adaptive online learning of hidden Markov models for recursive parameter updates and sequential prediction.
result Significant improvement in performance compared to existing techniques across various scenarios.

A federated graph learning approach improves EV charging demand forecasting while protecting against cyberattacks.

problem Cybersecurity risk and data heterogeneity in EV charging demand forecasting.
method Federated Graph Neural Network (GNN) model with global attention mechanism and credit-based function.
result Enhanced robustness and prediction accuracy in EV charging demand forecasting.