Search

Forecasters using flexible neural networks (NN) in multi-horizon distributional regression setups often struggle to gain detailed insights into the underlying mechanisms that lead to the predicted feature-conditioned distribution parameters. In this work, we deploy a Neural Basis Model for Location, Scale and Shape, that blends the principled interpretability of GAMLSS with a computationally scalable shared basis decomposition, combined by linear projections supporting dedicated stepwise and parameter-wise feature shape functions aggregations. Experiments have been conducted on multiple market regions, achieving probabilistic forecasting performance comparable to that of distributional neural networks, while providing more insights into the model behavior through the learned nonlinear feature level maps to the distribution parameters across the prediction steps., Comment: 34 pages

Probabilistic electricity price forecasting (PEPF) is subject of increasing interest, following the demand for proper quantification of prediction uncertainty, to support the operation in complex power markets with increasing share of renewable generation. Distributional neural networks ensembles have been recently shown to outperform state of the art PEPF benchmarks. Still, they require critical reliability enhancements, as fail to pass the coverage tests at various steps on the prediction horizon. In this work, we propose a novel approach to PEPF, extending the state of the art neural networks ensembles based methods through conformal inference based techniques, deployed within an on-line recalibration procedure. Experiments have been conducted on multiple market regions, achieving day-ahead forecasts with improved hourly coverage and stable probabilistic scores., Comment: 48 pages

Optimal management of thermal and energy grids with fluctuating demand and prices requires to orchestrate the generation units (GU) among all their operating modes. A hierarchical approach is proposed to control coupled energy nonlinear systems. The high level hybrid optimization defines the unit commitment, with the optimal transition strategy, and best production profiles. The low level dynamic model predictive control (MPC), receiving the set-points from the upper layer, safely governs the systems considering process constraints. To enhance the overall efficiency of the system, a method to optimal start-up the GU is here presented: a linear parameter varying MPC computes the optimal trajectory in closed-loop by iteratively linearising the system along the previous optimal solution. The introduction of an intermediate equilibrium state as additional decision variable permits the reduction of the optimization horizon,while a terminal cost term steers the system to the target set-point. Simulation results show the effectiveness of the proposed approach.

A hierarchical architecture for the optimal management of an ensemble of steam generators is presented. The subsystems are coordinated by a multilayer scheme for jointly sustaining a common load. The high level optimizes the load allocation and the generator schedule, considering activation dynamics by a hybrid model. At the medium level, a robust tube-based model predictive control (MPC) tracks a time-varying demand using a centralized--but aggregate--model, whose order does not scale with the number of subsystems. A nonlinear optimization, at medium level, addresses MPC infeasibility due to abrupt changes of ensemble configuration. Low-level decentralized controllers stabilize the generators. This control scheme enables the dynamical modification of the ensemble configuration and plug and play operations. Simulations demonstrate the approach potentialities.

This work presents a hierarchical architecture for the optimal management of an ensemble of steam generators, which needs to jointly sustain a common load. The coordination of independent subsystems is provided by a multi-layer control scheme. A high-level optimizer computes the optimal shares of production to be allocated to single generators. At medium level, a robust tube-based model predictive control (MPC) is proposed to track the time-varying demand of the ensemble using a centralized, but aggregated model, whose order does not scale with the number of subsystems. At low level, decentralized controllers are in place to stabilize the internal boiler pressure. The control architecture enables the dynamic modification of the ensemble configuration and plug and play operations. Simulation results are reported to demonstrate the potentialities of the proposed approach.