The Living Forecast: Evolving Day-Ahead Predictions into Intraday Reality
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arXiv
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| Hauptverfasser: | , , |
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| Format: | Preprint |
| Veröffentlicht: |
2025
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| _version_ | 1866915860607664128 |
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| author | Bölat, Kutay Palensky, Peter Tindemans, Simon |
| author_facet | Bölat, Kutay Palensky, Peter Tindemans, Simon |
| contents | Accurate intraday forecasts are essential for power system operations, complementing day-ahead forecasts that gradually lose relevance as new information becomes available. This paper introduces a Bayesian updating mechanism that converts fully probabilistic day-ahead forecasts into intraday forecasts without retraining or re-inference. The approach conditions the Gaussian mixture output of a conditional variational autoencoder-based forecaster on observed measurements, yielding an updated distribution for the remaining horizon that preserves its probabilistic structure. This enables consistent point, quantile, and ensemble forecasts while remaining computationally efficient and suitable for real-time applications. Experiments on household electricity consumption and photovoltaic generation datasets demonstrate that the proposed method improves forecast accuracy up to 25% across likelihood-, sample-, quantile-, and point-based metrics. The largest gains occur in time steps with strong temporal correlation to observed data, and the use of pattern dictionary-based covariance structures further enhances performance. The results highlight a theoretically grounded framework for intraday forecasting in modern power systems. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2510_12271 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | The Living Forecast: Evolving Day-Ahead Predictions into Intraday Reality Bölat, Kutay Palensky, Peter Tindemans, Simon Applications Machine Learning Accurate intraday forecasts are essential for power system operations, complementing day-ahead forecasts that gradually lose relevance as new information becomes available. This paper introduces a Bayesian updating mechanism that converts fully probabilistic day-ahead forecasts into intraday forecasts without retraining or re-inference. The approach conditions the Gaussian mixture output of a conditional variational autoencoder-based forecaster on observed measurements, yielding an updated distribution for the remaining horizon that preserves its probabilistic structure. This enables consistent point, quantile, and ensemble forecasts while remaining computationally efficient and suitable for real-time applications. Experiments on household electricity consumption and photovoltaic generation datasets demonstrate that the proposed method improves forecast accuracy up to 25% across likelihood-, sample-, quantile-, and point-based metrics. The largest gains occur in time steps with strong temporal correlation to observed data, and the use of pattern dictionary-based covariance structures further enhances performance. The results highlight a theoretically grounded framework for intraday forecasting in modern power systems. |
| title | The Living Forecast: Evolving Day-Ahead Predictions into Intraday Reality |
| topic | Applications Machine Learning |
| url | https://arxiv.org/abs/2510.12271 |