# Deep Generative Methods for Producing Forecast Trajectories in Power Systems

arXiv: https://arxiv.org/abs/2309.15137 · HTML: https://mlsanity.com/paper/2309.15137/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 22 of its 36 references that are in the map.
- First posted on arXiv 26 Sep 2023.

## Builds on (most cited first, 22 of 22)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [Auto-Encoding Variational Bayes](https://mlsanity.com/paper/1312.6114/) (2013)
- [Density estimation using Real NVP](https://mlsanity.com/paper/1605.08803/) (2016)
- [WaveNet: A Generative Model for Raw Audio](https://mlsanity.com/paper/1609.03499/) (2016)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [Conditional Image Generation with PixelCNN Decoders](https://mlsanity.com/paper/1606.05328/) (2016)
- [Pixel Recurrent Neural Networks](https://mlsanity.com/paper/1601.06759/) (2016)
- [Masked Autoregressive Flow for Density Estimation](https://mlsanity.com/paper/1705.07057/) (2017)
- [Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2101.12072/) (2021)
- [MADE: Masked Autoencoder for Distribution Estimation](https://mlsanity.com/paper/1502.03509/) (2015)
- [Soft-DTW: a Differentiable Loss Function for Time-Series](https://mlsanity.com/paper/1703.01541/) (2017)
- [Parallel WaveNet: Fast High-Fidelity Speech Synthesis](https://mlsanity.com/paper/1711.10433/) (2017)
- [GANs Trained by a Two Time-Scale Update Rule Converge to a Local Nash Equilibrium](https://mlsanity.com/paper/1706.08500/) (2017)
- [High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processes](https://mlsanity.com/paper/1910.03002/) (2019)
- [Multivariate Probabilistic Time Series Forecasting via Conditioned Normalizing Flows](https://mlsanity.com/paper/2002.06103/) (2020)
- [TimeVAE: A Variational Auto-Encoder for Multivariate Time Series Generation](https://mlsanity.com/paper/2111.08095/) (2021)
- [PixelSNAIL: An Improved Autoregressive Generative Model](https://mlsanity.com/paper/1712.09763/) (2017)
- [Graph-Augmented Normalizing Flows for Anomaly Detection of Multiple Time Series](https://mlsanity.com/paper/2202.07857/) (2022)
- [Autoregressive Quantile Networks for Generative Modeling](https://mlsanity.com/paper/1806.05575/) (2018)
- [Multivariate Quantile Function Forecaster](https://mlsanity.com/paper/2202.11316/) (2022)
- [A deep generative model for probabilistic energy forecasting in power systems: normalizing flows](https://mlsanity.com/paper/2106.09370/) (2021)
- [Denoising diffusion probabilistic models for probabilistic energy forecasting](https://mlsanity.com/paper/2212.02977/) (2022)

## Abstract (arXiv)

With the expansion of renewables in the electricity mix, power grid variability will increase, hence a need to robustify the system to guarantee its security. Therefore, Transport System Operators (TSOs) must conduct analyses to simulate the future functioning of power systems. Then, these simulations are used as inputs in decision-making processes. In this context, we investigate using deep learning models to generate energy production and load forecast trajectories. To capture the spatiotemporal correlations in these multivariate time series, we adapt autoregressive networks and normalizing flows, demonstrating their effectiveness against the current copula-based statistical approach. We conduct extensive experiments on the French TSO RTE wind forecast data and compare the different models with textitad hoc evaluation metrics for time series generation.