Nearest Neighbor Functional Curve Completion for Intraday Probabilistic Revisions of Renewable Generation Forecasts
We propose a nonparametric approach that fuses deterministic initial forecasts and a partial realization into a probabilistic forecast using the framework of functional curve completion. Our motivation is to construct intra-day forecasts for renewable energy generation, which is a key operational task in modern power grids. The aim is to combine the day-ahead (DA) forecast and the morning realized generation profile to create trajectories for the rest of the day, quantifying operational uncertainty. Starting with a large database of complete forecast-actual pairs across many assets, we adopt a functional point of view and construct a weighted neighborhood based on similarity metrics for t...
| Authors | Guillermo Terrén-Serrano, Michael Ludkovski |
|---|---|
| Primary category | cs.LG |
| Published | 12 October 2026 |
| Last updated at source | 12 October 2026 |
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