Electricity Price Forecasting in the Irish Balancing Market

Short-term electricity markets are becoming more relevant due to less-predictable renewable energy sources, attracting considerable attention from the industry. The balancing market is the closest to real-time and the most volatile among them. Its price forecasting literature is limited, inconsistent and outdated, with few deep learning attempts and no public dataset. This work applies to the Irish balancing market a variety of price prediction techniques proven successful in the widely studied day-ahead market. We compare statistical, machine learning, and deep learning models using a framework that investigates the impact of different training sizes. The framework defines hyperparameters and calibration settings; the dataset and models are made public to ensure reproducibility and to be used as benchmarks for future works. An extensive numerical study shows that well-performing models in the day-ahead market do not perform well in the balancing one, highlighting that these markets are fundamentally different constructs. The best model is LEAR, a statistical approach based on LASSO, which outperforms more complex and computationally demanding approaches.

SATfeatPy - A Python-based Feature Extraction System for Satisfiability

Feature extraction is a fundamental task in the application of machine learning methods to SAT solving. It is used in algorithm selection and configuration for solver portfolios and satisfiability classification. Many approaches have been proposed to extract meaningful attributes from CNF instances. Most of them lack a working/updated implementation, and the limited descriptions lack clarity affecting the reproducibility. Furthermore, the literature misses a comparison among the features. This paper introduces SATfeatPy, a library that offers feature extraction techniques for SAT problems in the CNF form. This package offers the implementation of all the structural and statistical features from there major papers in the field. The library is provided in an up-to-date, easy-to-use Python package alongside a detailed feature description. We show the high accuracy of SAT/UNSAT and problem category classification, using five sets of features generated using our library from a dataset of 3000 SAT and UNSAT instances, over ten different classes of problems. Finally, we compare the usefulness of the features and importance for predicting a SAT instance's original structure in an ablation study.