Subhabrata Das

h-index10
2papers
1,186citations

2 Papers

6.5LGApr 24
Liquid Neural Network Models for Natural Gas Spot Price Time-Series Forecasting

Yiqian Liu, Jiayi Niu, Adam Kelleher et al.

Natural gas is undoubtedly an essential component of the global energy system. Accurate short-term forecasting of natural gas price is challenging due to pronounced volatility driven by seasonal demand patterns, geopolitical developments, and shifting macroeconomic conditions. The nonlinear dynamics and frequent regime changes can limit the effectiveness of traditional time-series models. In this study, we explore the use of Liquid Neural Networks (LNNs) for short-horizon forecasting of the Henry Hub spot price, a primary benchmark for pricing. LNNs are designed to adapt continuously to evolving temporal patterns through dynamic internal state updates, making them well suited for nonstationary price behavior. By improving forecast accuracy in volatile market conditions, this work aims to reduce uncertainty and enhance decision support across energy trading and power market applications.

7.1LGSep 20, 2025
A Hybrid PCA-PR-Seq2Seq-Adam-LSTM Framework for Time-Series Power Outage Prediction

Subhabrata Das, Bodruzzaman Khan, Xiao-Yang Liu

Accurately forecasting power outages is a complex task influenced by diverse factors such as weather conditions [1], vegetation, wildlife, and load fluctuations. These factors introduce substantial variability and noise into outage data, making reliable prediction challenging. Long Short-Term Memory (LSTM) networks, a type of Recurrent Neural Network (RNN), are particularly effective for modeling nonlinear and dynamic time-series data, with proven applications in stock price forecasting [2], energy demand prediction, demand response [3], and traffic flow management [4]. This paper introduces a hybrid deep learning framework, termed PCA-PR-Seq2Seq-Adam-LSTM, that integrates Principal Component Analysis (PCA), Poisson Regression (PR), a Sequence-to-Sequence (Seq2Seq) architecture, and an Adam-optimized LSTM. PCA is employed to reduce dimensionality and stabilize data variance, while Poisson Regression effectively models discrete outage events. The Seq2Seq-Adam-LSTM component enhances temporal feature learning through efficient gradient optimization and long-term dependency capture. The framework is evaluated using real-world outage records from Michigan, and results indicate that the proposed approach significantly improves forecasting accuracy and robustness compared to existing methods.