Runyao Yu

Runyao Yu, Chenhui Gu, Jochen Stiasny et al.

Electricity price forecasting in Europe presents unique challenges due to increasing renewable generation variability, market integration, and the continent's physically interconnected power system. While recent advances in foundation models have led to substantial improvements in general time series forecasting, most existing approaches do not incorporate prior graph knowledge from the transmission topology, which can limit their ability to exploit meaningful cross-region dependencies in interconnected power systems, motivating a domain-specific foundation model. In this paper, we address this gap by first introducing a comprehensive and up-to-date dataset across 24 European countries (38 regions), spanning from 2022-01-01 to 2026-01-01. Building on this groundwork, we propose PriceFM, a probabilistic foundation model pretrained on this large dataset. Specifically, PriceFM maps each region's price and exogenous features, including load, solar, and wind generation forecasts, into a comparable latent embedding via a shared Mixture-of-Experts (MoE) projection layer, then injects prior graph knowledge by constructing a sparse graph mask derived from transmission topology. Across a large-scale European benchmark, PriceFM achieves strong performance and demonstrates superior generalization compared with multiple competitive baselines. The results highlight the value of topology-guided forecasting with increasing renewable generation and strong cross-border interconnections. The methodology is available at: https://runyao-yu.github.io/PriceFM/.

Runyao Yu, Viviana Kleine, Philipp Gromotka et al.

Batteries with silicon-graphite-based anodes, which offer higher energy density and improved charging performance, introduce pronounced voltage hysteresis, making state-of-charge (SoC) estimation particularly challenging. Existing approaches to modeling hysteresis rely on exhaustive high-fidelity tests or focus on conventional graphite-based lithium-ion batteries, without considering uncertainty quantification or computational constraints. This work introduces a data-driven approach for probabilistic hysteresis factor prediction, with a particular emphasis on applications involving silicon-graphite anode-based batteries. A data harmonization framework is proposed to standardize heterogeneous driving cycles across varying operating conditions. Statistical learning and deep learning models are applied to assess performance in predicting the hysteresis factor with uncertainties while considering computational efficiency. Extensive experiments are conducted to evaluate the generalizability of the optimal model configuration in unseen vehicle models through retraining, zero-shot prediction, fine-tuning, and joint training. By addressing key challenges in SoC estimation, this research facilitates the adoption of advanced battery technologies. A summary page is available at: https://runyao-yu.github.io/Porsche_Hysteresis_Factor_Prediction/

Runyao Yu, Julia Lin, Derek W. Bunn et al.

Accurate and efficient imbalance electricity price forecasting is critical for industrial energy trading systems, especially as battery assets and automated bidding pipelines increasingly participate in balancing markets. However, real-time forecasting is complicated by nonlinear market-rule-based price formation, heterogeneous input signals, and incomplete data availability caused by communication delays, publication lags, and measurement outages. This paper proposes a market-rule-informed neural forecasting framework that embeds imbalance price formation rules into the latent space of an expressive neural network. The proposed framework preserves raw signal information while exploiting transparent market-rule priors. We further analyze operational robustness by removing price-component information and characterize how forecasting performance scales with input length and forecasting horizon. Experimental results show that the proposed model achieves competitive forecasting performance with substantially fewer trainable parameters and shorter training time than generic deep learning baselines. Experimental results show that the proposed model achieves competitive forecasting performance with substantially fewer trainable parameters and shorter training time than generic deep learning baselines, demonstrating that market-rule priors and expressive neural networks should be jointly used for accurate and computationally sustainable forecasting in industrial energy trading applications. The implementation is publicly available at https://runyao-yu.github.io/MRINN/.

Runyao Yu, Yuchen Tao, Fabian Leimgruber et al.

Probabilistic forecasting of intraday electricity prices is essential to manage market uncertainties. However, current methods rely heavily on domain feature extraction, which breaks the end-to-end training pipeline and limits the model's ability to learn expressive representations from the raw orderbook. Moreover, these methods often require training separate models for different quantiles, further violating the end-to-end principle and introducing the quantile crossing issue. Recent advances in time-series models have demonstrated promising performance in general forecasting tasks. However, these models lack inductive biases arising from buy-sell interactions and are thus overparameterized. To address these challenges, we propose an end-to-end probabilistic model called OrderFusion, which produces interaction-aware representations of buy-sell dynamics, hierarchically estimates multiple quantiles, and remains parameter-efficient with only 4,872 parameters. We conduct extensive experiments and ablation studies on price indices (ID1, ID2, and ID3) using three years of orderbook in high-liquidity (German) and low-liquidity (Austrian) markets. The experimental results demonstrate that OrderFusion consistently outperforms multiple competitive baselines across markets, and ablation studies highlight the contribution of its individual components. The project page is at: https://runyao-yu.github.io/OrderFusion/.