S. Ali Pourmousavi

Cameron Cornell, Nam Trong Dinh, S. Ali Pourmousavi

The South Australia region of the Australian National Electricity Market (NEM) displays some of the highest levels of price volatility observed in modern electricity markets. This paper outlines an approach to probabilistic forecasting under these extreme conditions, including spike filtration and several post-processing steps. We propose using quantile regression as an ensemble tool for probabilistic forecasting, with our combined forecasts achieving superior results compared to all constituent models. Within our ensemble framework, we demonstrate that averaging models with varying training length periods leads to a more adaptive model and increased prediction accuracy. The applicability of the final model is evaluated by comparing our median forecasts with the point forecasts available from the Australian NEM operator, with our model outperforming these NEM forecasts by a significant margin.

Yogesh Pipada Sunil Kumar, Rui Yuan, Nam Trong Dinh et al.

Energy usage optimal scheduling has attracted great attention in the power system community, where various methodologies have been proposed. However, in real-world applications, the optimal scheduling problems require reliable energy forecasting, which is scarcely discussed as a joint solution to the scheduling problem. The 5\textsuperscript{th} IEEE Computational Intelligence Society (IEEE-CIS) competition raised a practical problem of decreasing the electricity bill by scheduling building activities, where forecasting the solar energy generation and building consumption is a necessity. To solve this problem, we propose a technical sequence for tackling the solar PV and demand forecast and optimal scheduling problems, where solar generation prediction methods and an optimal university lectures scheduling algorithm are proposed.

Yogesh Pipada Sunil Kumar, S. Ali Pourmousavi, Jon A. R. Liisberg et al.

The ongoing decarbonisation of power systems is driving an increasing reliance on distributed energy resources, which introduces complex and nonlinear interactions that are difficult to capture in conventional optimisation models. As a result, machine learning based surrogate modelling has emerged as a promising approach, but integrating machine learning models such as ReLU deep neural networks (DNNs) directly into optimisation often results in nonconvex and computationally intractable formulations. This paper proposes a linear programming (LP) reformulation for a class of convexified ReLU DNNs with non-negative weight matrices beyond the first layer, enabling a tight and tractable embedding of learned surrogate models in optimisation. We evaluate the method using a case study on learning the prosumer's responsiveness within an aggregator bidding problem in the Danish tertiary capacity market. The proposed reformulation is benchmarked against state-of-the-art alternatives, including piecewise linearisation (PWL), MIP-based embedding, and other LP relaxations. Across multiple neural network architectures and market scenarios, the convexified ReLU DNN achieves solution quality comparable to PWL and MIP-based reformulations while significantly improving computational performance and preserving model fidelity, unlike penalty-based reformulations. The results demonstrate that convexified ReLU DNNs offer a scalable and reliable methodology for integrating learned surrogate models in optimisation, with applicability to a wide range of emerging power system applications.

Yogesh Pipada Sunil Kumar, S. Ali Pourmousavi, Jon A. R. Liisberg et al.

Reliable forecasting of prosumer flexibility is critical for demand response aggregators participating in frequency controlled ancillary services market, where strict reliability requirements such as the P90 standard are enforced. Limited historical data, dependence on exogeneous factors, and heterogenous prosumer behaviour introduce significant epistemic uncertainty, making deterministic or poorly calibrated probabilistic models unsuitable for market bidding. This paper proposes the use of scalable uncertainty quantification framework that integrates Monte Carlo dropout (MCD) with conformal prediction (CP) to produce calibrated, finite sample prediction intervals for aggregated prosumer flexibility. The proposed framework is applied to a behind-the-meter aggregator participating in the Danish manual frequency restoration reserve capacity market. A large-scale synthetic dataset is generated using a modified industry-grade home energy management system, combined with publicly available load, solar, price, activation and device-level data. The resulting machine learning surrogate model captures aggregate prosumer price responsiveness and provides uncertainty-aware estimates suitable for market bidding. Multiple multivariate CP strategies are evaluated and benchmarked against conventional MCD-based methods. Results show that standalone MCD systematically overestimates available flexibility and violates P90 compliance, whereas the proposed MCD-CP framework achieves reliable coverage with controlled conservatism. When embedded in aggregator bidding model, conformalised methods substantially reduce overbidding risk and achieve upto 70% of perfect-information profit while satisfying regulatory reliability constraints, providing practical, computationally efficient, and market-compliant solution for aggregator flexibility forecasting under uncertainty.

Rui Yuan, S. Ali Pourmousavi, Wen L. Soong et al.

Modern power systems are experiencing the challenge of high uncertainty with the increasing penetration of renewable energy resources and the electrification of heating systems. In this paradigm shift, understanding electricity users' demand is of utmost value to retailers, aggregators, and policymakers. However, behind-the-meter (BTM) equipment and appliances at the household level are unknown to the other stakeholders mainly due to privacy concerns and tight regulations. In this paper, we seek to identify residential consumers based on their BTM equipment, mainly rooftop photovoltaic (PV) systems and electric heating, using imported/purchased energy data from utility meters. To solve this problem with an interpretable, fast, secure, and maintainable solution, we propose an integrated method called Interpretable Refined Motifs And binary Classification (IRMAC). The proposed method comprises a novel shape-based pattern extraction technique, called Refined Motif (RM) discovery, and a single-neuron classifier. The first part extracts a sub-pattern from the long time series considering the frequency of occurrences, average dissimilarity, and time dynamics while emphasising specific times with annotated distances. The second part identifies users' types with linear complexity while preserving the transparency of the algorithms. With the real data from Australia and Denmark, the proposed method is tested and verified in identifying PV owners and electrical heating system users.