Chronos-2 in ARX mode achieves 5% lower MAE than the best ML ensemble for Belgian day-ahead prices but 10% higher MAE for imbalance prices, while showing zero-shot skills yet struggling in extreme conditions.
Probabilistic Forecasting of Imbalance Prices in the Belgian Context
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A literature review of imbalance price forecasting methods across European markets that notes the move toward data-driven models and advocates for standardized benchmarks and downstream-value metrics.
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A review of imbalance price forecasting algorithms in Europe: algorithms, metrics and the way forward
A literature review of imbalance price forecasting methods across European markets that notes the move toward data-driven models and advocates for standardized benchmarks and downstream-value metrics.