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.
Interpretable transformer model for capturing regime switching effects of real-time electricity prices
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Empirical evaluation of Time Series Foundation Models for Day-ahead and Imbalance Electricity Price Forecasting in Belgium
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.