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Runyao Yu

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Journal article (2027) - Runyao Yu, Ruochen Wu, Yongsheng Han, Jochen L. Cremer
Accurate probabilistic forecasting of intraday electricity prices is critical for market participants to inform trading decisions. Existing studies rely on specific domain features, such as Volume-Weighted Average Price (VWAP) and the last price. However, the rich information in the orderbook remains underexplored. Furthermore, these approaches are often developed within a single country and product type, making it unclear whether the approaches are generalizable. In this paper, we extract 384 features from the orderbook and identify a set of powerful features via feature selection. Based on selected features, we present a comprehensive benchmark using classical statistical models, tree-based ensembles, and deep learning models across two countries (Germany and Austria) and two product types (60-min and 15-min). We further perform a systematic generalization study across countries and product types, from which we reveal an asymmetric generalization phenomenon: models trained on more liquid markets or products transfer well to less liquid ones, whereas the reverse transfer leads to substantial performance degradation. The project page is at https://runyao-yu.github.io/AsymGen/. ...
Journal article (2026) - Runyao Yu, Julia Lin, Derek W. Bunn, Jochen Stiasny, Wentao Wang, Yujie Chen, Tara Esterl, Peter Palensky, Jochen L. Cremer
Accurate and efficient imbalance electricity price forecasting is critical for industrial energy trading in balancing markets. Battery assets and automated trading systems require forecasts with limited computational resources and near-real-time speed. The imbalance price is formed through known market rules that aggregate various market signals into the final market outcome. For accurate price forecasting, this raises a methodological question: can future prices be sufficiently forecast from only lagged prices, or are raw market signals needed? This paper argues for the latter and proposes a market-rule-informed neural network (MRINN) that embeds market rules into the latent space. By embedding these rules, the proposed model preserves raw signal information while avoiding the need to relearn known market rules, leading to a compact model with faster training and inference. We further examine operational robustness under delayed or missing signals and characterize performance scaling across input length and forecasting horizon. Our case studies provide empirical evidence that the proposed MRINN improves forecasting accuracy by 8% compared with the best lagged-price-only baseline, while reducing the number of trainable parameters by around 90% relative to raw-signal neural baselines. The data and code are open-sourced at https://github.com/runyao-yu/MRINN . ...
Journal article (2026) - Yujie Chen, Yifei Gao, Runyao Yu, Yuhe Wu, Guangyu Wang, Yue Chen, Tongxin Li
News-reported social, environmental, and grid events can substantially reshape electricity demand, yet quantifying how such events perturb forecasted load trajectories remains largely unaddressed. Existing news-augmented forecasting studies use news as auxiliary features to reduce prediction error but cannot answer counterfactual questions about demand under alternative event conditions. Counterfactual forecasting naturally formulates this problem by comparing the factual trajectory under observed news with counterfactual trajectories under alternative treatments, such as removing events or injecting hypothetical scenarios. However, counterfactual outcomes are inherently unobservable, so the prediction error cannot be directly minimized from data. This challenge is compounded by confounding: news occurrence is entangled with weather, calendar, and historical load conditions that independently affect demand. Guided by a generalization bound for continuous treatments that decomposes the unobservable counterfactual error into weighted factual loss and representation balance, this paper proposes the News-Aware Counterfactual Load Analysis Framework (NACF) to control this error upper bound through observable training objectives. NACF converts unstructured news into structured event streams via an offline large language model, encodes these as continuous semantic treatments with a no-news baseline, and estimates treatment-dependent load trajectories through a varying-coefficient response network with learned sample reweighting and Integral Probability Metric (IPM)-based representation balance regularization. Experiments on an Australian electricity-demand dataset show that NACF remains competitive in factual forecasting while providing evidence of treatment-intensity structure, improved representation balance, and interpretable demand perturbations in synthetic interventions and real event case studies. ...

Encoding orderbook for end-to-end probabilistic intraday electricity price forecasting

Journal article (2026) - Runyao Yu, Yuchen Tao, Fabian Leimgruber, Tara Esterl, Jochen Stiasny, Derek W. Bunn, Qingsong Wen, Hongye Guo, Jochen L. Cremer
Probabilistic intraday electricity price forecasting is becoming increasingly important for short-term power-system operation. With increasing renewable generation, demand-side flexibility, and storage assets, market participants need to adjust their positions under uncertainty closer to delivery. Continuous intraday (CID) markets support this process by providing updated price signals, helping participants manage imbalance exposure and operational risk. Unlike auction markets, CID trading in many jurisdictions is characterized by the continuous posting of buy and sell orders. This dynamic orderbook microstructure of price formation presents special challenges for price forecasting. Conventional methods represent the orderbook via domain features aggregated from buy and sell trades, or by treating it as a multivariate time series, but such representations neglect the full buy–sell interaction structure of the orderbook. This research therefore develops OrderFusion, an end-to-end and parameter-efficient probabilistic forecasting model that learns an interaction-aware representation of buy–sell dynamics. Furthermore, as quantile crossing is often a problem in probabilistic forecasting, this approach hierarchically estimates the quantiles with non-crossing constraints. Extensive experiments on CID price indices across high- and low-liquidity European markets demonstrate consistent improvements over conventional baselines, and ablation studies highlight the contributions of the main components. The methodology is available at: https://runyao-yu.github.io/OrderFusion/ . ...

Weather-pattern experts for short-term photovoltaic power forecasting

Journal article (2026) - Wentao Wang, Haiyan Lu, Ayesha Ubaid, Fanyi Yang, Runyao Yu, Jianzhou Wang
Photovoltaic (PV) power forecasting is often developed under an implicit assumption of stationarity, yet the weather–power relationship evolves over time and induces distribution shifts commonly known as concept drift. Existing PV power forecasting models either ignore this issue entirely or address it in a limited and insufficient manner. To better understand this non-stationarity, we distinguish between internal and external drift, which motivate the key components of our design. Therefore, we present ADrift , a drift-aware forecasting framework that integrates patch-based temporal modeling, weather-guided representation learning, and lightweight online adaptation. To model internal drift, the backbone employs prototype-guided weather experts that capture diverse meteorological patterns within each input window. To cope with external drift, a learnable adapter updates its parameters through a temporal gap attention mechanism that enables targeted adjustments to the model. In addition, a proactive update strategy further mitigates supervision delays under rapidly changing conditions. Experiments on three real-world PV datasets show that ADrift consistently improves forecasting accuracy over static and online-learning baselines, demonstrating its potential for practical deployment under evolving weather conditions. ...
Journal article (2026) - Runyao Yu, Viviana Kleine, Philipp Gromotka, Thomas Rudolf, Adrian Eisenmann, G.R. Chandra Mouli, P. Palensky, J.L. Cremer
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. ...
Conference paper (2024) - Runyao Yu, Jiaqi Wang, Yongsheng Han, Chi Zhang, Teddy Szemberg O'Connor, Jochen L. Cremer
This paper presents an efficient approach to battery cycle life prediction through few-shot transfer learning, addressing the challenges of costly and limited battery aging data. Leveraging freely available datasets, a multi-layer perceptron (MLP) model was pretrained on diverse battery aging datasets to adapt to new prediction tasks with minimal training samples through few-shot fine-tuning techniques on the target data. The proposed fine-tuning strategy was validated using a heterogeneous aging dataset of 347 batteries, with cycle lives ranging from 144 to 4,052 cycles, incorporating batteries with lithium iron phosphate (LFP), lithium cobalt oxide (LCO), nickel cobalt aluminum oxide (NCA), and nickel manganese cobalt oxide (NMC) chemistries, which ensures robust validation of our methods. The results show that even with few samples of data from a target task, a comparable generalization performance to training from scratch with 100% data can be achieved, thus demonstrating its effectiveness in utilizing available resources for accurate cycle life prediction. ...
Journal article (2024) - Andreas M. Billert, Runyao Yu, Stefan Erschen, Michael Frey, Frank Gauterin
The battery thermal management of electric vehicles can be improved using neural networks predicting quantile sequences of the battery temperature. This work extends a method for the development of Quantile Convolutional and Quantile Recurrent Neural Networks (namely Q*NN). Fleet data of 225 629 drives are clustered and balanced, simulation data from 971 simulations are augmented before they are combined for training and testing. The Q*NN hyperparameters are optimized using an efficient Bayesian optimization, before the Q*NN models are compared with regression and quantile regression models for four horizons. The analysis of point-forecast and quantile-related metrics shows the superior performance of the novel Q*NN models. The median predictions of the best performing model achieve an average RMSE of 0.66°C and R2 of 0.84. The predicted 0.99 quantile covers 98.87% of the true values in the test data. In conclusion, this work proposes an extended development and comparison of Q*NN models for accurate battery temperature prediction. ...