Abstract
In open energy markets, the settlement process between distribution operators and traders is made on an hourly (or 15 min) basis, while LV consumers' billing data continues to result from monthly energy bills. In order to reconcile these two different realities, load profiling is used as a means to redistribute the consumed energy of each trader's portfolio by hourly intervals, according to recorded consumption patterns. This paper presents a new clustering approach to derive typical load diagrams that can be used in the process. The algorithm uses real load diagrams obtained in measurement campaigns to define classes (in the billing information space) that maximize the compactness of the diagrams in each class. The methodology was developed in a project with EDP Distribution (the Portuguese distribution system operator) and the result was approved by the Regulatory Authority that adopted the proposed profiles for market use.

Abstract
This paper presents the proof of concept for a new solution to the problem of recomposing missing information at the SCADA of energy/distribution management systems (EMS/DMS), through the use of offline trained autoencoders. These are neural networks with a special architecture, which allows them to store knowledge about a system in a nonlinear manifold characterized by their weights. Suitable algorithms may then recompose missing inputs (measurements). The paper shows that, trained with adequate information, autoencoders perform well in recomposing missing voltage and power values, and focuses on the particularly important application of inferring the topology of the network when information about switch status is absent. Examples with the IEEE RTS 24-bus network are presented to illustrate the concept and technique.

Abstract
This paper reports the application of a new kernel density estimation model based on the Nadaraya-Watson estimator, for the problem of wind power uncertainty forecasting. The new model is described, including the use of kernels specific to the wind power problem. A novel time-adaptive approach is presented. The quality of the new model is benchmarked against a splines quantile regression model currently in use in the industry. The case studies refer to two distinct wind farms in the United States and show that the new model produces better results, evaluated with suitable quality metrics such as calibration, sharpness, and skill score.

Abstract
This paper presents a novel time-adaptive quantile-copula estimator for kernel density forecast and a discussion of how to select the adequate kernels for modeling the different variables of the problem. Results are presented for different case-studies and compared with splines quantile regression (QR). The datasets used are from NREL's Eastern Wind Integration and Transmission Study, and from a real wind farm located in the Midwest region of the United States. The new probabilistic prediction model is elegant and simple and yet displays advantages over the traditional QR approach. Especially notable is the quality of the results achieved with the time-adaptive version, namely when evaluated in terms of prediction calibration, which is a characteristic that is advantageous for both system operators and wind power producers.

Abstract
This paper presents a new model for optimal trading of wind power in day-ahead (DA) electricity markets under uncertainty in wind power and prices. The model considers settlement mechanisms in markets with locational marginal prices (LMPs), where wind power is not necessarily penalized from deviations between DA schedule and real-time (RT) dispatch. We use kernel density estimation to produce a probabilistic wind power forecast, whereas uncertainties in DA and RT prices are assumed to be Gaussian. Utility theory and conditional value at risk (CVAR) are used to represent the risk preferences of the wind power producers. The model is tested on real-world data from a large-scale wind farm in the United States. Optimal DA bids are derived under different assumptions for risk preferences and deviation penalty schemes. The results show that in the absence of a deviation penalty, the optimal bidding strategy is largely driven by price expectations. A deviation penalty brings the bid closer to the expected wind power forecast. Furthermore, the results illustrate that the proposed model can effectively control the trade-off between risk and return for wind power producers operating in volatile electricity markets.

Abstract
The motivation for this work is the study and prediction of wind ramp events occurring in a large-scale wind farm located in the US Midwest. In this paper we introduce the SHRED framework, a stream-based model that continuously learns a discrete HMM model from wind power and wind speed measurements. We use a supervised learning algorithm to learn HMM parameters from discretized data, where ramp events are HMM states and discretized wind speed data are HMM observations. The discretization of the historical data is obtained by running the SAX algorithm over the first order variations in the original signal. SHRED updates the HMM using the most recent historical data and includes a forgetting mechanism to model natural time dependence in wind patterns. To forecast ramp events we use recent wind speed forecasts and the Viterbi algorithm, that incrementally finds the most probable ramp event to occur. We compare SHRED framework against Persistence baseline in predicting ramp events occurring in short-time horizons, ranging from 30 minutes to 90 minutes. SHRED consistently exhibits more accurate and cost-effective results than the baseline. © 2012 Springer-Verlag Berlin Heidelberg.