Abstract
Cooperation between different data owners may lead to an improvement in forecast quality-for instance, by benefiting from spatiotemporal dependencies in geographically distributed time series. Due to business competitive factors and personal data protection concerns, however, said data owners might be unwilling to share their data. Interest in collaborative privacy-preserving forecasting is thus increasing. This paper analyzes the state-of-the-art and unveils several shortcomings of existing methods in guaranteeing data privacy when employing vector autoregressive models. The methods are divided into three groups: data transformation, secure multi-party computations, and decomposition methods. The analysis shows that state-of-the-art techniques have limitations in preserving data privacy, such as (i) the necessary trade-off between privacy and forecasting accuracy, empirically evaluated through simulations and real-world experiments based on solar data; and (ii) iterative model fitting processes, which reveal data after a number of iterations.

Abstract
Forecasts of residual demand curves (RDCs) are valuable information for price-maker market agents since it enables an assessment of their bidding strategy in the market-clearing price. This paper describes the application of deep learning techniques, namely long short-term memory (LSTM) network that combines past RDCs and exogenous variables (e.g., renewable energy forecasts). The main contribution is to build up on the idea of transforming the temporal sequence of RDCs into a sequence of images, avoiding any feature reduction and exploiting the capability of LSTM in handling image data. The proposed method was tested with data from the Iberian day-ahead electricity market and outperformed machine learning models with an improvement of above 35% in both root mean square error and Frechet distance.

Abstract
Probabilistic forecasting of distribution tails (i.e., quantiles below 0.05 and above 0.95) is challenging for non parametric approaches since data for extreme events are scarce. A poor forecast of extreme quantiles can have a high impact in various power system decision-aid problems. An alternative approach more robust to data sparsity is extreme value theory (EVT), which uses parametric functions for modelling distribution's tails. In this work, we apply conditional EVT estimators to historical data by directly combining gradient boosting trees with a truncated generalized Pareto distribution. The parametric function parameters are conditioned by covariates such as wind speed or direction from a numerical weather predictions grid. The results for a wind power plant located in Galicia, Spain, show that the proposed method outperforms state-of-the-art methods in terms of quantile score.

Abstract
Data exchange between multiple renewable energy power plant owners can lead to an improvement in forecast skill thanks to the spatio-temporal dependencies in time series data. However, owing to business competitive factors, these different owners might be unwilling to share their data. In order to tackle this privacy issue, this paper formulates a novel privacy-preserving framework that combines data transformation techniques with the alternating direction method of multipliers. This approach allows not only to estimate the model in a distributed fashion but also to protect data privacy, coefficients and covariance matrix. Besides, asynchronous communication between peers is addressed in the model fitting, and two different collaborative schemes are considered: centralized and peer-to-peer. The results for a solar energy dataset show that the proposed method is robust to privacy breaches and communication failures, and delivers a forecast skill comparable to a model without privacy protection.

Abstract
The evolution of the electrical power sector due to the advances in digitalization, decarbonization and decentralization has led to the increase in challenges within the current distribution network. Therefore, there is an increased need to analyze the impact of the smart grid and its implemented solutions in order to address these challenges at the earliest stage, i.e., during the pilot phase and before large-scale deployment and mass adoption. Therefore, this paper presents the scalability and replicability analysis conducted within the European project InteGrid. Within the project, innovative solutions are proposed and tested in real demonstration sites (Portugal, Slovenia, and Sweden) to enable the DSO as a market facilitator and to assess the impact of the scalability and replicability of these solutions when integrated into the network. The analysis presents a total of three clusters where the impact of several integrated smart tools is analyzed alongside future large scale scenarios. These large scale scenarios envision significant penetration of distributed energy resources, increased network dimensions, large pools of flexibility, and prosumers. The replicability is analyzed through different types of networks, locations (country-wise), or time (daily). In addition, a simple replication path based on a step by step approach is proposed as a guideline to replicate the smart functions associated with each of the clusters.

Abstract
This paper analyzes the activation of the manual balancing reserve of the Portuguese system and its prices for the period 2015-2017. Standard, logistic and LASSO regression models, causal analysis based on Bayesian networks and random forests are applied. Results show that the variables that better explain the activation of the manual reserve are the imbalances of both renewable generation and demand, but surprisingly forecasted with persistence models based on the last verified measurements (available 15 minutes before the reserve activation), instead of using more elaborated models based on production forecasts. Prices, however, are harder to explain suggesting the need for additional information, such as bidding prices not used in this study.