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Record W7125615448 · doi:10.18280/jesa.581212

The Limits of Forecasting: Assessing the Robustness of Time Series Models to Extreme Load Volatility

2025· article· W7125615448 on OpenAlexvenueno aff
Suyono, Abdul Syakur, Arfan Bakhtiar

Bibliographic record

VenueJournal Européen des Systèmes Automatisés · 2025
Typearticle
Language
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsnot available
Fundersnot available
KeywordsRobustness (evolution)Time seriesSeries (stratigraphy)Volatility (finance)

Abstract

fetched live from OpenAlex

Accurate mid-term load forecasting is indispensable for effective operational planning and asset management within electrical transmission systems.This research offers a thorough comparison of seven forecasting models-comprising one stochastic model Exponential Smoothing (ES) and six deterministic trend models (Linear, Exponential, Logarithmic, and Polynomial of Orders 2 to 4)-aimed at predicting weekly transformer load (MWh) based on supervisory control and data acquisition (SCADA) data from the 150 kV Pekalongan Substation.Model performance was evaluated utilizing established metrics (MAPE, MAE, RMSE) and was statistically validated through the Friedman test.The principal conclusion indicates that there is no statistically significant difference in performance among the models (χ² (6) = 0.25, p > 0.05).Although slight variations in metrics were observed, visual analysis confirmed consistent performance on stable data and universally indicated failure during periods of extreme volatility.These findings strongly endorse the Principle of Parsimony, demonstrating that more complex models do not yield accuracy improvements over simpler alternatives such as Linear or Quadratic models.This study offers vital guidance for utility companies, endorsing the adoption of simple, interpretable models for routine operational forecasting to enhance planning efficiency while ensuring reliability.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.016
metaresearch head score (Gemma)0.064
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.016
Threshold uncertainty score0.083

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0160.064
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.001
Science and technology studies0.0000.001
Scholarly communication0.0020.003
Open science0.0010.002
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.091
GPT teacher head0.276
Teacher spread0.184 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2025
Admission routes1
Has abstractyes

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