Machine Learning for German Redispatch Forecasting under Data Delays and Temporal Distribution Shift

Abstract:Public redispatch records provide empirical data for grid congestion forecasting, but delayed reporting, zero-inflated distributions, and temporal shift present major modeling challenges. We assess the accuracy and reliability of probabilistic machine-learning forecasts using published German transmission records under experimentally imposed information-age constraints. The benchmark evaluates eight daily series of upward and downward intervention energy across four German transmission system operators from 2021 to 2024 (48,242 eligible records; 354 evaluation dates in 2024). We compare seasonal empirical, regularized autoregressive (ARX), quantile LightGBM, GRU, and Transformer models under a minimum seven-day target-latency constraint. Neural architectures use a zero-censored output head to accommodate exact-zero outcomes. Static, rolling, and adaptive delayed-feedback calibration are evaluated using normalized weighted interval score (nWIS), empirical coverage, and block-bootstrap inference. Raw LightGBM achieved nWIS 0.7952, outperforming ARX (1.0604) and the seasonal baseline (0.8739) by 25.0% and 9.0%, respectively (Holm-adjusted p<0.005). Rolling calibration improved LightGBM to nWIS 0.7767 versus 0.8251 for static calibration (p=0.0092), with 91.81% coverage for nominal 90% intervals. The zero-censored Transformer achieved nWIS 0.8161, with no significant difference from LightGBM (p=0.260). However, aggregate coverage concealed substantial undercoverage during high-volume interventions (61.91% coverage among above-threshold events). These results show that boosted-tree models with rolling calibration provide accurate probabilistic forecasts of aggregate redispatch volumes under target delays, while nominal aggregate validity does not ensure reliability during extreme congestion events.

15 pages, 4 figures, 3 tables. Code available at this https URL

Systems and Control (eess.SY); Machine Learning (cs.LG)

arXiv:2610.08337 [eess.SY]

(or arXiv:2610.08337v1 [eess.SY] for this version)

https://doi.org/10.48550/arXiv.2610.08337 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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