The continuing deployment of renewables and battery energy storage systems is likely to lead to increased price volatility Martinez-Anido et al. (2016); Eurostat (2022). The Balancing Market (BM) is the last stage for trading electric energy, exhibiting far higher volatility compared to both the Day-Ahead Market (DAM) and Intra Day Market (IDM). It plays an essential role (in particular in regions where storage of large quantities of electric energy is not economically convenient Mazzi & Pinson (2017)) as production and consumption levels must match during the operation of electric power systems. The growing importance of accurate forecasts of BM prices to participants is outlined in Ortner & Totschnig (2019), where forecast errors of variable renewable electricity will drive demand for BM participation. Historically, the focus on the DAM is intuitive, given that it is a cornerstone of the European electricity market. In addition, the datasets required for forecasting the DAM are widely available. The lack of analysis of the BM is likely the result of a combination of factors including not all jurisdictions having a BM, the rules governing it can differ from region to region and the identification and acquisition of the relevant datasets can be complicated and expensive (with no open access dataset). In recent years, given access to additional datasets and increasing GPU speeds, the application of Deep Learning (DL) models has become an attractive option.

The study of Day-Ahead prices in the electricity market is one of the most popular problems in time series forecasting. Previous research has focused on employing increasingly complex learning algorithms to capture the sophisticated dynamics of the market. However, there is a threshold where increased complexity fails to yield substantial improvements. In this work, we propose an alternative approach by introducing an adaptive standardisation to mitigate the effects of dataset shifts that commonly occur in the market. By doing so, learning algorithms can prioritize uncovering the true relationship between the target variable and the explanatory variables. We investigate four distinct markets, including two novel datasets, previously unexplored in the literature. These datasets provide a more realistic representation of the current market context, that conventional datasets do not show. The results demonstrate a significant improvement across all four markets, using learning algorithms that are less complex yet widely accepted in the literature. This significant advancement unveils opens up new lines of research in this field, highlighting the potential of adaptive transformations in enhancing the performance of forecasting models.

Many known planning tasks have inherent constraints concerning the best order in which to achieve the goals. A number of research efforts have been made to detect such constraints and to use them for guiding search, in the hope of speeding up the planning process. We go beyond the previous approaches by considering ordering constraints not only over the (top-level) goals, but also over the sub-goals that will necessarily arise during planning. Landmarks are facts that must be true at some point in every valid solution plan. We extend Koehler and Hoffmann's definition of reasonable orders between top level goals to the more general case of landmarks. We show how landmarks can be found, how their reasonable orders can be approximated, and how this information can be used to decompose a given planning task into several smaller sub-tasks. Our methodology is completely domain- and planner-independent. The implementation demonstrates that the approach can yield significant runtime performance improvements when used as a control loop around state-of-the-art sub-optimal planning systems, as exemplified by FF and LPG.