{"ID":2829352,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2512.12755","arxiv_id":"2512.12755","title":"An End-to-End Approach for Microgrid Probabilistic Forecasting and Robust Operation via Decision-focused Learning","abstract":"High penetration of renewable energy sources (RES) introduces significant uncertainty and intermittency into microgrid operations, posing challenges to economic and reliable scheduling. To address this, this paper proposes an end-to-end decision-focused framework that jointly optimizes probabilistic forecasting and robust operation for microgrids. A multilayer encoder-decoder (MED) probabilistic forecasting model is integrated with a two-stage robust optimization (TSRO) model involving direct load control (DLC) through a differentiable decision pathway, enabling gradient-based feedback from operational outcomes to improve forecasting performance. Unlike conventional sequential approaches, the proposed method aligns forecasting accuracy with operational objectives by directly minimizing decision regret via a surrogate smart predict-then-optimize (SPO) loss function. This integration ensures that probabilistic forecasts are optimized for downstream decisions, enhancing both economic efficiency and robustness. Case studies on modified IEEE 33-bus and 69-bus systems demonstrate that the proposed framework achieves superior forecasting accuracy and operational performance, reducing total and net operation costs by up to 18% compared with conventional forecasting and optimization combinations. The results verify the effectiveness and scalability of the end-to-end decision-focused approach for resilient and cost-efficient microgrid management under uncertainty.","short_abstract":"High penetration of renewable energy sources (RES) introduces significant uncertainty and intermittency into microgrid operations, posing challenges to economic and reliable scheduling. To address this, this paper proposes an end-to-end decision-focused framework that jointly optimizes probabilistic forecasting and rob...","url_abs":"https://arxiv.org/abs/2512.12755","url_pdf":"https://arxiv.org/pdf/2512.12755v2","authors":"[\"Tingwei Cao\",\"Yan Xu\"]","published":"2025-12-14T16:36:04Z","proceeding":"eess.SY","tasks":"[\"eess.SY\",\"cs.LG\"]","methods":"[]","has_code":false}