Gnarum | Empowering your energy
The Energy Price Forecast powered by Gnarum, transforms market data into actionable insights, enabling clients to anticipate price changes, optimize trades, and maximize profitability.
Book an appointment nowAI-driven electricity price forecasting solution built on an adaptive, self-calibrating system that integrates state-of-the-art statistical models, deep learning architectures, and in-context learning AI foundational models. These components are assembled into a unified forecasting framework specifically designed to react rapidly and robustly to both short-term market dynamics and structural regime shifts in electricity markets.
Forecast outputs include fully calibrated price probability distributions, generated through advanced uncertainty quantification techniques with strong probabilistic calibration guarantees. This enables accurate quantile-based forecasting, explicit tail-risk assessment, and robust anticipation of extreme price events, supporting advanced risk management and optimized short-term and intraday trading strategies.
European day-ahead electricity market price forecasting based on full integration with TSOs and power exchanges, combined with in-house forecasts of weather and demand-driven market fundamentals and cross-border coupling data, all embedded within a unified AI-driven engine.
The solution delivers industry-leading accuracy across European markets, providing fully calibrated probabilistic price forecasts with unconditional coverage guarantees and robust uncertainty quantification. Its performance has been extensively validated under stressed market conditions, enabling reliable anticipation of short-term price dynamics, effective tail-risk management, and optimized trading strategies.
The market fundamentals forecasting solution delivers high-accuracy predictions of electricity demand and renewable generation at the country level through real-time integration with TSOs and direct system data feeds, combined with top-tier meteorological modeling and advanced feature engineering.
The framework incorporates high-resolution, dynamically updated weather inputs—capturing spatial gradients in wind speed, solar irradiance, temperature, and atmospheric conditions—mapped onto a nodal structure that reflects the physical topology of the power system and renewable power distribution.
Demand forecasting integrates local calendar effects, behavioral consumption patterns, and advanced nodal-level features to capture spatial and temporal heterogeneity. Embedded within a unified advanced machine learning architecture, the platform produces fully calibrated probabilistic forecasts with robust uncertainty quantification, spanning short-, medium-, and long-term horizons of up to six months and available across multiple temporal granularities.
These models constitute the quantitative backbone of the price forecasting engine, delivering the core fundamental signals that underpin accurate electricity price predictions across European markets.
The system integrates an advanced training and calibration architecture.
Developed based on the latest advances in time series forecasting.
Capable of continuously adapting to changing market conditions.
We provide probability distributions (P5, P10, …, P90, P95) calibrated using Conformal Prediction techniques.
Abedul Building, 7th Floor.
56 Serrano Galvache Rd.
Parque Norte
28033 Madrid,
Spain
+34 917 904 742
info@gnarum.com
Gnarum delivers accurate, probabilistic day-ahead price forecasts for all 96 quarter-hour periods, helping traders and battery operators optimize strategies and manage risk in volatile energy markets.
Feel free to reach out for any inquiries or assistance.
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