Reconciling European Electricity Data with Diffusion Priors Learned from Observations Alone

The ENTSO-E Transparency Platform publishes generation, load, and cross-border power flows for European bidding zones. The values carry undocumented errors and violate energy conservation, and data reconciliation consists in correcting them to satisfy that balance. In this work, we formulate data reconciliation as Bayesian inference. Classical methods implicitly take a uniform prior, which we replace with a diffusion model estimated from the observations alone by empirical-Bayes expectation-maximization. The resulting posterior is sampled with a guided process whose projection step makes every sample satisfy the balance exactly. On synthetic systems of six to thirty-five bidding zones, built from ENTSO-E resource-adequacy data, the diffusion prior gives the most accurate reconciliation, increasingly so as the system grows. Its credible intervals are calibrated or conservative, and it remains the most accurate under a misspecified noise covariance. Finally, when entire zones go unreported, the classical methods fail while the learned prior fills in the missing zones from cross-zone structure.