Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx

KG Olivares, C Challu, G Marcjasz, R Weron… - International Journal of …, 2023 - Elsevier
We extend neural basis expansion analysis (NBEATS) to incorporate exogenous factors.
The resulting method, called NBEATSx, improves on a well-performing deep learning …

A review of deep learning techniques for forecasting energy use in buildings

J Runge, R Zmeureanu - Energies, 2021 - mdpi.com
Buildings account for a significant portion of our overall energy usage and associated
greenhouse gas emissions. With the increasing concerns regarding climate change, there …

Distributional neural networks for electricity price forecasting

G Marcjasz, M Narajewski, R Weron, F Ziel - Energy Economics, 2023 - Elsevier
We present a novel approach to probabilistic electricity price forecasting which utilizes
distributional neural networks. The model structure is based on a deep neural network …

Regularized quantile regression averaging for probabilistic electricity price forecasting

B Uniejewski, R Weron - Energy Economics, 2021 - Elsevier
Abstract Quantile Regression Averaging (QRA) has sparked interest in the electricity price
forecasting community after its unprecedented success in the Global Energy Forecasting …

[HTML][HTML] Integrated day-ahead and intraday self-schedule bidding for energy storage systems using approximate dynamic programming

B Finnah, J Gönsch, F Ziel - European Journal of Operational Research, 2022 - Elsevier
Most modern energy markets trade electricity in advance for technical reasons. Thus, market
participants must commit to delivering or consuming a certain amount of energy before the …

Short-term electricity price forecasting by employing ensemble empirical mode decomposition and extreme learning machine

S Khan, S Aslam, I Mustafa, S Aslam - Forecasting, 2021 - mdpi.com
Day-ahead electricity price forecasting plays a critical role in balancing energy consumption
and generation, optimizing the decisions of electricity market participants, formulating …

Error compensation enhanced day-ahead electricity price forecasting

D Kontogiannis, D Bargiotas, A Daskalopulu… - Energies, 2022 - mdpi.com
The evolution of electricity markets has led to increasingly complex energy trading dynamics
and the integration of renewable energy sources as well as the influence of several external …

Forecasting electricity prices

K Maciejowska, B Uniejewski, R Weron - arXiv preprint arXiv:2204.11735, 2022 - arxiv.org
Forecasting electricity prices is a challenging task and an active area of research since the
1990s and the deregulation of the traditionally monopolistic and government-controlled …

Forecasting imbalance price densities with statistical methods and neural networks

VN Ganesh, D Bunn - IEEE Transactions on Energy Markets …, 2023 - ieeexplore.ieee.org
Despite the extensive research on electricity price forecasting, forecasting imbalance prices
is a relatively new topic. Interest, however, is growing because of the greater uncertainties …

Locational marginal price forecasting using svr-based multi-output regression in electricity markets

S Cantillo-Luna, R Moreno-Chuquen, HR Chamorro… - Energies, 2022 - mdpi.com
Electricity markets provide valuable data for regulators, operators, and investors. The use of
machine learning methods for electricity market data could provide new insights about the …