Prognosis of EPEX SPOT electricity prices using artificial neural networks

DOI10.1007/978-3-319-89920-6_13MaRDI QIDQ4685740zbMATH OpenOpenAlexFDO

Authors Johannes Hussak, Stefanie Vogl, Ralph Grothmann, Merlind Weber

Publication date 9 October 2018

Published in Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-89920-6_13

zbMATH Keywords

artificial neural networksbias correctiondeep learningforecasting

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Neural nets and related approaches to inference from stochastic processes (62M45) Applications of statistics to economics (62P20) Learning and adaptive systems in artificial intelligence (68T05)

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Cites work

• Learning deep architectures for AI
• Multilayer feedforward networks are universal approximators

Cited in

(1)

• Electricity price forecasting with neural networks on EPEX order books

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