Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?
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DOI: 10.1016/j.ijforecast.2019.07.002
Abstract: Abstract Recent electricity price forecasting studies have shown that decomposing a series of spot prices into a long-term trend-seasonal and a stochastic component, modeling them independently and then combining their forecasts, can yield more accurate… read more here.
Keywords: price forecasting; electricity price; point; narx networks ... See more keywords