Neural basis expansion analysis with exogenous variables : forecasting electricity prices with NBEATSx
Kin G. Olivares, Cristian Challu, Grzegorz Marcjasz, Rafał Weron, Artur Dubrawski
| Year of publication: |
2023
|
|---|---|
| Authors: | Olivares, Kin G. ; Challu, Cristian ; Marcjasz, Grzegorz ; Weron, Rafał ; Dubrawski, Artur |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 2, p. 884-900
|
| Subject: | Deep learning | Electricity price forecasting | Fourier series | Interpretable neural network | NBEATS and NBEATSx models | Time series decomposition | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Neuronale Netze | Neural networks | Theorie | Theory | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2022.03.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014465161