On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks
Grzegorz Marcjasz, Bartosz Uniejewski, Rafał Weron
| Year of publication: |
2019
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|---|---|
| Authors: | Marcjasz, Grzegorz ; Uniejewski, Bartosz ; Weron, Rafał |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 4, p. 1520-1532
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| Subject: | Committee machine | Day-ahead market | Electricity spot price | Forecasting | Long-term seasonal component | NARX neural network | Strompreis | Electricity price | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Saisonale Schwankungen | Seasonal variations | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Rohstoffderivat | Commodity derivative | Spotmarkt | Spot market | Elektrizitätswirtschaft | Electric power industry | Elektrizität | Electricity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2017.11.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012305383