Probabilistic electricity price forecasting based on penalized temporal fusion transformer
He Jiang, Sheng Pan, Yao Dong, Jianzhou Wang
| Year of publication: |
2024
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|---|---|
| Authors: | Jiang, He ; Pan, Sheng ; Dong, Yao ; Wang, Jianzhou |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 5, p. 1465-1491
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| Subject: | electricity price forecasting | least absolute shrinkage and selection operator | nonconvex-penalized temporal fusion transformer | probabilistic forecasting | robust deep learning | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Prognose | Forecast | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3084 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015108399