May 14, 2024, 4:42 a.m. | Antonio Malpica-Morales, Miguel A. Duran-Olivencia, Serafim Kalliadasis

cs.LG updates on

arXiv:2405.07359v1 Announce Type: new
Abstract: Accurate prediction of electricity day-ahead prices is essential in competitive electricity markets. Although stationary electricity-price forecasting techniques have received considerable attention, research on non-stationary methods is comparatively scarce, despite the common prevalence of non-stationary features in electricity markets. Specifically, existing non-stationary techniques will often aim to address individual non-stationary features in isolation, leaving aside the exploration of concurrent multiple non-stationary effects. Our overarching objective here is the formulation of a framework to systematically model and …

abstract arxiv attention cs.lg differential differential equation electricity equation features forecasting markets math.ds ordinary prediction price research type will

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