Forecasting Electricity Prices Using Deep Neural Networks: A Robust Hyper-Parameter Selection Scheme
Deep neural networks are rapidly gaining popularity. However, their application requires setting multiple hyper-parameters, and the performance relies strongly on this choice. We address this issue and propose a robust ex-ante hyper-parameter selection procedure for the day-ahead electricity price f...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-09-01
|
| Series: | Energies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1996-1073/13/18/4605 |