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: | Grzegorz Marcjasz |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-09-01
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Series: | Energies |
Subjects: | |
Online Access: | https://www.mdpi.com/1996-1073/13/18/4605 |
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