Forecasting the Spot Market Electricity Price with a Long Short-Term Memory Model Architecture in a Disruptive Economic and Geopolitical Context
Abstract In this paper, we perform a short-run Electricity Price Forecast (EPF) with a Recurrent Neural Network (RNN), namely Long Short-Term Memory (LSTM), using an algorithm that selects the variables and optimizes the hyperparameters. The results are compared with one of the standout machine lear...
Main Authors: | , , |
---|---|
Format: | Article |
Language: | English |
Published: |
Springer
2023-08-01
|
Series: | International Journal of Computational Intelligence Systems |
Subjects: | |
Online Access: | https://doi.org/10.1007/s44196-023-00309-3 |