Electricity price forecasting in European Day Ahead Markets: a greedy consideration of market integration

In this manuscript we explore European feature importance in Day Ahead Market (DAM) price forecasting models, and show that model performance can deteriorate when too many features are included due to over-fitting. We propose a greedy algorithm to search over candidate countries for European feature...

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Veröffentlicht in:	IEEE access 2021-01, Vol.9, p.1-1
Hauptverfasser:	Van der Heijden, Ties, Lago, Jesus, Palensky, Peter, Abraham, Edo
Format:	Artikel
Sprache:	eng
Schlagworte:	Analytical models Artificial neural networks Dams day ahead markets deep learning deep neural networks Economic forecasting Electricity price forecasting Electricity pricing Europe European market integration feature analysis Forecasting Goats Greedy algorithms Load modeling Machine learning Mathematical models Predictive models Renewable energy sources Statistical analysis
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