摘要 : We present a novel approach to probabilistic electricity price forecasting which utilizes distributional neural networks. The model structure is based on a deep neural network containing a so-called probability layer, i.e., the ou... 展开
作者 | Marcjasz~ Grzegorz Narajewski~ Michal Weron~ Rafal Ziel~ Florian |
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作者单位 | |
期刊名称 | 《Energy economics》 |
页码/总页数 | 1.1-1.12 / 12 |
语种/中图分类号 | 英语 / TK |
关键词 | Distributional neural network Probabilistic forecasting Quantile regression LASSO Electricity prices Johnson's SU distribution |
DOI | 10.1016/j.eneco.2023.106843 |
馆藏号 | TK-004 |