Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach.
Jorge Junio Moreira AntunesLuis Alberiko Gil-AlanaRossana RiccardiYong TanPeter Fernandes WankePublished in: Ann. Oper. Res. (2022)
Keyphrases
- hidden markov models
- state transition
- dynamic pricing
- electricity markets
- speech recognition
- gesture recognition
- conditional random fields
- markov models
- spatio temporal
- viterbi algorithm
- markov model
- sequential data
- handwritten word recognition
- single period
- hidden state
- hidden states
- continuous hidden markov models