Probabilistic day-ahead energy price forecast by a Mixture Density Recurrent Neural Network.
Alessandro BrusaferriMatteo MatteucciDanial RaminStefano SpinelliAndrea VitaliPublished in: CoDIT (2020)
Keyphrases
- recurrent neural networks
- short term
- chaotic time series
- neural network
- complex valued
- recurrent networks
- probabilistic model
- wind power
- long short term memory
- long term
- feed forward
- reservoir computing
- feedforward neural networks
- echo state networks
- latent variable models
- neuro fuzzy
- generative model
- generalized em algorithm
- neural model
- energy consumption
- artificial neural networks
- mixture model
- market clearing
- power generation
- expectation maximization
- hidden layer
- nonlinear dynamic systems
- bayesian networks
- neural network structure
- stochastic programming
- market participants
- forecasting model
- artificial intelligence
- bayesian framework
- genetic algorithm