EPSO-based gaussian process for electricity price forecasting.
Hiroyuki MoriKaoru NakanoPublished in: CEC (2015)
Keyphrases
- gaussian process
- electricity markets
- market clearing
- gaussian processes
- regression model
- model selection
- gaussian process regression
- bayesian framework
- approximate inference
- hyperparameters
- software agents
- semi supervised
- latent variables
- gaussian process classification
- short term
- dynamical model
- marginal likelihood
- gaussian process models
- market participants
- expectation propagation
- sparse approximations
- covariance function
- data streams
- closed form
- incremental learning
- cross validation
- topic models
- maximum likelihood
- higher order
- denoising
- data sets