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Forecasting Nodal Price Difference Between Day-Ahead and Real-Time Electricity Markets Using Long-Short Term Memory and Sequence-to-Sequence Networks.

Ronit DasRui BoHaotian ChenWaqas ur RehmanDonald Wunsch
Published in: IEEE Access (2022)
Keyphrases
  • electricity markets
  • real time
  • market clearing
  • neural network
  • short term
  • recurrent neural networks
  • machine learning
  • theoretical framework
  • software agents
  • electric power
  • wind power