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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 Das
Rui Bo
Haotian Chen
Waqas ur Rehman
Donald Wunsch
Published in:
IEEE Access (2022)
Keyphrases
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electricity markets
real time
market clearing
neural network
short term
recurrent neural networks
machine learning
theoretical framework
software agents
electric power
wind power