Day ahead electricity price forecast by NARX model with LASSO based features selection.
Alessandro BrusaferriLorenzo FagianoMatteo MatteucciAndrea VitaliPublished in: INDIN (2019)
Keyphrases
- computational model
- probabilistic model
- similarity measure
- objective function
- prior knowledge
- short term
- hybrid model
- high level
- classification models
- image features
- stochastic programming
- object model
- prediction model
- linear regression
- recurrent neural networks
- feature set
- neural network
- long term
- feature vectors
- feature extraction
- feature selection
- genetic algorithm