Price forecasting in the Ontario electricity market via TriConvGRU hybrid model: Univariate vs. multivariate frameworks
Behdad Ehsani, Pierre‐Olivier Pineau, Laurent Charlin
Topics & Concepts
Autoregressive integrated moving averageElectricity price forecastingUnivariateElectricityElectricity marketEconometricsComputer sciencePoolingVolatility (finance)Probabilistic forecastingTime seriesAutoregressive modelDeep learningArtificial intelligenceMultivariate statisticsEconomicsMachine learningEngineeringProbabilistic logicElectrical engineeringEnergy Load and Power ForecastingElectric Power System OptimizationMarket Dynamics and Volatility