no code implementations • 6 Jul 2022 • Grzegorz Marcjasz, Michał Narajewski, Rafał Weron, Florian Ziel
We present a novel approach to probabilistic electricity price forecasting which utilizes distributional neural networks.
no code implementations • 2 Apr 2022 • Arkadiusz Jędrzejewski, Jesus Lago, Grzegorz Marcjasz, Rafał Weron
Electricity price forecasting (EPF) is a branch of forecasting on the interface of electrical engineering, statistics, computer science, and finance, which focuses on predicting prices in wholesale electricity markets for a whole spectrum of horizons.
2 code implementations • 12 Apr 2021 • Kin G. Olivares, Cristian Challu, Grzegorz Marcjasz, Rafał Weron, Artur Dubrawski
We extend the neural basis expansion analysis (NBEATS) to incorporate exogenous factors.
1 code implementation • 18 Aug 2020 • Jesus Lago, Grzegorz Marcjasz, Bart De Schutter, Rafał Weron
While the field of electricity price forecasting has benefited from plenty of contributions in the last two decades, it arguably lacks a rigorous approach to evaluating new predictive algorithms.
no code implementations • 18 Aug 2020 • Grzegorz Marcjasz, Jesus Lago, Rafał Weron
One of such factors is the network's structure.