OrderFusion encodes orderbook buy-sell interactions in an end-to-end probabilistic model for intraday electricity price forecasting with non-crossing quantiles and reports consistent gains over baselines on European CID indices.
Timexer: Empowering transformers for time series forecasting with exogenous variables
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A market-rule-informed neural network for imbalance electricity price forecasting matches generic deep learning accuracy while using substantially fewer parameters and less training time.
citing papers explorer
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OrderFusion: Encoding Orderbook for End-to-End Probabilistic Intraday Electricity Price Forecasting
OrderFusion encodes orderbook buy-sell interactions in an end-to-end probabilistic model for intraday electricity price forecasting with non-crossing quantiles and reports consistent gains over baselines on European CID indices.
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A Market-Rule-Informed Neural Network for Efficient Imbalance Electricity Price Forecasting
A market-rule-informed neural network for imbalance electricity price forecasting matches generic deep learning accuracy while using substantially fewer parameters and less training time.