Error Compensation On Deep Neural Network Model for Day-Ahead Electricity Price Forecasting
In this project, an autoregressive module is integrated in the well-known feedforward deep neural network model for prediction refinement in different training scenarios. This work focuses on the day-ahead electricity price forecasting task. The potential benefits as well as the inclusion of error estimation techniques as optional post-processing optimization methods in future benchmarks are discussed.
This repository contains the code for the research work titled "Day-Ahead Electricity Price Forecasting Based on Deep Learn-ing and Error Estimation" as supplementary material. This work is a contribution towards my PhD studies.