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• W2890330768 abstract "In the current competition framework governing the electricity sector, complex dependencies exist between electrical and market data, which complicates the decision-making procedure of energy actors. These must indeed operate within a complex, uncertain environment, and consequently need to rely on accurate multivariate, multi-step ahead probabilistic predictions. This paper aims to take advantage of recent breakthroughs in deep learning, while exploiting the structure of the problem to design prediction tools with tailored architectural alterations that improve their performance. The method can provide prediction intervals and densities, but is here extended with the objective to generate predictive scenarios. It is achieved by sampling the predicted multivariate distribution with a copula-based strategy so as to embody both temporal information and cross-variable dependencies. The effectiveness of the proposed methodology is emphasized and compared with several other architectures in terms of both statistical performance and impact on the quality of decisions optimized within a dedicated stochastic optimization tool of an electricity retailer participating in short-term electricity markets." @default.
• W2890330768 created "2018-09-27" @default.
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• W2890330768 date "2019-03-01" @default.
• W2890330768 modified "2023-10-06" @default.
• W2890330768 title "Deep Learning-Based Multivariate Probabilistic Forecasting for Short-Term Scheduling in Power Markets" @default.
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• W2890330768 doi "https://doi.org/10.1109/tpwrs.2018.2870041" @default.
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