nvolfango / electricity_price_forecasting Goto Github PK
View Code? Open in Web Editor NEWThis is the repository for the code, datasets, etc. created for my MSc dissertation on electricity price forecasting using time series methods and various statistical learning algorithms found in the current academic literature on electricity price forecasting, including random forests, AR, VAR, RNNs (LSTMs and GRUs), ANNs, and the more novel X-Model (Ziel and Steinert - https://www.sciencedirect.com/science/article/pii/S0140988316302080).