Authored by Emanuel Kuhn and Yunusi Fuerkaiti

In the contemporary competition framework ruling the electricity sector, mixed dependencies exist between electrical and market data, which hinders the decision-making procedure of energy actors. The decision-making procedure demands operating within a complex, uncertain environment, and consequently need to rely on accurate multivariate, multi-step ahead probabilistic predictions. Toubeau et al., 2018¹, proposed a deep learning-based prediction methodology and attempted to predict the day-ahead prices.

In this work we aim to reproduce the day-ahead prices forecasted for a specific scenario outlined in the work of Toubeau et al., 2018. The original work was implemented…

Emanuel Kuhn and Yunusi Fuerkaiti

Get the Medium app

A button that says 'Download on the App Store', and if clicked it will lead you to the iOS App store
A button that says 'Get it on, Google Play', and if clicked it will lead you to the Google Play store