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May, 2024
基于N维朗之万方程和神经常微分方程的预测
Forecasting with an N-dimensional Langevin Equation and a Neural-Ordinary Differential Equation
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Antonio Malpica-Morales, Miguel A. Duran-Olivencia, Serafim Kalliadasis
TL;DR
通过结合N维Langevin方程和神经常微分方程,我们开发了一个数据驱动模型,用于系统建模和预测非平稳电力价格时间序列,并利用西班牙电力市场作为案例研究,证明了该模型在处理稳态和非平稳电力价格行为方面的全面性和稳健性。
Abstract
Accurate prediction of
electricity day-ahead prices
is essential in competitive electricity markets. Although stationary electricity-price forecasting techniques have received considerable attention, research on
non-sta
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