Forecasting with an N-dimensional Langevin equation and a neural-ordinary differential equation
Forecasting with an N-dimensional Langevin equation and a neural-ordinary differential equation
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-stationary methods is comparatively scarce, despite the common prevalence of non-stationary features in electricity markets. Specifically, existing non-stationary techniques will often aim to address individual non-stationary features …