Nov 23, 2023 · Our results highlight that the normalizing flow generates high-quality scenarios that reproduce the true price distribution and yield accurate ...

We present a probabilistic forecasting approach for day-ahead electricity prices using the fully data-driven deep generative model called normalizing flow. Our ...

Abstract: Trading on the day-ahead electricity markets requires accurate information about the real- ization of electricity prices and the uncertainty ...

Nov 23, 2023 · Abstract: Trading on electricity markets requires accurate information about the realization of electricity prices and the uncertainty ...

Our modeling approach generates full-day scenarios of day-ahead electricity prices based on conditional features such as residual load forecasts. Our results ...

Trading on electricity markets requires accurate information about the realization of electricity prices and the uncertainty attached to the predictions.

We apply the generated scenarios in a stochastic day-ahead bidding problem of a wind electricity producer and analyze whether the scenarios yield profitable ...

Multivariate scenario generation of day-ahead electricity prices using normalizing flows ... generation of day-ahead electricity prices using normalizing flows.

An alternative method that directly uses normalising flows in the context of probabilistic forecasts is to learn multi-dimensional distributions of ...

Jun 24, 2024 · Multivariate scenario generation of day-ahead electricity prices using normalizing flows ; In Applied energy 367, Seiten/Artikel-Nr.:123241.