259 citations · 491 across the 6 of their papers we have counts for
6 papers
Distributional neural networks for electricity price forecasting
Grzegorz Marcjasz, Michał Narajewski, Rafał Weron +1
We present a novel approach to probabilistic electricity price forecasting which utilizes distributional neural networks. The model structure is based on a deep neural network that…
Electricity Price Forecasting: The Dawn of Machine Learning
Arkadiusz Jędrzejewski, Jesus Lago, Grzegorz Marcjasz +1
Electricity price forecasting (EPF) is a branch of forecasting on the interface of electrical engineering, statistics, computer science, and finance, which focuses on predicting pr…
Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx
Kin G. Olivares, Cristian Challu, Grzegorz Marcjasz +2
We extend the neural basis expansion analysis (NBEATS) to incorporate exogenous factors. The resulting method, called NBEATSx, improves on a well performing deep learning model, ex…
Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs
Grzegorz Marcjasz, Jesus Lago, Rafał Weron
Recent advancements in the fields of artificial intelligence and machine learning methods resulted in a significant increase of their popularity in the literature, including electr…
Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark
Jesus Lago, Grzegorz Marcjasz, Bart De Schutter +1
While the field of electricity price forecasting has benefited from plenty of contributions in the last two decades, it arguably lacks a rigorous approach to evaluating new predict…
Think then act or act then think?
Arkadiusz Jędrzejewski, Grzegorz Marcjasz, Paul R. Nail +1
We introduce a new agent-based model of opinion dynamics in which binary opinions (yes/no) of each agent can be measured and described regarding both pre- and post-influence at bot…