Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models
Recent electricity price forecasting (EPF) studies suggest that the least absolute shrinkage and selection operator (LASSO) leads to well performing models that are generally better than those obtained from other variable selection schemes. By conducting an empirical study involving datasets from tw...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2018-08-01
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| Series: | Energies |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1996-1073/11/8/2039 |