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Published at November 21

NBMLSS: probabilistic forecasting of electricity prices via Neural Basis Models for Location Scale and Shape

Released Date: November 21, 2024

Authors: Alessandro Brusaferri¹, Danial Ramin¹, Andrea Ballarino¹

Aff.: ¹CNR, Institute of Intelligent Industrial Technologies and Systems for Advanced Manufacturing, via A. Corti 12, Milan, Italy

Arxiv: http://arxiv.org/abs/2411.13921v1

Refer to caption

	PICP_50%(Kupiec)	PICP_90%(Kupiec)	PICP_98%(Kupiec)	MAE	CRPS
N-DNN_s,v	58.0(6)	93.2(12)	97.7(22)	32.443	11.819
N-DNN_s,p	58.4(4)	94.1(8)	98.2(22)	32.275	11.805
N-DNN_r,v	58.3(2)	91.2(20)	97.1(20)	26.184	9.704
N-DNN_r,p	58.7(2)	91.9(15)	97.6(20)	26.206	9.709
J-DNN_s,v	50.3(20)	89.7(18)	96.9(16)	29.628	10.714
J-DNN_s,p	51.6(18)	90.8(19)	97.5(21)	29.691	10.726
J-DNN_r,v	51.4(20)	88.9(21)	96.6(17)	26.213	9.535
J-DNN_r,p	52.2(19)	89.7(23)	97.1(20)	26.211	9.534
J-NBMLSS_s,v	53.6(16)	90.3(21)	97.4(20)	28.242	10.349
J-NBMLSS_s,p	53.7(16)	90.7(21)	97.7(21)	28.189	10.338
J-NBMLSS_r,v	49.9(24)	87.8(19)	96.5(14)	25.350	9.284
J-NBMLSS_r,p	50.1(24)	88.3(21)	96.8(18)	25.362	9.282