Papadimitriou, Theophilos; Gogas, Periklis; Stathakis, … - In: Energy Economics 44 (2014) C, pp. 135-142
In this paper we investigate the efficiency of a support vector machine (SVM)-based forecasting model for the next-day directional change of electricity prices. We first adjust the best autoregressive SVM model and then we enhance it with various related variables. The system is tested on the...