Concepedia

Nonlinear maximum likelihood estimation of electricity spot prices using recurrent neural networks

Derrick Takeshi Mirikitani, Nikolay Nikolaev

Neural Computing and Applications · 2010 · 11 citations · 37 references

Concepts

ComputingEconomicsEnergy EconomicsForecastingMachine LearningElectricity MarketsMaximum Likelihood EstimationNeural NetworksTime Series ForecastingTime Series ModelingTime Series PredictionElectricity Price ForecastingNeural Network-based EstimationNeural Time Series ForecastingRecurrent Neural Network EstimationRecurrent Neural Network ForecastingRecurrent Neural NetworksSpot Electricity Markets

References

37

Maximum Likelihood from Incomplete Data Via the <i>EM</i> Algorithm

A. P. Dempster, N. M. Laird, Donald B. Rubin · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1977 · 49.7K citations

Public Health, Biostatistics, Bayesian Data Analysis +16

A Learning Algorithm for Continually Running Fully Recurrent Neural Networks

Ronald J. Williams, David Zipser · Neural Computation · 1989 · 4.5K citations

Computing, Computer Science, Algorithms +7

Maximum likelihood estimates of linear dynamic systems

Herbert E. Rauch, F. Tung, Charlotte Striebel · AIAA Journal · 1965 · 1.9K citations

Engineering, Mathematics, Dynamical Systems +15

ARIMA models to predict next-day electricity prices

Javier Contreras, Rosa Espínola, Francisco J. Nogales et al. · IEEE Transactions on Power Systems · 2003 · 1.5K citations

Computing, Economics, Electrical Engineering +16

AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM

Robert H. Shumway, David S. Stoffer · Journal of Time Series Analysis · 1982 · 1.5K citations

Computing, Economics, Econometrics +16