Electricity Price Forecasting with Dynamic Trees: A Benchmark Against the Random Forest Approach

Dynamic Trees are a tree-based machine learning technique specially designed for online environments where data are to be analyzed sequentially as they arrive. Our purpose is to test this methodology for the very first time for Electricity Price Forecasting (EPF) by using data from the Iberian marke...

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Bibliographic Details
Main Authors: Javier Pórtoles, Camino González, Javier M. Moguerza
Format: Article
Language:English
Published: MDPI AG 2018-06-01
Series:Energies
Subjects:
Online Access:http://www.mdpi.com/1996-1073/11/6/1588