Apprentissage du signal prix de l'électricité. Arbres de régression, séries temporelles et prédictions à long terme
Résumé
Predicting the price of the electricity commodity in the long term is a challenge that current
techniques do not meet satisfactorily (Karakatsani et Bunn, 2010; Weron, 2014). In this paper,
we introduce a new regression tree based model that yields good predictions on a long-term
period with low computational resources requirements. Our approach is validated by temporal
series collected from an electricity provider.