Searched for: subject%3A%22Neural%255C%252BNetwork%22
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van der Heijden, Lars (author)
Missions to small bodies are increasingly gaining interest as they might hold the secrets to our solar system’s origin while some are also posing a threat to life on Earth. The small size and irregular shape result in complex dynamics complicating the close-proximity operations. Furthermore, due to the long round-trip time communication delays...
master thesis 2022
document
van der Heijden, T.J.T. (author), Palensky, P. (author), van de Giesen, N.C. (author), Abraham, E. (author)
In this manuscript we propose a methodology to generate electricity price scenarios from probabilistic forecasts. Using a Combined Quantile Regression Deep Neural Network, we forecast hourly marginal price distribution quantiles for the DAM on which we fit parametric distributions. A Non-parametric Bayesian Network (BN) is applied to sample from...
conference paper 2022
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van der Heijden, T.J.T. (author), Palensky, P. (author), Abraham, E. (author)
In this paper we propose a Quantile Regression Deep Neural Network capable of forecasting multiple quantiles in one model using a combined quantile loss function, and apply it to probabilistically forecast the prices of 8 European Day Ahead Markets. We show that the proposed loss function significantly reduces the quantile crossing problem to ...
conference paper 2021
document
van der Heijden, T.J.T. (author), Lago, Jesus (author), Palensky, P. (author), Abraham, E. (author)
In this manuscript we explore European feature importance in Day Ahead Market (DAM) price forecasting models, and show that model performance can deteriorate when too many features are included due to over-fitting. We propose a greedy algorithm to search over candidate countries for European features to be used in a DAM price forecasting model,...
journal article 2021
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