Veranstaltungen
Lecture
Deep Learning in Energy
- Name in diploma supplement
- Deep Learning in Energy
- Organisational Unit
- Lehrstuhl für Data Science in Energy and Environment
- Lecturers
- Prof. Dr. Florian Ziel
- SPW
- 2
- Language
- English
- Cycle
- irregular
- Participants at most
- no limit
- Participants
Preliminary knowledge
Good knowledge of linear models as tought in Econometrics of Electricity Markets and R or python knowledge
Abstract
The objective of the lecture is to provide a basic understanding of energy markets and systems such as deep learning based modeling methods with a focus on feed forward neural network and recurrent neural networks. The aim of this course is to understand and apply deep learning algorithms to real data using the pytorch library, to interpret and to visualize the results.
Contents
- Introduction to electricity markets
- Overview of different non-linear model approaches
- Advanced forcasting study design, (hyperparmeter) optimization/learning, evaluation and ensembling
- Feed forward and recurrent neural networks and in detail
Literature
The relevant material will be given during the course.
Suggested reading:
- Weron, Rafał. "Electricity price forecasting: A review of the state-of-the-art with a look into the future." International Journal of Forecasting 30.4 (2014): 1030-1081.
- Petropoulos, F., Apiletti, D., Assimakopoulos, V., Babai, M. Z., Barrow, D. K., Taieb, S. B., ... & Ziel, F. (2022). Forecasting: theory and practice. International Journal of Forecasting, 38(3), 705-871.
- Marcjasz, G., Narajewski, M., Weron, R., & Ziel, F. (2023). Distributional neural networks for electricity price forecasting. Energy Economics, 125, 106843.
- Goodfellow, I. (2016). Deep learning.
Teaching concept
Lecture. The studied modeling an forecasting methods are applied on real data using pytorch.