In Advances in intelligent data analysis XXI
Abstract We are interested in electricity price forecasting at the European scale. The electricity market is ruled by price regulation mechanisms that make it possible to adjust production to demand, as electricity is difficult to store. These mechanisms ensure the highest price for producers, the lowest price for consumers and a zero energy balance by setting day-ahead prices, i.e. prices for the next 24h. Most studies have focused on learning increasingly sophisticated models to predict the next day’s 24 hourly prices for a given zone.