Diebold-Mariano test results for paper "Forecasting spot electricity prices: Deep learning approaches and empirical comparison of traditional algorithms"

Dataset

Description

This dataset comprise the results of the Diebold-Mariano (DM) tests when comparing several models for predicting day-ahead electricity prices in Belgium in the years 2015-2016.These results are part of the research paper: Forecasting spot elecĀ (truncated)
Date made available2020
PublisherTU Delft - 4TU Centre for research data
Date of data production1 Oct 2017 -
Geographical coverageBelgium (county)

Cite this

Lago, J. (. (Creator), De Ridder, F. (Creator), De Schutter, B. (. (Creator) (2020). Diebold-Mariano test results for paper "Forecasting spot electricity prices: Deep learning approaches and empirical comparison of traditional algorithms". TU Delft - 4TU Centre for research data. 10.4121/UUID:B33D16E9-2ADF-49C8-93BB-3B63A9D0B9E8