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konschubert 5 hours ago

Let's say I have long time series of past solar irradiation and long time series of past weather forecasts. Can this model make use of weather forecasts for time X in the future to predict electricity prices in the future?

That is, can it use one time series at time X to predict another time series at time X?

Or is this strictly about finding patterns WITHIN a time series.

etrautmann 5 hours ago | parent [-]

The paper suggests it’s for forecasting. How this doesn’t just represent the relatively small number of training samples isn’t obvious to me. If most of the time series for training go up and to the right then I assume that’s what the model will (generally) do, but who knows.