Supervisor

Dr. Muhammad Iqbal

Programme

MSc in Data Analytics

Subject

Computer Science

Abstract

Accurate short-term electricity price forecasting (EPF) is crucial for efficient operation of the UK’s multi-layered power market, impacting generators, traders, the ESO, and policymakers. Prices are highly volatile and non-linear due to renewables, demand fluctuations, and market coupling across Day-Ahead, Intraday, and Balancing Mechanism venues. Traditional statistical models often fail under such dynamics, while machine learning and deep learning approaches—particularly LSTM, GRU, and hybrid architectures—effectively capture temporal dependencies and exogenous drivers. Empirical evidence shows that these models outperform classical baselines, enabling more accurate scheduling, risk management, and financial savings.

Date of Award

2025

Full Publication Date

2025

Access Rights

open access

Document Type

Capstone Project

Resource Type

thesis

Included in

Data Science Commons

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