Learning Spatiotemporal Dynamics in Wholesale Energy Markets with Dynamic Mode Decomposition

Author: Clay Elmore

PI: Alexander Dowling

Publication

If you use this code, please cite our paper:

Clay T. Elmore, Alexander W. Dowling, Learning spatiotemporal dynamics in wholesale energy markets with dynamic mode decomposition, Energy, Volume 232, 2021, 121013

@article{elmore2021learning,
  title={Learning Spatiotemporal Dynamics in Wholesale Energy Markets with Dynamic Mode Decomposition},
  author={Elmore, Clay T and Dowling, Alexander W},
  journal={Energy},
  pages={121013},
  year={2021},
  publisher={Elsevier}
}

Links:

• Science Direct
• Preprint

Installation

To install the repository you will need to install from source. To do this, download the repository from github and use the pip package manage to install the library.

wget -r https://github.com/dowlinglab/dmd-energy-markets
pip install dmd-energy-markets

Example Notebooks

• Example Decomposition
• DMD Forecast
• ADMD Forecast