The application discloses an enhanced model day-ahead
electricity price prediction method based on
dynamic feature selection, which extracts features from the
original data set through a multi-head attention mechanism for multidimensional
correlation analysis, generates a feature weight vector in real time to realize
dynamic screening of the optimal feature subset, thereby suppressing redundant information and
nonlinear noise features at the source; then, an enhanced XGBoost model is used to deeply mine the structured relationship of
power market data, simultaneously combined with a
Transformer model to capture the long-range
time series dependence characteristics of the
electricity price sequence, and through a gating mechanism to perform dynamic weighted fusion, to realize the complementary integration of spatial features and
time series features; finally, a multi-objective
Bayesian optimization algorithm is introduced to obtain a trained enhanced model through multi-objective collaborative optimization, and then prediction is performed. The application significantly improves the prediction accuracy and robustness, effectively solves the deployment problem of the model in a resource-limited environment, and has high
engineering application value and
power market prediction practicality.