کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
6681397 | 1428079 | 2018 | 14 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Forecasting day-ahead electricity prices in Europe: The importance of considering market integration
ترجمه فارسی عنوان
پیش بینی قیمت های روز پیش قیمت برق در اروپا: اهمیت توجه به یکپارچگی بازار
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی انرژی
مهندسی انرژی و فناوری های برق
چکیده انگلیسی
Motivated by the increasing integration among electricity markets, in this paper we propose two different methods to incorporate market integration in electricity price forecasting and to improve the predictive performance. First, we propose a deep neural network that considers features from connected markets to improve the predictive accuracy in a local market. To measure the importance of these features, we propose a novel feature selection algorithm that, by using Bayesian optimization and functional analysis of variance, evaluates the effect of the features on the algorithm performance. In addition, using market integration, we propose a second model that, by simultaneously predicting prices from two markets, improves the forecasting accuracy even further. As a case study, we consider the electricity market in Belgium and the improvements in forecasting accuracy when using various French electricity features. We show that the two proposed models lead to improvements that are statistically significant. Particularly, due to market integration, the predictive accuracy is improved from 15.7% to 12.5% sMAPE (symmetric mean absolute percentage error). In addition, we show that the proposed feature selection algorithm is able to perform a correct assessment, i.e. to discard the irrelevant features.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Energy - Volume 211, 1 February 2018, Pages 890-903
Journal: Applied Energy - Volume 211, 1 February 2018, Pages 890-903
نویسندگان
Jesus Lago, Fjo De Ridder, Peter Vrancx, Bart De Schutter,