کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
7113126 1460896 2014 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Energy price prediction multi-step ahead using hybrid model in the Brazilian market
ترجمه فارسی عنوان
پیش بینی قیمت انرژی در چند مرحله با استفاده از مدل ترکیبی در بازار برزیل
موضوعات مرتبط
مهندسی و علوم پایه مهندسی انرژی مهندسی انرژی و فناوری های برق
چکیده انگلیسی
This paper proposes a new hybrid approach for short-term energy price prediction. This approach combines auto-regressive integrated moving average (ARIMA) and neural network (NN) models in a cascaded structure and uses explanatory variables. A two step procedure is applied. In the first step, the selected explanatory variables are predicted. In the second one, the energy prices are forecasted by using the explanatory variables prediction. Further, the proposed model considers a multi-step ahead price prediction (12 weeks-ahead) and is applied to Brazilian market, which adopts a cost-based centralized dispatch with unique characteristics of price behavior. The results show good ability to predict spikes and satisfactory accuracy according to error measures and tail loss test when compared with traditional techniques. Thus, the model can be an attractive tool to mitigate risks in purchasing power.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Electric Power Systems Research - Volume 117, December 2014, Pages 115-122
نویسندگان
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