Please use this identifier to cite or link to this item: https://hdl.handle.net/10216/92198
Author(s): J. N. Fidalgo
J. T. Saraiva
A. F. Duarte
Title: Forecasting electricity prices in spot markets- One week horizon approach
Issue Date: 2009
Abstract: This paper describes the methodology developed to build estimates of electricity prices having the horizon of oneweek. This approach uses artificial neural networks and includes a particular treatment of weekends and national holidays as a way to improve the quality of the results. The developed approach was tested using data obtained from the Spanish market operator for the time period of 2006 to 2008. The obtained value of MAPE - Mean Absolute Percentage Error - was 12,62% for workdays and 10,73% for holidays and weekends. The obtained results showthat this study has interest to the market agents in question, since realistic forecasting was achieved.
Subject: Engenharia electrónica, Engenharia electrotécnica, electrónica e informática
Electronic engineering, Electrical engineering, Electronic engineering, Information engineering
Scientific areas: Ciências da engenharia e tecnologias::Engenharia electrotécnica, electrónica e informática
Engineering and technology::Electrical engineering, Electronic engineering, Information engineering
URI: https://hdl.handle.net/10216/92198
Source: IEEE Bucharest PowerTech Conference
Document Type: Artigo em Livro de Atas de Conferência Internacional
Rights: restrictedAccess
Appears in Collections:FEUP - Artigo em Livro de Atas de Conferência Internacional

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