Forecasting electricity prices in spot markets- One week horizon approach

Utilize este identificador para referenciar este registo: https://hdl.handle.net/10216/92198

Autor(es):	J. N. Fidalgo J. T. Saraiva A. F. Duarte
Título:	Forecasting electricity prices in spot markets- One week horizon approach
Data de publicação:	2009
Resumo:	This paper describes the methodology developed to build estimates of electricity prices having the horizon of one week. 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 show that this study has interest to the market agents in question, since realistic forecasting was achieved.
Assunto:	Engenharia electrónica, Engenharia electrotécnica, electrónica e informática Electronic engineering, Electrical engineering, Electronic engineering, Information engineering
Áreas do conhecimento:	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
Fonte:	IEEE Bucharest PowerTech Conference
Tipo de Documento:	Artigo em Livro de Atas de Conferência Internacional
Condições de Acesso:	restrictedAccess
Aparece nas coleções:	FEUP - Artigo em Livro de Atas de Conferência Internacional

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Ficheiro	Descrição	Tamanho	Formato
93923.pdf Restricted Access	PowerTech_2009_AndréDuarte	777.89 kB	Adobe PDF	Request a copy from the Author(s)
93923.1.pdf Restricted Access	PowerTech_2009_AndréDuarte	777.89 kB	Adobe PDF	Request a copy from the Author(s)