Next Day Price Forecasting in Deregulated Market by Combination of Artificial Neural Network and ARIMA Time Series Models
スポンサーリンク
概要
- 論文の詳細を見る
Electricity price forecasting is becoming increasingly relevant to power producers and consumers in the new competitive electric power markets, when planning bidding strategies in order to maximize their benefits and utilities, respectively. This paper proposed a method to predict hourly electricity prices for next-day electricity markets by combination methodology of ARIMA and ANN models. The proposed method is examined on the Australian National Electricity Market (NEM), New South Wales regional in year 2006. Comparison of forecasting performance with the proposed ARIMA, ANN and combination (ARIMA-ANN) models are presented. Empirical results indicate that an ARIMA-ANN model can improve the price forecasting accuracy.
- 社団法人 電気学会の論文
- 2009-10-01
著者
-
Areekul Phatchakorn
Faculty Of Engineering University Of The Ryukyus
-
Senjyu Tomonobu
Department Of Electrical And Electronics Engineering University Of The Ryukyus
-
Senjyu Tomonobu
Faculty Of Engineering University Of The Ryukyus
-
Senjyu Tomonobu
Electrical And Electronics Engineering University Of The Ryukyus
-
URASAKI Naomitsu
Faculty of Engineering, University of the Ryukyus
-
YONA Atsushi
Faculty of Engineering, University of the Ryukyus
-
YONA Atsushi
Department of Electrical and Electronics Engineering, University of the Ryukyus
-
Yona Atsushi
Department Of Electrical And Electronics Engineering University Of The Ryukyus
-
Urasaki Naomitsu
Faculty Of Engineering University Of The Ryukyus
-
Urasaki Naomitsu
Department Of Electrical And Electronics Engineering University Of The Ryukyus
関連論文
- A fuzzy based coordinated control method for isolated power utility connected multiple PV systems to reduce frequency deviations (特集 分散電源と需給運用制御技術)
- A Neural Network Approach to Several-Hours-Ahead Load Forecasting
- Next Day Price Forecasting by a hybrid Artificial Neural Network and ARIMA Time Series Models in Deregulated Market
- Short Term Price Forecasting of New South Wales Electricity Using Wavelet Transform in Artificial Neural Network Based Model
- Next Day Price Forecasting in Deregulated Market by Combination of Artificial Neural Network and ARIMA Time Series Models
- Next-Day Peak Electricity Price Forecasting Using NN Based on Rough Sets Theory
- Price Forecasting using a Hybrid ARIMA and Neural Network Model
- Online Neurocontrol Design Optimized by a Genetic Algorithm for a Multi-trailer System
- An adaptive dead-time compensation strategy for voltage source inverter fed motor drives
- Impact on the Power Utility with a Large Penetration of Megawatt Photovoltaic Power