Forecasting electricity prices in spot markets- One week horizon approach

• Tipo: Artigo em Livro de Atas de Conferência Internacional
• Data: 2009

Autores

J. N. Fidalgo (Autor) FEUP; J. T. Saraiva (Autor) FEUP; A. F. Duarte (Autor) Outra

Ata de Conferência Internacional

Título: IEEE Bucharest PowerTech Conference

Páginas: 1-6

IEEE Bucharest PowerTech Conference

Bucharest – Romania., 28 de Junho a 02 de Julho de 2009

Indexação

ISI Web of Knowledge - 0 Citações

ISI Web of Science

Scopus - 4 Citações

INSPEC

Classificação Científica

FOS: Ciências da engenharia e tecnologias > Engenharia electrotécnica, electrónica e informática

CORDIS: Ciências Tecnológicas > Engenharia > Engenharia electrónica

Outras Informações

ID Authenticus: P-003-SRJ

DOI: 10.1109/PTC.2009.5282124

Abstract (EN): 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.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 6