Locational marginal price forecasting by locally linear neuro-fuzzy model
作者： Fahimeh. Sarafraz , Hassan. Ghasemi , Hassan. Monsef
DOI: 10.1109/EEEIC.2011.5874828
关键词:
摘要: Price forecasting in competitive electricity markets plays a crucial role for any decision making. This is difficult task since price time series are non-stationary, and with variable mean variance, also have periodic monthly seasonal behavior. paper introduces an approach to forecast several-hours-ahead locational marginal (LMP) using locally linear neuro-fuzzy (LLNF) model the PJM market. The autocorrelation method used make appropriate input vectors. LLNF leads more accurate results compared Multi Layer Perceptron (MLP) neural network.
sci-hub.se 参考文章(14)
HY Yamin, SM Shahidehpour, Zuyi Li, Adaptive short-term electricity price forecasting using artificial neural networks in the restructured power markets International Journal of Electrical Power & Energy Systems. ,vol. 26, pp. 571- 581 ,(2004) , 10.1016/J.IJEPES.2004.04.005
Ed. McKenzie, General exponential smoothing and the equivalent arma process Journal of Forecasting. ,vol. 3, pp. 333- 344 ,(1984) , 10.1002/FOR.3980030312
Ying-Yi Hong, Chuan-Fang Lee, A neuro-fuzzy price forecasting approach in deregulated electricity markets Electric Power Systems Research. ,vol. 73, pp. 151- 157 ,(2005) , 10.1016/J.EPSR.2004.07.002
Hsiao-Tien Pao, Forecasting electricity market pricing using artificial neural networks Energy Conversion and Management. ,vol. 48, pp. 907- 912 ,(2007) , 10.1016/J.ENCONMAN.2006.08.016
A.D. Papalexopoulos, T.C. Hesterberg, A regression-based approach to short-term system load forecasting IEEE Transactions on Power Systems. ,vol. 5, pp. 1535- 1547 ,(1989) , 10.1109/59.99410
Petter Skantze, Marija Ilic, Jeffrey Chapman, Stochastic modeling of electric power prices in a multi-market environment 2000 IEEE Power Engineering Society Winter Meeting. Conference Proceedings (Cat. No.00CH37077). ,vol. 2, pp. 1109- 1114 ,(2000) , 10.1109/PESW.2000.850096
H. Zareipour, C.A. Canizares, K. Bhattacharya, J. Thomson, Application of Public-Domain Market Information to Forecast Ontario's Wholesale Electricity Prices IEEE Transactions on Power Systems. ,vol. 21, pp. 1707- 1717 ,(2006) , 10.1109/TPWRS.2006.883688
Yong Fu, Zuyi Li, Different models and properties on LMP calculations 2006 IEEE Power Engineering Society General Meeting. ,(2006) , 10.1109/PES.2006.1709536
J. Contreras, R. Espinola, F.J. Nogales, A.J. Conejo, ARIMA models to predict next-day electricity prices IEEE Transactions on Power Systems. ,vol. 18, pp. 1014- 1020 ,(2002) , 10.1109/TPWRS.2002.804943
N. Amjady, Day-ahead price forecasting of electricity markets by a new fuzzy neural network IEEE Transactions on Power Systems. ,vol. 21, pp. 887- 896 ,(2006) , 10.1109/TPWRS.2006.873409