期刊
INTERNATIONAL JOURNAL OF ELECTRICAL POWER & ENERGY SYSTEMS
卷 31, 期 1, 页码 13-22出版社
ELSEVIER SCI LTD
DOI: 10.1016/j.ijepes.2008.09.003
关键词
Price forecasting; Stochastic time series; Regression models; Neural networks; Deregulated markets
The main methodologies used in electricity price forecasting have been reviewed in this paper. The following price-forecasting techniques have been covered: (i) stochastic time series, (ii) causal models, and (iii) artificial intelligence based models. The quantitative analysis of the work done by various authors has been presented based on (a) time horizon for prediction, (b) input variables, (c) output variables, (d) results, (e) data points used for analysis, (f) preprocessing technique employed, and (g) architecture of the model. The results have been presented in the form of tables for ease of comparison. Classification of various price-influencing factors used by different researchers has been done and put for reference. Application of various models as applied to different electricity markets is also presented for consideration. (C) 2008 Elsevier Ltd. All rights reserved.
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