期刊
APPLIED ENERGY
卷 162, 期 -, 页码 218-230出版社
ELSEVIER SCI LTD
DOI: 10.1016/j.apenergy.2015.09.087
关键词
Electricity prices; Day-ahead-market; Price forecasting; Artificial neuronal network; Input selection
Day-ahead electricity prices are generally used as reference prices for decisions done in energy trading, e.g. purchase and sale strategies are typically based on the day-ahead spot prices. Therefore, wellperforming forecast methods for day-ahead electricity prices are essential for energy traders and supply companies. In this paper, a methodology based on artificial neuronal networks (ANN) is presented to forecast electricity prices. As the performance of an ANN forecast model depends on appropriate input parameter sets, the focus is set on the selection and preparation of fundamental data that has a noticeable impact on electricity prices. This is done with the help of different cluster algorithms, but also by comparing the results of the pre-selected model configurations in combination with different input parameter settings. After the determination of the optimal input parameters, affecting day-ahead electricity prices, and wellperforming ANN configuration, the developed ANN model is applied for in-sample and out-of-sample analyses. The results show that the overall methodology leads to well-fitting electricity price forecasts, whereas forecast errors are as low as or even lower than other forecast models for electricity prices known from the literature. (C) 2015 Elsevier Ltd. All rights reserved.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据