Day-ahead price forecast with genetic-algorithm-optimized support vector machines based on GARCH error calibration

Dianli Xitong Zidonghua/Automation of Electric Power Systems

Volumn 31, Issue 11, 2007, Pages

  Liu, Da ^a   Niu, Dongxiao ^a   Xing, Mian ^b   Nie, Qiaoping ^c  

^a NORTH CHINA ELECTRIC POWER UNIVERSITY   (China)

^b NORTH CHINA ELECTRIC POWER UNIVERSITY   (China)

^c NANKAI UNIVERSITY   (China)

Author keywords

Electricity market; Electricity price forecast; GARCH model; Genetic algorithm; SVM

Indexed keywords

ELECTRICITY; ERROR CORRECTION; FORECASTING; GENETIC ALGORITHMS; MARKETING; MATHEMATICAL MODELS; SUPPORT VECTOR MACHINES; TIME SERIES ANALYSIS;

DAY AHEAD ELECTRICITY PRICE; ELECTRICITY MARKET; ELECTRICITY PRICE FORECAST; ERROR CALIBRATION; GARCH MODELS; GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY; INTELLIGENT ALGORITHMS; TIME SEQUENCE MODELING;

ELECTRIC POWER SYSTEMS;

EID: 34347271311     PISSN: 10001026     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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