메뉴 건너뛰기




Volumn , Issue , 2006, Pages

Hybrid wavelet model for electricity pool-price forecasting in a deregulated electricity market

Author keywords

Autoregression; Multi layer perceptron; Resolution scale; Time series; Wavelet transform

Indexed keywords

ENERGY POLICY; MARKETING; MULTILAYER NEURAL NETWORKS; REGRESSION ANALYSIS; TIME SERIES ANALYSIS; WAVELET TRANSFORMS;

EID: 40849092833     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (7)

References (32)
  • 1
    • 0031513628 scopus 로고    scopus 로고
    • Combining neural network forecasts on wavelet-transformed time-series
    • A. Aussem, and F. Murtagh, Combining neural network forecasts on wavelet-transformed time-series, Connection Science, 1997, vol. 9, pp.113-121.
    • (1997) Connection Science , vol.9 , pp. 113-121
    • Aussem, A.1    Murtagh, F.2
  • 2
    • 0002378584 scopus 로고    scopus 로고
    • Wavelet-based feature extraction and decomposition strategies for financial forecasting
    • A. Aussem, J. Campbell, and F. Murtagh, Wavelet-based feature extraction and decomposition strategies for financial forecasting, Int. J. of Computational Intelligence in Finance, vol. 6, 1998, pp. 5-12.
    • (1998) Int. J. of Computational Intelligence in Finance , vol.6 , pp. 5-12
    • Aussem, A.1    Campbell, J.2    Murtagh, F.3
  • 3
    • 2442678233 scopus 로고    scopus 로고
    • A neuro-wavelet strategy for web traffic forecasting
    • A. Aussem, and F. Murtagh, A neuro-wavelet strategy for web traffic forecasting, Journal of Official Statistics, vol. 1, 1998, pp. 65-87.
    • (1998) Journal of Official Statistics , vol.1 , pp. 65-87
    • Aussem, A.1    Murtagh, F.2
  • 4
    • 0035251819 scopus 로고    scopus 로고
    • Web traffic demand forecasting using wavelet-based multiscale decomposition
    • A. Aussem, and F. Murtagh, Web traffic demand forecasting using wavelet-based multiscale decomposition, Int. J. Comp. Intell. Sys., vol. 16, 2001, pp. 215-236.
    • (2001) Int. J. Comp. Intell. Sys , vol.16 , pp. 215-236
    • Aussem, A.1    Murtagh, F.2
  • 5
    • 40849109784 scopus 로고    scopus 로고
    • D. Benaouda, F. Murtagh, J.L. Starek, and O. Renaud, Wavelet-Based Nonlinear Multiscale Decomposition Model for Electricity Load Forecasting, Accepted to appear in Neurocomputing Int. J., 2006.
    • D. Benaouda, F. Murtagh, J.L. Starek, and O. Renaud, Wavelet-Based Nonlinear Multiscale Decomposition Model for Electricity Load Forecasting, Accepted to appear in Neurocomputing Int. J., 2006.
  • 6
    • 40849113353 scopus 로고    scopus 로고
    • Djamel Benaouda, and Fionn Murtagh, Electricity Load Forecast using Neural Network Trained from Wavelet-Transformed Data, Accepted to appear in Proceedings of the First IEEE International Conference on Engineering of Intelligent Systems (IEEE ICEIS'2006), April 22-23, 2006, Islamabad, Pakistan.
    • Djamel Benaouda, and Fionn Murtagh, Electricity Load Forecast using Neural Network Trained from Wavelet-Transformed Data, Accepted to appear in Proceedings of the First IEEE International Conference on Engineering of Intelligent Systems (IEEE ICEIS'2006), April 22-23, 2006, Islamabad, Pakistan.
  • 7
    • 40849109286 scopus 로고    scopus 로고
    • Djamel Benaouda, and Fionn Murtagh, Neuro-Wavelet Approach to Electricity Pool-price Forecasting in a Deregulated Electricity Market, to be submitted to Int. J. Eng. Intell. Sys., 2006. Unpublished.
    • Djamel Benaouda, and Fionn Murtagh, Neuro-Wavelet Approach to Electricity Pool-price Forecasting in a Deregulated Electricity Market, to be submitted to Int. J. Eng. Intell. Sys., 2006. Unpublished.
  • 11
    • 0034274660 scopus 로고    scopus 로고
    • Multlrate, multiresolution, recursive Kalman filter
    • R. Cristi, and M. Tummula, Multlrate, multiresolution, recursive Kalman filter, Signal Processing, vol. 80, 2000, pp. 1945-1958.
    • (2000) Signal Processing , vol.80 , pp. 1945-1958
    • Cristi, R.1    Tummula, M.2
  • 17
    • 13244261013 scopus 로고    scopus 로고
    • An ARIMA approach to forecasting electricity price with accuracy improvement by predicted errors
    • Ming Zhou, Zheng Yan, Yixin Ni, Gengyin Li, An ARIMA approach to forecasting electricity price with accuracy improvement by predicted errors, Power Eng. Soc. General Meet., vol. 1, 2004, pp. 233-238.
    • (2004) Power Eng. Soc. General Meet , vol.1 , pp. 233-238
    • Zhou, M.1    Yan, Z.2    Ni, Y.3    Li, G.4
  • 19
  • 20
    • 40849090371 scopus 로고    scopus 로고
    • B. Ramsay, and A. Wang, A neural network for predicting system marginal price in the UK powerpool, Univ. Dundee. UK, 1997, pp.1-6.
    • B. Ramsay, and A. Wang, A neural network for predicting system marginal price in the UK powerpool, Univ. Dundee. UK, 1997, pp.1-6.
  • 21
    • 40849132569 scopus 로고    scopus 로고
    • O. Renaud, J.L. Starek, and F Murtagh, Prediction based a multi-scale decomposition, Int. J. Wavelets, Multi-resolution and Information Processing, 1, no. 2, 2003, pp. 217-232.
    • O. Renaud, J.L. Starek, and F Murtagh, Prediction based a multi-scale decomposition, Int. J. Wavelets, Multi-resolution and Information Processing, vol. 1, no. 2, 2003, pp. 217-232.
  • 25
    • 0034301780 scopus 로고    scopus 로고
    • The long-term memory prediction by multiscale decomposition
    • S. Soltani, D. Boichu, P. Simard, and S. Canu, The long-term memory prediction by multiscale decomposition, Signal Processing, vol. 80, 2000, pp. 2195-2205.
    • (2000) Signal Processing , vol.80 , pp. 2195-2205
    • Soltani, S.1    Boichu, D.2    Simard, P.3    Canu, S.4
  • 28
    • 0032593007 scopus 로고    scopus 로고
    • Electricity price short-term forecasting using artificial neural networks
    • B.R. Szkuta, L.A. Sanabria, T.S. Dillon, Electricity price short-term forecasting using artificial neural networks, IEEE Trans. on Power Sys., vol. 14, no. 3, 1999, pp:851-857.
    • (1999) IEEE Trans. on Power Sys , vol.14 , Issue.3 , pp. 851-857
    • Szkuta, B.R.1    Sanabria, L.A.2    Dillon, T.S.3
  • 30
    • 15944413458 scopus 로고    scopus 로고
    • Short-term electricity price modeling and forecasting using wavelets and multivariate time series
    • H. Xu. and T. Niimura, Short-term electricity price modeling and forecasting using wavelets and multivariate time series, Power Systems Conference and Exposition, vol. 1, 2004, pp. 208-212.
    • (2004) Power Systems Conference and Exposition , vol.1 , pp. 208-212
    • Xu, H.1    Niimura, T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.