메뉴 건너뛰기




Volumn 32, Issue 2, 2010, Pages 108-116

Electricity demand and spot price forecasting using evolutionary computation combined with chaotic nonlinear dynamic model

Author keywords

Electricity markets; Evolutionary strategy optimization; Nonlinear chaotic dynamics; Predict (Matlab code); Price forecasting; Short term load forecasting

Indexed keywords

CHAOTIC DYNAMICS; ELECTRICITY MARKET; EVOLUTIONARY STRATEGIES; MATLAB CODE; PRICE FORECASTING; SHORT TERM LOAD FORECASTING;

EID: 70450270789     PISSN: 01420615     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijepes.2009.06.018     Document Type: Article
Times cited : (47)

References (47)
  • 1
    • 33646399473 scopus 로고    scopus 로고
    • Forecast several hours ahead electricity prices and loads in deregulated markets
    • Mandal P., Senjyu T., and Funabashi T. Forecast several hours ahead electricity prices and loads in deregulated markets. Energy Convers Manage 47 (2006) 2128-2142
    • (2006) Energy Convers Manage , vol.47 , pp. 2128-2142
    • Mandal, P.1    Senjyu, T.2    Funabashi, T.3
  • 2
    • 18944389569 scopus 로고    scopus 로고
    • Day-ahead electricity price forecasting using the wavelet transform and ARIMA models
    • Conejo A.J., Plazas M.A., Espinola R., and Molina A.B. Day-ahead electricity price forecasting using the wavelet transform and ARIMA models. IEEE Trans Power Syst 20 2 (2005) 1035-1042
    • (2005) IEEE Trans Power Syst , vol.20 , Issue.2 , pp. 1035-1042
    • Conejo, A.J.1    Plazas, M.A.2    Espinola, R.3    Molina, A.B.4
  • 3
    • 21644481093 scopus 로고    scopus 로고
    • Forecasting electricity prices for a day-ahead pool-based electric energy market
    • Conejo A., Contreras J., Espi{dotless}́nola R., and Plazas M. Forecasting electricity prices for a day-ahead pool-based electric energy market. Int J Forecasting 21 (2005) 435-462
    • (2005) Int J Forecasting , vol.21 , pp. 435-462
    • Conejo, A.1    Contreras, J.2    Espínola, R.3    Plazas, M.4
  • 4
    • 0037409059 scopus 로고    scopus 로고
    • Artificial intelligence in short-term electric load forecasting: a state of-the-art survey for the researcher
    • Metaxiotis K., Kagiannas A., and Askounis D. Artificial intelligence in short-term electric load forecasting: a state of-the-art survey for the researcher. Energy Convers Manage 4 (2003) 1525-1534
    • (2003) Energy Convers Manage , vol.4 , pp. 1525-1534
    • Metaxiotis, K.1    Kagiannas, A.2    Askounis, D.3
  • 6
    • 0026207670 scopus 로고
    • Short term load forecasting using an adaptive neural network
    • Sestito S., Leung S., and Dillon T.S. Short term load forecasting using an adaptive neural network. J Electr Power Energy Syst 13 4 (1991) 186-192
    • (1991) J Electr Power Energy Syst , vol.13 , Issue.4 , pp. 186-192
    • Sestito, S.1    Leung, S.2    Dillon, T.S.3
  • 7
    • 0029712365 scopus 로고    scopus 로고
    • Choi J-G, Park J-K, Kim K-H, Kim J-C. A daily peak load forecasting system using a chaotic time series. In: Proceedings of the international conference on intelligent systems applications to power systems ISAP; 1996. p. 283-7.
    • Choi J-G, Park J-K, Kim K-H, Kim J-C. A daily peak load forecasting system using a chaotic time series. In: Proceedings of the international conference on intelligent systems applications to power systems ISAP; 1996. p. 283-7.
  • 8
    • 70450234778 scopus 로고    scopus 로고
    • Mori H, Urano S. Short-term load forecasting with chaos time series analysis. In: International conference on intelligent systems applications to power systems ISAP; 1996. p. 283-7.
    • Mori H, Urano S. Short-term load forecasting with chaos time series analysis. In: International conference on intelligent systems applications to power systems ISAP; 1996. p. 283-7.
  • 9
    • 21444433498 scopus 로고    scopus 로고
    • Short-term prediction of chaotic time series by local fuzzy reconstruction method
    • Iokibe T., Fujimoto Y., Kanke M., and Suzuki S. Short-term prediction of chaotic time series by local fuzzy reconstruction method. J Intell Fuzzy Syst 5 (1997) 3-21
    • (1997) J Intell Fuzzy Syst , vol.5 , pp. 3-21
    • Iokibe, T.1    Fujimoto, Y.2    Kanke, M.3    Suzuki, S.4
  • 10
    • 0033313407 scopus 로고    scopus 로고
    • Phase-space based short-term load forecasting for deregulated electric power industry Neural Networks
    • Drezga I., and Rahman S. Phase-space based short-term load forecasting for deregulated electric power industry Neural Networks. Int Joint Conf IJCNN 5 (1999) 3405-3409
    • (1999) Int Joint Conf IJCNN , vol.5 , pp. 3405-3409
    • Drezga, I.1    Rahman, S.2
  • 13
    • 70450282206 scopus 로고    scopus 로고
    • Short-term load nonlinear forecasting with high-embedded dimensions using wavelet decomposing and chaos theory
    • Jiang C., Wang C., and Ma Y. Short-term load nonlinear forecasting with high-embedded dimensions using wavelet decomposing and chaos theory. The IASTED-2004 Conf Eur Power Energy Syst (2004) 1-6
    • (2004) The IASTED-2004 Conf Eur Power Energy Syst , pp. 1-6
    • Jiang, C.1    Wang, C.2    Ma, Y.3
  • 14
    • 70450280245 scopus 로고    scopus 로고
    • Power load forecasting with least squares support vector machines and chaos theory
    • Zhang H.-S.W.S. Power load forecasting with least squares support vector machines and chaos theory. Int Conf Power Syst (2005) 1-6
    • (2005) Int Conf Power Syst , pp. 1-6
    • Zhang, H.-S.W.S.1
  • 15
    • 31944441758 scopus 로고    scopus 로고
    • Hybrid chaos search genetic algorithm and meta heuristics method for short-term load forecasting
    • Liao G.-C. Hybrid chaos search genetic algorithm and meta heuristics method for short-term load forecasting. Electr Eng 88 (2006) 1-6
    • (2006) Electr Eng , vol.88 , pp. 1-6
    • Liao, G.-C.1
  • 16
    • 33750077628 scopus 로고    scopus 로고
    • Local partial least squares multi-step model for short-term load forecasting
    • Liu Z., Xie X., Zhang D., and Liu H. Local partial least squares multi-step model for short-term load forecasting. IEICE Trans Fundam E89-A (2006) 1-6
    • (2006) IEICE Trans Fundam , vol.E89-A , pp. 1-6
    • Liu, Z.1    Xie, X.2    Zhang, D.3    Liu, H.4
  • 17
    • 70450263047 scopus 로고    scopus 로고
    • Short-term load forecasting using optimized neural network with genetic algorithm
    • Iowa: Iowa State University Ames; September
    • Tian L, Noore A. Short-term load forecasting using optimized neural network with genetic algorithm. In: 8th international conference on probabilistic methods applied to power systems. Iowa: Iowa State University Ames; September 2004. p. 12-6.
    • (2004) 8th international conference on probabilistic methods applied to power systems , pp. 12-16
    • Tian, L.1    Noore, A.2
  • 20
  • 21
    • 57049127603 scopus 로고    scopus 로고
    • Electricity price forecasting in deregulated markets: A review and evaluation
    • Aggarwal S.K., Saini L.M., and Kumar A. Electricity price forecasting in deregulated markets: A review and evaluation. Int J Electr Power Energy Syst 31 1 (2009) 13-22
    • (2009) Int J Electr Power Energy Syst , vol.31 , Issue.1 , pp. 13-22
    • Aggarwal, S.K.1    Saini, L.M.2    Kumar, A.3
  • 22
    • 0032593007 scopus 로고    scopus 로고
    • Electricity price short-term forecasting using artificial neural networks
    • Szkuta B.R., Sanabria L.A., and Dillon T.S. Electricity price short-term forecasting using artificial neural networks. IEEE Trans Power Syst (PES) 14 3 (1999) 851-857
    • (1999) IEEE Trans Power Syst (PES) , vol.14 , Issue.3 , pp. 851-857
    • Szkuta, B.R.1    Sanabria, L.A.2    Dillon, T.S.3
  • 23
    • 1442289939 scopus 로고    scopus 로고
    • Energy price forecasting in the Ontario competitive power system market
    • Rodri{dotless}́guez C.P., and Anders G.J. Energy price forecasting in the Ontario competitive power system market. IEEE Trans Power Syst 19 1 (2004) 366-374
    • (2004) IEEE Trans Power Syst , vol.19 , Issue.1 , pp. 366-374
    • Rodríguez, C.P.1    Anders, G.J.2
  • 24
    • 33846266227 scopus 로고    scopus 로고
    • Forecasting electricity market pricing using artificial neural networks
    • Pao H.-T. Forecasting electricity market pricing using artificial neural networks. Energy Convers Manage 48 3 (2007) 907-912
    • (2007) Energy Convers Manage , vol.48 , Issue.3 , pp. 907-912
    • Pao, H.-T.1
  • 25
    • 18944384327 scopus 로고    scopus 로고
    • GARCH forecasting model to predict day-ahead electricity prices
    • Garcia R.C., Contreras J., van Akkeren M., and Garcia J.B.C. GARCH forecasting model to predict day-ahead electricity prices. Trans Power Syst 20 2 (2005) 867-874
    • (2005) Trans Power Syst , vol.20 , Issue.2 , pp. 867-874
    • Garcia, R.C.1    Contreras, J.2    van Akkeren, M.3    Garcia, J.B.C.4
  • 27
    • 0036778881 scopus 로고    scopus 로고
    • Prediction of system marginal price of electricity using wavelet transform analysis
    • Kim C.-I., Yu I.-K., and Song Y.H. Prediction of system marginal price of electricity using wavelet transform analysis. Energy Convers Manage 43 (2002) 1839
    • (2002) Energy Convers Manage , vol.43 , pp. 1839
    • Kim, C.-I.1    Yu, I.-K.2    Song, Y.H.3
  • 28
    • 53149088171 scopus 로고    scopus 로고
    • Day ahead price forecasting of electricity markets by a mixed data model and hybrid forecast method
    • Amjady N., and Keynia F. Day ahead price forecasting of electricity markets by a mixed data model and hybrid forecast method. Int J Electr Power Energy Syst 30 9 (2008) 533-546
    • (2008) Int J Electr Power Energy Syst , vol.30 , Issue.9 , pp. 533-546
    • Amjady, N.1    Keynia, F.2
  • 29
    • 0141651902 scopus 로고    scopus 로고
    • Chaotic characteristics of electricity price and its forecasting model
    • Yang H., and Duan X. Chaotic characteristics of electricity price and its forecasting model. IEEE-CCECE Can Conf Electr Comput Eng 1 (2003) 659-662
    • (2003) IEEE-CCECE Can Conf Electr Comput Eng , vol.1 , pp. 659-662
    • Yang, H.1    Duan, X.2
  • 30
    • 0042328089 scopus 로고    scopus 로고
    • The chaotic property of system marginal price and its forecasting
    • Guangjian L., Sangao H., and Junliang D. The chaotic property of system marginal price and its forecasting. Proc CSEE 23 5 (2003) 6-8
    • (2003) Proc CSEE , vol.23 , Issue.5 , pp. 6-8
    • Guangjian, L.1    Sangao, H.2    Junliang, D.3
  • 31
    • 6344252926 scopus 로고    scopus 로고
    • Wu W, Zhou J-Z, Yu J, Zhu C-J, Yang J-J. Prediction of spot market prices of electricity using chaotic time series. In: Proceeding of the 3rd international conference on machine learning and cybemetics. Shanghai; 26-29 August 2004. p. 1-6.
    • Wu W, Zhou J-Z, Yu J, Zhu C-J, Yang J-J. Prediction of spot market prices of electricity using chaotic time series. In: Proceeding of the 3rd international conference on machine learning and cybemetics. Shanghai; 26-29 August 2004. p. 1-6.
  • 32
    • 70450282192 scopus 로고    scopus 로고
    • Electricity price forecasting model based on chaos theory
    • IPEC;
    • Liu Z, Yang H, Lai M. Electricity price forecasting model based on chaos theory. In: Power engineering conference, IPEC; 2005. p. 1-5.
    • (2005) Power engineering conference , pp. 1-5
    • Liu, Z.1    Yang, H.2    Lai, M.3
  • 33
    • 32044470045 scopus 로고    scopus 로고
    • Dynamical Model Reconstruction and Accurate Prediction of Power-Pool Time Series
    • Varadan V., Leung H., and Bossé E. Dynamical Model Reconstruction and Accurate Prediction of Power-Pool Time Series. IEEE Trans Instrum Meas 55 1 (2006) 1-10
    • (2006) IEEE Trans Instrum Meas , vol.55 , Issue.1 , pp. 1-10
    • Varadan, V.1    Leung, H.2    Bossé, E.3
  • 35
    • 58849151850 scopus 로고    scopus 로고
    • Nonlinear analysis of time series data
    • Schelter B., Winterhalder M., and Timmer J. (Eds), Wiley-VCH Verlag, Weinheim
    • Abarbanel H.D.I., and Parlitz U. Nonlinear analysis of time series data. In: Schelter B., Winterhalder M., and Timmer J. (Eds). Handbook of time series analysis (2006), Wiley-VCH Verlag, Weinheim 5-33
    • (2006) Handbook of time series analysis , pp. 5-33
    • Abarbanel, H.D.I.1    Parlitz, U.2
  • 36
    • 0034239167 scopus 로고    scopus 로고
    • Fast exact approximate nearest neighbor searching for nonlinear signal processing
    • Merkwirth C., Parlitz U., and Lauterborn W. Fast exact approximate nearest neighbor searching for nonlinear signal processing. Phys Rev E 62 2 (2000) 2089-2097
    • (2000) Phys Rev E , vol.62 , Issue.2 , pp. 2089-2097
    • Merkwirth, C.1    Parlitz, U.2    Lauterborn, W.3
  • 39
    • 0036501557 scopus 로고    scopus 로고
    • Practical inverse approach for forecasting nonlinear hydrological time series
    • Phoon K.K., Islam M.N., Liaw C.Y., and Liong S.Y. Practical inverse approach for forecasting nonlinear hydrological time series. J Hydrol Eng 7 2 (2002) 116-128
    • (2002) J Hydrol Eng , vol.7 , Issue.2 , pp. 116-128
    • Phoon, K.K.1    Islam, M.N.2    Liaw, C.Y.3    Liong, S.Y.4
  • 40
    • 70450246816 scopus 로고    scopus 로고
    • onlinear time series analysis tstool. Advances in enzymology, 2. Germay; 2008. Available from
    • Merkwirth C, Parlitz U, Wedekind I, Lauterborn W. Matlab software package for nonlinear time series analysis tstool. Advances in enzymology, vol. 2. Germay; 2008. Available from: http://www.physik3.gwdg.de/tstool/.
    • Matlab software package for n
    • Merkwirth, C.1    Parlitz, U.2    Wedekind, I.3    Lauterborn, W.4
  • 47
    • 58149472216 scopus 로고    scopus 로고
    • Design of experiments on neural network's training for nonlinear time series forecasting
    • doi:10.1016/j.neucom.2008.02.002
    • Balestrassi PP, Popova E, Paiva AP, Marangon-Lima JW. Design of experiments on neural network's training for nonlinear time series forecasting. J Neurocomput; 2009. doi:10.1016/j.neucom.2008.02.002.
    • (2009) J Neurocomput
    • Balestrassi, P.P.1    Popova, E.2    Paiva, A.P.3    Marangon-Lima, J.W.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.