메뉴 건너뛰기




Volumn 20, Issue 2, 2010, Pages 231-246

Bayesian neural network model to predict day-ahead electricity prices

Author keywords

Bayesian neural network; Bidding strategy; Electricity; Price forecasting; Sensitivity analysis

Indexed keywords

AUTOMATIC SELECTION; BAYESIAN APPROACHES; BAYESIAN NEURAL NETWORK MODELS; BAYESIAN NEURAL NETWORKS; BIDDING STRATEGY; CLASSICAL NEURAL NETWORKS; COMPETITIVE ELECTRICITY MARKETS; COMPLEX SIGNAL; CORRELATION COEFFICIENT; DEGREE OF UNCERTAINTY; ELECTRICITY PRICE FORECASTING; ELECTRICITY PRICES; ENERGY MARKETS; FORECASTING MODELS; FORECASTING TOOLS; LOCATIONAL MARGINAL PRICES; MARKET PARTICIPANTS; MARYLAND; NETWORK WEIGHTS; NEW JERSEY; OPTIMUM INPUT; OVERFITTING; PENNSYLVANIA; PRICE FORECASTING; SIMILAR DAY; STOCHASTIC BEHAVIOR; TIME DEPENDENT BEHAVIOR; TRAINING DATA;

EID: 77949557126     PISSN: 1430144X     EISSN: 15463109     Source Type: Journal    
DOI: 10.1002/etep.316     Document Type: Article
Times cited : (22)

References (30)
  • 4
    • 33646355424 scopus 로고    scopus 로고
    • Payment cost minimization auction for deregulated electricity markets using surrogate optimization
    • Luh PB, Blankson WF, Chen Y, et al. Payment cost minimization auction for deregulated electricity markets using surrogate optimization. IEEE Transactions on Power Systems 2006; 21(2):568-578.
    • (2006) IEEE Transactions on Power Systems , vol.21 , Issue.2 , pp. 568-578
    • Luh, P.B.1    Blankson, W.F.2    Chen, Y.3
  • 5
    • 58149379449 scopus 로고    scopus 로고
    • Day-ahead price forecasting of electricity markets by a hybrid intelligent system
    • DOI: 10.1002/etep. 242
    • Amjady N, Hemmati M. Day-ahead price forecasting of electricity markets by a hybrid intelligent system. European Transactions on Electrical Power 2008; DOI: 10.1002/etep. 242.
    • (2008) European Transactions on Electrical Power
    • Amjady, N.1    Hemmati, M.2
  • 10
    • 18944389569 scopus 로고    scopus 로고
    • Day-ahead electricity price forecasting using the wavelet transform and ARIMA models
    • Conejo AJ, Plazas MA, Espinola R, Molina AB. Day-ahead electricity price forecasting using the wavelet transform and ARIMA models. IEEE Transactions on Power Systems 2005; 20(2):1035-1042.
    • (2005) IEEE Transactions on Power Systems , vol.20 , Issue.2 , pp. 1035-1042
    • Conejo, A.J.1    Plazas, M.A.2    Espinola, R.3    Molina, A.B.4
  • 12
    • 0032593007 scopus 로고    scopus 로고
    • Electricity price short term forecasting using artificial neural networks
    • Szkuta BR, Sanavria LA, Dillon TS. Electricity price short term forecasting using artificial neural networks. IEEE Transactions on Power Systems 1999; 14(3):851-857.
    • (1999) IEEE Transactions on Power Systems , vol.14 , Issue.3 , pp. 851-857
    • Szkuta, B.R.1    Sanavria, L.A.2    Dillon, T.S.3
  • 13
    • 33646342226 scopus 로고    scopus 로고
    • Day-ahead electricity price forecasting of electricity markets by a new fuzzy neural network
    • Amjady N. Day-ahead electricity price forecasting of electricity markets by a new fuzzy neural network. IEEE Transactions on Power Systems 2006; 21(2):887-896.
    • (2006) IEEE Transactions on Power Systems , vol.21 , Issue.2 , pp. 887-896
    • Amjady, N.1
  • 14
    • 42749087480 scopus 로고    scopus 로고
    • Day-ahead price forecasting in restructured power systems using artificial neural networks
    • Vahidinasab V, Jadid S, Kazemi A. Day-ahead price forecasting in restructured power systems using artificial neural networks. Electric Power Systems Research 2008; 78(8):1332-1342.
    • (2008) Electric Power Systems Research , vol.78 , Issue.8 , pp. 1332-1342
    • Vahidinasab, V.1    Jadid, S.2    Kazemi, A.3
  • 15
    • 0036755880 scopus 로고    scopus 로고
    • Locational marginal price forecasting in deregulated electric markets using a recurrent neural network
    • Hong YY, Hsiao CY. Locational marginal price forecasting in deregulated electric markets using a recurrent neural network. IEE Proceeding on Generation, Transmission and Distribution 2002; 149(5):621-626.
    • (2002) IEE Proceeding on Generation, Transmission and Distribution , vol.149 , Issue.5 , pp. 621-626
    • Hong, Y.Y.1    Hsiao, C.Y.2
  • 16
    • 12244280854 scopus 로고    scopus 로고
    • A neuro-fuzzy LMP forecasting approach in deregulated electric markets
    • Hong YY, Lee CF. A neuro-fuzzy LMP forecasting approach in deregulated electric markets. Electric Power Systems Research 2005; 73(2):151-157.
    • (2005) Electric Power Systems Research , vol.73 , Issue.2 , pp. 151-157
    • Hong, Y.Y.1    Lee, C.F.2
  • 17
    • 9244257877 scopus 로고    scopus 로고
    • Improving market clearing price prediction by using a committee machine of neural networks
    • Guo JJ, Luh PB. Improving market clearing price prediction by using a committee machine of neural networks. IEEE Transactions on Power Systems 2004; 19(4):1867-1876.
    • (2004) IEEE Transactions on Power Systems , vol.19 , Issue.4 , pp. 1867-1876
    • Guo, J.J.1    Luh, P.B.2
  • 18
    • 0037292135 scopus 로고    scopus 로고
    • Energy clearing price prediction and confidence interval estimation with cascaded neural networks
    • Zhang L, Luh PB, Kasiviswanathan K. Energy clearing price prediction and confidence interval estimation with cascaded neural networks. IEEE Transactions on Power Systems 2003; 18(1):99-105.
    • (2003) IEEE Transactions on Power Systems , vol.18 , Issue.1 , pp. 99-105
    • Zhang, L.1    Luh, P.B.2    Kasiviswanathan, K.3
  • 19
    • 13844317035 scopus 로고    scopus 로고
    • Modeling and forecasting electricity prices with input/output hidden Markov models
    • Gonzalez AM, Roque AMS, Gonzalez JG. Modeling and forecasting electricity prices with input/output hidden Markov models. IEEE Transactions on Power Systems 2005; 20(1):13-24.
    • (2005) IEEE Transactions on Power Systems , vol.20 , Issue.1 , pp. 13-24
    • Gonzalez, A.M.1    Roque, A.M.S.2    Gonzalez, J.G.3
  • 20
    • 0002704818 scopus 로고
    • A practical Bayesian framework for backpropagation networks
    • MacKey DJC. A practical Bayesian framework for backpropagation networks. Neural Computation 1992; 4(3):448-472.
    • (1992) Neural Computation , vol.4 , Issue.3 , pp. 448-472
    • MacKey, D.J.C.1
  • 23
    • 15244355385 scopus 로고    scopus 로고
    • Bayesian neural networks for nonlinear time series forecasting
    • Liang F. Bayesian neural networks for nonlinear time series forecasting. Statistics and Computing 2005; 15(1):13-29.
    • (2005) Statistics and Computing , vol.15 , Issue.1 , pp. 13-29
    • Liang, F.1
  • 29
    • 0033317598 scopus 로고    scopus 로고
    • Bayesian approach to neural-network modeling with input uncertainties
    • Wright WA. Bayesian approach to neural-network modeling with input uncertainties. IEEE Transactions on Neural Networks 1999; 10(6):1261-1270.
    • (1999) IEEE Transactions on Neural Networks , vol.10 , Issue.6 , pp. 1261-1270
    • Wright, W.A.1
  • 30
    • 84875379930 scopus 로고    scopus 로고
    • [Online] Available
    • The Math Works. MATLAB. [Online] Available: http://www.mathworks.com.
    • MATLAB


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.