A RBF neural network model with GARCH errors: Application to electricity price forecasting

Electric Power Systems Research

Volumn 81, Issue 1, 2011, Pages 74-83

  Coelho, Leandro Dos Santos ^a   Santos, André A P ^b  

^a PONTIFICAL CATHOLIC UNIVERSITY OF PARANÁ   (Brazil)

^b UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

Direction of change forecast; Genetic algorithm; Maximum likelihood; Point forecast; Spanish pool

Indexed keywords

BASIS FUNCTIONS; CONDITIONAL MEANS; DIRECTION-OF-CHANGE FORECAST; ELECTRICITY POOL; ELECTRICITY PRICE FORECASTING; ESTIMATION PROCEDURES; GARCH MODELS; GAUSSIAN ACTIVATION FUNCTIONS; GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY; LIKELIHOOD FUNCTIONS; MULTI-STEP; NONLINEAR FORECASTING; NUMERICAL SIMULATION; POINT FORECAST; RADIAL BASIS FUNCTION NEURAL NETWORKS; RBF NEURAL NETWORK; SPANISH POOL;

COMPUTER SIMULATION; ELECTRIC LOAD FORECASTING; GENETIC ALGORITHMS; LAKES; MAXIMUM LIKELIHOOD ESTIMATION; NEURAL NETWORKS; PARAMETER ESTIMATION; RADIAL BASIS FUNCTION NETWORKS;

CLUSTERING ALGORITHMS;

EID: 77958074263     PISSN: 03787796     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.epsr.2010.07.015     Document Type: Article

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