A neural network-GARCH-based method for construction of Prediction Intervals

Electric Power Systems Research

Volumn 96, Issue , 2013, Pages 185-193

  Khosravi, Abbas ^a   Nahavandi, Saeid ^a   Creighton, Doug ^a  

^a DEAKIN UNIVERSITY   (Australia)

Author keywords

Bootstrap; Electricity price; GARCH; Neural networks; Prediction intervals

Indexed keywords

BOOTSTRAP; COVERAGE PROBABILITIES; ELECTRICITY PRICES; ENERGY MARKETS; FORECASTING ELECTRICITY; GARCH; GARCH MODELS; GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY; HIGH QUALITY; HYBRID METHOD; MAXIMUM LIKELIHOOD ESTIMATION METHOD; MOVING BLOCK; NARROW WIDTH; NEW YORK; PREDICTION INTERVAL;

AUTOMATIC TRAIN CONTROL; COSTS; ELECTRICITY; FORECASTING; MAXIMUM LIKELIHOOD ESTIMATION; NEURAL NETWORKS; STATISTICAL METHODS;

POWER QUALITY;

EID: 84871765209     PISSN: 03787796     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.epsr.2012.11.007     Document Type: Article

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