메뉴 건너뛰기




Volumn 9, Issue 1, 2016, Pages

A carbon price forecasting model based on variational mode decomposition and spiking neural networks

Author keywords

Carbon price forecasting; Comprehensive evaluation criteria; Partial autocorrelation function (PACF); Spiking neural network (SNN); Variational mode decomposition (VMD)

Indexed keywords

AUTOCORRELATION; CARBON; COSTS; ENERGY POLICY; FUNCTION EVALUATION; INTELLIGENT AGENTS; NEURAL NETWORKS; POWER MARKETS; RELIABILITY ANALYSIS;

EID: 84956597498     PISSN: None     EISSN: 19961073     Source Type: Journal    
DOI: 10.3390/en9010054     Document Type: Article
Times cited : (116)

References (33)
  • 1
    • 38049150796 scopus 로고    scopus 로고
    • Price drivers and structural breaks in European carbon price 2005-2007
    • Alberola, E.; Chevallier, J.; Chèze, B. Price drivers and structural breaks in European carbon price 2005-2007. Energy Policy 2008, 36, 787-797.
    • (2008) Energy Policy , vol.36 , pp. 787-797
    • Alberola, E.1    Chevallier, J.2    Chèze, B.3
  • 2
    • 84855221594 scopus 로고    scopus 로고
    • An inexact mix-integer two-stage linear programming model for supporting the management of a low-carbon energy system in China
    • Liu, Y.; Huang, G.; Cai, Y. An inexact mix-integer two-stage linear programming model for supporting the management of a low-carbon energy system in China. Energies 2011, 4, 1657-1686.
    • (2011) Energies , vol.4 , pp. 1657-1686
    • Liu, Y.1    Huang, G.2    Cai, Y.3
  • 3
    • 84945244145 scopus 로고    scopus 로고
    • A power system optimal dispatch strategy considering the flow of carbon emissions and large consumers
    • Yang, J.; Feng, X.; Tang, Y. A power system optimal dispatch strategy considering the flow of carbon emissions and large consumers. Energies 2015, 8, 9087-9106.
    • (2015) Energies , vol.8 , pp. 9087-9106
    • Yang, J.1    Feng, X.2    Tang, Y.3
  • 4
    • 84940436407 scopus 로고    scopus 로고
    • A dynamic model to optimize municipal electric power systems by considering carbon emission trading under uncertainty
    • Zhu, Y.; Li, Y.P.; Huang, G.H. A dynamic model to optimize municipal electric power systems by considering carbon emission trading under uncertainty. Energy 2015, 88, 636-649.
    • (2015) Energy , vol.88 , pp. 636-649
    • Zhu, Y.1    Li, Y.P.2    Huang, G.H.3
  • 5
    • 67349218423 scopus 로고    scopus 로고
    • Carbon futures and macroeconomic risk factors: A view from the EU ETS
    • Chevallier, J. Carbon futures and macroeconomic risk factors: A view from the EU ETS. Energy Econ. 2009, 31, 614-625.
    • (2009) Energy Econ. , vol.31 , pp. 614-625
    • Chevallier, J.1
  • 6
    • 84867734240 scopus 로고    scopus 로고
    • Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?
    • Wang, Y.; Wu, C. Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models? Energy Econ. 2012, 34, 2167-2181.
    • (2012) Energy Econ. , vol.34 , pp. 2167-2181
    • Wang, Y.1    Wu, C.2
  • 7
    • 85029838216 scopus 로고    scopus 로고
    • A forecasting system of carbon price in the carbon trading markets using artificial neural network
    • Tsai, M.T.; Kuo, Y.T. A forecasting system of carbon price in the carbon trading markets using artificial neural network. Int. J. Environ. Sci. Dev. 2013, 4, 163-167.
    • (2013) Int. J. Environ. Sci. Dev. , vol.4 , pp. 163-167
    • Tsai, M.T.1    Kuo, Y.T.2
  • 8
    • 84889049299 scopus 로고    scopus 로고
    • Carbon price analysis using empirical mode decomposition
    • Zhu, B.;Wang, P.; Chevallier, J. Carbon price analysis using empirical mode decomposition. Comput. Econ. 2014, 45, 195-206.
    • (2014) Comput. Econ. , vol.45 , pp. 195-206
    • Zhu B.1    Wang, P.2    Chevallier, J.3
  • 9
    • 84859338804 scopus 로고    scopus 로고
    • A novel multiscale combined carbon price prediction model integrating empirical mode decomposition, genetic algorithm and artificial neural network
    • Zhu, B. A novel multiscale combined carbon price prediction model integrating empirical mode decomposition, genetic algorithm and artificial neural network. Energies 2012, 5, 355-370.
    • (2012) Energies , vol.5 , pp. 355-370
    • Zhu, B.1
  • 10
    • 84962757827 scopus 로고    scopus 로고
    • The research on setting a unified interval of carbon price benchmark in the national carbon trading market of China
    • Li,W.; Lu, C. The research on setting a unified interval of carbon price benchmark in the national carbon trading market of China. Appl. Energy 2015, 155, 728-739.
    • (2015) Appl. Energy , vol.155 , pp. 728-739
    • Li, W.1    Lu, C.2
  • 11
    • 0031472340 scopus 로고    scopus 로고
    • Networks of spiking neurons: The third generation of neural network models
    • Maass, W. Networks of spiking neurons: The third generation of neural network models. Neural Netw. 1997, 10, 1659-1671.
    • (1997) Neural Netw. , vol.10 , pp. 1659-1671
    • Maass, W.1
  • 12
    • 0004017463 scopus 로고    scopus 로고
    • Spiking Neuron Models: Single Neurons, Populations, Plasticity
    • Cambridge University Press: Cambridge, UK
    • Gerstner,W.; Kistler,W.M. Spiking Neuron Models: Single Neurons, Populations, Plasticity; Cambridge University Press: Cambridge, UK, 2002.
    • (2002)
    • Gerstner, W.1    Kistler, W.M.2
  • 13
    • 84855762952 scopus 로고    scopus 로고
    • Introduction to spiking neural networks: Information processing, learning and applications
    • Ponulak, F.; Kasinski, A. Introduction to spiking neural networks: Information processing, learning and applications. Acta Neurobiol. Exp. 2010, 71, 409-433.
    • (2010) Acta Neurobiol. Exp. , vol.71 , pp. 409-433
    • Ponulak, F.1    Kasinski, A.2
  • 14
    • 0036826068 scopus 로고    scopus 로고
    • Error-backpropagation in temporally encoded networks of spiking neurons
    • Bohte, S.M.; Kok, J.N.; La-Poutre, H. Error-backpropagation in temporally encoded networks of spiking neurons. Neurocomputing 2002, 48, 17-37.
    • (2002) Neurocomputing , vol.48 , pp. 17-37
    • Bohte, S.M.1    Kok, J.N.2    La-Poutre, H.3
  • 15
    • 52149124642 scopus 로고    scopus 로고
    • Training spiking neuronal networks with applications in engineering tasks.
    • Rowcliffe, P.; Feng, J. Training spiking neuronal networks with applications in engineering tasks. IEEE Trans. Neural Netw. 2008, 19, 1626-1640. [PubMed]
    • (2008) IEEE Trans. Neural Netw. , vol.19 , pp. 1626-1640
    • Rowcliffe, P.1    Feng, J.2
  • 16
    • 34547597104 scopus 로고    scopus 로고
    • Improved spiking neural networks for EEG classification and epilepsy and seizure detection
    • Ghosh-Dastidar, S.; Adeli, H. Improved spiking neural networks for EEG classification and epilepsy and seizure detection. Integr. Comput. Aided Eng. 2007, 14, 187-212.
    • (2007) Integr. Comput. Aided Eng. , vol.14 , pp. 187-212
    • Ghosh-Dastidar, S.1    Adeli, H.2
  • 17
    • 84879119268 scopus 로고    scopus 로고
    • A spiking neural network (SNN) forecast engine for short-term electrical load forecasting
    • Kulkarni, S.; Simon, S.P.; Sundareswaran, K. A spiking neural network (SNN) forecast engine for short-term electrical load forecasting. Appl. Soft Comput. 2013, 13, 3628-3635.
    • (2013) Appl. Soft Comput. , vol.13 , pp. 3628-3635
    • Kulkarni, S.1    Simon, S.P.2    Sundareswaran, K.3
  • 18
    • 79959404187 scopus 로고    scopus 로고
    • A spiking neural network based on temporal encoding for electricity price time series forecasting in deregulated markets.
    • Barcelona, Spain, 18-23 July
    • Sharma, V.; Srinivasan, D. A spiking neural network based on temporal encoding for electricity price time series forecasting in deregulated markets. In Proceedings of the 2010 IEEE International Joint Conference on Neural Networks (IJCNN), Barcelona, Spain, 18-23 July 2010.
    • (2010) Proceedings of the 2010 IEEE International Joint Conference on Neural Networks (IJCNN)
    • Sharma, V.1    Srinivasan, D.2
  • 21
    • 77950857971 scopus 로고    scopus 로고
    • An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect
    • Zhang, Y.J.;Wei, Y.M. An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect. Appl. Energy 2010, 87, 1804-1814.
    • (2010) Appl. Energy , vol.87 , pp. 1804-1814
    • Zhang Y.J.1    Wei, Y.M.2
  • 22
  • 23
    • 84890167160 scopus 로고    scopus 로고
    • Hour-ahead wind speed and power forecasting using empirical mode decomposition
    • Hong, Y.Y.; Yu, T.H.; Liu, C.Y. Hour-ahead wind speed and power forecasting using empirical mode decomposition. Energies 2013, 6, 6137-6152.
    • (2013) Energies , vol.6 , pp. 6137-6152
    • Hong, Y.Y.1    Yu, T.H.2    Liu, C.Y.3
  • 24
    • 84877355447 scopus 로고    scopus 로고
    • Support vector regression model based on empirical mode decomposition and auto regression for electric load forecasting
    • Fan, G.F.; Qing, S.; Wang, H. Support vector regression model based on empirical mode decomposition and auto regression for electric load forecasting. Energies 2013, 6, 1887-1901.
    • (2013) Energies , vol.6 , pp. 1887-1901
    • Fan, G.F.1    Qing, S.2    Wang, H.3
  • 26
    • 84937968820 scopus 로고    scopus 로고
    • Instantaneous voiced/non-voiced detection in speech signals based on variational mode decomposition
    • Upadhyay, A.; Pachori, R.B. Instantaneous voiced/non-voiced detection in speech signals based on variational mode decomposition. J. Frankl. Inst. 2015, 352, 2679-2707.
    • (2015) J. Frankl. Inst. , vol.352 , pp. 2679-2707
    • Upadhyay, A.1    Pachori, R.B.2
  • 27
    • 84930959694 scopus 로고    scopus 로고
    • Long memory in international financial markets trends and short movements during 2008 financial crisis based on variational mode decomposition and detrended fluctuation analysis
    • Lahmiri, S. Long memory in international financial markets trends and short movements during 2008 financial crisis based on variational mode decomposition and detrended fluctuation analysis. Phys. A Stat. Mech. Appl. 2015, 437, 130-138.
    • (2015) Phys. A Stat. Mech. Appl. , vol.437 , pp. 130-138
    • Lahmiri, S.1
  • 28
    • 84931388618 scopus 로고    scopus 로고
    • Performance comparison of variational mode decomposition over empirical wavelet transform for the classification of power quality disturbances using support vector machine
    • Aneesh, C.; Kumar, S.; Hisham, P.M. Performance comparison of variational mode decomposition over empirical wavelet transform for the classification of power quality disturbances using support vector machine. Procedia Comput. Sci. 2015, 46, 372-380.
    • (2015) Procedia Comput. Sci. , vol.46 , pp. 372-380
    • Aneesh, C.1    Kumar, S.2    Hisham, P.M.3
  • 29
    • 84925956911 scopus 로고    scopus 로고
    • Research on variational mode decomposition and its application in detecting rub-impact fault of the rotor system
    • Wang, Y.; Markert, R.; Xiang, J. Research on variational mode decomposition and its application in detecting rub-impact fault of the rotor system. Mech. Syst. Signal Proc. 2015, 60, 243-251.
    • (2015) Mech. Syst. Signal Proc. , vol.60 , pp. 243-251
    • Wang, Y.1    Markert, R.2    Xiang, J.3
  • 30
    • 0142105892 scopus 로고    scopus 로고
    • Characterization of the partial autocorrelation function of nonstationary time series
    • Dégerine, S.; Lambert-Lacroix, S. Characterization of the partial autocorrelation function of nonstationary time series. J. Multivar. Anal. 2003, 87, 46-59.
    • (2003) J. Multivar. Anal. , vol.87 , pp. 46-59
    • Dégerine, S.1    Lambert-Lacroix, S.2
  • 31
    • 79961127156 scopus 로고    scopus 로고
    • Multi-step forecasting for wind speed using a modified EMD-based artificial neural network model
    • Guo, Z.; Zhao, W.; Lu, H. Multi-step forecasting for wind speed using a modified EMD-based artificial neural network model. Renew. Energy 2012, 37, 241-249.
    • (2012) Renew. Energy , vol.37 , pp. 241-249
    • Guo, Z.1    Zhao, W.2    Lu, H.3
  • 32
    • 13844260429 scopus 로고    scopus 로고
    • The State-of-the-Art in Short-Term Prediction of Wind Power: A Literature Overview
    • 2nd ed.; ANEMOS. Plus: Risoe DTU, Roskilde, Denmark
    • Giebel, G.; Brownsword, R.; Kariniotakis, G. The State-of-the-Art in Short-Term Prediction of Wind Power: A Literature Overview, 2nd ed.; ANEMOS. Plus: Risoe DTU, Roskilde, Denmark, 2011.
    • (2011)
    • Giebel, G.1    Brownsword, R.2    Kariniotakis, G.3
  • 33
    • 85029833056 scopus 로고    scopus 로고
    • Futures Contract: Historic Data 2008-2012.
    • (accessed on December)
    • ICE EUA Futures Contract: Historic Data 2008-2012. Available online: http://www.theice.com (accessed on December 2014).
    • (2014)


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.