Forecasting day-ahead price spikes for the Ontario electricity market
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- 作者：Harmanjot Singh Sandhua ; Liping Fanga ; lfang@ryerson.ca" class="auth_mail" title="E-mail the corresponding author ; Ling Guanb
- 关键词：Spike forecasting ; Price forecasting ; Electricity prices ; Neural networks ; Data mining
- 刊名：Electric Power Systems Research
- 出版年：2016
- 出版时间：December 2016
- 年：2016
- 卷：141
- 期：Complete
- 页码：450-459
- 全文大小：1139 K
文摘
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A novel neural network based approach to forecast spikes and prices is presented.
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Spike prices are forecasted using another neural network.
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Day-ahead forecasting for one of the most volatile markets is carried out.
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Data mining techniques are used to select input features.
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Forecasting performance is measured in terms of MAPE, RMSE and MAE.