Forecasting Functional Time Series with a New Hilbertian ARMAX Model: Application to Electricity Price Forecasting

Armax Model

The Study on Electricity Price Forecasting Method based on Time Series ARMAX Model and Chaotic Particle Swarm Optimization

International Journal of Advancements in Computing Technology ◽

10.4156/ijact.vol4.issue15.23 ◽

2012 ◽

Vol 4 (15) ◽

pp. 198-205 ◽

Cited By ~ 2

Author(s):

Li Caihong Sun Wenheng

Keyword(s):

Time Series ◽

Particle Swarm Optimization ◽

Particle Swarm ◽

Electricity Price ◽

Price Forecasting ◽

Swarm Optimization ◽

Chaotic Particle Swarm Optimization

Forecasting Method ◽

Armax Model ◽

Day-ahead electricity price forecasting based on rolling time series and least square-support vector machine model

2011 Chinese Control and Decision Conference (CCDC) ◽

10.1109/ccdc.2011.5968342 ◽

2011 ◽

Cited By ~ 3

Author(s):

Jianhua Zhang ◽

Jian Han ◽

Rui Wang ◽

Guolian Hou

Keyword(s):

Time Series ◽

Support Vector Machine ◽

Support Vector Machine Model ◽

Electricity Price ◽

Least Square ◽

Support Vector ◽

Price Forecasting ◽

Machine Model ◽

Data augmentation for time series regression: Applying transformations, autoencoders and adversarial networks to electricity price forecasting

Applied Energy ◽

10.1016/j.apenergy.2021.117695 ◽

2021 ◽

Vol 304 ◽

pp. 117695

Author(s):

Sumeyra Demir ◽

Krystof Mincev ◽

Koen Kok ◽

Nikolaos G. Paterakis

Keyword(s):

Time Series ◽

Data Augmentation ◽

Electricity Price ◽

Price Forecasting ◽

Time Series Regression ◽

Adversarial Networks ◽

Information and Communication Technologies in Education, Research, and Industrial Applications - Communications in Computer and Information Science ◽

ANN-Based Electricity Price Forecasting Under Special Consideration of Time Series Properties

10.1007/978-3-030-13929-2_13 ◽

2019 ◽

pp. 262-275

Author(s):

Jan-Hendrik Meier ◽

Stephan Schneider ◽

Iwana Schmidt ◽

Philip Schüller ◽

Thies Schönfeldt ◽

...

Keyword(s):

Time Series ◽

Electricity Price ◽

Special Consideration ◽

Price Forecasting ◽

Short-term Electricity Price Forecasting Based on Grey System Theory and Time Series Analysis

2010 Asia-Pacific Power and Energy Engineering Conference ◽

10.1109/appeec.2010.5448651 ◽

2010 ◽

Cited By ~ 1

Author(s):

Ruiqing Wang

Keyword(s):

System Theory ◽

Time Series ◽

Time Series Analysis ◽

Grey System Theory ◽

Electricity Price ◽

Price Forecasting ◽

Grey System ◽

Short Term ◽

Series Analysis ◽

Intelligent Computing Theories and Application - Lecture Notes in Computer Science ◽

SOM-Based Multivariate Nonlinear Vector Time Series Model for Real-Time Electricity Price Forecasting

10.1007/978-3-319-95930-6_15 ◽

2018 ◽

pp. 147-159

Author(s):

Ling Wang ◽

ZhiYuan Chen ◽

Tiehua Zhou ◽

Wenge Dong ◽

Gongliang Hu

Keyword(s):

Time Series ◽

Real Time ◽

Time Series Model ◽

Electricity Price ◽

Price Forecasting ◽

Nonlinear Vector ◽

Vector Time Series

FUZZY TIME SERIES FOR ELECTRICITY PRICE FORECASTING

POWER ENGINEERING economics technique ecology ◽

10.20535/1813-5420.3.2017.117221 ◽

2017 ◽

Vol 0 (3) ◽

pp. 45-50

Author(s):

Volodymyr Andriiovych Popov ◽

Petro Oleksandrovych Zamkovyi ◽

Л. В. Охота ◽

Д. С. Поплавець

Keyword(s):

Time Series ◽

Electricity Price ◽

Fuzzy Time Series ◽

Price Forecasting ◽

2017 6th International Conference on Computer Applications In Electrical Engineering-Recent Advances (CERA) ◽

A novel hybrid approach using wavelet transform, time series time delay neural network, and error predicting algorithm for day-ahead electricity price forecasting

10.1109/cera.2017.8343326 ◽

2017 ◽

Cited By ~ 1

Author(s):

Abhinav Aggarwal ◽

M M Tripathi

Keyword(s):

Neural Network ◽

Time Series ◽

Wavelet Transform ◽

Time Delay ◽

Hybrid Approach ◽

Electricity Price ◽

Price Forecasting ◽

Application of Time Series Based SVM Model on Next-Day Electricity Price Forecasting Under Deregulated Power Market

2006 International Conference on Machine Learning and Cybernetics ◽

10.1109/icmlc.2006.258728 ◽

2006 ◽

Cited By ~ 14

Author(s):

Wei Sun ◽

Jian-chang Lu ◽

Ming Meng

Keyword(s):

Time Series ◽

Power Market ◽

Electricity Price ◽

Price Forecasting ◽

Svm Model

11th IET International Conference on Advances in Power System Control, Operation and Management (APSCOM 2018) ◽

Deep Learning Approach for Electricity Price Forecasting Using Stacked Autoencoders

10.1049/cp.2018.1815 ◽

2018 ◽

Author(s):

Hairong Li ◽

Guibin Wang ◽

Gangqiang Li ◽

Huaizhi Wang ◽

Chao Wu ◽

...

Keyword(s):

Deep Learning ◽

Electricity Price ◽

Learning Approach ◽

Price Forecasting ◽

Stacked Autoencoders