The nonlinear model by using neural networks for day-ahead price forecasting

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23220%2F12%3A43915512" target="_blank" >RIV/49777513:23220/12:43915512 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
The nonlinear model by using neural networks for day-ahead price forecasting
Original language description
This paper provides approaches for day-ahead electricity price forecasting together with problems existing in this field mainly with nonlinear character of modelation. The fundamental model by using neural networks is showed and output results are presented such as failure of the model. Comparison with already existed models and other approaches for prediction of electricity prices are mentioned and carried out in this article. As evidence of the correct function of this method difference between real results of the spot market and output of the model is presented.
Czech name
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Czech description
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Type
D - Article in proceedings
CEP classification
JE - Non-nuclear power engineering, energy consumption and utilization
OECD FORD branch
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Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 13th International Scientific Conference on Electric Power Engineering (EPE)
ISBN
978-80-214-4514-7
ISSN
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e-ISSN
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Number of pages
4
Pages from-to
239-242
Publisher name
Vysoké učení technické v Brně
Place of publication
Brno
Event location
Brno, Česká republika
Event date
May 23, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000321966500042

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