The Autoregressive Moving Average Model for Separation of The Additional Noise
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23220%2F13%3A43918703" target="_blank" >RIV/49777513:23220/13:43918703 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
The Autoregressive Moving Average Model for Separation of The Additional Noise
Original language description
This paper provides main modeling approaches for the predicition of electrcity prices. It presents actual global problem of RES (=Renewable Energy Sources) and their influences on hourly prices on wholesale markets. The strong wheather dependence of REScauses that RES are bilanced mainly on the short term markets as close to physical delivery as it is possible. The most appropriate markets for selling and maximalization of RES production are necessary to choose. For this type of consideration the highquality and massive predicition model of electricity prices are required. More kinds of predicition models have already existed, but still systematic errors exist there, which brings unrealibility to the price prediction. The autoregressive moving average models are proposed for separation of the additional noise and their calibration is shown.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
JE - Non-nuclear power engineering, energy consumption and utilization
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 14th International Scientific Conference Electric Power Engineering 2013
ISBN
978-80-248-2988-3
ISSN
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e-ISSN
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Number of pages
4
Pages from-to
301-304
Publisher name
VSB - Technical University
Place of publication
Ostrava
Event location
Hotel Dlouhé Stráně, Kouty nad Desnou
Event date
May 28, 2013
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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