The Autoregressive Moving Average Model for Separation of The Additional Noise

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

The Autoregressive Moving Average Model for Separation of The Additional Noise

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

The Autoregressive Moving Average Model for Separation of The Additional Noise

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

JE - Nejaderná energetika, spotřeba a užití energie

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2013

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

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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Počet stran výsledku

4

Strana od-do

301-304

Název nakladatele

VSB - Technical University

Místo vydání

Ostrava

Místo konání akce

Hotel Dlouhé Stráně, Kouty nad Desnou

Datum konání akce

28. 5. 2013

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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