Electricity Price Forecast Using Combined Models with Adaptive Weights Selected and Errors Calibrated by Hidden Markov Model
المؤلفون المشاركون
Liu, Da
Wei, Yanan
Yang, Shuxia
Guan, Zhitao
المصدر
Mathematical Problems in Engineering
العدد
المجلد 2013، العدد 2013 (31 ديسمبر/كانون الأول 2013)، ص ص. 1-8، 8ص.
الناشر
Hindawi Publishing Corporation
تاريخ النشر
2013-12-24
دولة النشر
مصر
عدد الصفحات
8
التخصصات الرئيسية
الملخص EN
A combined forecast with weights adaptively selected and errors calibrated by Hidden Markov model (HMM) is proposed to model the day-ahead electricity price.
Firstly several single models were built to forecast the electricity price separately.
Then the validation errors from every individual model were transformed into two discrete sequences: an emission sequence and a state sequence to build the HMM, obtaining a transmission matrix and an emission matrix, representing the forecasting ability state of the individual models.
The combining weights of the individual models were decided by the state transmission matrixes in HMM and the best predict sample ratio of each individual among all the models in the validation set.
The individual forecasts were averaged to get the combining forecast with the weights obtained above.
The residuals of combining forecast were calibrated by the possible error calculated by the emission matrix of HMM.
A case study of day-ahead electricity market of Pennsylvania-New Jersey-Maryland (PJM), USA, suggests that the proposed method outperforms individual techniques of price forecasting, such as support vector machine (SVM), generalized regression neural networks (GRNN), day-ahead modeling, and self-organized map (SOM) similar days modeling.
نمط استشهاد جمعية علماء النفس الأمريكية (APA)
Liu, Da& Wei, Yanan& Yang, Shuxia& Guan, Zhitao. 2013. Electricity Price Forecast Using Combined Models with Adaptive Weights Selected and Errors Calibrated by Hidden Markov Model. Mathematical Problems in Engineering،Vol. 2013, no. 2013, pp.1-8.
https://search.emarefa.net/detail/BIM-1010220
نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)
Liu, Da…[et al.]. Electricity Price Forecast Using Combined Models with Adaptive Weights Selected and Errors Calibrated by Hidden Markov Model. Mathematical Problems in Engineering No. 2013 (2013), pp.1-8.
https://search.emarefa.net/detail/BIM-1010220
نمط استشهاد الجمعية الطبية الأمريكية (AMA)
Liu, Da& Wei, Yanan& Yang, Shuxia& Guan, Zhitao. Electricity Price Forecast Using Combined Models with Adaptive Weights Selected and Errors Calibrated by Hidden Markov Model. Mathematical Problems in Engineering. 2013. Vol. 2013, no. 2013, pp.1-8.
https://search.emarefa.net/detail/BIM-1010220
نوع البيانات
مقالات
لغة النص
الإنجليزية
الملاحظات
Includes bibliographical references
رقم السجل
BIM-1010220
قاعدة معامل التأثير والاستشهادات المرجعية العربي "ارسيف Arcif"
أضخم قاعدة بيانات عربية للاستشهادات المرجعية للمجلات العلمية المحكمة الصادرة في العالم العربي
تقوم هذه الخدمة بالتحقق من التشابه أو الانتحال في الأبحاث والمقالات العلمية والأطروحات الجامعية والكتب والأبحاث باللغة العربية، وتحديد درجة التشابه أو أصالة الأعمال البحثية وحماية ملكيتها الفكرية. تعرف اكثر