Forecasting price spikes in European day-ahead electricity markets using decision trees

被引：0
|
作者：
Fragkioudaki, Anna [1 ]
Marinakis, Adamantios [2 ]
Cherkaoui, Rachid [3 ]
机构：
[1] Univ Seville, Seville, Spain
[2] ABB Corp Res, Baden, Switzerland
[3] Ecole Polytech Fed Lausanne, Lausanne, Switzerland
来源：
2015 12TH INTERNATIONAL CONFERENCE ON THE EUROPEAN ENERGY MARKET (EEM) | 2015年
关键词：
Day-ahead electricity markets; price forecasting; price spikes; decision trees; feature selection;
D O I：
暂无
中图分类号：
TE [石油、天然气工业]; TK [能源与动力工程];
学科分类号：
0807 ; 0820 ;
摘要：
Although the techniques for normal price prediction are well advanced, price spike prediction remains a challenge. The aim of this paper is to present a method to predict both normal day-ahead electricity prices as well as day-ahead price spikes using classification and regression trees. The models are build using historical data of European electricity market and transmission system variables. The proposed method is tested on several bidding zones of Europe.
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页数：5
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