Short-term forecasting of prices for the Russian wholesale electricity market based on neural networks

被引：0
|
作者：
Zolotova I.Y. [1 ]
Dvorkin V.V. [1 ]
机构：
[1] Institute for Problems of Pricing and Regulation of Natural Monopolies of the National Research University, Higher School of Economics, Moscow
来源：
Studies on Russian Economic Development | 2017年 / 28卷 / 6期
基金：
俄罗斯基础研究基金会;
关键词：
D O I：
10.1134/S1075700717060144
中图分类号：
学科分类号：
摘要：
The article considers the possibility of using neural networks for the short-term forecasting of electricity prices in the day-ahead market (DAM) based on factors strictly determined for the forecast period. A set of six factors has been determined, which allows an hourly forecast of the DAM price to be constructed for a month in each of the four seasons with a high accuracy. The proposed model shows low average errors in forecasting the price for each hour of the month and in turn allows possible significant price deviations to be anticipated. © 2017, Pleiades Publishing, Ltd.
引用
收藏
页码：608 / 615
页数：7
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