Short-Term Forecasting of Electricity Spot Prices Containing Random Spikes Using a Time-Varying Autoregressive Model Combined With Kernel Regression.
Dao H. VuKashem M. MuttaqiAshish P. AgalgaonkarAbdesselam BouzerdoumPublished in: IEEE Trans. Ind. Informatics (2019)
Keyphrases
- short term
- kernel regression
- autoregressive model
- long term
- load forecasting
- spot market
- power generation
- stock market
- regression model
- forecasting model
- garch model
- wind power
- wind speed
- linear regression
- autoregressive
- electricity markets
- wavelet analysis
- anchovy catches
- regression methods
- medium term
- wavelet domain
- electric power
- parameter optimization
- factor analysis
- arima model
- artificial neural networks