Energy price forecasting in the North Brazilian market using NN - ARIMA model and explanatory variables.
Jose Carlos R. FilhoCarolina M. AffonsoRoberto Célio Limão de OliveiraPublished in: CIES (2014)
Keyphrases
- explanatory variables
- arima model
- short term
- crude oil
- regression model
- regression analysis
- electricity markets
- long term
- neural network
- market clearing
- nearest neighbor
- forecasting model
- hybrid model
- bidding strategies
- knn
- prediction model
- moving average
- artificial neural networks
- autoregressive integrated moving average
- support vector regression
- data mining
- nonlinear models