Comparing Variational and Empirical Mode Decomposition in Forecasting Day-Ahead Energy Prices.
Salim LahmiriPublished in: IEEE Syst. J. (2017)
Keyphrases
- empirical mode decomposition
- stock market prediction
- market clearing
- electricity markets
- short term
- non stationary
- power generation
- wind power
- long term
- energy consumption
- bidding strategies
- hilbert huang transform
- forecast models
- market participants
- signal analysis
- electric power
- market prices
- image segmentation
- multi band
- optical flow
- wavelet decomposition
- intrinsic mode functions
- wind speed
- forecasting model
- feature selection
- denoising
- wireless sensor networks