Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions.
Paul GhelasiFlorian ZielPublished in: CoRR (2023)
Keyphrases
- short term
- electricity markets
- bidding strategies
- market clearing
- wind power
- long term
- load forecasting
- electricity consumption
- auction mechanisms
- electric power
- power generation
- market participants
- unit commitment
- forecast models
- forecasting model
- b spline
- multi attribute
- demand forecasting
- multi unit
- software agents
- wind speed
- neuro fuzzy
- stock market
- hierarchical structure
- power system
- combinatorial auctions
- trading agents
- endpoints
- support vector regression
- budget constraints