Calibration Window Selection Based on Change-Point Detection for Forecasting Electricity Prices.
Julia NasiadkaWeronika NitkaRafal WeronPublished in: ICCS (3) (2022)
Keyphrases
- electricity markets
- change point detection
- electricity consumption
- change point
- market clearing
- electric power
- short term
- market participants
- non stationary
- demand forecasting
- forecast models
- load forecasting
- normalized maximum likelihood
- outlier detection
- high dimensional time series
- singular spectrum analysis
- sequential data
- software agents
- wind power
- market prices
- power generation
- bidding strategies
- long term
- forecasting accuracy
- neural network
- feature extraction