Mining of electricity prices in energy markets using a hybrid linear ARMA and nonlinear functional link neural network trained by evolutionary unscented H-infinity filter.
Dwiti Krishna BebartaRanjeeta BisoiP. K. DashPublished in: Int. J. Inf. Decis. Sci. (2017)
Keyphrases
- electricity markets
- neural network
- auto associative
- linear filters
- market clearing
- market participants
- nonlinear functions
- market prices
- spot market
- nonlinear filters
- power generation
- electricity consumption
- multilayer perceptron
- linear systems
- kalman filter
- multi layer perceptron
- multilayer neural network
- training process
- competitive market
- electric power
- market equilibrium
- genetic algorithm
- moving average
- monte carlo simulation
- back propagation
- market data
- electric vehicle charging
- neural network model
- elman network
- energy consumption
- software agents
- kalman filtering
- median filter
- filter responses
- bidding strategies
- supply chain management
- radial basis function
- search costs
- transfer function
- forecast models
- particle filter
- hidden layer
- rbf network
- online markets
- electronic commerce