Point and prediction interval estimation for electricity markets with machine learning techniques and wavelet transforms.
Nitin Anand ShrivastavaBijaya Ketan PanigrahiPublished in: Neurocomputing (2013)
Keyphrases
- electricity markets
- wavelet transform
- interval estimation
- prediction accuracy
- machine learning
- electric power
- market clearing
- agent based simulation
- multiresolution
- prediction model
- markov decision processes
- unit commitment
- bidding strategies
- software agents
- wavelet transformation
- competitive market
- high frequency
- image compression
- power generation
- profit maximizing
- market participants