Calibration window selection based on change-point detection for forecasting electricity prices.
Julia NasiadkaWeronika NitkaRafal WeronPublished in: CoRR (2022)
Keyphrases
- electricity markets
- change point detection
- electricity consumption
- short term
- change point
- market clearing
- electric power
- market participants
- forecast models
- non stationary
- load forecasting
- outlier detection
- wind power
- market prices
- software agents
- demand forecasting
- normalized maximum likelihood
- bidding strategies
- singular spectrum analysis
- sequential data
- high dimensional time series
- image processing
- power generation
- power system
- multi dimensional
- knowledge discovery
- long term