Computation of Time Series Scaling Exponent for Electricity Prices Forecasting.
Ekaterina PopovskaMitko GospodinovPublished in: CompSysTech (2019)
Keyphrases
- electricity markets
- electricity consumption
- short term
- demand forecasting
- market clearing
- forecasting accuracy
- financial time series
- garch model
- weather forecasting
- load forecasting
- market participants
- spot market
- electric power
- wind power
- technical indicators
- exponential smoothing
- long term
- chaotic time series
- market prices
- stock market
- forecast models
- arma model
- short term prediction
- bidding strategies
- hybrid model
- forecasting model
- dynamic time warping
- support vector regression
- bp neural network
- software agents
- power generation
- moving average
- energy saving
- long run
- stock price
- phase space reconstruction
- non stationary