期刊
INTERNATIONAL JOURNAL OF FORECASTING
卷 30, 期 4, 页码 1030-1081出版社
ELSEVIER
DOI: 10.1016/j.ijforecast.2014.08.008
关键词
Electricity price forecasting; Day-ahead market; Seasonality; Autoregression; Neural network; Factor model; Forecast combination; Probabilistic forecast
A variety of methods and ideas have been tried for electricity price forecasting (EPF) over the last 15 years, with varying degrees of success. This review article aims to explain the complexity of available solutions, their strengths and weaknesses, and the opportunities and threats that the forecasting tools offer or that may be encountered. The paper also looks ahead and speculates on the directions EPF will or should take in the next decade or so. In particular, it postulates the need for objective comparative EPF studies involving (i) the same datasets, (ii) the same robust error evaluation procedures, and (iii) statistical testing of the significance of one model's outperformance of another. (C) 2014 The Author. Published by Elsevier B.V. on behalf of International Institute of Forecasters. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/bY-nc-nd/3.0/).
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据