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Forecasting day ahead electricity price using ARMA methods
dc.contributor | Rego, Erik |
dc.contributor.author | Blanch Urbán, Eduard |
dc.coverage.spatial | east=-3.7071990966796875; north=40.41976938144622; name=Callao, 28013 Madrid, Espanya |
dc.date.accessioned | 2016-01-28T20:20:33Z |
dc.date.available | 2016-01-28T20:20:33Z |
dc.date.issued | 2015 |
dc.identifier.uri | http://hdl.handle.net/2117/82251 |
dc.description.abstract | The main objective in this research is to predict day-ahead prices using ARMA. Box and Jenkins developed a regression model to identify, assess and diagnose dynamic time series models in which the time variable plays a key role. In the area of EPF, several studies have already been conducted to estimate prices by ARMA: in some cases ARMA is combined with GARCH using a wavelet transform, in others a hybrid model with Radial Basis Function Neural Networks (RBFN) or with Support Vector Regression (SVR) is performed, and also a single ARIMA or the addition of a Transfer Function and Dynamic Regression have been used. |
dc.language.iso | eng |
dc.publisher | Universitat Politècnica de Catalunya |
dc.publisher | Universidade de São Paulo |
dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Spain |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject | Àrees temàtiques de la UPC::Economia i organització d'empreses |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística |
dc.subject.lcsh | Electricity -- Rates -- Forecasting |
dc.subject.lcsh | Economic forecasting |
dc.subject.lcsh | Regression analysis |
dc.title | Forecasting day ahead electricity price using ARMA methods |
dc.type | Bachelor thesis |
dc.subject.lemac | Electricitat -- Tarifes -- Previsió |
dc.subject.lemac | Previsió econòmica |
dc.subject.lemac | Anàlisi de regressió |
dc.rights.access | Open Access |
dc.audience.educationlevel | Grau |
dc.audience.mediator | Escola Tècnica Superior d'Enginyeria Industrial de Barcelona |
dc.contributor.covenantee | Universidade de São Paulo |
dc.description.mobility | Outgoing |