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Record W1996619742 · doi:10.2202/1553-779x.2266

A New Method for Next-Day Price Forecasting for PJM Electricity Market

2010· article· en· W1996619742 on OpenAlexaff
Phatchakorn Areekul, Tomonobu Senju, Hirofumi Toyama, Shantanu Chakraborty, Atsushi Yona, Naomitsu Urasaki, Paras Mandal, Ahmed Yousuf Saber

Bibliographic record

VenueInternational Journal of Emerging Electric Power Systems · 2010
Typearticle
Languageen
FieldEngineering
TopicEnergy Load and Power Forecasting
Canadian institutionsUniversity of Calgary
Fundersnot available
KeywordsElectricity price forecastingElectricity marketBiddingElectricityEconometricsOrder (exchange)Electricity priceMarket priceInvestment (military)EconomicsComputer scienceMicroeconomicsEngineeringFinance

Abstract

fetched live from OpenAlex

In the framework of the competitive electricity markets, electricity price forecasting is important for market participants in a deregulated electricity market. Rather than forecasting the value, market participants are sometimes more interested interval of the peak electricity price forecasting. Forecasting the peak price is essential for estimating the uncertainty involved in the price and thus is highly useful for making generation bidding strategies and investment decisions. The choice of the forecasting model becomes the important influence factor how to improve price forecasting accuracy. This paper proposes new approach to reduce the prediction error at occurrence time of the peak electricity price, and aims to enhance the accuracy of the next day electricity price forecasting. In the proposed method, the weekly variation data is used for input factors of the ANN at occurrence time of the peak electricity price in order to catch the price variation. Moreover, learning data for the ANN is selected by rough sets theory at occurrence time of the peak electricity price. This method is examined by using the data of the PJM electricity market. From the simulation results, it is observed that the proposed method provides a more accurate and effective forecasting, which helpful for suitable bidding strategy and risk management tool for market participants in a deregulated electricity market.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.922
Threshold uncertainty score0.997

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.016
GPT teacher head0.276
Teacher spread0.260 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations7
Published2010
Admission routes1
Has abstractyes

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