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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 대한전기학회 Journal of Electrical Engineering & Technology Journal of Electrical Engineering & Technology Vol.3 No.1
- 발행연도
- 2008.3
- 수록면
- 14 - 19 (6page)
이용수
초록· 키워드
오류제보하기
The paper presents an intelligent time series model to predict uncertain electricity market price in the deregulated industry environment. Since the price of electricity in a deregulated market is very volatile, it is difficult to estimate an accurate market price using historically observed data. The parameter of an intelligent time series model is obtained based on the simultaneous perturbation stochastic approximation (SPSA). The SPSA is flexible to use in high dimensional systems. Since prediction models have their modeling enol', an error compensator is developed as compensation. The SPSA based intelligent model is applied to predict the electricity market price in the Pennsylvania-New Jersey-Maryland (PJM) electricity market.
목차
Abstract
1. Introduction
2. An Intelligent Time-Series Model Based on the Newton-Backward Operator
3. The Description of the Error Compensator
4. Simultaneous Perturbation Stochastic Approximation
5. Numerical Example
6. Conclusion
References
참고문헌 (10)
참고문헌 신청
1. [단행본] - M. Ilic / 1994 / Power Systems Restructuring / Kluwer
2. [단행본] - F. C. Schweppe / 1998 / Spot Pricing of Electricity / Kluwer Academic Publishers
3. [학술지(정기간행물)] - R. Green / 1992 / Competition in the British electricity spot market / J. Political Econ 100 (5) : 929 ~ 953
4. [인터넷자원] - PJM Interconnection / / LLC
5. [단행본] - E. H. Allen / 1999 / Price-Based Commitment Decisions in the Electricity Market / Springer-Verlag
2. [단행본] - F. C. Schweppe / 1998 / Spot Pricing of Electricity / Kluwer Academic Publishers
3. [학술지(정기간행물)] - R. Green / 1992 / Competition in the British electricity spot market / J. Political Econ 100 (5) : 929 ~ 953
4. [인터넷자원] - PJM Interconnection / / LLC
5. [단행본] - E. H. Allen / 1999 / Price-Based Commitment Decisions in the Electricity Market / Springer-Verlag
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