论文标题
在EPEC市场中预测能源点价格的混合建模方法
Hybrid Modelling Approaches for Forecasting Energy Spot Prices in EPEC market
论文作者
论文摘要
在这项工作中，我们考虑了EPEC市场中预测能源现货价格的几种混合建模方法。通过组合幼稚的模型，傅立叶分析，ARMA和GARCH模型，均值逆转和跳跃模型以及经常性的神经网络（RNN）来进行杂交。培训数据是根据2013 - 2014年的电力价格提供的，并根据2015年的一年进行测试数据。
In this work we considered several hybrid modelling approaches for forecasting energy spot prices in EPEC market. Hybridization is performed through combining a Naive model, Fourier analysis, ARMA and GARCH models, a mean-reversion and jump-diffusion model, and Recurrent Neural Networks (RNN). Training data was given in terms of electricity prices for 2013-2014 years, and test data as a year of 2015.
