Short-term forecasting of prices for the Russian wholesale electricity market based on neural networks |
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Authors: | I Yu Zolotova V V Dvorkin |
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Institution: | 1.Institute for Problems of Pricing and Regulation of Natural Monopolies of the National Research University,Higher School of Economics,Moscow,Russia |
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Abstract: | The article considers the possibility of using neural networks for the short-term forecasting of electricity prices in the day-ahead market (DAM) based on factors strictly determined for the forecast period. A set of six factors has been determined, which allows an hourly forecast of the DAM price to be constructed for a month in each of the four seasons with a high accuracy. The proposed model shows low average errors in forecasting the price for each hour of the month and in turn allows possible significant price deviations to be anticipated. |
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