Short-Term Forecasting of Electricity Spot Prices Containing Random Spikes Using a Time-Varying Autoregressive Model Combined With Kernel Regression
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DOI: 10.1109/tii.2019.2911700
Abstract: Forecasting spot prices of electricity is challenging because it not only contains seasonal variations, but also random, abrupt spikes, which depend on market conditions and network contingencies. In this paper, a hybrid model has been… read more here.
Keywords: spot prices; kernel regression; model; time varying ... See more keywords