Hybrid ARIMA and Support Vector Regression in Short‑term Electricity Price Forecasting

Hybrid ARIMA and Support Vector Regression in Short‑term Electricity Price Forecasting

The literature suggests that, in short‑term electricity‑price forecasting, a combination of ARIMA and support vector regression (SVR) yields performance improvement over separate use of each method. The objective of the research is to investigate the circumstances under which these hybrid models are...

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Bibliographic Details
Main Author: Jindřich Pokora
Format: Article
Language:English
Published: Mendel University Press 2017-01-01
Series:Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
Subjects:
short‑term electricity price forecasting
hybrid models
time series
ARIMA models
support vector regression
transmission congestion
Online Access:https://acta.mendelu.cz/65/2/0699/

Internet

https://acta.mendelu.cz/65/2/0699/

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