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...
Main Author: | Jindřich Pokora |
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Format: | Article |
Language: | English |
Published: |
Mendel University Press
2017-01-01
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Series: | Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis |
Subjects: | |
Online Access: | https://acta.mendelu.cz/65/2/0699/ |
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