Hybrid Wavelet-PSO-ANFIS Approach for Short-Term Electricity Prices Forecasting

Catalão, João Paulo da Silva; Pousinho, Hugo Miguel Inácio; Mendes, Victor

http://hdl.handle.net/10400.21/2203

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Authors

Catalão, João Paulo da Silva

Pousinho, Hugo Miguel Inácio

Mendes, Victor

Abstract(s)

A novel hybrid approach, combining wavelet transform, particle swarm optimization, and adaptive-network-based fuzzy inference system, is proposed in this paper for short-term electricity prices forecasting in a competitive market. Results from a case study based on the electricity market of mainland Spain are presented. A thorough comparison is carried out, taking into account the results of previous publications. Finally, conclusions are duly drawn.

Keywords

Electricity market Fuzzy logic Neural networks Price forecasting Swarm optimization Wavelet transform Neuro-evolutionary algorithm Arima models Market Network System Decomposition Information Environment Transform

URI

http://hdl.handle.net/10400.21/2203

Citation

CATALÃO, J. P. S.; POUSINHO, H. M. I.; MENDES, V. M. F. - Hybrid Wavelet-PSO-ANFIS Approach for Short-Term Electricity Prices Forecasting. IEEE Transactions on Power Systems. ISSN 0885-8950. Vol. 26, n.º 1 (2011) p.137-144.