Catalão, João Paulo da SilvaPousinho, Hugo Miguel InácioMendes, Victor2013-02-152013-02-152011-02CATALÃO, 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.137-144.0885-8950http://hdl.handle.net/10400.21/2203A 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.engElectricity marketFuzzy logicNeural networksPrice forecastingSwarm optimizationWavelet transformNeuro-evolutionary algorithmArima modelsMarketNetworkSystemDecompositionInformationEnvironmentTransformjournal article