A Discrete Increment Model for Electricity Price Forecasting Based on Fractional Brownian Motion
Electricity price forecasting is essential for all participants of the power consumption market. However, electricity price series has complex properties such as high volatility and non-stationarity that make forecasting turn out to be very difficult. In this study, we aim to forecast electricity pr...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2020-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/9141246/ |