Electricity Price Forecasting Based on Self-Adaptive Decomposition and Heterogeneous Ensemble Learning

Electricity Price Forecasting Based on Self-Adaptive Decomposition and Heterogeneous Ensemble Learning

Electricity price forecasting plays a vital role in the financial markets. This paper proposes a self-adaptive, decomposed, heterogeneous, and ensemble learning model for short-term electricity price forecasting one, two, and three-months-ahead in the Brazilian market. Exogenous variables, such as s...

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Bibliographic Details
Main Authors: Matheus Henrique Dal Molin Ribeiro, Stéfano Frizzo Stefenon, José Donizetti de Lima, Ademir Nied, Viviana Cocco Marini, Leandro dos Santos Coelho
Format: Article
Language:English
Published: MDPI AG 2020-10-01
Series:Energies
Subjects:
complementary ensemble empirical mode decomposition
electricity price forecasting
ensemble learning models
exogenous variables
short-term forecasting
Online Access:https://www.mdpi.com/1996-1073/13/19/5190

Internet

https://www.mdpi.com/1996-1073/13/19/5190

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