A Time Series Forecast of the Electrical Spot Price : Time series analysis applied to the Nordic power market
In this report six different models for predicting the electrical spot price on the Nordic power exchange, Nord Pool, are developed and compared. They are evaluated against the already existing model as well as the naive test, which is a forecast where the last week’s observations are used as a prog...
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| Format: | Others |
| Language: | English |
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Umeå universitet, Institutionen för fysik
2011
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-41898 |