Forecasting day-ahead electricity prices of Singapore through ARIMA and wavelet-ARIMA
The changes observed in the electricity markets over the past decade brought about developments in the field of electricity modeling. In this paper, traditional AutoRegressive Integrated Moving Average (ARIMA) models and Wavelet-ARIMA models arc applied to the Singapore electricity market, Asia'...
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oai:animorepository.dlsu.edu.ph:faculty_research-28502021-07-28T08:46:50Z Forecasting day-ahead electricity prices of Singapore through ARIMA and wavelet-ARIMA Carpio, Kristine Joy E. Go, Anne Marie L. Roncal, Camille Krisca M. The changes observed in the electricity markets over the past decade brought about developments in the field of electricity modeling. In this paper, traditional AutoRegressive Integrated Moving Average (ARIMA) models and Wavelet-ARIMA models arc applied to the Singapore electricity market, Asia's first liberalized electricity market. Forecasting will be done for each electricity price modelling technique and the adequacy of the models is tested through forecast accuracy. The comparison of forecast accuracy of the models is done across different data behaviors. Copyright © 2012 De La Salle University, Philippines. 2012-07-01T07:00:00Z text https://animorepository.dlsu.edu.ph/faculty_research/1851 Faculty Research Work Animo Repository Box-Jenkins forecasting Electric utilities—Rates--Singapore Mathematics |
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Philippines Philippines |
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Box-Jenkins forecasting Electric utilities—Rates--Singapore Mathematics |
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Box-Jenkins forecasting Electric utilities—Rates--Singapore Mathematics Carpio, Kristine Joy E. Go, Anne Marie L. Roncal, Camille Krisca M. Forecasting day-ahead electricity prices of Singapore through ARIMA and wavelet-ARIMA |
| description |
The changes observed in the electricity markets over the past decade brought about developments in the field of electricity modeling. In this paper, traditional AutoRegressive Integrated Moving Average (ARIMA) models and Wavelet-ARIMA models arc applied to the Singapore electricity market, Asia's first liberalized electricity market. Forecasting will be done for each electricity price modelling technique and the adequacy of the models is tested through forecast accuracy. The comparison of forecast accuracy of the models is done across different data behaviors. Copyright © 2012 De La Salle University, Philippines. |
| format |
text |
| author |
Carpio, Kristine Joy E. Go, Anne Marie L. Roncal, Camille Krisca M. |
| author_facet |
Carpio, Kristine Joy E. Go, Anne Marie L. Roncal, Camille Krisca M. |
| author_sort |
Carpio, Kristine Joy E. |
| title |
Forecasting day-ahead electricity prices of Singapore through ARIMA and wavelet-ARIMA |
| title_short |
Forecasting day-ahead electricity prices of Singapore through ARIMA and wavelet-ARIMA |
| title_full |
Forecasting day-ahead electricity prices of Singapore through ARIMA and wavelet-ARIMA |
| title_fullStr |
Forecasting day-ahead electricity prices of Singapore through ARIMA and wavelet-ARIMA |
| title_full_unstemmed |
Forecasting day-ahead electricity prices of Singapore through ARIMA and wavelet-ARIMA |
| title_sort |
forecasting day-ahead electricity prices of singapore through arima and wavelet-arima |
| publisher |
Animo Repository |
| publishDate |
2012 |
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https://animorepository.dlsu.edu.ph/faculty_research/1851 |
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