Forecasting day-ahead electricity prices of Singapore through ARIMA and wavelet-ARIMA

• Main Authors: Carpio, Kristine Joy E., Go, Anne Marie L., Roncal, Camille Krisca M.
• Format: text
• Published: Animo Repository 2012
• Subjects: Box-Jenkins forecasting; Electric utilities—Rates > Singapore; Mathematics
• Online Access: https://animorepository.dlsu.edu.ph/faculty_research/1851
• Institution: De La Salle University

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'...