Temat: Day-Ahead Market - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Neural modelling of electricity prices quoted on the Day-Ahead Market of TGE S.A. shaped by environmental and economic factors
Autorzy:: Ruciński, Dariusz
Powiązania:: https://bibliotekanauki.pl/articles/2052267.pdf
Data publikacji:: 2020
Wydawca:: Uniwersytet Przyrodniczo-Humanistyczny w Siedlcach
Tematy:: Polish Power Exchange
day ahead market
DAM
artificial neural network
system modelling
MATLAB
Opis:: The paper contains the results of research on the impact of the number of factors used to build the Day-Ahead Market model at Polish Power Exchange S.A. Five models with a different number of factors influencing the model were tested. To test the quality of models according to the adopted evaluation criteria, i.e., mean square error and the coefficient of determination for the weighted average prices sold in a given hour of the day, the influence of weather factors, socio-economic factors and energy demand were adopted. The results obtained from the analysis show a relatively high correctness of the simplest of the adopted models, which differs slightly from the best model.
Źródło:: Studia Informatica : systems and information technology; 2020, 1-2(24); 25-35
1731-2264
Pojawia się w:: Studia Informatica : systems and information technology
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Capabilities of MATLAB and Simulink related to modelling of Polish power exchange
Autorzy:: Tchórzewski, J.
Powiązania:: https://bibliotekanauki.pl/articles/94981.pdf
Data publikacji:: 2016
Wydawca:: Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Wydawnictwo Szkoły Głównej Gospodarstwa Wiejskiego w Warszawie
Tematy:: artificial neural network
identification
MATLAB
Simulink
environment
Polish Power Exchange
simulation
Day Ahead Market
Opis:: The paper presents selected results of research on modelling a system of the POLISH Power Exchange in the MATLAB and Simulink environment. Modelling capabilities of various toolboxes and Matlab language were presented. Special attention was paid to identification modelling using System Identification Toolbox, neural modelling using Neural Network Toolbox and simulation modelling using Simulink. Research experiments were preformed based on the Day Ahead Market quotations. The obtained models of th type in SIT, an artificial neural network (ANN) in NNT and a block diagram in Simulink were subjected to comparative and sensitivity tests. Final results were interpreted.
Źródło:: Information Systems in Management; 2016, 5, 3; 424-435
2084-5537
2544-1728
Pojawia się w:: Information Systems in Management
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: Prediction capabilities of the LSTM and Perceptron models based on the Day-Ahead Market on the Polish Power Exchange S.A.
Autorzy:: Ruciński, Dariusz
Powiązania:: https://bibliotekanauki.pl/articles/27323577.pdf
Data publikacji:: 2023
Wydawca:: Uniwersytet Przyrodniczo-Humanistyczny w Siedlcach
Tematy:: shallow networks
deep networks
Day-Ahead Market
MATLAB
Simulink environment
neural modeling
prediction time
electricity prices
Opis:: The main purpose of the research was to examine the properties of models for two kinds of neural networks, a deep learning models in which the Long Short-Term Memory was chosen and shallow neural model in which the Perceptron Neural Network was chosen. The subject of the examination was the Day-Ahead Market system of PPE S.A. The article presents the learning results of both networks and the results of the predictive abilities of the models. The research was conducted based on data published on the Polish Stock Exchange for the 2018 year. The MATLAB environment was chosen as a tool for providing the examinations. The determination index (R2) and the mean square error (MSE) was adopted as the network evaluation criterion for the learning ability and for the prediction ability of both networks.
Źródło:: Studia Informatica : systems and information technology; 2023, 1(28); 69--82
1731-2264
Pojawia się w:: Studia Informatica : systems and information technology
Dostawca treści:: Biblioteka Nauki

Artykuł

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