Informacja

Drogi użytkowniku, aplikacja do prawidłowego działania wymaga obsługi JavaScript. Proszę włącz obsługę JavaScript w Twojej przeglądarce.

Wyszukujesz frazę "day ahead market" wg kryterium: Temat


Wyświetlanie 1-4 z 4
Tytuł:
A methodology of identification and metaidentification research on the example of Day Ahead Market System
Autorzy:
Marlęga, Radosław
Powiązania:
https://bibliotekanauki.pl/articles/2201618.pdf
Data publikacji:
2022
Wydawca:
Uniwersytet Przyrodniczo-Humanistyczny w Siedlcach
Tematy:
Day Ahead Market System
identification
MATLAB and Simulink environment
methodology
metaidentification
Opis:
The paper contains selected research results in the field of identification and metaidentification of the Day Ahead Market system of TGE S.A. Due to the proposed new approach to identification, a methodology for conducting research has been developed, which requires eight stages. Then, both the tasks and research objectives as well as the form of research occurring at all stages of research in order to meet the distinguished specific objectives and the general purpose of the research were shown in detail. Then an example of both identification and metaidentification of Day Ahead Market systems was shown. The obtained models and metamodels confirm the need and possibility of conducting this type of research at TGE S.A.
Źródło:
Studia Informatica : systems and information technology; 2022, 2(27); 109--137
1731-2264
Pojawia się w:
Studia Informatica : systems and information technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Correction of the parametric model of the Day-Ahead Market system using the Artificial Neural Network
Autorzy:
Marlęga, Radosław
Powiązania:
https://bibliotekanauki.pl/articles/2175158.pdf
Data publikacji:
2022
Wydawca:
Uniwersytet Przyrodniczo-Humanistyczny w Siedlcach
Tematy:
artificial neural network
day-ahead market
modeling
simulation
comparative research
model sensitivity testing
Opis:
The paper shows that it is possible to correct the identification model of the Day-Ahead Market system by employing the Perceptron Artificial Neural Network. First, a simulation model of the DAM system at the POLPX has been built, and then it has been shown how the model can be corrected so that the weighted average electricity prices obtained are close enough to the exchange-quoted ones. Next, simulation, comparative and sensitivity studies of the model were carried out for forecast data for four characteristic hours: 6, 12, 18, and 24 of the following year. Many interesting research results were obtained, including a result of sensitivity testing it was shown that the obtained models can be used in forecasting studies.
Źródło:
Studia Informatica : systems and information technology; 2022, 1(26); 85--105
1731-2264
Pojawia się w:
Studia Informatica : systems and information technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Hourly identification and simulation of the TGE S.A. Day-Ahead Market system
Autorzy:
Marlęga, Radosław
Tchórzewski, Jerzy R.
Powiązania:
https://bibliotekanauki.pl/articles/31342745.pdf
Data publikacji:
2022
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
equations of state
control system
Day-Ahead Market
identification
Polish Electricity Exchange
simulation
state space
Opis:
The paper presents selected research results concerning the identification and simulation of the TGE S.A. Day-Ahead Market (DAM) system of the day for electricity delivered and sold, listed for the following hours: 5:01-6:00, 11:01-12:00, 17:01-18:00 and 23:01-24:00 in 2019, which were obtained in the MATLAB and Simulink environment using the System Identification Toolbox. As a result of identification, four respective discrete parametric arx models were obtained, which were then subject to quality assessment. Then, a simulation model was built in the Simulink environment, which was used for simulation tests and for assessing the sensitivity of the model created using the data from 2019 as the basis and the data from 2020 for verification. The obtained results confirm the correctness of both the performed discrete parametric identification and the possibility of testing the quality of the model and its sensitivity with the use of the DAM system model in the MATLAB and Simulink environment.
Źródło:
Control and Cybernetics; 2022, 51, 4; 523-555
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Comparative Study of the Identification Methods of the Management System of the Day-Ahead Market of Polish Energy Market S.A.
Autorzy:
Marlęga, Radosław
Powiązania:
https://bibliotekanauki.pl/articles/2052421.pdf
Data publikacji:
2021
Wydawca:
Uniwersytet Przyrodniczo-Humanistyczny w Siedlcach
Tematy:
artificial neural network
business intelligence
day ahead market
Identification methods
information system in management
parametrical model
Polish Energy Market
Opis:
Nowadays, identification and neural methods are used more and more often in modeling IT forecasting systems in addition to analytical methods. Six characteristic models used to forecast the Day- Ahead Market system functioning as a transaction management system at the Polish Power Exchange (POLPX) and the Nord Pool Spot market have been selected for comparative analysis. The research was preceded by a detailed discussion of modern criteria used to assess the quality of model fitting to the system, namely: effectiveness, efficiency, and robustness. In the literature, there are two main groups of system modeling methods, namely time series modeling methods and identification modeling methods, including neural modeling methods. Modeling usually results in such models as parametric models and artificial neural networks learned neural models of the Day-Ahead Market, as well as time series models, among others. In the comparative analysis, special attention was paid to the accuracy of the obtained models concerning the system. It has been pointed out that the studied solutions used to measure the accuracy of modeling criteria such as accuracy of fit or efficiency, and did not use the modeling efficiency, which is very important in IT forecasting systems for such large markets as the Day-Ahead Market of POLPX. The search for the best market models, including identification models of the Day- Ahead Market operation that can be used in electricity price forecasting is a very important issue both from the point of view of algorithmic solutions and economical solutions.
Źródło:
Studia Informatica : systems and information technology; 2021, 1-2(25); 67-86
1731-2264
Pojawia się w:
Studia Informatica : systems and information technology
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-4 z 4

    Ta witryna wykorzystuje pliki cookies do przechowywania informacji na Twoim komputerze. Pliki cookies stosujemy w celu świadczenia usług na najwyższym poziomie, w tym w sposób dostosowany do indywidualnych potrzeb. Korzystanie z witryny bez zmiany ustawień dotyczących cookies oznacza, że będą one zamieszczane w Twoim komputerze. W każdym momencie możesz dokonać zmiany ustawień dotyczących cookies