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    Wyświetlanie 1-5 z 5
    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:
    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
    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
    Tytuł:
    Quantum-inspired method of neural modeling of the day-ahead market of the Polish electricity exchange
    Autorzy:
    Tchórzewski, Jerzy
    Ruciński, Dariusz
    Powiązania:
    https://bibliotekanauki.pl/articles/2183468.pdf
    Data publikacji:
    2021
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    artificial neural networks
    day-ahead market
    dequantization with ANN
    neural modeling
    quantum inspired method
    quantum computing
    Polish Electricity Exchange
    system quantization
    Opis:
    The paper presents selected elements of a modelling methodology involving quantization, quantum calculations and dequantization on the example of the neural model of the Day-Ahead Market of the Polish Electricity Exchange. Based on the fundamental assumptions of quantum computing, a new method has been proposed here of converting the real numbers in decimal notation into quantum mixed numbers using the probability modules of quantum mixed number and the principle of superposition, along with a new method of quantum calculations using linear algebra and vectormatrix calculus, and the Artificial Neural Network was taught accordingly. Dequantization of quantum mixed numbers to real numbers in decimal notation using the new method of dequantization has been proposed as well. The operation of the methods introduced was shown on numerical examples.
    Źródło:
    Control and Cybernetics; 2021, 50, 3; 383--399
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-5 z 5

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