Usefulness of selected types of neural networks for forecasting of electricity price volatility Cover Image

Przydatność wybranych typów sieci neuronowych do prognozowania zmienności cen energii elektrycznej
Usefulness of selected types of neural networks for forecasting of electricity price volatility

Author(s): Paweł Lorek
Subject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: neural networks; time series forecasting; energy exchange

Summary/Abstract: The subject of the article is forecasting of daily changes of Nord Pool Spot system price. Two ways of forecasting are discussed. The first is based on the multilayer perceptron, the second on the generalized regression neural network. The results of applying both methods are compared and discussed.

  • Issue Year: 2011
  • Issue No: 22
  • Page Range: 246-253
  • Page Count: 8
  • Language: Polish
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