A hybrid forecasting model based on bivariate division and a backpropagation artificial neural network optimized by chaos particle swarm optimization for day-ahead electricity price
DOI10.1155/2014/249208zbMATH Open1406.91288OpenAlexW2121252698WikidataQ59036865 ScholiaQ59036865MaRDI QIDQ1722437FDOQ1722437
Authors: Feng Liu, J. Wu, Jianzhou Wang, Zhi-long Wang 
Publication date: 14 February 2019
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/249208
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Applications of statistics to economics (62P20) Learning and adaptive systems in artificial intelligence (68T05) Inference from stochastic processes and prediction (62M20) Approximation methods and heuristics in mathematical programming (90C59) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
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- Application of seasonal SVR with chaotic gravitational search algorithm in electricity forecasting
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- Neural modeling of prices on the day-ahead market at the Polish Electricity Exchange supported by an evolutionary algorithm and inspired by quantum computing
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