Info
Electrical load forecasting : modeling and model construction / / Soliman Abdel-hady Soliman, Ahmad M. Al-Kandari
| Electrical load forecasting : modeling and model construction / / Soliman Abdel-hady Soliman, Ahmad M. Al-Kandari |
| Autore | Soliman S. A |
| Pubbl/distr/stampa | Burlington, MA, : Butterworth-Heinemann, c2010 |
| Descrizione fisica | 1 online resource (441 p.) |
| Disciplina | 333.793/213015195 |
| Altri autori (Persone) | AlkandariAhmad M |
| Soggetto topico |
Electric power-plants - Load - Forecasting - Mathematics
Electric power systems - Mathematical models Electric power consumption - Forecasting - Mathematics |
| ISBN |
9786612738098
9781282738096 1282738097 9780123815446 0123815444 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Half Title Page; Title Page; Copyright; Dedication; Table of Contents; Acknowledgments; Introduction; Outline of the Book; Chapter 1. Mathematical Background and State of the Art; 1.1 Objectives; 1.2 Matrices and Vectors; 1.3 Matrix Algebra; 1.3.1 Addition of Matrices; 1.3.2 Matrix Subtraction (Difference); 1.3.3 Matrix Multiplication; 1.3.4 Inverse of a Matrix (Matrix Division); 1.4 Rank of a Matrix; 1.5 Singular Matrix; 1.6 Characteristic Vectors of a Matrix; 1.7 Diagonalization; 1.8 Partitioned Matrices; 1.9 Partitioned Matrix Inversion; 1.10 Quadratic Forms
1.11 State Space Representation1.12 Difference Equations; 1.13 Some Optimization Techniques; 1.13.1 Unconstrained Optimization; 1.13.2 Constrained Optimization; 1.14 State of the Art; References; Chapter 2. Static State Estimation; 2.1 Objectives; 2.2 The Static Estimation Problem Formulation; 2.2.1 Linear Least Error Squares Estimation; 2.2.2 Weighted Linear Least Error Squares (WLES) Estimation; 2.2.3 Constrained Least Error Squares (CLES) Estimation; 2.2.4 Recursive Least Error Squares (RLES) Estimation; 2.2.5 Nonlinear Least Error Squares (NLLES) Estimation 2.3 Properties of Least Error Squares Estimation2.4 Least Absolute Value Static State Estimation; 2.4.1 Historical Perspective; 2.4.2 Least Absolute Value of Error Estimation; 2.4.3 Least Absolute Value Based on Linear Programming; 2.4.4 Schlossmacher Iterative Algorithm; 2.4.5 Sposito and Hand Algorithm; 2.4.6 Soliman and Christensen Algorithm; 2.5 Constrained LAV Estimation; 2.6 Nonlinear Estimation Using the Soliman and Christensen Algorithm; 2.7 Leverage Points; 2.8 Comparison between LES Estimation and LAV Estimation Algorithms; References Chapter 3. Load Modeling for Short-Term Forecasting3.1 Objectives; 3.2 Introduction; 3.3 Base Load; 3.4 Weather-Dependent Load; 3.4.1 Temperature; 3.4.2 Wind Speed; 3.4.3 Humidity; 3.4.4 Illumination; 3.5 Residual Load; 3.6 Short-Term Load Models; 3.6.1 Multiple Linear Regression; 3.6.2 General Exponential Smoothing; 3.6.3 Stochastic Time Series; 3.6.4 Qualities of Forecasting Models; 3.7 Special Load-Forecasting Models; 3.7.1 Model A: Multiple Linear Regression Model; 3.7.2 Model B: Harmonics Model; 3.7.3 Model C: Hybrid Model; References Chapter 4. Fuzzy Regression Systems and Fuzzy Linear Models4.1 Objectives; 4.2 Fuzzy Fundamentals; 4.3 Fuzzy Sets and Membership; 4.3.1 Membership Functions; 4.3.2 Basic Terminology and Definitions; 4.3.3 Support of a Fuzzy Set; 4.3.4 Normality; 4.3.5 Convexity and Concavity; 4.3.6 Basic Operation; 4.4 Fuzzy Linear Estimation; 4.4.1 Nonfuzzy Output (Yj =mj); 4.4.2 Fuzzy Output Systems; 4.5 Fuzzy Short-Term Load Modeling; 4.5.1 Multiple Fuzzy Linear Regression Model: Crisp Data; 4.5.2 Multiple Fuzzy Linear Regression Model: Fuzzy Data; 4.5.3 Fuzzy Load Model B; 4.5.4 Fuzzy Load Model C 4.6 Conclusion |
| Record Nr. | UNINA-9911004824503321 |
Soliman S. A
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| Burlington, MA, : Butterworth-Heinemann, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Modeling and forecasting electricity loads and prices [[electronic resource] ] : a statistical approach / / Rafał Weron
| Modeling and forecasting electricity loads and prices [[electronic resource] ] : a statistical approach / / Rafał Weron |
| Autore | Weron Rafał |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2006 |
| Descrizione fisica | 1 online resource (194 p.) |
| Disciplina |
333.793/213015195
333.793213015195 |
| Collana | Wiley finance series |
| Soggetto topico |
Electric power consumption - Forecasting - Statistical methods
Electric utilities - Rates - Forecasting - Statistical methods |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-118-67336-0
1-280-74001-9 9786610740017 0-470-05999-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Modeling and Forecasting Electricity Loads and Prices; Contents; Preface; Acknowledgments; 1 Complex Electricity Markets; 1.1 Liberalization; 1.2 The Marketplace; 1.2.1 Power Pools and Power Exchanges; 1.2.2 Nodal and Zonal Pricing; 1.2.3 Market Structure; 1.2.4 Traded Products; 1.3 Europe; 1.3.1 The England and Wales Electricity Market; 1.3.2 The Nordic Market; 1.3.3 Price Setting at Nord Pool; 1.3.4 Continental Europe; 1.4 North America; 1.4.1 PJM Interconnection; 1.4.2 California and the Electricity Crisis; 1.4.3 Alberta and Ontario; 1.5 Australia and New Zealand; 1.6 Summary
1.7 Further Reading2 Stylized Facts of Electricity Loads and Prices; 2.1 Introduction; 2.2 Price Spikes; 2.2.1 Case Study: The June 1998 Cinergy Price Spike; 2.2.2 When Supply Meets Demand; 2.2.3 What is Causing the Spikes?; 2.2.4 The Definition; 2.3 Seasonality; 2.3.1 Measuring Serial Correlation; 2.3.2 Spectral Analysis and the Periodogram; 2.3.3 Case Study: Seasonal Behavior of Electricity Prices and Loads; 2.4 Seasonal Decomposition; 2.4.1 Differencing; 2.4.2 Mean or Median Week; 2.4.3 Moving Average Technique; 2.4.4 Annual Seasonality and Spectral Decomposition 2.4.5 Rolling Volatility Technique2.4.6 Case Study: Rolling Volatility in Practice; 2.4.7 Wavelet Decomposition; 2.4.8 Case Study: Wavelet Filtering of Nord Pool Hourly System Prices; 2.5 Mean Reversion; 2.5.1 R/S Analysis; 2.5.2 Detrended Fluctuation Analysis; 2.5.3 Periodogram Regression; 2.5.4 Average Wavelet Coefficient; 2.5.5 Case Study: Anti-persistence of Electricity Prices; 2.6 Distributions of Electricity Prices; 2.6.1 Stable Distributions; 2.6.2 Hyperbolic Distributions; 2.6.3 Case Study: Distribution of EEX Spot Prices; 2.6.4 Further Empirical Evidence and Possible Applications 2.7 Summary2.8 Further Reading; 3 Modeling and Forecasting Electricity Loads; 3.1 Introduction; 3.2 Factors Affecting Load Patterns; 3.2.1 Case Study: Dealing with Missing Values and Outliers; 3.2.2 Time Factors; 3.2.3 Weather Conditions; 3.2.4 Case Study: California Weather vs Load; 3.2.5 Other Factors; 3.3 Overview of Artificial Intelligence-Based Methods; 3.4 Statistical Methods; 3.4.1 Similar-Day Method; 3.4.2 Exponential Smoothing; 3.4.3 Regression Methods; 3.4.4 Autoregressive Model; 3.4.5 Autoregressive Moving Average Model; 3.4.6 ARMA Model Identification 3.4.7 Case Study: Modeling Daily Loads in California3.4.8 Autoregressive Integrated Moving Average Model; 3.4.9 Time Series Models with Exogenous Variables; 3.4.10 Case Study: Modeling Daily Loads in California with Exogenous Variables; 3.5 Summary; 3.6 Further Reading; 4 Modeling and Forecasting Electricity Prices; 4.1 Introduction; 4.2 Overview of Modeling Approaches; 4.3 Statistical Methods and Price Forecasting; 4.3.1 Exogenous Factors; 4.3.2 Spike Preprocessing; 4.3.3 How to Assess the Quality of Price Forecasts; 4.3.4 ARMA-type Models; 4.3.5 Time Series Models with Exogenous Variables 4.3.6 Autoregressive GARCH Models |
| Record Nr. | UNINA-9910143702603321 |
|
Weron Rafał
|
||
| Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Modeling and forecasting electricity loads and prices [[electronic resource] ] : a statistical approach / / Rafał Weron
| Modeling and forecasting electricity loads and prices [[electronic resource] ] : a statistical approach / / Rafał Weron |
| Autore | Weron Rafał |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2006 |
| Descrizione fisica | 1 online resource (194 p.) |
| Disciplina |
333.793/213015195
333.793213015195 |
| Collana | Wiley finance series |
| Soggetto topico |
Electric power consumption - Forecasting - Statistical methods
Electric utilities - Rates - Forecasting - Statistical methods |
| ISBN |
1-118-67336-0
1-280-74001-9 9786610740017 0-470-05999-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Modeling and Forecasting Electricity Loads and Prices; Contents; Preface; Acknowledgments; 1 Complex Electricity Markets; 1.1 Liberalization; 1.2 The Marketplace; 1.2.1 Power Pools and Power Exchanges; 1.2.2 Nodal and Zonal Pricing; 1.2.3 Market Structure; 1.2.4 Traded Products; 1.3 Europe; 1.3.1 The England and Wales Electricity Market; 1.3.2 The Nordic Market; 1.3.3 Price Setting at Nord Pool; 1.3.4 Continental Europe; 1.4 North America; 1.4.1 PJM Interconnection; 1.4.2 California and the Electricity Crisis; 1.4.3 Alberta and Ontario; 1.5 Australia and New Zealand; 1.6 Summary
1.7 Further Reading2 Stylized Facts of Electricity Loads and Prices; 2.1 Introduction; 2.2 Price Spikes; 2.2.1 Case Study: The June 1998 Cinergy Price Spike; 2.2.2 When Supply Meets Demand; 2.2.3 What is Causing the Spikes?; 2.2.4 The Definition; 2.3 Seasonality; 2.3.1 Measuring Serial Correlation; 2.3.2 Spectral Analysis and the Periodogram; 2.3.3 Case Study: Seasonal Behavior of Electricity Prices and Loads; 2.4 Seasonal Decomposition; 2.4.1 Differencing; 2.4.2 Mean or Median Week; 2.4.3 Moving Average Technique; 2.4.4 Annual Seasonality and Spectral Decomposition 2.4.5 Rolling Volatility Technique2.4.6 Case Study: Rolling Volatility in Practice; 2.4.7 Wavelet Decomposition; 2.4.8 Case Study: Wavelet Filtering of Nord Pool Hourly System Prices; 2.5 Mean Reversion; 2.5.1 R/S Analysis; 2.5.2 Detrended Fluctuation Analysis; 2.5.3 Periodogram Regression; 2.5.4 Average Wavelet Coefficient; 2.5.5 Case Study: Anti-persistence of Electricity Prices; 2.6 Distributions of Electricity Prices; 2.6.1 Stable Distributions; 2.6.2 Hyperbolic Distributions; 2.6.3 Case Study: Distribution of EEX Spot Prices; 2.6.4 Further Empirical Evidence and Possible Applications 2.7 Summary2.8 Further Reading; 3 Modeling and Forecasting Electricity Loads; 3.1 Introduction; 3.2 Factors Affecting Load Patterns; 3.2.1 Case Study: Dealing with Missing Values and Outliers; 3.2.2 Time Factors; 3.2.3 Weather Conditions; 3.2.4 Case Study: California Weather vs Load; 3.2.5 Other Factors; 3.3 Overview of Artificial Intelligence-Based Methods; 3.4 Statistical Methods; 3.4.1 Similar-Day Method; 3.4.2 Exponential Smoothing; 3.4.3 Regression Methods; 3.4.4 Autoregressive Model; 3.4.5 Autoregressive Moving Average Model; 3.4.6 ARMA Model Identification 3.4.7 Case Study: Modeling Daily Loads in California3.4.8 Autoregressive Integrated Moving Average Model; 3.4.9 Time Series Models with Exogenous Variables; 3.4.10 Case Study: Modeling Daily Loads in California with Exogenous Variables; 3.5 Summary; 3.6 Further Reading; 4 Modeling and Forecasting Electricity Prices; 4.1 Introduction; 4.2 Overview of Modeling Approaches; 4.3 Statistical Methods and Price Forecasting; 4.3.1 Exogenous Factors; 4.3.2 Spike Preprocessing; 4.3.3 How to Assess the Quality of Price Forecasts; 4.3.4 ARMA-type Models; 4.3.5 Time Series Models with Exogenous Variables 4.3.6 Autoregressive GARCH Models |
| Record Nr. | UNINA-9910829923303321 |
|
Weron Rafał
|
||
| Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Modeling and forecasting electricity loads and prices : a statistical approach / / Rafa Weron
| Modeling and forecasting electricity loads and prices : a statistical approach / / Rafa Weron |
| Autore | Weron Rafa |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2006 |
| Descrizione fisica | 1 online resource (194 p.) |
| Disciplina | 333.793/213015195 |
| Collana | Wiley finance series |
| Soggetto topico |
Electric power consumption - Forecasting - Statistical methods
Electric utilities - Rates - Forecasting - Statistical methods |
| ISBN |
9786610740017
9781118673362 1118673360 9781280740015 1280740019 9780470059999 0470059990 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Modeling and Forecasting Electricity Loads and Prices; Contents; Preface; Acknowledgments; 1 Complex Electricity Markets; 1.1 Liberalization; 1.2 The Marketplace; 1.2.1 Power Pools and Power Exchanges; 1.2.2 Nodal and Zonal Pricing; 1.2.3 Market Structure; 1.2.4 Traded Products; 1.3 Europe; 1.3.1 The England and Wales Electricity Market; 1.3.2 The Nordic Market; 1.3.3 Price Setting at Nord Pool; 1.3.4 Continental Europe; 1.4 North America; 1.4.1 PJM Interconnection; 1.4.2 California and the Electricity Crisis; 1.4.3 Alberta and Ontario; 1.5 Australia and New Zealand; 1.6 Summary
1.7 Further Reading2 Stylized Facts of Electricity Loads and Prices; 2.1 Introduction; 2.2 Price Spikes; 2.2.1 Case Study: The June 1998 Cinergy Price Spike; 2.2.2 When Supply Meets Demand; 2.2.3 What is Causing the Spikes?; 2.2.4 The Definition; 2.3 Seasonality; 2.3.1 Measuring Serial Correlation; 2.3.2 Spectral Analysis and the Periodogram; 2.3.3 Case Study: Seasonal Behavior of Electricity Prices and Loads; 2.4 Seasonal Decomposition; 2.4.1 Differencing; 2.4.2 Mean or Median Week; 2.4.3 Moving Average Technique; 2.4.4 Annual Seasonality and Spectral Decomposition 2.4.5 Rolling Volatility Technique2.4.6 Case Study: Rolling Volatility in Practice; 2.4.7 Wavelet Decomposition; 2.4.8 Case Study: Wavelet Filtering of Nord Pool Hourly System Prices; 2.5 Mean Reversion; 2.5.1 R/S Analysis; 2.5.2 Detrended Fluctuation Analysis; 2.5.3 Periodogram Regression; 2.5.4 Average Wavelet Coefficient; 2.5.5 Case Study: Anti-persistence of Electricity Prices; 2.6 Distributions of Electricity Prices; 2.6.1 Stable Distributions; 2.6.2 Hyperbolic Distributions; 2.6.3 Case Study: Distribution of EEX Spot Prices; 2.6.4 Further Empirical Evidence and Possible Applications 2.7 Summary2.8 Further Reading; 3 Modeling and Forecasting Electricity Loads; 3.1 Introduction; 3.2 Factors Affecting Load Patterns; 3.2.1 Case Study: Dealing with Missing Values and Outliers; 3.2.2 Time Factors; 3.2.3 Weather Conditions; 3.2.4 Case Study: California Weather vs Load; 3.2.5 Other Factors; 3.3 Overview of Artificial Intelligence-Based Methods; 3.4 Statistical Methods; 3.4.1 Similar-Day Method; 3.4.2 Exponential Smoothing; 3.4.3 Regression Methods; 3.4.4 Autoregressive Model; 3.4.5 Autoregressive Moving Average Model; 3.4.6 ARMA Model Identification 3.4.7 Case Study: Modeling Daily Loads in California3.4.8 Autoregressive Integrated Moving Average Model; 3.4.9 Time Series Models with Exogenous Variables; 3.4.10 Case Study: Modeling Daily Loads in California with Exogenous Variables; 3.5 Summary; 3.6 Further Reading; 4 Modeling and Forecasting Electricity Prices; 4.1 Introduction; 4.2 Overview of Modeling Approaches; 4.3 Statistical Methods and Price Forecasting; 4.3.1 Exogenous Factors; 4.3.2 Spike Preprocessing; 4.3.3 How to Assess the Quality of Price Forecasts; 4.3.4 ARMA-type Models; 4.3.5 Time Series Models with Exogenous Variables 4.3.6 Autoregressive GARCH Models |
| Record Nr. | UNINA-9911019164603321 |
|
Weron Rafa
|
||
| Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||