대한전기학회:학술대회논문집 (Proceedings of the KIEE Conference)
- 대한전기학회 2005년도 제36회 하계학술대회 논문집 A
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- Pages.819-821
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- 2005
자기회귀누적이동평균 모형을 이용한 전일 계통한계가격 예측
A Day-Ahead System Marginal Price Forecasting Using ARIMA Model
- Kim, Dae-Yong (Dept. of Electrical Engineering, Konkuk University) ;
- Lee, Chan-Joo (Dept. of Electrical Engineering, Konkuk University) ;
- Lee, Myung-Hwan (Dept. of Electrical Engineering, Konkuk University) ;
- Park, Jong-Bae (Dept. of Electrical Engineering, Konkuk University) ;
- Shin, Joong-Rin (Dept. of Electrical Engineering, Konkuk University)
- 발행 : 2005.07.18
초록
Since the System Marginal Price (SMP) is a vital factor to the market entities who intend to maximize the their profit, the short-term marginal price forecasting should be performed correctly. In a electricity market, the short-term trading between the market entities can be generally affected a short-term market price. Therefore, the exact forecasting of SMP can influence on the profit of market participants. This paper presents a methodology of day-ahead SMP foretasting using Autoregressive Integrated Moving Average (ARIMA). To show the efficiency and effectiveness of the proposed method, the numerical studies have been performed using historical data of SMP in 2004.
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