Exportar Publicação

A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA)
Ana Guedes & Mendes, D. A. (2014). Is the Iberian Electricity Market Chaotic? Characterization and Prediction with Nonlinear Methods. 3rd International Conference on Dynamics, Games and Science.
Exportar Referência (IEEE)
A. M. Guedes and D. E. Mendes,  "Is the Iberian Electricity Market Chaotic? Characterization and Prediction with Nonlinear Methods", in 3rd Int. Conf. on Dynamics, Games and Science, Porto, 2014
Exportar BibTeX
@misc{guedes2014_1734531302337,
	author = "Ana Guedes and Mendes, D. A.",
	title = "Is the Iberian Electricity Market Chaotic? Characterization and Prediction with Nonlinear Methods",
	year = "2014",
	howpublished = "Outro",
	url = "http://www.fc.up.pt/dgsiii/programme.html"
}
Exportar RIS
TY  - CPAPER
TI  - Is the Iberian Electricity Market Chaotic? Characterization and Prediction with Nonlinear Methods
T2  - 3rd International Conference on Dynamics, Games and Science
AU  - Ana Guedes
AU  - Mendes, D. A.
PY  - 2014
CY  - Porto
UR  - http://www.fc.up.pt/dgsiii/programme.html
AB  - The worldwide electric power industry has been moving into a scenario of market deregulation and the same has been happening in the Iberian Peninsula since 2007 when  MIBEL - Iberian Electricity Market started and was opened to all consumers from Portugal and Spain in a free competitive market. Forecasting demand is essential for all market players because the market works one day-ahead and all sale and purchase orders of electricity have to be made until 11a.m. of the previous day of dispatch. However forecasting techniques applied in Electricity Markets are still in their early stages of maturity. The empirical analysis of electricity demand time series in a nonlinear framework is important to provide understanding of the process governing the underlying system, helping to distinguish between stochastic and chaotic processes and allowing an adequate choice of the forecasting techniques. The purpose of this paper is to characterize the chaotic behavior of the electricity demand time series using correlation dimension, entropy and maximal Lyapunov exponent tests and to predict the next 24h in the Iberian Electricity Market.
ER  -