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Short-Term Forecasting of Electricity Spot Prices Containing Random Spikes Using a Time-Varying Autoregressive Model Combined With Kernel Regression

Journal Article


Citation


  • Vu, D. H., Muttaqi, K. M., Agalgaonkar, A. P., & Bouzerdoum, A. (2019). Short-Term Forecasting of Electricity Spot Prices Containing Random Spikes Using a Time-Varying Autoregressive Model Combined With Kernel Regression. IEEE TRANSACTIONS ON INDUSTRIAL INFORMATICS, 15(9), 5378-5388. doi:10.1109/TII.2019.2911700

Number Of Pages


  • 11

Start Page


  • 5378

End Page


  • 5388

Volume


  • 15

Issue


  • 9

Citation


  • Vu, D. H., Muttaqi, K. M., Agalgaonkar, A. P., & Bouzerdoum, A. (2019). Short-Term Forecasting of Electricity Spot Prices Containing Random Spikes Using a Time-Varying Autoregressive Model Combined With Kernel Regression. IEEE TRANSACTIONS ON INDUSTRIAL INFORMATICS, 15(9), 5378-5388. doi:10.1109/TII.2019.2911700

Number Of Pages


  • 11

Start Page


  • 5378

End Page


  • 5388

Volume


  • 15

Issue


  • 9