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Resumen: This paper presents novel intraday session models for price forecasts (ISMPF models) for hourly price forecasting in the six intraday sessions of the Iberian electricity market (MIBEL) and the analysis of mean absolute percentage errors (MAPEs) obtained with suitable combinations of their input variables in order to find the best ISMPF models. Comparisons of errors from different ISMPF models identified the most important variables for forecasting purposes. Similar analyses were applied to determine the best daily session models for price forecasts (DSMPF models) for the day-ahead price forecasting in the daily session of the MIBEL, considering as input variables extensive hourly time series records of recent prices, power demands and power generations in the previous day, forecasts of demand, wind power generation and weather for the day-ahead, and chronological variables. ISMPF models include the input variables of DSMPF models as well as the daily session prices and prices of preceding intraday sessions. The best ISMPF models achieved lower MAPEs for most of the intraday sessions compared to the error of the best DSMPF model; furthermore, such DSMPF error was very close to the lowest limit error for the daily session. The best ISMPF models can be useful for MIBEL agents of the electricity intraday market and the electric energy industry.
Idioma: Inglés
DOI: 10.3390/en9090721
Año: 2016
Publicado en: Energies 9, 9 (2016), [24 pp.]
ISSN: 1996-1073
Factor impacto JCR: 2.262 (2016)
Categ. JCR: ENERGY & FUELS rank: 45 / 92 = 0.489 (2016) - Q2 - T2
Factor impacto SCIMAGO: 0.662 - Electrical and Electronic Engineering (Q1) - Renewable Energy, Sustainability and the Environment (Q2) - Energy Engineering and Power Technology (Q2) - Control and Optimization (Q2) - Energy (miscellaneous) (Q2)

Financiación: info:eu-repo/grantAgreement/ES/MINECO/ENE2013-48517-C2-1-R
Financiación: info:eu-repo/grantAgreement/ES/MINECO/ENE2013-48517-C2-2-R
Tipo y forma: Artículo (Versión definitiva)
Área (Departamento): Área Ingeniería Eléctrica (Dpto. Ingeniería Eléctrica)

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