대한전기학회:학술대회논문집 (Proceedings of the KIEE Conference)
- 대한전기학회 2005년도 추계학술대회 논문집 전력기술부문
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- Pages.148-150
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- 2005
ARIMA 모형을 이용한 계통한계가격 예측 방법론 개발
Development of SMP Forecasting Method Using ARIMA Model
- Kim, Dae-Yong (Konkuk University) ;
- Lee, Chan-Joo (Konkuk University) ;
- Park, Jong-Bae (Konkuk University) ;
- Shin, Joong-Rin (Konkuk University) ;
- Chun, Yeong-Han (Hongik University)
- 발행 : 2005.11.18
초록
Since the SMP(System Marginal Price) is a vital factor to the market participants who intend to maximize the their profit and to the ISO(Independent System Operator) who wish to operate the electricity market in a stable sense, the short-term marginal price forecasting should be performed correctly. This paper presents a methodology of a day-ahead SMP forecasting using ARIMA(Autoregressive Integrated Moving Average) based on the Time Series. And also we suggested a correction algorithm to minimize the forecasting error in order to improve efficiency and accuracy of the SMP forecasting. To show the efficiency and effectiveness of the proposed method, the numerical studies have been performed using Historical data of SMP in 2004 published by KPX(Korea Power Exchange).
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