Previsão dos Preços da Energia Eléctrica através de Redes Neuronais Artificiais

 

João Catalão ^†

Sílvio Mariano ^†

Victor Mendes ^‡

Luís Ferreira ^§

 

^† Departamento de Engenharia Electromecânica

UBI– Universidade da Beira Interior

Catalao@ubi.pt

sm@ubi.pt

 

^‡ Departamento de Engenharia Electrotécnica e Automação

ISEL – Instituto Superior de Engenharia de Lisboa

vfmendes@isel.pt

 

^§ Departamento de Engenharia Electrotécnica e de Computadores

IST – Instituto Superior Técnico

lmf@ist.utl.pt

 

Resumo

Neste artigo é apresentada uma ferramenta computacional, baseada em redes neuronais artificiais, para a previsão dos preços da energia eléctrica no apoio à decisão em ambiente competitivo. Apresentam-se os resultados numéricos obtidos para um caso de estudo, e conclui-se sobre o desempenho da ferramenta computacional proposta comparativamente a uma abordagem baseada em séries temporais.

 

Title: Electricity prices forecasting through artificial neural networks

 

Abstract

In this paper, a computational tool based on artificial neural networks is presented for electricity prices forecasting to support decision making in a competitive environment. The numerical results obtained for a case study illustrate the behaviour of the computational tool proposed comparatively to a time-series approach.

Keywords: Price forecasting, Neural network, Levenberg-Marquardt algorithm

 

Texto completo disponível apenas em PDF.

Full text only available in PDF format.

 

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