<?xml version="1.0" encoding="ISO-8859-1"?><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<front>
<journal-meta>
<journal-id>0874-5161</journal-id>
<journal-title><![CDATA[Investigação Operacional]]></journal-title>
<abbrev-journal-title><![CDATA[Inv. Op.]]></abbrev-journal-title>
<issn>0874-5161</issn>
<publisher>
<publisher-name><![CDATA[APDIO - Associação Portuguesa de Investigação Operacional]]></publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id>S0874-51612007000200004</article-id>
<title-group>
<article-title xml:lang="pt"><![CDATA[Previsão dos Preços da Energia Eléctrica através de Redes Neuronais Artificiais]]></article-title>
<article-title xml:lang="en"><![CDATA[Electricity prices forecasting through artificial neural networks]]></article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Catalão]]></surname>
<given-names><![CDATA[João]]></given-names>
</name>
<xref ref-type="aff" rid="A01"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Mariano]]></surname>
<given-names><![CDATA[Sílvio]]></given-names>
</name>
<xref ref-type="aff" rid="A01"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Mendes]]></surname>
<given-names><![CDATA[Victor]]></given-names>
</name>
<xref ref-type="aff" rid="A02"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Ferreira]]></surname>
<given-names><![CDATA[Luís]]></given-names>
</name>
<xref ref-type="aff" rid="A03"/>
</contrib>
</contrib-group>
<aff id="A01">
<institution><![CDATA[,UBI- Universidade da Beira Interior Departamento de Engenharia Electromecânica ]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
</aff>
<aff id="A02">
<institution><![CDATA[,ISEL - Instituto Superior de Engenharia de Lisboa Departamento de Engenharia Electrotécnica e Automação ]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
</aff>
<aff id="A03">
<institution><![CDATA[,Universidade Técnica de Lisboa IST - Instituto Superior Técnico Departamento de Engenharia Electrotécnica e de Computadores]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
</aff>
<pub-date pub-type="pub">
<day>00</day>
<month>12</month>
<year>2007</year>
</pub-date>
<pub-date pub-type="epub">
<day>00</day>
<month>12</month>
<year>2007</year>
</pub-date>
<volume>27</volume>
<numero>2</numero>
<fpage>151</fpage>
<lpage>163</lpage>
<copyright-statement/>
<copyright-year/>
<self-uri xlink:href="http://scielo.pt/scielo.php?script=sci_arttext&amp;pid=S0874-51612007000200004&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://scielo.pt/scielo.php?script=sci_abstract&amp;pid=S0874-51612007000200004&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://scielo.pt/scielo.php?script=sci_pdf&amp;pid=S0874-51612007000200004&amp;lng=en&amp;nrm=iso"></self-uri><abstract abstract-type="short" xml:lang="pt"><p><![CDATA[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]]></p></abstract>
<abstract abstract-type="short" xml:lang="en"><p><![CDATA[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.]]></p></abstract>
<kwd-group>
<kwd lng="en"><![CDATA[Price forecasting]]></kwd>
<kwd lng="en"><![CDATA[Neural network]]></kwd>
<kwd lng="en"><![CDATA[Levenberg-Marquardt algorithm]]></kwd>
</kwd-group>
</article-meta>
</front><body><![CDATA[ <p align="center"><b>Previsão dos Preços da Energia Eléctrica através de Redes    Neuronais Artificiais</b></p>     <p align="center">&nbsp;</p>     <p align="center">João Catalão <sup>†</sup></p>     <p align="center">Sílvio Mariano <sup>†</sup></p>     <p align="center">Victor Mendes <sup>‡</sup></p>     <p align="center">Luís Ferreira <sup>§</sup></p>     <p align="center">&nbsp;</p>     <p align="center"><sup>† </sup>Departamento de Engenharia Electromecânica</p>     <p align="center">UBI– Universidade da Beira Interior</p>     <p align="center"><a href="mailto:Catalao@ubi.pt">Catalao@ubi.pt</a></p>     ]]></body>
<body><![CDATA[<p align="center"><a href="mailto:sm@ubi.pt">sm@ubi.pt</a></p>     <p align="center">&nbsp;</p>     <p align="center"><sup>‡ </sup>Departamento de Engenharia Electrotécnica e Automação</p>     <p align="center">ISEL – Instituto Superior de Engenharia de Lisboa</p>     <p align="center"><a href="mailto:vfmendes@isel.pt">vfmendes@isel.pt</a></p>     <p align="center">&nbsp;</p>     <p align="center"><sup>§ </sup>Departamento de Engenharia Electrotécnica e de    Computadores</p>     <p align="center">IST – Instituto Superior Técnico</p>     <p align="center"><a href="mailto:lmf@ist.utl.pt">lmf@ist.utl.pt</a></p>      <p>&nbsp;</p>      ]]></body>
<body><![CDATA[<p><b>Resumo</b></p>      <p align="justify">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.</p>      <p>&nbsp;</p>      <p><b>Title:</b> Electricity prices forecasting through artificial neural networks</p>      <p>&nbsp;</p>      <p><b>Abstract</b></p>      <p align="justify">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.</p>      <p><b>Keywords:</b> Price forecasting, Neural network, Levenberg-Marquardt algorithm</p>      <p>&nbsp;</p>     <p>Texto completo disponível apenas em PDF.</p>     ]]></body>
<body><![CDATA[<p>Full text only available in PDF format.</p>     <p>&nbsp;</p>      <p><b>Referências</b></p>      <!-- ref --><p>Almeida, L. B. (1997) Multilayer Perceptrons, Handbook of Neural Computation, Oxford  University Press, UK.&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[&#160;<a href="javascript:void(0);" onclick="javascript: window.open('/scielo.php?script=sci_nlinks&ref=330110&pid=S0874-5161200700020000400001&lng=','','width=640,height=500,resizable=yes,scrollbars=1,menubar=yes,');">Links</a>&#160;]<!-- end-ref --><p>Angelus, A. (2001) Electricity Price Forecasting in Deregulated Markets, Electricity Journal, Vol. 14, No. 3, pp. 32-41.</p>      <p>Bastian, J., Zhu, J., Banunarayanan, V., and Mukerji, R. (1999) Forecasting Energy Prices in a Competitive Market, IEEE Computer Applications Power, Vol. 12, No. 3, pp. 40-45.</p>      <p>Bunn, D. W. (2000) Forecasting Loads and Prices in Competitive Power Markets, Proceedings of the IEEE, Vol. 88, No. 2, pp. 163-169.</p>      <p>Catalão, J. P. S. (2006) Novas Metodologias de Optimização em Sistemas de Energia Hidrotérmicos, Dissertação de Doutoramento, Universidade da Beira Interior, Covilhã.</p>      <p>Catalão, J. P. S., Mariano, S. J. P. S., Mendes, V. M. F., and Ferreira, L. A. F. M. (2006) Application of Neural Networks on Next-Day Electricity Prices Forecasting, Proceedings of the 41st International Universities Power Engineering Conference, Newcastle upon Tyne, UK.</p>      <p>Conejo, A. J., Plazas, M. A., Espínola, R., and Molina, A. B. (2005) Day-Ahead Electricity Price Forecasting using the Wavelet Transform and ARIMA Models, IEEE Transactions on Power Systems, Vol. 20, No. 2, pp. 1035-1042.</p>      ]]></body>
<body><![CDATA[<p>Contreras, J., Espínola, R., Nogales, F. J., and Conejo, A. J. (2003) ARIMA Models to Predict Next-Day Electricity Prices, IEEE Transactions on Power Systems, Vol. 18, No. 3, pp. 1014-1020.</p>      <p>Fosso, O. B., Gjelsvik, A., Haugstad, A., Mo, B., and Wangensteen, I. (1999) Generation Scheduling in a Deregulated System. The Norwegian Case, IEEE Transactions on Power Systems, Vol. 14, No. 1, pp. 75-80.</p>      <p>Garcia, R. C., Contreras, J., van Akkeren, M., and Garcia, J. B. C. (2005) A GARCH Forecasting Model to Predict Day-Ahead Electricity Prices, IEEE Transactions on Power Systems, Vol. 20, No. 2, pp. 867-874.</p>      <p>Hagan, M. T. and Menhaj, M. B. (1994) Training Feedforward Networks with the Marquardt Algorithm, IEEE Transactions on Neural Networks, Vol. 5, No. 6, pp. 989-993.</p>      <p>Haykin, S. (1999) Neural Networks: A Comprehensive Foundation, Prentice-Hall, New Jersey, USA.</p>      <p>Hippert, H. S., Pedreira, C. E., and Souza, R. C. (2001) Neural Networks for Short-Term Load Forecasting: A Review and Evaluation, IEEE Transactions on Power Systems, Vol. 16, No. 1, pp. 44-55.</p>      <p>Nogales, F. J., Contreras, J., Conejo, A. J., and Espínola, R. (2002) Forecasting Next-Day Electricity Prices by Time Series Models, IEEE Transactions on Power Systems, Vol. 17, No. 2, pp. 342-348.</p>      <p>Principe, J. C., Euliano, N. R., and Lefebvre, W. C. (2000) Neural and Adaptive Systems: Fundamentals Through Simulations, Wiley, New York, USA.</p>      <p>Rodriguez, C. P. and Anders, G. J. (2004) Energy Price Forecasting in the Ontario Competitive Power System Market, IEEE Transactions on Power Systems, Vol. 19, No. 1, pp. 366-374.</p>      <p>Saini, L. M. and Soni, M. K. (2002) Artificial Neural Network Based Peak Load Forecasting using Levenberg-Marquardt and Quasi-Newton Methods, IEE Proceedings-Generation Transmission and Distribution, Vol. 149, No. 5, pp. 578-584.</p>      ]]></body>
<body><![CDATA[<p>Shahidehpour, M., Yamin, H., and Li, Z. (2002) Market Operations in Electric Power Systems: Forecasting, Scheduling and Risk Management, Wiley, New York,  USA.</p>      <p>Szkuta, B. R., Sanabria, L. A., and Dillon, T. S. (1999) Electricity Price Short-Term Forecasting using Artificial Neural Networks, IEEE Transactions on Power Systems, Vol. 14, No. 3, pp. 851-857.</p>      <p>Wang, A. J. and Ramsay, B. (1998) A Neural Network Based Estimator for Electricity Spot-Pricing with Particular Reference to Weekend and Public Holidays, Neurocomputing, Vol. 23, No. 1, pp. 47-57.</p>      <p>Yamin, H. Y., Shahidehpour, S. M., and Li, Z. (2004) Adaptative Short-Term Electricity Price Forecasting using Artificial Neural Networks in the Restructured Power Markets, International Journal of Electrical Power &amp; Energy Systems, Vol. 26, No. 8, pp. 571-581.</p>      <p>Zhou, M., Yan, Z., Ni, Y. X., Li, G., and Nie, Y. (2006) Electricity Price Forecasting with Confidence-Interval Estimation through an Extended ARIMA Approach, IEE Proceedings-Generation Transmission and Distribution, Vol. 153, No. 2, pp. 187-195.</p>       ]]></body><back>
<ref-list>
<ref id="B1">
<nlm-citation citation-type="book">
<person-group person-group-type="author">
<name>
<surname><![CDATA[Almeida]]></surname>
<given-names><![CDATA[L. B.]]></given-names>
</name>
</person-group>
<source><![CDATA[Multilayer Perceptrons: Handbook of Neural Computation]]></source>
<year>1997</year>
<publisher-name><![CDATA[Oxford University Press]]></publisher-name>
</nlm-citation>
</ref>
</ref-list>
</back>
</article>
