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conference paper

Forecasting price spikes in European day-ahead electricity markets using decision trees

Fragkioudaki, Anna
•
Marinakis, Adamantios
•
Cherkaoui, Rachid  
2015
2015 12th International Conference on the European Energy Market (EEM)
2015 12th International Conference on the European Energy Market (EEM)

Although the techniques for normal price prediction are well advanced, price spike prediction remains a challenge. The aim of this paper is to present a method to predict both normal day-ahead electricity prices as well as day-ahead price spikes using classification and regression trees. The models are build using historical data of European electricity market and transmission system variables. The proposed method is tested on several bidding zones of Europe. © 2015 IEEE.

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Type
conference paper
DOI
10.1109/EEM.2015.7216672
Author(s)
Fragkioudaki, Anna
Marinakis, Adamantios
Cherkaoui, Rachid  
Date Issued

2015

Publisher

IEEE

Published in
2015 12th International Conference on the European Energy Market (EEM)
Start page

1

End page

5

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
DESL  
Event nameEvent placeEvent date
2015 12th International Conference on the European Energy Market (EEM)

Lisbon, Portugal

19-22 May 2015

Available on Infoscience
February 16, 2016
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/124252
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