Short-Term Forecasting of Electricity Spot Prices Containing Random Spikes Using a Time-Varying Autoregressive Model Combined With Kernel Regression

Dao H. Vu, Kashem M. Muttaqi, Ashish P. Agalgaonkar, Abdesselam Bouzerdoum. Short-Term Forecasting of Electricity Spot Prices Containing Random Spikes Using a Time-Varying Autoregressive Model Combined With Kernel Regression. IEEE Trans. Industrial Informatics, 15(9):5378-5388, 2019. [doi]

Abstract

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