Characterization of Iran electricity market indices with pay-as-bid payment mechanism
Tài liệu tham khảo
Nogales, 2002, Forecasting next-day electricity prices by time series model, IEEE Transactions on Power Systems, 17, 342, 10.1109/TPWRS.2002.1007902
Afshar, 2008, A method for reserve clearing in disaggregated model considering lost opportunity cost, Electric Power Systems Research, 78, 527, 10.1016/j.epsr.2007.04.007
Amjady, 2006, Day-ahead price forecasting of electricity markets by a new fuzzy neural network, IEEE Transactions on Power Systems, 21, 887, 10.1109/TPWRS.2006.873409
Son, 2004, Short-term electricity market auction game analysis: Uniform and pay-as-bid pricing, IEEE Transactions on Power Systems, 19, 1990, 10.1109/TPWRS.2004.836192
Pedregal, 2007, Electricity prices forecasting by automatic dynamic harmonic regression models, Energy Conversion & Management, 48, 1710, 10.1016/j.enconman.2006.11.004
Catalão, 2007, Short-term electricity prices forecasting in a competitive market: A neural network approach, Electric Power Systems Research, 77, 1297, 10.1016/j.epsr.2006.09.022
Shahidehpour, 2002
Bunn, 2000, Forecasting loads and prices in competitive power markets, IEEE Proceedings, 88, 163, 10.1109/5.823996
Rodriguez, 2004, Energy price forecasting in the ontario competitive power system market, IEEE Transactions on Power Systems, 19, 366, 10.1109/TPWRS.2003.821470
Yamin, 2004, Adaptive short-term electricity price forecasting using artificial neural networks in the restructured power markets, Electrical Power & Energy Systems, 26, 571, 10.1016/j.ijepes.2004.04.005
L. Zhang, L.B. Luh, An integrated neural network method for market clearing price prediction and confidence interval estimation, in: Proc. of the 4th World Congress on Intelligent Control and Automation, Shanghai, PR Chaina, 2002, pp. 2045–2050
Garcia, 2005, A GARCH forecasting model to predict day-ahead electricity prices, IEEE Transactions on Power Systems, 20, 867, 10.1109/TPWRS.2005.846044
Perelló, 2006, Entropy of the nordic electricity market: Anomalous scaling spikes and mean-reversion, Journal of Statistical Mechanics: Theory and Experiment, P11011, 10.1088/1742-5468/2006/11/P11011
Conejo, 2005, Day-ahead electricity price forecasting using the wavelet transform and ARIMA models, IEEE Transactions on Power Systems, 20, 1035, 10.1109/TPWRS.2005.846054
Contreras, 2003, ARIMA models to predict next-day electricity prices, IEEE Transactions on Power Systems, 18, 1014, 10.1109/TPWRS.2002.804943
Strozzi, 2008, Measuring volatility in the nordic spot electricity market using recurrence quantification analysis, European Physical Journal Special Topics, 164, 105, 10.1140/epjst/e2008-00837-1
Amjady, 2006, Energy price forecasting: Problems and proposals for such predictions, IEEE Power & Energy Magazine, 20, 10.1109/MPAE.2006.1597990
Ghaziadeh, 2007, Electricity restructuring: Compromise between competition and stability, IEEE Power & Energy Magazine, 16
Web page of Iran Grid Management Company. Available at http://www.igmc.ir/pmt/
Ng, 2007, Chaos based analytical techniques for daily eextreme hydrological observations, Journal of Hydrology, 342, 17, 10.1016/j.jhydrol.2007.04.023
Bigdeli, 2007, Characterization of complex behaviors of TCP/RED computer networks based on nonlinear time series analysis methods, Physica D: Nonlinear Phenomena, 233, 138, 10.1016/j.physd.2007.06.017
N. Bigdeli, M. Haeri, Time-series analysis of TCP/RED computer networks, an empirical study, Chaos, Solitons & Fractals (in press). Corrected Proof, Available online 1 May 2007
Timmer, 2000, Pathological tremors: Deterministic chaos or nonlinear stochastic oscillators, Chaos, 10, 278, 10.1063/1.166494
Grassberger, 1983, Measuring the strangeness of strange attractors, Physica D: Nonlinear Phenomena, 9, 189, 10.1016/0167-2789(83)90298-1
Hegger, 1999, Practical implementation of nonlinear time series methods: The TISEAN package, Chaos, 9, 413, 10.1063/1.166424
The MathWorks, MATLAB [Online]. Available: http://www.mathworks.com
CRP toolbox for Matlab provided by TOCSY: http://tocsy.agnld.uni-potsdam.de
Casrellini, 2004, Application of recurrence quantified analysis to study the dynamics of chaotic chemical reactions, Physica A, 342, 301, 10.1016/j.physa.2004.06.028
Thiel, 2004, How much information is contained in a recurrence plot?, Physical Letters A, 330, 343, 10.1016/j.physleta.2004.07.050
Hegger, 1999, Practical implementation of nonlinear time series methods: The TISEAN package, Chaos, 9, 413, 10.1063/1.166424
Takens, 1981, Detecting strange attractors in turbulence, Lecture Notes in Mathematics, 898, 366, 10.1007/BFb0091924
Fraser, 1986, Independent coordinates for strange attractors from mutual information, Physical Review A, 33, 1134, 10.1103/PhysRevA.33.1134
Theiler, 1992, Testing for nonlinearity in time series: The method of surrogate data, Physica D: Nonlinear Phenomena, 58, 77, 10.1016/0167-2789(92)90102-S
Engbert, 2002, Testing for nonlinearity: The role of surrogate data, Chaos, Solitons & Fractals, 13, 79, 10.1016/S0960-0779(00)00236-8
Marwan, 2007, Recurrence plots for the analysis of complex systems, Physics Reports, 438, 237, 10.1016/j.physrep.2006.11.001
Trulla, 1996, Recurrence quantification analysis of the logistic equation with transients, Physics Letters A, 223, 255, 10.1016/S0375-9601(96)00741-4
Romano, 2004, Multivariate recurrence plots, Physics Letters A, 330, 214, 10.1016/j.physleta.2004.07.066
Tung, 2005, Direct characterization of chaotic and stochastic dynamics in a population model with strong periodicity, Chaos, Solitons & Fractals, 24, 645, 10.1016/j.chaos.2004.09.076
Eckmann, 1986, Liapunov exponents from time series, Physical Review A, 34, 4971, 10.1103/PhysRevA.34.4971
Marwan, 2002, Nonlinear analysis of bivariate data with cross recurrence plots, Physics Letters A, 302, 299, 10.1016/S0375-9601(02)01170-2
Zbilut, 1992, Embeddings and delays as derived from quantification of recurrence plots, Physics Letters A, 171, 199, 10.1016/0375-9601(92)90426-M
