COMPARISON OF TIME SERIES METHODS AND NEURAL NETWORK IN ENERGY COST FORECASTING

Difference methods set for energy cost prospect which can mention to kind time series models and methods based on intelligence system among methods based on neural networks and method based on fuzzy composition networks and neural. In this paper, first, we pay to study performance and result of several kinds of time series models in energy cost prospect in synchronic energy markets. Then in continuance, a neural network train by Lon berg Mar quart logarithm, it is used for cost market forecasting forward electricity markets of Spain and California during one week

کلیدواژه ها:

Energy Market ، Cost Forecasting ، TimeSeries ، Neural Network