Ahmed Abdolkhalig Optimized Calculation of Hourly Price Forward Curve (HPFC)
1755 - 1765
2008
2
9
International Journal of Electrical, Computer, Energetic, Electronic and Communication Engineering http://waset.org/publications/3000
http://waset.org/publications/21
World Academy of Science, Engineering and Technology
This paper examines many mathematical methods for
molding the hourly price forward curve (HPFC); the model will be
constructed by numerous regression methods, like polynomial
regression, radial basic function neural networks & a furrier series.
Examination the models goodness of fit will be done by means of
statistical & graphical tools. The criteria for choosing the model will
depend on minimize the Root Mean Squared Error (RMSE), using the
correlation analysis approach for the regression analysis the optimal
model will be distinct, which are robust against model
misspecification. Learning & supervision technique employed to
determine the form of the optimal parameters corresponding to each
measure of overall loss. By using all the numerical methods that
mentioned previously; the explicit expressions for the optimal model
derived and the optimal designs will be implemented.
International Science Index 21, 2008