Christian Svend Roy Billinton

Master's thesis

Predictive Modelling Electricity Prices for Short-Term and Long-Term Horizons, the case of the Czech Republic

PREDICTIVE MODELLING ELECTRICITY PRICES FOR SHORT-TERM AND LONGTERM HORIZONS, THE CASE OF THE CZECH REPUBLIC
Abstract:
Accurate forecasts are a crucial aspect of many industries such as electricity and energy markets for which this paper studies. While many markets have gone through turbulent time, this study aims to apply Autoregressive Integrate Moving Average (ARIMA), Support Vector Regression (SVR) and Long-Short Term Memory (LSTM) models to predicting the daily wholesale electricity prices from the Czech day ahead …more
Abstract:
Accurate forecasts are a crucial aspect of many industries such as electricity and energy markets for which this paper studies. While many markets have gone through turbulent time, this study aims to apply Autoregressive Integrate Moving Average (ARIMA), Support Vector Regression (SVR) and Long-Short Term Memory (LSTM) models to predicting the daily wholesale electricity prices from the Czech day ahead …more
 
 
Language used: English
Date on which the thesis was submitted / produced: 27. 6. 2024

Thesis defence

  • Date of defence: 21. 8. 2024
  • Supervisor: Karel Helman
  • Reader: Adam Čabla

Citation record

Full text of thesis

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Institution archiving the thesis and making it accessible: Vysoká škola ekonomická v Praze
https://vskp.vse.cz/eid/94327

Vysoká škola ekonomická v Praze

Master programme / field:
Economic Data Analysis / Data Analysis and Modeling