A risk analysis method for carbon price prediction with hybrid intelligent model in consideration of variable selection of graphical modeling

Hiroyuki Mori, Wenjun Jiang

研究成果: Conference contribution

2 引用 (Scopus)

抜粋

This paper proposes a new risk assessment method for short-term carbon price prediction model. In this paper, a hybrid intelligent method of DA clustering and artificial neural network (ANN) is presented as a predictor of short-term carbon price. DA clustering plays a key role to classify input data into clusters. ANN is useful for predicting one-step ahead carbon price at each cluster. Graphical modeling is used to select meaningful input variables and provide more realistic relationship between input and output variables in the prediction model. To evaluate the uncertainty of the day-ahead carbon low, Monte-carol simulation is carried out to generate sufficient realistic pseudo-scenarios with the multivariate normal random number. The proposed method is successfully applied to the real market data.

元の言語English
ホスト出版物のタイトル2008 IEEE International Conference on Sustainable Energy Technologies, ICSET 2008
ページ1019-1024
ページ数6
DOI
出版物ステータスPublished - 1 12 2008
イベント2008 IEEE International Conference on Sustainable Energy Technologies, ICSET 2008 - Singapore, Singapore
継続期間: 24 11 200827 11 2008

出版物シリーズ

名前2008 IEEE International Conference on Sustainable Energy Technologies, ICSET 2008

Conference

Conference2008 IEEE International Conference on Sustainable Energy Technologies, ICSET 2008
Singapore
Singapore
期間24/11/0827/11/08

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  • これを引用

    Mori, H., & Jiang, W. (2008). A risk analysis method for carbon price prediction with hybrid intelligent model in consideration of variable selection of graphical modeling. : 2008 IEEE International Conference on Sustainable Energy Technologies, ICSET 2008 (pp. 1019-1024). [4747156] (2008 IEEE International Conference on Sustainable Energy Technologies, ICSET 2008). https://doi.org/10.1109/ICSET.2008.4747156