In order to forecast 'balancing system marginal price (smf)' of Turkish electricity market, i used load, day-ahead price (sgof) and the difference between up-regulation volume and down-regulation volume in MWh (nth) as inputs. When i give lagged nth (previous day and previous week same hour nth) only,the forecasting performance is bad, however when i give lagged nth with current nth (i.e kth hour nth for predicting the kth hour smf) forecasting performance is really improved successively. The problem is that forecasting nth for a future hour is a challenging task and the performance of forecasting nth is not so good. I want to give a range of current nth instead of one value (maybe probability dist. of nth / monte carlo) in order to forecast a range of smf instead of one value (probability dist.of smf instead of one forecasting value). But i do not know how to create a range of possible nth values as an input of ANN in order to find forecasted smf ranges. Would you please help me about matlab codes? Below i use the script that is modified by your genpredictor script. I hope that I could describe the problem properly and I would be glad to discuss about it with you. Thank you for your contribution and look forward to hear from you.
In order to forecast the electricity price of the day ahead Dutch market I am using neural networks and real data from 2007-2011.
I constructed the X matrix as you said in the webinar for load forecasting and proved with different combinations. The one with gives me the lower MAPE value consists of 8 inputs (Hour dayOfWeek isWorkingDay prevWeekSameHourPrice prevDaySameHourPrice prev24HrAvePrice prevDayNGPrice prevWeekAveNGPrice), but I can't reduce this value more than 11%.
I need to achieve better accuracy but I don't know whar should I change. Could you send me an example of who to forecast the day ahead electricity price? My email is firstname.lastname@example.org
Thank you in advance.
Jose Francisco Bolado
I tried to run the loadscriptNN but everytime it went to fatal error. I needed to close the matlab.
I also tried to follow your webinar but there is an error in the fetchDBLoaddata. It said "Undefined function or method 'fetchDBLoadData' for input arguments of type 'char'". Please clarify this. Thank you.
I hope you are in good health.
Sir I am using Matlab NN toolbox and try to call user define function to train the neural network.
But I have problem to call the user define the function in Matlab script.
Sir let me know how i can call these function to train the NN (in NN toolbox).