Predicci\'on de los precios de contratos de electricidad usando programaci\'on gen\'etica con bloques funcionales

Created by W.Langdon from gp-bibliography.bib Revision:1.7630

@Article{Martinez:2014:Medellin,

• author = "Carlos A Martinez and Juan D. Velasquez",
• title = "Predicci{\'o}n de los precios de contratos de electricidad usando programaci{\'o}n gen{\'e}tica con bloques funcionales",
• title_en = "Electricity contract price prediction using genetic programming with functional blocks",
• year = "2014",
• journal = "Revista de Ingenierias: Universidad de Medellin",
• number = "24",
• volume = "13",
• pages = "77--87",
• keywords = "genetic algorithms, genetic programming, electricity prices, prediction, time series, functional blocks, precios de la electricidad, programacion genetica, prediccion, series de tiempo, bloques funcionales",
• ISSN = "1692-3324",
• bibsource = "OAI-PMH server at dialnet.unirioja.es",
• identifier = "(Revista) ISSN 1692-3324",
• language = "spa",
• oai = "oai:dialnet.unirioja.es:ART0000748139",
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• URL = "http://dialnet.unirioja.es/servlet/oaiart?codigo=4993242",
• abstract = "The prediction of the prices of the contracts in non-regulated electricenergy markets is the key for the market agents to make strategic business~and operational decisions. The average prices of the contracts sold in the~Colombian electric energy market are predicted in this study by means~of a modified genetic programming algorithm. The developed model is~capable of capturing the intrinsic dynamics of the prices and the price~predictions for the upcoming months with a more accurate precision~than the ARIMA and DAN2 models for prediction horizons of 12 and 14~months, as they have been reported in the literature.",
• abstract = "La predicci{\'o}n de los precios de los contratos en los mercados energ{\'e}ticos~desregularizados es la clave para la toma de decisiones estrat{\'e}gicas~de negocio y operativas por los agentes del mercado. En este trabajo se~predicen los precios promedio de los contratos vendidos en el mercado~el{\'e}ctrico colombiano, utilizando un algoritmo de programaci{\'o}n gen{\'e}tica~modificado. El modelo desarrollado es capaz de capturar la din{\'a}mica~intr{\'i}nseca de los precios y las predicciones de precios para los pr{\'o}ximos~meses con mayor precisi{\'o}n que los modelos ARIMA y DAN2 para horizontes~de predicci{\'o}n de 12 y 24 meses, reportados en la literatura",
• notes = "in spanish",

}

Genetic Programming entries for Carlos Alberto Martinez Juan David Velasquez Henao

Citations