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:1.7964
- @Article{Martinez:2014:Medellin,
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author = "Carlos A Martinez and Juan D. Velasquez",
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title = "Predicci{\'o}n de los precios de contratos de
electricidad usando programaci{\'o}n gen{\'e}tica con
bloques funcionales",
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title_en = "Electricity contract price prediction using genetic
programming with functional blocks",
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year = "2014",
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journal = "Revista de Ingenierias: Universidad de Medellin",
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number = "24",
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volume = "13",
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pages = "77--87",
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keywords = "genetic algorithms, genetic programming, electricity
prices, prediction, time series, functional blocks,
precios de la electricidad, programacion genetica,
prediccion, series de tiempo, bloques funcionales",
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ISSN = "1692-3324",
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bibsource = "OAI-PMH server at dialnet.unirioja.es",
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identifier = "(Revista) ISSN 1692-3324",
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language = "spa",
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oai = "oai:dialnet.unirioja.es:ART0000748139",
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-
URL = "http://dialnet.unirioja.es/servlet/oaiart?codigo=4993242",
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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.",
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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",
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notes = "in spanish",
- }
Genetic Programming entries for
Carlos Alberto Martinez
Juan David Velasquez Henao
Citations