Article ID: | iaor200950410 |
Country: | Brazil |
Volume: | 27 |
Issue: | 2 |
Start Page Number: | 151 |
End Page Number: | 163 |
Publication Date: | Dec 2007 |
Journal: | Investigao Operacional |
Authors: | Ferreira Luis, Mendes Victor, Catalao Joao, Mariano Silvio |
Keywords: | forecasting: applications, neural networks, financial |
In this paper, a computational tool based on artificial neural networks is presented for electricity prices forecasting to support decision making in a competitive environment. The numerical results obtained for a case study illustrate the behaviour of the computational tool proposed comparatively to a time–series approach.