Interrelación de las variables independientes del precio del mercado diario de la electricidad
- Sara Jiménez del Caso 1
- Emilio López Cano 2
- Arturo Farfán Martín 1
- Javier Martínez Moguerza 3
- Crisina Sáez Blázquez 1
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1
Universidad de Salamanca
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2
Universidad de Castilla-La Mancha
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3
Universidad Rey Juan Carlos
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ISSN: 2254-2833
Année de publication: 2017
Volumen: 6
Número: 1
Type: Article
D'autres publications dans: DYNA energía y sostenibilidad
Résumé
In this article, the results of the statistical analysis performed over the daily market price and a number of variables highly correlated with it are presented. Such variables include production technologies, demand, and markets. This analysis constitute the basis for the development of a prediction model for the five-days ahead wholesle electricity market. The model has been developed in the framework of a European project which aim is to provide users with a tool for an efficient consumption management. The development through the R statistical software and programming language has allowed the use of reproducible research techniques and teamwork in all the phases os the project in an integrated way (connection to databases, visualization, exploratory data analysis, modeling, prediction and reporting), as well as the parameterization of different linear models and the selection of all available variables affecting markets and production. In addition, in order to gather all the temporal structure, a rolling-horizon strategy has been addressed, resulting in a methodology that automatically adapts to new data and can generate predicions with relative errors below 10%.