Improving short-term electricity price forecasting using day-ahead LMP with ARIMA models
- DOI
- 10.1109/pesgm.2017.8274124
- Published
- 2017-07
- Container
- 2017 IEEE Power & Energy Society General Meeting
- Publisher
- IEEE
- Open access
- unknown
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Cite this work
BibTeX
@article{allodium:10.1109/pesgm.2017.8274124,
title = {Improving short-term electricity price forecasting using day-ahead LMP with ARIMA models},
author = {Zhongyang Zhao and Caisheng Wang and Matthew Nokleby and Carol J. Miller},
year = {2017},
journal = {2017 IEEE Power \& Energy Society General Meeting},
doi = {10.1109/pesgm.2017.8274124},
url = {https://doi.org/10.1109/pesgm.2017.8274124}
}RIS
TY - JOUR TI - Improving short-term electricity price forecasting using day-ahead LMP with ARIMA models AU - Zhongyang Zhao AU - Caisheng Wang AU - Matthew Nokleby AU - Carol J. Miller PY - 2017 JO - 2017 IEEE Power & Energy Society General Meeting DO - 10.1109/pesgm.2017.8274124 UR - https://doi.org/10.1109/pesgm.2017.8274124 ER -
APA
Zhao, Z., Wang, C., Nokleby, M., & Miller, C. J. (2017). Improving short-term electricity price forecasting using day-ahead LMP with ARIMA models. 2017 IEEE Power & Energy Society General Meeting. https://doi.org/10.1109/pesgm.2017.8274124
Source records
- crossref · retrieved 2026-11-09T08:46:16.607Z