Name of Quantlet: EPF

Published in: Amfiteatru Economic

Description: Proposes a new univariate hybrid model, trained, and tested on German electricity market data, based on the Seasonal Auto-Regressive Integrated Moving Average (SARIMA) and the NeuroFuzzy-Local Linear Wavelet Neural Network (LLWNN). Keywords: electricity price, forecasting, LLWM, Fuzzy system, Seasonal Autoregressive Model, Empirical Mode Decpmposition. Author: Jakub Nowotarski

Submitted by:Souhir Ben Amor