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A generic resampling particle filter joint parameter estimation for electricity prices with jump diffusion
Uppsala University, Disciplinary Domain of Science and Technology, Technology, Department of Engineering Sciences, Electricity.
(Computational Renewables)
2013 (English)In: European Energy Market (EEM), 2013 10th International Conference, 2013, 1-7 p.Conference paper, Published paper (Refereed)
Resource type
Text
Place, publisher, year, edition, pages
2013. 1-7 p.
Keyword [en]
maximum likelihood estimation;particle filtering (numerical methods);power system economics;distribution parameter;electricity price;generic particle filter;generic resampling particle filter;joint parameter estimation;jump diffusion model;jump frequency parameter;jump-diffusion model;maximum likelihood state estimator solution;nonGaussian model;Discrete wavelet transforms;Electricity;Equations;Mathematical model;Particle filters;Stochastic processes
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:uu:diva-268969DOI: 10.1109/EEM.2013.6607409OAI: oai:DiVA.org:uu-268969DiVA: diva2:899733
Conference
European Energy Market (EEM), 2013 10th International Conference
Available from: 2016-02-02 Created: 2015-12-11 Last updated: 2016-12-19

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Uzunoglu, Bahri

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CiteExportLink to record
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