Mathematical model for forecasting * and estimating of market demand

پیش‌بینی قیمت‌های نقدی گازطبیعی به کمک مدل‌های غیرخطی ناپارامتریک

Developing models for accurate natural gas spot price forecasting is critical because these forecasts are useful in determining a range of regulatory decisions covering both supply and demand of natural gas or for market participants. A price forecasting modeler needs to use trial and error to build mathematical models (such as ANN) for different input combinations. This is very time consuming ...

Estimating And Forecasting Demand For Broad Money In Iran Through Cointegration Analysis And Stochastic Simulation

A Neural-Network Approach to the Modeling of the Impact of Market Volatility on Investment

In recent years, authors have focused on modeling and forecasting volatility in financial series it is crucial for the characterization of markets, portfolio optimization and asset valuation. One of the most used methods to forecast market volatility is the linear regression. Nonetheless, the errors in prediction using this approach are often quite high. Hence, continued research is conducted t...

Estimating and Forecasting Petroleum Demand in OECD Countries (Gasoline, Jet Fuel and Diesel)

Today, factors such as increasing energy efficiency, use of alternative fuels, and application of  new fuel standards and new environmental laws in OECD countries have led to wide-range of changes in the structure of demand for fossil fuels. Given the importance of light derivatives, namely gasoline, jet fuel and diesel in the demand basked of OECD countries we focus on these products. We use ...

Demand Response Based Model for Optimal Decision Making for Distribution Networks

In this paper, a heuristic mathematical model for optimal decision-making of a Distribution Company (DisCo) is proposed that employs demand response (DR) programs in order to participate in a day-ahead market, taking into account elastic and inelastic load models. The proposed model is an extended responsive load modeling that is based on price elasticity and customers’ incentives in which they...