Πλοήγηση ανά Συγγραφέας "Nikologiannis, Marios"

Τώρα δείχνει 1 - 1 of 1
  • Μικρογραφία εικόνας
    Τεκμήριο
    Data-driven forecasting of price formation in the Greek day-ahead electricity market
    (ΕΛΜΕΠΑ, Σχολή Μηχανικών (ΣΜΗΧ), ΔΠΜΣ Ενεργειακά Συστήματα, 2026-03-27) Nikologiannis, Marios; Νικολογιάννης, Μάριος; Karapidakis, Emmanouil; Καραπιδάκης, Εμμανουήλ
    This thesis presents a data-driven framework for modelling and forecasting price formation in the Greek Day-Ahead Electricity Market through the structural reconstruction of historical data from accepted key energy generation order types. Instead of directly predicting the Market Clearing Price (MCP), the proposed approach decomposes the auction mechanism into its fundamental components, granting valuable insights regarding market behaviour. The orders’ energy generation categories are Block Orders, Hourly Hybrid Orders and Implicit Import Orders, and each category is forecasted through different techniques, based on their time-series properties. Ridge regression and Autoregressive Integrated Moving Average (ARIMA) are used for Block Orders, hybrid order curves are forecasted through Functional Principal Component Analysis (FPCA) that capture their high-dimensional temporal structure, while Implicit Import Orders are forecasted through a Markov-LASSO/Logit model that is useful in capturing the time-series activation-like behaviour and traded energy magnitudes. The individual forecasts are recombined to produce the MCP forecast, which is compared with the recorded data for the time interval under study.