Optimization of Electricity Reserved Capacity

Federica Asnicar

AbstractThis thesis aims to developing a model that describes the dependency of the Actual Upward Regulating power, referring to the Danish Electric Energy Market, on the Wind Forecasts, in order to predict the needs of ancillary services at least one day in advance.

The model is based on Nonparametric Regression Quantiles Methods and the softwares used in the thesis are R (to implement the nonparametric regression quantile model) and Matlab (to plot the results in three dimensions).

The use of nonparametric regression quantile methods allows us to better model the data, introducing spline smoothers, in order to get a more adaptable model.
TypeMaster's thesis [Academic thesis]
Year2006
PublisherInformatics and Mathematical Modelling, Technical University of Denmark, DTU
AddressRichard Petersens Plads, Building 321, DK-2800 Kgs. Lyngby
SeriesIMM-Thesis-2006-73
NoteSupervised by Henrik Madsen and Henrik Aalborg Nielsen, IMM.
Electronic version(s)[pdf]
BibTeX data [bibtex]
IMM Group(s)Mathematical Statistics