Publicado jun 1, 2010



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Juan David Velásquez H.

Carlos Jaime Franco C.

Yris Olaya M.

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Resumen

La predicción de los precios de la electricidad en los mercados liberalizados y desregulados ha sido considerada una tarea difícil, debido a la cantidad y complejidad de factores que gobiernan los precios. En este artículo se pronostican los precios promedios mensuales de los contratos despachados en el mercado eléctrico de Colombia usando una novedosa red neuronal, conocida como máquina de vectores de soporte. Se comparan los pronósticos obtenidos con un perceptrón multicapa y un modelo ARIMA. Los resultados obtenidos muestran que la máquina de vectores de soporte captura de mejor forma la dinámica intrínseca de la serie de tiempo y es capaz de pronosticar con mayor precisión para un horizonte de 12 meses adelante.

Keywords

comparative studies, non-linear series, prediction, electricity prices, neural networksestudos comparativos, séries não lineares, predição, preços de eletricidade, redes neuraisestudios comparativos, series no lineales, predicción, precios de electricidad, redes neuronales

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Cómo citar
Velásquez H., J. D., Franco C., C. J., & Olaya M., Y. (2010). Predicción de los precios promedios mensuales de contratos despachados en el mercado mayorista de electricidad en Colombia usando máquinas de vectores de soporte. Cuadernos De Administración, 23(40). https://doi.org/10.11144/Javeriana.cao23-40.pppm
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