In this paper, the data analysis and short term price forecasting in Iran electricity market as a market with pay-as-bid payment mechanism has been considered. The proposed method is a modified singular spectral analysis (SSA) method. SSA decomposes a time series into its principal components i.e. its trend and oscillation components, which are then used for time series forecasting effectively....

A novel hybrid data-driven approach is developed for forecasting power system parameters with the goal of increasing the efficiency of short-term forecasting studies for non-stationary time-series. The proposed approach is based on mode decomposition and a feature analysis of initial retrospective data using the Hilbert-Huang transform and machine learning algorithms. The random forests and gra...

today, stock investment has become an important mean of national finance. apparently, it is significant for investors to estimate the stock price and select the trading chance accurately in advance, which will bring high return to stockholders. in the past, long-term trading processes and many technical analysis methods for stock market were put forward. however, stock market is a nonlinear sys...