電力市場価格のカオス性に関する基礎的検討 Basic Studies on Chaotic Characteristics of Electric Power Market Price

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著者

    • 竹内 裕也 TAKEUCHI Yuya
    • 熊本大学 大学院自然科学研究科 情報電気電子工学専攻 Dept. of Computer Science and Electrical Engineering, Graduate School of Science and Technology, Kumamoto University
    • 宮内 肇 MIYAUCHI Hajime
    • 熊本大学 大学院自然科学研究科 情報電気電子工学専攻 Dept. of Computer Science and Electrical Engineering, Graduate School of Science and Technology, Kumamoto University

抄録

Recently, deregulation and reform of electric power utilities have been progressing in many parts of the world. In Japan, partial deregulation has been started from generation sector since 1995 and partial deregulation of retail sector is executed through twice law revisions. Through the deregulation, because electric power is traded in the market and its price is always fluctuated, it is important for the electric power business to analyze and predict the price. Although the price data of the electric power market is time series data, it is not always proper to analyze by the linear model such as ARMA because the price sometimes changes suddenly. Therefore, in this paper, we apply the methods of chaotic time series analysis, one of non-linear analysis methods, and investigate the chaotic characteristics of the system price of JEPX.

収録刊行物

  • 電気学会論文誌. B, 電力・エネルギー部門誌 = The transactions of the Institute of Electrical Engineers of Japan. B, A publication of Power and Energy Society

    電気学会論文誌. B, 電力・エネルギー部門誌 = The transactions of the Institute of Electrical Engineers of Japan. B, A publication of Power and Energy Society 129(7), 897-904, 2009-07-01

    一般社団法人 電気学会

参考文献:  13件中 1-13件 を表示

被引用文献:  3件中 1-3件 を表示

各種コード

  • NII論文ID(NAID)
    10025100407
  • NII書誌ID(NCID)
    AN10136334
  • 本文言語コード
    JPN
  • 資料種別
    ART
  • ISSN
    03854213
  • NDL 記事登録ID
    10357603
  • NDL 雑誌分類
    ZN31(科学技術--電気工学・電気機械工業)
  • NDL 請求記号
    Z16-794
  • データ提供元
    CJP書誌  CJP引用  NDL  J-STAGE 
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