{"id":"https://openalex.org/W2586475817","doi":"https://doi.org/10.1504/ijids.2017.10003125","title":"Mining of electricity prices in energy markets using a hybrid linear ARMA and nonlinear functional link neural network trained by evolutionary unscented H-infinity filter","display_name":"Mining of electricity prices in energy markets using a hybrid linear ARMA and nonlinear functional link neural network trained by evolutionary unscented H-infinity filter","publication_year":2017,"publication_date":"2017-01-01","ids":{"openalex":"https://openalex.org/W2586475817","doi":"https://doi.org/10.1504/ijids.2017.10003125","mag":"2586475817"},"language":"en","primary_location":{"id":"doi:10.1504/ijids.2017.10003125","is_oa":false,"landing_page_url":"https://doi.org/10.1504/ijids.2017.10003125","pdf_url":null,"source":{"id":"https://openalex.org/S124192446","display_name":"International Journal of Information and Decision Sciences","issn_l":"1756-7017","issn":["1756-7017","1756-7025"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310317825","host_organization_name":"Inderscience Publishers","host_organization_lineage":["https://openalex.org/P4310317825"],"host_organization_lineage_names":["Inderscience Publishers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Information and Decision Sciences","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5025078574","display_name":"P.K. Dash","orcid":"https://orcid.org/0000-0002-8950-7136"},"institutions":[{"id":"https://openalex.org/I193073490","display_name":"Siksha O Anusandhan University","ror":"https://ror.org/056ep7w45","country_code":"IN","type":"education","lineage":["https://openalex.org/I193073490"]}],"countries":["IN"],"is_corresponding":true,"raw_author_name":"P.K. Dash","raw_affiliation_strings":["Multidisciplinary Research Cell, Siksha O Anusandhan University, Bhubaneswar, Khandagiri Square, Bhubaneswar-751030, Odisha, India"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Multidisciplinary Research Cell, Siksha O Anusandhan University, Bhubaneswar, Khandagiri Square, Bhubaneswar-751030, Odisha, India","institution_ids":["https://openalex.org/I193073490"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5103220189","display_name":"Dwiti Krishna Bebarta","orcid":"https://orcid.org/0000-0001-9860-3448"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Dwiti Krishna Bebarta","raw_affiliation_strings":["Department of Computer Science and Engineering, GMR Institute of Technology, Rajam, 532127, Srikakulam, AP, India"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Engineering, GMR Institute of Technology, Rajam, 532127, Srikakulam, AP, India","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5054611665","display_name":"Ranjeeta Bisoi","orcid":"https://orcid.org/0000-0002-2651-2130"},"institutions":[{"id":"https://openalex.org/I193073490","display_name":"Siksha O Anusandhan University","ror":"https://ror.org/056ep7w45","country_code":"IN","type":"education","lineage":["https://openalex.org/I193073490"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Ranjeeta Bisoi","raw_affiliation_strings":["Multidisciplinary Research Cell, Siksha O Anusandhan University, Bhubaneswar, Khandagiri Square, Bhubaneswar-751030, Odisha, India"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Multidisciplinary Research Cell, Siksha O Anusandhan University, Bhubaneswar, Khandagiri Square, Bhubaneswar-751030, Odisha, India","institution_ids":["https://openalex.org/I193073490"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5025078574"],"corresponding_institution_ids":["https://openalex.org/I193073490"],"apc_list":null,"apc_paid":null,"fwci":0.4384,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.63900419,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":"9","issue":"1","first_page":"1","last_page":"1"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9970999956130981,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9970999956130981,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.9851999878883362,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10688","display_name":"Image and Signal Denoising Methods","score":0.9793000221252441,"subfield":{"id":"https://openalex.org/subfields/1707","display_name":"Computer Vision and Pattern Recognition"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.6703056693077087},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5600566864013672},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.5545583367347717},{"id":"https://openalex.org/keywords/filter","display_name":"Filter (signal processing)","score":0.5312235951423645},{"id":"https://openalex.org/keywords/autoregressive\u2013moving-average-model","display_name":"Autoregressive\u2013moving-average model","score":0.4920344054698944},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.4359833598136902},{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.4095413088798523},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.37298348546028137},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3572411835193634},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3002334237098694},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.25022637844085693}],"concepts":[{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.6703056693077087},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5600566864013672},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.5545583367347717},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.5312235951423645},{"id":"https://openalex.org/C74883015","wikidata":"https://www.wikidata.org/wiki/Q290467","display_name":"Autoregressive\u2013moving-average model","level":3,"score":0.4920344054698944},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.4359833598136902},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.4095413088798523},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.37298348546028137},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3572411835193634},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3002334237098694},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.25022637844085693},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1504/ijids.2017.10003125","is_oa":false,"landing_page_url":"https://doi.org/10.1504/ijids.2017.10003125","pdf_url":null,"source":{"id":"https://openalex.org/S124192446","display_name":"International Journal of Information and Decision Sciences","issn_l":"1756-7017","issn":["1756-7017","1756-7025"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310317825","host_organization_name":"Inderscience Publishers","host_organization_lineage":["https://openalex.org/P4310317825"],"host_organization_lineage_names":["Inderscience Publishers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Information and Decision Sciences","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/7","score":0.8799999952316284,"display_name":"Affordable and clean energy"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2171218219","https://openalex.org/W1972271943","https://openalex.org/W2150410159","https://openalex.org/W3150905897","https://openalex.org/W4327525404","https://openalex.org/W4287185323","https://openalex.org/W1520183331","https://openalex.org/W199725827","https://openalex.org/W4248896451","https://openalex.org/W1983856919"],"abstract_inverted_index":{"This":[0],"paper":[1],"presents":[2],"a":[3,10,42],"hybrid":[4,86],"autoregressive":[5],"moving":[6],"average":[7],"(ARMA)":[8],"and":[9,68,129],"nonlinear":[11],"functional":[12,25,56],"link":[13,57],"neural":[14,26,59,87],"network":[15,60,88],"for":[16,141],"electricity":[17,104],"price":[18],"forecasting":[19,100,135],"in":[20],"an":[21,92,98,119],"Energy":[22],"market.":[23],"The":[24,84,106,124],"block":[27],"helps":[28],"to":[29,37,96],"introduce":[30],"nonlinearity":[31],"by":[32,91],"expanding":[33],"the":[34,54,62,66,73,77,81,111],"input":[35,63],"space":[36,40],"higher":[38],"dimensional":[39],"through":[41],"basis":[43,82],"function":[44],"without":[45],"using":[46],"any":[47],"hidden":[48],"layers":[49],"like":[50],"MLP":[51],"structure.":[52],"Unlike":[53],"conventional":[55],"artificial":[58],"(FLANN),":[61],"layer":[64],"comprises":[65],"inputs":[67,78],"tangent":[69],"hyperbolic":[70],"functions":[71],"of":[72,76,101,110,145],"linear":[74],"combination":[75],"known":[79],"as":[80],"functions.":[83],"proposed":[85],"is":[89],"trained":[90],"unscented":[93,112],"H-infinity":[94,113],"filter":[95,114],"provide":[97],"accurate":[99],"day":[102,143],"ahead":[103,144],"prices.":[105],"noise":[107],"covariance":[108],"parameters":[109],"are":[115],"further":[116],"optimised":[117],"with":[118],"adaptive":[120],"differential":[121],"evolution":[122],"strategy.":[123],"studies":[125],"on":[126],"PJM,":[127],"Spanish":[128],"Australian":[130],"energy":[131],"markets":[132],"exhibit":[133],"excellent":[134],"results":[136],"over":[137],"different":[138],"seasonal":[139],"horizons":[140],"one":[142],"time.":[146]},"counts_by_year":[{"year":2020,"cited_by_count":2},{"year":2018,"cited_by_count":1}],"updated_date":"2026-05-03T08:25:01.440150","created_date":"2025-10-10T00:00:00"}