Scopus İndeksli Yayınlar Koleksiyonu
Permanent URI for this collectionhttps://hdl.handle.net/20.500.12573/395
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Conference Object Citation - WoS: 1Citation - Scopus: 8Short Term Electricity Load Forecasting: A Case Study of Electric Utility Market in Turkey(Institute of Electrical and Electronics Engineers Inc., 2015-04) Ishik, Muhammed Yasin; Göze, Tolga; Ozcan, Ihsan; Güngör, Vehbi Çağrı; Aydin, Zafer; Yasin, MuhammedWith the recent developments in energy sector, the pricing of electricity is now governed by the spot market where a variety of market mechanisms are effective. After the new legislation of market liberalization in Turkey, competition-based on hourly price has received a growing interest in the energy market, which necessitated generators and electric utility companies to add new dimensions to their scope of operation: short-term load and price forecasting. The field has several opportunities though not free from challenges. The dynamic behavior of the market price has caused the electric load to become variable and non-stationary. Furthermore, the number of nodes, in which the load must be predicted, is not constant anymore and can no longer be estimated by experts alone. In this competitive scenario, statistical forecasting methods that can automatically and accurately process thousands of data samples are essential. The purpose of this study is to demonstrate the importance of short-term load forecasting, how it has received a growing interest in Turkey and to propose an artificial neural network that can forecast the short term electricity load. Through detailed performance evaluations, we demonstrate that our forecasting method is capable of predicting the hourly load accurately. © 2017 Elsevier B.V., All rights reserved.Conference Object Citation - Scopus: 2ATGRUVAE: Reducing Noise and Improving Forecasting Performance in Stock Data(Institute of Electrical and Electronics Engineers Inc., 2024-10-26) Akkaş, Huseyin; Kolukisa, Burak; Bakir-Güngör, BurcuNowadays, to maximize their income, investors and researchers try to predict the future prices of stocks in the market using artificial intelligence algorithms. However, noise in stock price fluctuations negatively a ffects t he accuracy of the forecasts. To this end, Attention Based Variational Autoencoders with Gated Recurrent Units (ATGRUVAE) method is developed to remove the noise in stock price fluctuations a nd compared with variational, basic and noise removing autoencoders. Exper-iments are conducted using historical stock prices of well-known companies such as Apple, Google and Amazon and 9 different indicator values derived from these stock prices. The noise cleaned stocks are then trained and tested on Extreme Gradient Boosting (XGBoost), Long Short-Term Memory (LSTM) and Linear Regression (LR) models. The results show that the proposed ATGRUVAE model outperforms all three models and demonstrates its ability to capture complex patterns in stock market data. © 2025 Elsevier B.V., All rights reserved.