Türkiye Enerji Piyasasında Piyasa Takas Fiyatı Tahmini: Makine Öğrenimi Yöntemlerinin Karşılaştırılması

Yazarlar

DOI:

https://doi.org/10.63556/tisej.2025.1509

Anahtar Kelimeler:

Piyasa Takas Fiyatı (PTF)- Enerji Fiyat Tahmini- Makine Öğrenmesi- Türkiye Enerji Piyasası- Gaussian Süreç Regresyonu (GPR)

Özet

Enerji piyasalarının karmaşık yapısı ve bu piyasalarda oluşan fiyatların öngörülebilirliği hem ekonomik istikrar hem de sürdürülebilir kalkınma hedefleri açısından büyük önem taşımaktadır. Özellikle Türkiye gibi enerji talebinin hızla arttığı ülkelerde, piyasa takas fiyatının (PTF) doğru bir şekilde tahmin edilmesi, piyasa katılımcılarının etkin kararlar almasına olanak tanımakta ve enerji piyasasının şeffaflığını artırmaktadır. Bu çalışma, Türkiye enerji piyasasında PTF’nin tahmini için altı farklı makine öğrenimi algoritmasının (Doğrusal Regresyon, Karar Ağacı, Destek Vektör Makineleri, Gaussian Süreç Regresyonu, Çekirdek Tabanlı Regresyon ve Sinir Ağları) etkinliğini karşılaştırmalı olarak analiz etmektedir. Türkiye'nin Ocak 2012-Ocak 2023 dönemine ait enerji piyasası verilerinden yararlanılarak, sıcaklık, brüt elektrik tüketimi, toplam kurulu güç, döviz kuru ve Brent petrol fiyatları gibi faktörlerin PTF üzerindeki etkileri incelenmiştir. Sonuçlar, Gaussian Süreç Regresyonu (GPR) ve Karar Ağacı (DT) modellerinin PTF tahmininde diğer yöntemlere göre daha yüksek doğruluk sağladığını göstermektedir. GPR modeli, eğitim ve test aşamalarında tutarlı bir performans sergileyerek en düşük RMSE ve en yüksek R² değerlerine ulaşmıştır. Ayrıca, DT modeli test aşamasında istikrarlı sonuçlar sunarak ikinci en iyi performansı göstermiştir.

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Yayınlanmış

16-06-2025

Nasıl Atıf Yapılır

KESKİN, A. (2025). Türkiye Enerji Piyasasında Piyasa Takas Fiyatı Tahmini: Makine Öğrenimi Yöntemlerinin Karşılaştırılması. Üçüncü Sektör Sosyal Ekonomi Dergisi, 60(2), 1707–1719. https://doi.org/10.63556/tisej.2025.1509

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