Integration of economic MPC, energy load and price estimation with Holt Winters models

This work proposes a nominal economic model predictive control (MFC) that makes use of the Holt Winters model to estimate the load and spot price of the short term energy portfolio used as plant. The portfolio is composed by four energy forward agreements and the ability to buy energy in the spot market, the objective is to supply the energy required by the costumers minimizing the operation cost of the operation. The case of study is focused in the Colombian energy market.