Functional time series approach for forecasting very short-term electricity demand
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Description
This empirical paper presents a number of functional modelling and forecasting methods for predicting very short-term (such as minute-by-minute) electricity demand. The proposed functional methods slice a seasonal univariate time series (TS) into a TS of curves; reduce the dimensionality of curves by applying functional principal component analysis before using a univariate TS forecasting method and regression techniques. As data points in the daily electricity demand are sequentially observed,...[Show more]
Collections | ANU Research Publications |
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Date published: | 2013 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/196565 |
Source: | Journal of Applied Statistics |
DOI: | 10.1080/02664763.2012.740619 |
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File | Description | Size | Format | Image |
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01_Shang_Functional_time_series_2013.pdf | 298.4 kB | Adobe PDF | Request a copy |
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