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Functional time series approach for forecasting very short-term electricity demand

Shang, Hanlin


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]

CollectionsANU Research Publications
Date published: 2013
Type: Journal article
Source: Journal of Applied Statistics
DOI: 10.1080/02664763.2012.740619


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