Triple seasonal methods for short-term electricity demand forecasting

DOI10.1016/J.EJOR.2009.10.003zbMATH Open1178.91165OpenAlexW2103504194MaRDI QIDQ2654328FDOQ2654328

James W. Taylor

Publication date: 15 January 2010

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2009.10.003

zbMATH Keywords

forecastingseasonalityARMAelectricity demandexponential smoothing

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84) Consumer behavior, demand theory (91B42)

Cites Work

• Title not available (Why is that?)
• Forecasting with exponential smoothing. The state space approach
• A Comparison of Univariate Time Series Methods for Forecasting Intraday Arrivals at a Call Center
• Short-term electricity demand forecasting using double seasonal exponential smoothing
• Forecasting time series with multiple seasonal patterns

Cited In (20)

• The seasonal forecast of electricity demand: a hierarchical Bayesian model with climatological weather generator
• Discussion on: ``Electrical load forecasting by exponential smoothing with covariates
• Rejoinder to the discussions of the paper on: ``Electrical load forecasting by exponential smoothing with covariates
• Dynamic seasonality in time series
• Dynamic structural models with covariates for short-term forecasting of time series with complex seasonal patterns
• Full Bayesian analysis of double seasonal autoregressive models with real applications
• A SARIMAX coupled modelling applied to individual load curves intraday forecasting
• A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model
• Short-run electricity load forecasting with combinations of stationary wavelet transforms
• Periodically correlated models for short-term electricity load forecasting
• Long-term swings and seasonality in energy markets
• Recurrent neural networks for forecasting time series with multiple seasonality: a comparative study
• Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach
• Forecasting day-ahead electricity load using a multiple equation time series approach
• Multiple seasonal cycles forecasting model: the Italian electricity demand
• Designing fuzzy time series forecasting models: a survey
• The effect of intermittent renewables on the electricity price variance
• The impact of special days in call arrivals forecasting: a neural network approach to modelling special days
• Gibbs sampling for Bayesian estimation of triple seasonal autoregressive models
• Structural combination of seasonal exponential smoothing forecasts applied to load forecasting

Uses Software

• CAViaR
• expsmooth

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