On particle filters applied to electricity load forecasting

zbMath1316.62184arXiv1210.0770MaRDI QIDQ5262092

Tristan Launay, Sophie Lamarche, Anne Philippe

Publication date: 13 July 2015

Full work available at URL: https://arxiv.org/abs/1210.0770

zbMATH Keywords

dynamic modelsequential Monte Carloparticle filterelectricity load forecasting

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Sequential estimation (62L12)

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