Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling (Q1927099)

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Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling
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    Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling (English)
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    30 December 2012
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    Kalman filter
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    electricity load forecasting
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    forecasting
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    periodic regression
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    signal extraction
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    time-varying parameter
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