Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling (Q1927099)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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