An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves

DOI10.1080/07350015.2015.1092976MaRDI QIDQ6616619zbMATH OpenFDO

Authors Ying Chen, Bo Li

Publication date 9 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2015.1092976

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

(4)

• A review study of functional autoregressive models with application to energy forecasting
• A journey from univariate to multivariate functional time series: a comprehensive review
• Modeling Functional Time Series and Mixed-Type Predictors With Partially Functional Autoregressions
• Functional Autoregression for Sparsely Sampled Data

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