Multivariate dynamic regression: modeling and forecasting for intraday electricity load

DOI10.1002/ASMB.1990MaRDI QIDQ6570859zbMATH OpenFDO

Authors Helio S. Migon, Larissa C. Alves

Publication date 10 July 2024

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/ASMB.1990

zbMATH Keywords

discount multivariate dynamic regression models (DMDR models)electricity load curvefactor modelsgeneralized Diebold and Li factor models

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A New Perspective on Priors for Generalized Linear Models
• Bayesian analysis of matrix normal graphical models
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• Dynamic matrix-variate graphical models
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• Forecasting the term structure of government bond yields
• Modelling zero-inflated spatio-temporal processes
• Penalized regression, standard errors, and Bayesian Lassos
• Short-term electricity demand forecasting using double seasonal exponential smoothing
• Sparse inverse covariance estimation with the graphical lasso
• Statistical Methods for Eliciting Probability Distributions
• Time series. Modeling, computation, and inference.

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