Automatic specification of piecewise linear additive models: application to forecasting natural gas demand

DOI10.1007/S11222-017-9726-XMaRDI QIDQ1702297zbMATH OpenOpenAlexFDO

Authors Alberto Gascón, Eugenio F. Sánchez-Úbeda

Publication date 28 February 2018

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-017-9726-x

zbMATH Keywords

predictiongeneralized additive modelsnonlinear modelingpiecewise linear modelsshort-term forecastingnatural gas demand

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• scientific article; zbMATH DE number 410126 (Why is no real title available?)
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• scientific article; zbMATH DE number 774843 (Why is no real title available?)
• Additivity tests for nonlinear autoregression
• Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
• Identification of Non-Linear Additive Autoregressive Models
• Nonlinear Modeling of Time Series Using Multivariate Adaptive Regression Splines (MARS)
• Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
• Nonparametric lag selection for nonlinear additive autoregressive models
• Nonparametric lag selection for time series models
• Order Choice in Nonlinear Autoregressive Models
• Short-term Forecasting in Power Systems: A Guided Tour
• Statistical predictor identification

Cited in

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• Sparse regression modeling for short- and long-term natural gas demand prediction

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Uses Software

• ElemStatLearn

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