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

DOI10.1007/S11222-017-9726-XzbMATH Open1384.62322OpenAlexW2582412713MaRDI QIDQ1702297FDOQ1702297

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

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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)

Cites Work

• Title not available (Why is that?)
• Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
• Statistical predictor identification
• Identification of Non-Linear Additive Autoregressive Models
• Nonparametric lag selection for time series models
• Title not available (Why is that?)
• Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
• Nonlinear Modeling of Time Series Using Multivariate Adaptive Regression Splines (MARS)
• Additivity tests for nonlinear autoregression
• Nonparametric lag selection for nonlinear additive autoregressive models
• Order Choice in Nonlinear Autoregressive Models
• Title not available (Why is that?)
• Short-term Forecasting in Power Systems: A Guided Tour
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Cited In (1)

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

Uses Software

• ElemStatLearn

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