Structural combination of seasonal exponential smoothing forecasts applied to load forecasting

DOI10.1016/j.ejor.2018.12.013zbMath1430.62211OpenAlexW2903802301WikidataQ115575530 ScholiaQ115575530MaRDI QIDQ1719624

Juan F. Rendon-Sanchez, Lilian M. de Menezes

Publication date: 11 February 2019

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/21136/1/Structural%20Combination%20of%20Seasonal%20Exponential.pdf

zbMATH Keywords

forecastingensemblescombination of forecastsexponential smoothing methodselectricity demand/load forecasting

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84)

Related Items (3)

Enhance load forecastability: optimize data sampling policy by reinforcing user behaviors ⋮ An integrated method based on relevance vector machine for short-term load forecasting ⋮ Analytics for labor planning in systems with load-dependent service times

Uses Software

• forecast
• Forecast
• expsmooth
• GitHub
• MCSprocedure

Cites Work

• Unnamed Item
• Unnamed Item
• The Model Confidence Set
• Forecasting with exponential smoothing. The state space approach
• Electric load forecasting methods: tools for decision making
• Multivariate adaptive regression splines
• Determining when to update the weights in combined forecasts for product demand -- an application of the CUSUM technique.
• Review of guidelines for the use of combined forecasts
• Ensembling neural networks: Many could be better than all
• Exploring the sources of uncertainty: why does bagging for time series forecasting work?
• Triple seasonal methods for short-term electricity demand forecasting
• Using combined forecasts with changing weights for electricity demand profiling
• Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing
• On the relative performance of the block bootstrap for dependent data
• Short-term electricity demand forecasting using double seasonal exponential smoothing
• Forecast Combination Across Estimation Windows

This page was built for publication: Structural combination of seasonal exponential smoothing forecasts applied to load forecasting