A fast algorithm for short term electric load forecasting by a hidden semi-markov process

DOI10.1080/00949655.2019.1573241OpenAlexW2913047820WikidataQ128451804 ScholiaQ128451804MaRDI QIDQ5107358

Junrong Liu, Qihong Duan, Dengfu Zhao

Publication date: 27 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2019.1573241

zbMATH Keywords

hidden Markov modelsload forecastingECM algorithmchange pointempirical probability function

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• Matlab
• changepoint

Cites Work

• Unnamed Item
• Hidden semi-Markov models
• On Hinkley's estimator: inference about the change point
• Maximum likelihood estimation via the ECM algorithm: A general framework
• Tests for Parameter Instability and Structural Change With Unknown Change Point
• Statistical Learning With Time Series Dependence: An Application to Scoring Sleep in Mice
• Parameter Estimation for ak-out-of-n: F System

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