Functional time series approach for forecasting very short-term electricity demand
From MaRDI portal
Publication:5128897
DOI10.1080/02664763.2012.740619OpenAlexW2088281105WikidataQ58288600 ScholiaQ58288600MaRDI QIDQ5128897
Publication date: 26 October 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2012.740619
multivariate time seriesfunctional principal component analysisseasonal time seriesroughness penaltyordinary least-squares regressionpenalised least-squares regression
Related Items
Seasonal functional autoregressive models, Bootstrap in semi-functional partial linear regression under dependence, Forecasting functional time series using weighted likelihood methodology, Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density, On projection methods for functional time series forecasting, Dynamic structural models with covariates for short-term forecasting of time series with complex seasonal patterns
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nonparametric time series forecasting with dynamic updating
- Bayesian forecasting and dynamic models.
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- The ARHD model
- Prediction in functional linear regression
- Methodology and convergence rates for functional linear regression
- Applied functional data analysis. Methods and case studies
- Nonparametric time series prediction: A semi-functional partial linear modeling
- Functional data analysis.
- Nonparametric functional data analysis. Theory and practice.
- Properties of principal component methods for functional and longitudinal data analysis
- Forecasting functional time series
- Autoregressive Forecasting of Some Functional Climatic Variations
- Theory for high-order bounds in functional principal components analysis
- Functional linear regression with derivatives
- Functional Principal Component Regression and Functional Partial Least Squares
- Time-Series Forecasting
- A Functional Data—Analytic Approach to Signal Discrimination
- Regularization and Variable Selection Via the Elastic Net
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- A Simplex Method for Function Minimization