Adaptive combination of forecast with application to wind energy forecast

2006 9th International Conference on Probabilistic Methods Applied to Power Systems, PMAPS

Volumn , Issue , 2006, Pages

  Sánchez, Ismael ^a  

^a UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

Adaptive forgetting factors; Dynamic models; Recursive least squares; Wind energy forecasting

Indexed keywords

APPLIED (CO); COMBINATION PROCEDURE; INDIVIDUAL (PSS 544-7); INTERNATIONAL CONFERENCES; POWER SYSTEMS; PROBABILISTIC METHODS; TIME-VARYING ENVIRONMENTS; WIND ENERGY; WIND FARMS;

ELECTRIC POWER SYSTEMS; ELECTRIC POWER TRANSMISSION NETWORKS; ELECTRIC UTILITIES; FORECASTING; POWER TRANSMISSION; PROBABILITY; STATISTICS; WIND POWER;

ELECTRIC LOAD FORECASTING;

EID: 46149100057     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/PMAPS.2006.360292     Document Type: Conference Paper

References (8)

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5. Newbold and Granger, 1974.
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7. Sánchez, I., "Recursive Estimation of Dynamic Models Using Cook's Distance, With Application to Wind Energy Forecast", Technometrics, forthcoming, 2006.
8. Yang, Y., "Combining forecasting procedures: some theoretical results", Econometric Theory, vol. 20, pp. 176-222, 2004.