Robust estimation of SARIMA models: Application to short-term load forecasting

IEEE Workshop on Statistical Signal Processing Proceedings

Volumn , Issue , 2009, Pages 77-80

  Chakhchoukh, Yacine ^a   Panciatici, Patrick ^a   Bondon, Pascal ^b  

^a DMA   (France)

^b CNRS   (France)

Author keywords

Outliers; Robustness; SARIMA models

Indexed keywords

ASYMPTOTIC PROPERTIES; BREAKDOWN POINTS; CENTRAL LIMIT THEOREM; GAUSSIANS; INFLUENCE FUNCTIONS; LOAD FORECASTING; OUTLIERS; ROBUST ESTIMATION; ROBUST FILTERS; ROBUST METHODS; ROBUSTNESS MEASURES; SAMPLE MEDIAN; SHORT TERM LOAD FORECASTING; STRONG CONSISTENCY;

SIGNAL PROCESSING;

ELECTRIC LOAD FORECASTING;

EID: 72349091345     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/SSP.2009.5278636     Document Type: Conference Paper

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