Forecasting electricity demand in Japan: A Bayesian spatial autoregressive ARMA approach

Computational Statistics and Data Analysis

Volumn 54, Issue 11, 2010, Pages 2721-2735

  Ohtsuka, Yoshihiro ^a,b   Oga, Takashi ^c   Kakamu, Kazuhiko ^c  

^a HITOTSUBASHI UNIVERSITY   (Japan)

^b Tachibana Securities Co Ltd   (Japan)

^c CHIBA UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

ARMA MODEL; AUTO-REGRESSIVE; BAYESIAN; BAYESIAN APPROACHES; ELECTRICITY DEMANDS; EMPIRICAL RESULTS; FORECASTING ELECTRICITY; MARKOV CHAIN MONTE CARLO METHOD; PREDICTIVE DENSITY; SPACE-TIME MODEL; SPATIAL INTERACTION; UNIVARIATE;

BAYESIAN NETWORKS; MARKOV PROCESSES; MONTE CARLO METHODS;

ELECTRIC LOAD FORECASTING;

EID: 77955270744     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2009.06.002     Document Type: Article

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