Wind speed forecasting using autoregressive moving average/generalized autoregressive conditional heteroscedasticity model

European Transactions on Electrical Power

Volumn 22, Issue 5, 2012, Pages 662-673

  Jiang, Wen ^a   Yan, Zheng ^a   Feng, Dong Han ^a   Hu, Zhi ^a  

^a SHANGHAI JIAO TONG UNIVERSITY   (China)

Author keywords

ARMA GARCH; forecast; improved particle swarm optimization; quasi maximum likelihood estimator; wind speed

Indexed keywords

ARMA-GARCH; AUTO-REGRESSIVE; AUTO-REGRESSIVE MOVING AVERAGE MODEL; AUTOREGRESSIVE MOVING AVERAGE; CONDITIONAL VARIANCE; FORECAST; GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY; HETEROSCEDASTICITY; HYBRID MODEL; METEOROLOGICAL VARIABLES; PREDICTION ERRORS; QUASI-MAXIMUM LIKELIHOOD ESTIMATORS; REGULAR VARIATIONS; SAMPLE SETS; WIND SPEED; WIND SPEED FORECASTING; WIND SPEED PREDICTION;

FORECASTING; REACTIVE POWER; STATISTICAL METHODS;

WIND EFFECTS;

EID: 84864463270     PISSN: 1430144X     EISSN: 15463109     Source Type: Journal    
DOI: 10.1002/etep.596     Document Type: Article

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