Functional time series approach for forecasting very short-term electricity demand

Journal of Applied Statistics

Volumn 40, Issue 1, 2013, Pages 152-168

  Shang, Han Lin ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

functional principal component analysis; multivariate time series; ordinary least squares regression; penalised least squares regression; roughness penalty; seasonal time series

Indexed keywords

EID: 84870863987     PISSN: 02664763     EISSN: 13600532     Source Type: Journal    
DOI: 10.1080/02664763.2012.740619     Document Type: Article

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