A new recursive dynamic factor analysis for point and interval forecast of electricity price

IEEE Transactions on Power Systems

Volumn 28, Issue 3, 2013, Pages 2352-2365

  Wu, H C ^a   Chan, S C ^a   Tsui, K M ^a   Hou, Yunhe ^a  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Electricity price forecasting; FPCA; interval forecast; Kalman filter; multi factor model; OPASTr; recursive; subspace tracking

Indexed keywords

ELECTRICITY PRICE FORECASTING; FPCA; INTERVAL FORECASTS; MULTI-FACTOR; OPASTR; RECURSIVE; SUBSPACE TRACKING;

ALGORITHMS; COSTS; DATA HANDLING; ELECTRIC LOAD FORECASTING; ELECTRICITY; FACTOR ANALYSIS; KALMAN FILTERS; MICROCOMPUTERS; MULTIVARIANT ANALYSIS; PRINCIPAL COMPONENT ANALYSIS;

FORECASTING;

EID: 84880916459     PISSN: 08858950     EISSN: None     Source Type: Journal    
DOI: 10.1109/TPWRS.2012.2232314     Document Type: Article

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