Probabilistic forecasting of the solar irradiance with recursive ARMA and GARCH models

Solar Energy

Volumn 133, Issue , 2016, Pages 55-72

  David, M ^a   Ramahatana, F ^a   Trombe, P J ^b   Lauret, P ^a  

^a University of Reunion Island   (Reunion)

^b TECHNICAL UNIVERSITY OF DENMARK   (Denmark)

Author keywords

ARMA; Clear sky index; GARCH; Operational framework; Probabilistic solar forecasts; Recursive least square

Indexed keywords

ARTIFICIAL INTELLIGENCE; ECONOMICS; FINANCIAL DATA PROCESSING; LEARNING SYSTEMS; PROBABILITY DISTRIBUTIONS; SOLAR ENERGY; SOLAR RADIATION; STATISTICS; TIME SERIES;

ARMA; CLEAR SKY; GARCH; OPERATIONAL FRAMEWORK; RECURSIVE LEAST SQUARE (RLS);

FORECASTING;

ATMOSPHERIC MODELING; CLEAR SKY; ECONOMETRICS; ENERGY PLANNING; FORECASTING METHOD; MACHINE LEARNING; NUMERICAL METHOD; PERFORMANCE ASSESSMENT; PROBABILITY; SOLAR RADIATION; TIME SERIES ANALYSIS;

ARMA;

EID: 84963628979     PISSN: 0038092X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.solener.2016.03.064     Document Type: Article

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