Automatic specification of piecewise linear additive models: application to forecasting natural gas demand

DOI10.1007/S11222-017-9726-XzbMath1384.62322OpenAlexW2582412713MaRDI QIDQ1702297

Eugenio F. Sánchez-Úbeda, Alberto Gascón

Publication date: 28 February 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-017-9726-x

zbMATH Keywords

predictiongeneralized additive modelsnonlinear modelingpiecewise linear modelsshort-term forecastingnatural gas demand

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Sparse regression modeling for short- and long-term natural gas demand prediction

Uses Software

• ElemStatLearn

Cites Work

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• Nonlinear Modeling of Time Series Using Multivariate Adaptive Regression Splines (MARS)
• Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
• Identification of Non-Linear Additive Autoregressive Models
• Additivity tests for nonlinear autoregression
• Order Choice in Nonlinear Autoregressive Models

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