Triple seasonal methods for short-term electricity demand forecasting

DOI10.1016/j.ejor.2009.10.003zbMath1178.91165OpenAlexW2103504194MaRDI QIDQ2654328

James W. Taylor

Publication date: 15 January 2010

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2009.10.003

zbMATH Keywords

seasonalityforecastingexponential smoothingARMAelectricity demand

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82) Consumer behavior, demand theory (91B42)

Related Items (15)

Dynamic seasonality in time series ⋮ Forecasting day-ahead electricity load using a multiple equation time series approach ⋮ The impact of special days in call arrivals forecasting: a neural network approach to modelling special days ⋮ Gibbs sampling for Bayesian estimation of triple seasonal autoregressive models ⋮ Multiple seasonal cycles forecasting model: the Italian electricity demand ⋮ Short-run electricity load forecasting with combinations of stationary wavelet transforms ⋮ A SARIMAX coupled modelling applied to individual load curves intraday forecasting ⋮ Structural combination of seasonal exponential smoothing forecasts applied to load forecasting ⋮ A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model ⋮ The effect of intermittent renewables on the electricity price variance ⋮ Designing fuzzy time series forecasting models: a survey ⋮ Periodically correlated models for short-term electricity load forecasting ⋮ Long-term swings and seasonality in energy markets ⋮ Dynamic structural models with covariates for short-term forecasting of time series with complex seasonal patterns ⋮ Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach

Uses Software

• CAViaR
• expsmooth

Cites Work

• Forecasting with exponential smoothing. The state space approach
• Forecasting time series with multiple seasonal patterns
• A Comparison of Univariate Time Series Methods for Forecasting Intraday Arrivals at a Call Center
• Short-term electricity demand forecasting using double seasonal exponential smoothing
• Unnamed Item

This page was built for publication: Triple seasonal methods for short-term electricity demand forecasting