A non-linear ARMAX for short term load forecasting

DOI10.1080/09720510.2009.10701420zbMath1180.62119OpenAlexW1968965481MaRDI QIDQ3400230

Chen-Sung Chang

Publication date: 5 February 2010

Published in: Journal of Statistics and Management Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720510.2009.10701420

zbMATH Keywords

stochastic time seriesNARMAXnonlinear autoregressive average model with exogenous inputsorthogonal algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)

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