Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling
type: Item
instance of: scholarly article
title: Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling
zbMATH Open document ID: 1254.91652
author: Virginie Dordonnat
author: Siem Jan Koopman
author: Marius Ooms
published in: Computational Statistics and Data Analysis
publication date: 2012-12-30T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 94A12
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 62P30
zbMATH DE Number: 6119744
zbMATH Keywords: Kalman filter
zbMATH Keywords: electricity load forecasting
zbMATH Keywords: forecasting
zbMATH Keywords: periodic regression
zbMATH Keywords: signal extraction
zbMATH Keywords: time-varying parameter
describes a project that uses: astsa
describes a project that uses: SsfPack
describes a project that uses: Ox
MaRDI profile type: Publication
full work available at URL: j.csda.2011.04.002
OpenAlex ID: W2041094435
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DOI: 10.1016/J.CSDA.2011.04.002
description: scientific article; zbMATH DE number 6119744