An adaptive functional autoregressive forecast model to predict electricity price curves
Ying Chen and Bo Li
| Year of publication: |
July 2017
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|---|---|
| Authors: | Chen, Ying ; Li, Bo |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 3, p. 371-388
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| Subject: | Local homogeneity | Nonstationary functional time series analysis | Sieve estimation | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Strompreis | Electricity price | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1092976 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011705948