Constrained functional time series : applications to the Italian gas market
Year of publication: |
October-December 2016
|
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Authors: | Canale, Antonio ; Vantini, Simone |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 4, p. 1340-1351
|
Subject: | Autoregressive model | Demand and offer model | Energy forecasting | Functional data analysis | Functional ridge regression | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Italien | Italy | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Energiekonsum | Energy consumption | Erdgasmarkt | Natural gas market | Regressionsanalyse | Regression analysis |
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