Showing 1 - 10 of 632
Air pollution, especially ground-level ozone, poses severe threats to human health and ecosystems. Accurate forecasting … forecast using a functional autoregressive model (FAR), where each daily ozone concentration profile is considered a single … functional datum. For comparison purposes, different traditional and machine learning techniques, such as autoregressive …
Persistent link: https://www.econbiz.de/10014636419
Persistent link: https://www.econbiz.de/10014484587
This study explores the stationary property of electricity consumption for Hunan province in China over the period … external shocks yield a permanent effect for electricity consumption in Hunan province. These findings shows that governments … should adopt policies to mitigate external shocks to electricity consumption in order to achieve electricity market stability …
Persistent link: https://www.econbiz.de/10015431653
the fitting ability of HAR models for electricity volatility forecasting at the daily horizon, whereas structural breaks … can improve the in-sample performance of HAR models when forecasting electricity volatility at daily, weekly, and monthly …. Considering day-of-the-week effects, structural breaks, or both, we propose three classes of HAR models to forecast electricity …
Persistent link: https://www.econbiz.de/10014315942
Persistent link: https://www.econbiz.de/10014495494
In this paper, we have considered three important variables concerning COVID-19 viz., (i) the number of daily new cases, (ii) the number of daily total cases, and (iii) the number of daily deaths, and proposed a modelling procedure, so that the nature of trend in these series could be studied...
Persistent link: https://www.econbiz.de/10014311273
Persistent link: https://www.econbiz.de/10012424611
Short-term electricity price forecasting has received considerable attention in recent years. Despite this increased … electricity market (SEM). We utilized several forecasting approaches ranging from standard conditional volatility models to … interest, the literature lacks a concrete consensus on the most suitable forecasting approach. This study reports an extensive …
Persistent link: https://www.econbiz.de/10012417069
Persistent link: https://www.econbiz.de/10013189452
Persistent link: https://www.econbiz.de/10014380570