We present a model for hourly electricity load forecasting based on stochastically time-varying processes that are designed to account for changes in customer behaviour and in utility production efficiencies. The model is periodic: it consists of different equations and different parameters for...

The main subject of this book is empirical application of multivariate linear time series model on quarterly or month- ly economic data to discoverand describe important dynamic relationships between the variables of interest. The book stresses "real-life" application and the selection of data...