Amaral, Luiz Felipe; Souza, Reinaldo Castro; Stevenson, … - In: International Journal of Forecasting 24 (2008) 4, pp. 603-615
This paper compares the short-term load performance of several forecasting models, including a new class of nonlinear models known as smooth transition periodic autoregressive (STPAR) models. A model building procedure is developed for the STPAR model, along with a linearity test against smooth...