Pourghorban, Mojtaba; Mamipour, Siab - 2019
has complex behavior such as nonlinearity, nonstationarity, and high volatility. ARIMA is suitable in forecasting, but it … is not able to handle nonlinearity and volatility are existent in time series. Therefore, GARCH models are used to handle … volatility in the in time series forecasting. The proposed method is computed using the daily electricity price data of Iran …
