L i b r a r y & I n f o r m a t i o n R e s o u r c e s
Forecasting Functional Time Series with a New Hilbertian ARMAX Model: Application to Electricity Price Forecasting
| Author |
Portela Gonz?lez,José (Author)
Mu?oz San Roque,Antonio (Author) Alonso Pérez,Estrella (Author) | Journal Title | IEEE Transactions on Power Systems | Volume/ Issue | 2018/JAN V.33 N.1 | Physical Description | p 545 - 556 | Subject Area | Engineering | Abstract | A functional time series is the realization of a stochastic process where each observation is a continuous function defined on a finite interval. These processes are commonly found in electricity markets and are gaining more importance as more market data become available and markets head toward continuous-time marginal pricing approaches.... | View Full Abstract | Subject Headings | Electrical engineering | Call Number | 621.3105 ITP | Location | Periodicals Hall 2nd floor - قاعة الدوريات - الطابق الثاني |
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