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Modulated cycles, an approach to modelling periodic components from rapidly sampled data

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  • Pedregal, Diego J.
  • Young, Peter C.
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    File URL: http://www.sciencedirect.com/science/article/B6V92-4GT7G4T-1/2/02695aec23f1522278fdc0e45a293b7e
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    Article provided by Elsevier in its journal International Journal of Forecasting.

    Volume (Year): 22 (2006)
    Issue (Month): 1 ()
    Pages: 181-194

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    Handle: RePEc:eee:intfor:v:22:y:2006:i:1:p:181-194

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    Web page: http://www.elsevier.com/locate/ijforecast

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    1. Ramanathan, Ramu & Engle, Robert & Granger, Clive W. J. & Vahid-Araghi, Farshid & Brace, Casey, 1997. "Shorte-run forecasts of electricity loads and peaks," International Journal of Forecasting, Elsevier, vol. 13(2), pages 161-174, June.
    2. Peter Young, 1999. "Recursive and en-bloc approaches to signal extraction," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(1), pages 103-128.
    3. Henley, Andrew & Peirson, John, 1998. "Residential energy demand and the interaction of price and temperature: British experimental evidence," Energy Economics, Elsevier, vol. 20(2), pages 157-171, April.
    4. Darbellay, Georges A. & Slama, Marek, 2000. "Forecasting the short-term demand for electricity: Do neural networks stand a better chance?," International Journal of Forecasting, Elsevier, vol. 16(1), pages 71-83.
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    Cited by:
    1. Dordonnat, V. & Koopman, S.J. & Ooms, M. & Dessertaine, A. & Collet, J., 2008. "An hourly periodic state space model for modelling French national electricity load," International Journal of Forecasting, Elsevier, vol. 24(4), pages 566-587.
    2. Martín Rodríguez, Gloria & Cáceres Hernández, José Juan, 2010. "Splines and the proportion of the seasonal period as a season index," Economic Modelling, Elsevier, vol. 27(1), pages 83-88, January.
    3. V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet, 2008. "An Hourly Periodic State Space Model for Modelling French National Electricity Load," Tinbergen Institute Discussion Papers 08-008/4, Tinbergen Institute.

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