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Simultaneous confidence bands in curve prediction applied to load curves

Author

Listed:
  • J. M. Azaïs
  • S. Bercu
  • J. C. Fort
  • A. Lagnoux
  • P. Lé

Abstract

Summary. Considering the problem of predicting the whole annual load curve of some Electricité de France customers from easily available explanatory variables, we derive simultaneous confidence bands for this prediction. The methodology that is developed, which can be applied to numerous problems, uses results on the maximum of Gaussian sequences. The paper ends with the application to Electricité de France's problem.

Suggested Citation

  • J. M. Azaïs & S. Bercu & J. C. Fort & A. Lagnoux & P. Lé, 2010. "Simultaneous confidence bands in curve prediction applied to load curves," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 59(5), pages 889-904, November.
    • Handle: RePEc:bla:jorssc:v:59:y:2010:i:5:p:889-904
    DOI: 10.1111/j.1467-9876.2010.00727.x
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    References listed on IDEAS

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    1. Peter Hall, 2004. "Nonparametric confidence intervals for receiver operating characteristic curves," Biometrika, Biometrika Trust, vol. 91(3), pages 743-750, September.
    2. Marek Brabec & Ondřej Konár & Marek Malý & Emil Pelikán & Jiří Vondráček, 2009. "A statistical model for natural gas standardized load profiles," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 58(1), pages 123-139, February.
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    Cited by:

    1. Antoniadis, Anestis & Brossat, Xavier & Cugliari, Jairo & Poggi, Jean-Michel, 2016. "A prediction interval for a function-valued forecast model: Application to load forecasting," International Journal of Forecasting, Elsevier, vol. 32(3), pages 939-947.

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