Forecasting intraday time series with multiple seasonal cycles using parsimonious seasonal exponential smoothing
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- James W. Taylor & Ralph D. Snyder, 2009. "Forecasting Intraday Time Series with Multiple Seasonal Cycles Using Parsimonious Seasonal Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers 9/09, Monash University, Department of Econometrics and Business Statistics.
References listed on IDEAS
- Tych, Wlodek & Pedregal, Diego J. & Young, Peter C. & Davies, John, 2002. "An unobserved component model for multi-rate forecasting of telephone call demand: the design of a forecasting support system," International Journal of Forecasting, Elsevier, vol. 18(4), pages 673-695.
- Woo, Chi-Keung & Horowitz, Ira & Olson, Arne & Horii, Brian & Baskette, Carmen, 2006. "Efficient frontiers for electricity procurement by an LDC with multiple purchase options," Omega, Elsevier, vol. 34(1), pages 70-80, January.
- Taylor, James W., 2010. "Reply to the discussion of: Exponentially weighted methods for forecasting intraday time series with multiple seasonal cycles," International Journal of Forecasting, Elsevier, vol. 26(4), pages 658-660, October.
- James W. Taylor, 2008. "A Comparison of Univariate Time Series Methods for Forecasting Intraday Arrivals at a Call Center," Management Science, INFORMS, vol. 54(2), pages 253-265, February.
- Cottet R. & Smith M., 2003. "Bayesian Modeling and Forecasting of Intraday Electricity Load," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 839-849, January.
- Noah Gans & Ger Koole & Avishai Mandelbaum, 2003. "Telephone Call Centers: Tutorial, Review, and Research Prospects," Manufacturing & Service Operations Management, INFORMS, vol. 5(2), pages 79-141, September.
- Demyanyk, Yuliya & Hasan, Iftekhar, 2010.
"Financial crises and bank failures: A review of prediction methods,"
Elsevier, vol. 38(5), pages 315-324, October.
- Demyanyk, Yuliya & Hasan, Iftekhar, 2009. "Financial crises and bank failures : a review of prediction methods," Research Discussion Papers 35/2009, Bank of Finland.
- Yuliya Demyanyk & Iftekhar Hasan, 2009. "Financial crises and bank failures: a review of prediction methods," Working Paper 0904, Federal Reserve Bank of Cleveland.
- Gould, Phillip G. & Koehler, Anne B. & Ord, J. Keith & Snyder, Ralph D. & Hyndman, Rob J. & Vahid-Araghi, Farshid, 2008. "Forecasting time series with multiple seasonal patterns," European Journal of Operational Research, Elsevier, vol. 191(1), pages 207-222, November.
- Sanders, Nada R. & Graman, Gregory A., 2009. "Quantifying costs of forecast errors: A case study of the warehouse environment," Omega, Elsevier, vol. 37(1), pages 116-125, February.
- Taylor, James W., 2010. "Exponentially weighted methods for forecasting intraday time series with multiple seasonal cycles," International Journal of Forecasting, Elsevier, vol. 26(4), pages 627-646, October.
- William Lam & Y. Tang & K. Chan & Mei-Lam Tam, 2006. "Short-term Hourly Traffic Forecasts using Hong Kong Annual Traffic Census," Transportation, Springer, vol. 33(3), pages 291-310, May.
- Lawrence Brown & Noah Gans & Avishai Mandelbaum & Anat Sakov & Haipeng Shen & Sergey Zeltyn & Linda Zhao, 2005. "Statistical Analysis of a Telephone Call Center: A Queueing-Science Perspective," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 36-50, March.
- Regnier, Eva, 2008. "Doing something about the weather," Omega, Elsevier, vol. 36(1), pages 22-32, February.
- Refik Soyer & M. Murat Tarimcilar, 2008. "Modeling and Analysis of Call Center Arrival Data: A Bayesian Approach," Management Science, INFORMS, vol. 54(2), pages 266-278, February.
- Weinberg, Jonathan & Brown, Lawrence D. & Stroud, Jonathan R., 2007. "Bayesian Forecasting of an Inhomogeneous Poisson Process With Applications to Call Center Data," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1185-1198, December.
- Taylor, James W. & de Menezes, Lilian M. & McSharry, Patrick E., 2006. "A comparison of univariate methods for forecasting electricity demand up to a day ahead," International Journal of Forecasting, Elsevier, vol. 22(1), pages 1-16.
- Haipeng Shen & Jianhua Z. Huang, 2008. "Interday Forecasting and Intraday Updating of Call Center Arrivals," Manufacturing & Service Operations Management, INFORMS, vol. 10(3), pages 391-410, July.
- 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.
- Rasmussen, Rasmus, 2004. "On time series data and optimal parameters," Omega, Elsevier, vol. 32(2), pages 111-120, April.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:eee:rensus:v:81:y:2018:i:p1:p:1513-1521 is not listed on IDEAS
- Lazos, Dimitris & Sproul, Alistair B. & Kay, Merlinde, 2014. "Optimisation of energy management in commercial buildings with weather forecasting inputs: A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 39(C), pages 587-603.
- Min-Liang Huang, 2016. "Hybridization of Chaotic Quantum Particle Swarm Optimization with SVR in Electric Demand Forecasting," Energies, MDPI, Open Access Journal, vol. 9(6), pages 1-16, May.
- Yang, Dazhi & Sharma, Vishal & Ye, Zhen & Lim, Lihong Idris & Zhao, Lu & Aryaputera, Aloysius W., 2015. "Forecasting of global horizontal irradiance by exponential smoothing, using decompositions," Energy, Elsevier, vol. 81(C), pages 111-119.
- repec:eee:ejores:v:264:y:2018:i:3:p:967-977 is not listed on IDEAS
- Arora, Siddharth & Taylor, James W., 2016. "Forecasting electricity smart meter data using conditional kernel density estimation," Omega, Elsevier, vol. 59(PA), pages 47-59.
- Zhao, Weigang & Wang, Jianzhou & Lu, Haiyan, 2014. "Combining forecasts of electricity consumption in China with time-varying weights updated by a high-order Markov chain model," Omega, Elsevier, vol. 45(C), pages 80-91.
- Massimiliano Caporin & Fulvio Fontini & Paolo Santucci De Magistris, 2017. "Price convergence within and between the Italian electricity day-ahead and dispatching services markets," "Marco Fanno" Working Papers 0215, Dipartimento di Scienze Economiche "Marco Fanno".
- Defraeye, Mieke & Van Nieuwenhuyse, Inneke, 2016. "Staffing and scheduling under nonstationary demand for service: A literature review," Omega, Elsevier, vol. 58(C), pages 4-25.
- Barrow, Devon K., 2016. "Forecasting intraday call arrivals using the seasonal moving average method," Journal of Business Research, Elsevier, vol. 69(12), pages 6088-6096.
- Mauro Bernardi & Lea Petrella, 2015. "Multiple seasonal cycles forecasting model: the Italian electricity demand," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(4), pages 671-695, November.
More about this item
KeywordsForecasting; Time series; Exponential smoothing; Electricity load; Call centre arrivals;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jomega:v:40:y:2012:i:6:p:748-757. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/375/description#description .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.