Nonparametric modeling and forecasting electricity demand: an empirical study
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References listed on IDEAS
- Hyndman, Rob J. & Booth, Heather, 2008.
"Stochastic population forecasts using functional data models for mortality, fertility and migration,"
International Journal of Forecasting,
Elsevier, vol. 24(3), pages 323-342.
- Rob J Hyndman & Heather Booth, 2006. "Stochastic population forecasts using functional data models for mortality, fertility and migration," Monash Econometrics and Business Statistics Working Papers 14/06, Monash University, Department of Econometrics and Business Statistics.
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KeywordsFunctional principal component analysis; functional time series; multivariate time series; ordinary least squares; penalized least squares; ridge regression; seasonal time series;
- C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-11-27 (All new papers)
- NEP-ECM-2010-11-27 (Econometrics)
- NEP-ENE-2010-11-27 (Energy Economics)
- NEP-FOR-2010-11-27 (Forecasting)
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