Forecasting Regional Industrial Production with High-Frequency Electricity Consumption Data
نویسندگان
چکیده
منابع مشابه
Forecasting Electricity Consumption for Pakistan
Now-a-days, different sectors of the economy are being significantly affected by the electricity variable. In this research, we analyzed the monthly electricity consumption in Pakistan for the period of January 1990 through December 2011, using linear and non linear modeling techniques. They include ARIMA, Seasonal ARIMA (SARIMA) and ARCH/GARCH models. Electricity consumption model reveals a si...
متن کاملModeling & Forecasting US Electricity Consumption
Forecasting electricity consumption has often prefered to treat socioeconomic activity and wealth as exogenous. The motivation for this research is to endogenize electricity consumption with economic activity by introducing electricity demand, and the interactions between electricity use and economic activity, into macroeconomic demand equations. In this paper, I create an energy and macroecono...
متن کاملGrey Prediction Model for Forecasting Electricity consumption
Accurate prediction of the future electricity consumption is crucial for production electricity management. Since the storage of electrical energy is very difficult, reliable and accurate prediction of power consumption is important. Different approaches for this purpose were used. In this paper, Grey model (1,1) based on grey system theory has been used for forecasting results. Annual electric...
متن کاملVolatility Forecasting with High Frequency Data
The daily volatility is typically unobserved but can be estimated using high frequent tick-by-tick data. In this paper, we study the problem of forecasting the unobserved volatility using past values of measured volatility. Specifically, we use daily estimates of volatility based on high frequency data, called realized variance, and construct the optimal linear forecast of future volatility. Ut...
متن کاملElectricity Consumption Forecasting in the Age of Big Data
In the age of big data, information mining technology has undergone tremendous change; traditional forecasting mining technology has not been able to solve the information mining problems under a large scale of data. this paper put forward a modeling mechanism of information analysis and mining under the age of big data, the modeling mechanism is, first, construct the model of task decompositio...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Social Science Research Network
سال: 2022
ISSN: ['1556-5068']
DOI: https://doi.org/10.2139/ssrn.4215036