Modeling and forecasting energy markets with the intermediate future forecasting system

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Modeling for Energy Demand Forecasting

• Traditional approaches, including Box–Jenkins autoregressive integrated moving average (ARIMA) model, autoregressive and moving average with exogenous variables (ARMAX) model, seasonal autoregressive integrated moving average (SARIMA) model, exponential smoothing models [including Holt–Winters model (HW) and seasonal Holt and Winters’ linear exponential smoothing (SHW)], state space/Kalman fi...

متن کامل

Energy Forecasting: Past, Present, and Future

While other industries have some form of inventory to store and buffer their products and services, electricity cannot be massively stored using today’s technologies. As a result, it has to be generated and delivered for immediate consumption; in short, utilities have to balance supply and demand every moment. Storage limitations and societal dependence on electricity lead to several interestin...

متن کامل

Modeling and Forecasting Iranian Inflation with Time Varying BVAR Models

This paper investigates the forecasting performance of different time-varying BVAR models for Iranian inflation. Forecast accuracy of a BVAR model with Litterman’s prior compared with a time-varying BVAR model (a version introduced by Doan et al., 1984); and a modified time-varying BVAR model, where the autoregressive coefficients are held constant and only the deterministic components are allo...

متن کامل

Modeling and Forecasting Volatility in Indian Capital Markets

Various volatility estimators and models have been proposed in the literature to measure volatility of asset returns. In this paper, we compare empirical performance of various unconditional volatility estimators and conditional volatility models (GARCH and EGARCH) using time-series data of S&PCNX Nifty, a value-weighted index of 50 stocks traded on the National Stock Exchange (NSE), Mumbai. Th...

متن کامل

Forecasting Financial Markets with Classified Tactical Signals

The financial market dynamics can be characterized by macro-economic, micro-financial and market risk indicators, used as leading indicators by market professionals. In this article, we propose a method to identify market states integrating two classification algorithms: a Robust Kohonen Self-Organising Maps one and a CART one. After studying the market’s states separation using the former, we ...

متن کامل

ذخیره 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: Mathematical and Computer Modelling

سال: 1989

ISSN: 0895-7177

DOI: 10.1016/0895-7177(89)90275-6