Modeling electricity loads in California: a continuous-time approach
نویسندگان
چکیده
منابع مشابه
Modeling electricity loads in California: ARMA models with hyperbolic noise
In this paper we address the issue of modeling electricity loads. After analyzing properties of the deseasonalized loads from the California power market we fit an ARMA(1,6) model to the data. The obtained residuals seem to be independent but with tails heavier than Gaussian. It turns out that the hyperbolic distribution provides an excellent fit.
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ژورنال
عنوان ژورنال: Physica A: Statistical Mechanics and its Applications
سال: 2001
ISSN: 0378-4371
DOI: 10.1016/s0378-4371(01)00315-6