Electricity Demand Forecasting Using a Functional State Space Model
Nagbe , Komi
Cugliari , Jairo
Jacques , Julien
- Publisher: HAL CCSD
Kalman filtering | Functional principal components analysis | Spline smoothing | Electricity demand forecasting | Functional data | Functional state space model | [ MATH.MATH-ST ] Mathematics [math]/Statistics [math.ST]
In the last past years the liberalization of the electricity supply, the increase variability of electric appliances and their use, and the need to respond to the electricity demand in the real time had made electricity demand forecasting a challenge. To this challenge,...