Modeling electricity loads in California: ARMA models with hyperbolic noise
Year of publication: |
2002
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Authors: | Nowicka-Zagrajek, Joanna ; Weron, Rafal |
Institutions: | Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska |
Subject: | Electricity load | ARMA model | Heavy tails | Hyperbolic distribution | Forecast |
Extent: | application/pdf text/html |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Signal Processing 82 (2002) 1903-1915. Number HSC/02/02 21 pages |
Other identifiers: | 10.1016/S0165-1684(02)00318-3 [DOI] |
Classification: | C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; Q40 - Energy. General |
Source: |
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