We suggest a new approach for forecasting energy demand at an intraday resolution. The demand in each intraday period is modeled using semiparametric regression smoothing to account for calendar and weather components. Residual serial dependence is captured by one of two multivariate stationary...

The paper describes the problem of forecasting water temperatures on an hourly basis using previous water and air temperatures as predictors. Both time series are decomposed using functional principal components, leading to low dimensional vector autoregressive modeling. The principal component...