In this paper we investigate the forecasting performance of the non-linear time series SETAR model by using Canadian GDP data from 1965 to 2000. Besides the with-in-sample fit, the forecasting performance of a standard linear ARIMA model for the same sample has also been generated for...

As a renewable energy source, wind power is gaining popularity as a favoured alternative to fossil fuel, nuclear and hydro power generation. In Europe, countries are required to achieve 15% of their energy consumption from wind by 2010 as the EU strives to meet its Kyoto obligations. Wind power...