This paper uses minute-by-minute British electricity demand observations to evaluate methods for prediction between 10 and 30 minutes ahead. Such very short lead times are important for the real-time scheduling of electricity generation. We consider methods designed to capture both the...

This paper introduces five new univariate exponentially weighted methods for forecasting intraday time series that contain both intraweek and intraday seasonal cycles. Applications of relevance include forecasting volumes of call centre arrivals, transportation, e-mail traffic and electricity...