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...

This paper concerns the forecasting of seasonal intraday time series that exhibit repeating intraweek and intraday cycles. A recently proposed exponential smoothing method involves smoothing a different intraday cycle for each distinct type of day of the week. Similar days are allocated...

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...