Forecasting electricity demand in Japan: A Bayesian spatial autoregressive ARMA approach.
Yoshihiro OhtsukaTakashi OgaKazuhiko KakamuPublished in: Comput. Stat. Data Anal. (2010)
Keyphrases
- autoregressive
- arma model
- demand forecasting
- moving average
- electricity markets
- autoregressive moving average
- autoregressive model
- non stationary
- gaussian markov random field
- electricity consumption
- forecasting accuracy
- random fields
- short term
- wind power
- electric power
- spectrum analysis
- spatial information
- load forecasting
- sar images
- random field models
- forecast models
- forecasting model
- turning points
- financial time series
- market participants
- denoising