PrEF: Probabilistic Electricity Forecasting via Copula-Augmented State Space Model.
Zhiyuan WangXovee XuGoce TrajcevskiKunpeng ZhangTing ZhongFan ZhouPublished in: AAAI (2022)
Keyphrases
- state space model
- electricity consumption
- short term
- load forecasting
- state vector
- demand forecasting
- forecast models
- kalman filter
- state estimation
- electricity markets
- probabilistic model
- kalman filtering
- bayesian networks
- generative model
- autoregressive
- support vector regression
- fuzzy rules
- probability distribution