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Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting.

Andrés M. AlonsoCarolina García-MartosJulio RodríguezMaría Jesús Sánchez
Published in: Technometrics (2011)
Keyphrases
  • factor analysis
  • electricity markets
  • short term
  • independent component analysis
  • signal processing
  • cluster analysis
  • electric power
  • databases