期刊
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY
卷 29, 期 6, 页码 579-598出版社
WILEY
DOI: 10.1002/asmb.1990
关键词
electricity load curve; discount multivariate dynamic regression models (DMDR models); factor models; generalized Diebold and Li factor models
类别
资金
- CoordenacAo de Aperfeicoamento de Pessoal de Nivel Superior (CAPES), Brazil
- Conselho Nacional de Desenvolvimento Cientifico e Tecnologico (CNPq), Brazil
- ONS - Operador Nacional do Sistema
This paper introduces electricity load curve models for short-term forecasting purposes. A broad class of multivariate dynamic regression models is proposed to model hourly electricity load. Alternative forecasting models, special cases of our general model, include separate time series regressions for each hour and week day. All the models developed include components that represent trends, seasons at different levels (yearly, weekly, etc.), dummies to take into account weekends/holidays and other special days, and short-term dynamics and weather regression effects, discussing the necessity of nonlinx ear functions for cooling effects. Our developments explore the facilities of dynamic linear models such as the use of discount factors, subjective intervention, variance learning and smoothing/filtering. The elicitation of the load curve is considered in the context of subjective intervention analysis, which is especially useful to take into account the adjustments for daylight savings time. The theme of combination of probabilistic forecasting is also briefly addressed. Copyright (c) 2013 John Wiley & Sons, Ltd.
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