Electric Load Forecasting
Author | : Stanford University. Energy Modeling Forum |
Publisher | : |
Total Pages | : 430 |
Release | : 1980 |
Genre | : Electric utilities |
ISBN | : |
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Author | : Stanford University. Energy Modeling Forum |
Publisher | : |
Total Pages | : 430 |
Release | : 1980 |
Genre | : Electric utilities |
ISBN | : |
Author | : Stanford University. Energy Modeling Forum |
Publisher | : |
Total Pages | : 50 |
Release | : 1978 |
Genre | : |
ISBN | : |
Author | : Rafal Weron |
Publisher | : John Wiley & Sons |
Total Pages | : 192 |
Release | : 2007-01-30 |
Genre | : Business & Economics |
ISBN | : 0470059990 |
This book offers an in-depth and up-to-date review of different statistical tools that can be used to analyze and forecast the dynamics of two crucial for every energy company processes—electricity prices and loads. It provides coverage of seasonal decomposition, mean reversion, heavy-tailed distributions, exponential smoothing, spike preprocessing, autoregressive time series including models with exogenous variables and heteroskedastic (GARCH) components, regime-switching models, interval forecasts, jump-diffusion models, derivatives pricing and the market price of risk. Modeling and Forecasting Electricity Loads and Prices is packaged with a CD containing both the data and detailed examples of implementation of different techniques in Matlab, with additional examples in SAS. A reader can retrace all the intermediate steps of a practical implementation of a model and test his understanding of the method and correctness of the computer code using the same input data. The book will be of particular interest to the quants employed by the utilities, independent power generators and marketers, energy trading desks of the hedge funds and financial institutions, and the executives attending courses designed to help them to brush up on their technical skills. The text will be also of use to graduate students in electrical engineering, econometrics and finance wanting to get a grip on advanced statistical tools applied in this hot area. In fact, there are sixteen Case Studies in the book making it a self-contained tutorial to electricity load and price modeling and forecasting.
Author | : S.A. Soliman |
Publisher | : Elsevier |
Total Pages | : 441 |
Release | : 2010-05-26 |
Genre | : Business & Economics |
ISBN | : 0123815444 |
Succinct and understandable, this book is a step-by-step guide to the mathematics and construction of electrical load forecasting models. Written by one of the world’s foremost experts on the subject, Electrical Load Forecasting provides a brief discussion of algorithms, their advantages and disadvantages and when they are best utilized. The book begins with a good description of the basic theory and models needed to truly understand how the models are prepared so that they are not just blindly plugging and chugging numbers. This is followed by a clear and rigorous exposition of the statistical techniques and algorithms such as regression, neural networks, fuzzy logic, and expert systems. The book is also supported by an online computer program that allows readers to construct, validate, and run short and long term models. Step-by-step guide to model construction Construct, verify, and run short and long term models Accurately evaluate load shape and pricing Creat regional specific electrical load models
Author | : Stanford University. Energy Modeling Forum |
Publisher | : |
Total Pages | : 8 |
Release | : 1978 |
Genre | : |
ISBN | : |
Author | : Anestis Antoniadis |
Publisher | : Springer Nature |
Total Pages | : 232 |
Release | : |
Genre | : |
ISBN | : 3031603397 |
Author | : Stanford University. Energy Modeling Forum |
Publisher | : |
Total Pages | : 28 |
Release | : 1978 |
Genre | : |
ISBN | : |
Author | : Javier Contreras |
Publisher | : MDPI |
Total Pages | : 259 |
Release | : 2018-04-06 |
Genre | : Technology & Engineering |
ISBN | : 3038424153 |
This book is a printed edition of the Special Issue "Forecasting Models of Electricity Prices" that was published in Energies