2015
DOI: 10.1007/978-3-658-11039-0
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Energy Time Series Forecasting

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Cited by 24 publications
(18 citation statements)
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References 95 publications
(233 reference statements)
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“…For long-term analysis, soft computing techniques are frequently preferred (Coimbra et al, 2013;Demirhan & Renwick, 2018). The autoregressive models describe the characteristics and behavior of the time series using an autoregression process (Antonanzas et al, 2016;Dannecker, 2015). ARIMA is an extension of the ARMA model, which models non-stationary time series.…”
Section: Discussionmentioning
confidence: 99%
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“…For long-term analysis, soft computing techniques are frequently preferred (Coimbra et al, 2013;Demirhan & Renwick, 2018). The autoregressive models describe the characteristics and behavior of the time series using an autoregression process (Antonanzas et al, 2016;Dannecker, 2015). ARIMA is an extension of the ARMA model, which models non-stationary time series.…”
Section: Discussionmentioning
confidence: 99%
“…AR describes the past behavior of the time series and series residual at the actual time as a weighted linear combination of values of a dataset of a stochastic process x t (Dannecker, 2015) and a white noise u t as follows…”
Section: Arimamentioning
confidence: 99%
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“…For example, the dynamic series data sets are unique cases, they usually contain several observable variables that exhibit long-range dependence or multifractal nature. Previous studies have demonstrated that turbulent flows, velocities, temperatures, stock markets, and concentration fields are embedded in the similar space as joint multifractal measures [1][2][3][4][5]. Reviewed previous literature, we found the autocorrelation and cross correlation functions (CCF) are useful for analyzing the joint behaviors of two stationary series whose behaviors may be related in some unspecified ways [6].…”
Section: Introductionmentioning
confidence: 99%
“…Another methodology used is the Box-Tiao model, which is called ARIMAX [14]; it represents an expansion of the ARIMA models that adds a linear component as a function of the covariate observations (or exogenous variables). The difference between the two is that ARIMAX has an exogenous input, in addition to the auto-regressive and moving averages parameters [15].…”
Section: Box-jenkins and Box-tiao Modelingmentioning
confidence: 99%