A comparison of adaptive structural forecasting methods for electricity sales
A comparison of adaptive structural forecasting methods for electricity sales
复制标题
售电自适应结构预测方法比较
DOI：
10.1002/for.3980070302
复制
发表时间：
1988
期刊：
影响因子：
--
通讯作者：
G. Stern
中科院分区：
文献类型：
--
作者：
R. Engle;Scott J. Brown;G. Stern
本文介绍了一项研究的结果，以确定新的预测技术是否可能使用电力公司的销售预测长达3年的未来。所考虑的方法包括动态结构模型、自相关误差模型、自适应方差模型和自适应参数模型的普通最小二乘法。总体而言，更适应的模型表现最好，但大多数方法证明大大优于简单的最小二乘模型，不考虑动态上级。
This paper presents the results of a study to determine whether new forecasting technologies might be of use to electric utilities for sales forecasting up to 3 years into the future. The methods considered included ordinary least squares on dynamic structural models, autocorrelated error models, adaptive variance and adaptive parameter models. Overall, the more adaptive models performed best, but most of the methods proved vastly superior to simple least squares models which do not take dynamics into account.