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Technometrics Volume 56, 2014 - Issue 4
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Original Articles

Multivariate Exponential Smoothing and Dynamic Factor Model Applied to Hourly Electricity Price Analysis

Jaime CarpioDpto. Ing. de Organización, Administración de Empresas y Estadística, Universidad Politécnica de Madrid, Spain ([email protected]; [email protected]; [email protected].)
,
Jesús JuanDpto. Ing. de Organización, Administración de Empresas y Estadística, Universidad Politécnica de Madrid, Spain ([email protected]; [email protected]; [email protected].)
&
Damián LópezDpto. Ing. de Organización, Administración de Empresas y Estadística, Universidad Politécnica de Madrid, Spain ([email protected]; [email protected]; [email protected].)
Pages 494-503 | Received 01 Apr 2013, Published online: 10 Dec 2014

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David M. Steinberg. (2016) Industrial statistics: The challenges and the research. Quality Engineering 28:1, pages 45-59.
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Articles from other publishers (13)

You-Shyang Chen, Arun Kumar Sangaiah & Yu-Pei Lin. (2024) Hyperautomation on fuzzy data dredging on four advanced industrial forecasting models to support sustainable business management. Annals of Operations Research.
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Hasnain Iftikhar, Josue E. Turpo-Chaparro, Paulo Canas Rodrigues & Javier Linkolk López-Gonzales. (2023) Forecasting Day-Ahead Electricity Prices for the Italian Electricity Market Using a New Decomposition—Combination Technique. Energies 16:18, pages 6669.
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Athanasios Ioannis Arvanitidis, Dimitrios Bargiotas, Dimitrios Kontogiannis, Athanasios Fevgas & Miltiadis Alamaniotis. (2022) Optimized Data-Driven Models for Short-Term Electricity Price Forecasting Based on Signal Decomposition and Clustering Techniques. Energies 15:21, pages 7929.
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Shadi Tehrani, Jesús Juan & Eduardo Caro. (2022) Electricity Spot Price Modeling and Forecasting in European Markets. Energies 15:16, pages 5980.
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Lihki Rubio, Alejandro J. Gutiérrez-Rodríguez & Manuel G. Forero. (2021) EBITDA Index Prediction Using Exponential Smoothing and ARIMA Model. Mathematics 9:20, pages 2538.
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Pilar Poncela, Esther Ruiz & Karen Miranda. (2021) Factor extraction using Kalman filter and smoothing: This is not just another survey. International Journal of Forecasting 37:4, pages 1399-1425.
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Francesco Lisi & Ismail Shah. (2019) Forecasting next-day electricity demand and prices based on functional models. Energy Systems 11:4, pages 947-979.
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Ismail Shah & Francesco Lisi. (2019) Forecasting of electricity price through a functional prediction of sale and purchase curves. Journal of Forecasting 39:2, pages 242-259.
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Ismael Ahrazem Dfuf, José Mira McWilliams & María González Fernández. (2019) Multi-Output Conditional Inference Trees Applied to the Electricity Market: Variable Importance Analysis. Energies 12:6, pages 1097.
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Simon Pezzutto, Gianluca Grilli, Stefano Zambotti & Stefan Dunjic. (2018) Forecasting Electricity Market Price for End Users in EU28 until 2020—Main Factors of Influence. Energies 11:6, pages 1460.
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Chuntian Cheng, Bin Luo, Shumin Miao & Xinyu Wu. (2016) Mid-Term Electricity Market Clearing Price Forecasting with Sparse Data: A Case in Newly-Reformed Yunnan Electricity Market. Energies 9:10, pages 804.
Crossref
Camino González, José Mira‐McWilliams & Isabel Juárez. (2015) Important variable assessment and electricity price forecasting based on regression tree models: classification and regression trees, Bagging and Random Forests. IET Generation, Transmission & Distribution 9:11, pages 1120-1128.
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Eduardo Caro, Francisco Javier Cara & Jesus Juan. (2015) Forecasting photovoltaic energy using MEWMA models. Forecasting photovoltaic energy using MEWMA models.

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