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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-...
[PDF.vp21] Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach (The Wiley Finance Series) Rating: 4.79 (540 Votes)
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