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Modelling and forecasting short-term load demand: A multivariate approach. (English) Zbl 0478.93046

MSC:

93E03 Stochastic systems in control theory (general)
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M20 Inference from stochastic processes and prediction
93C35 Multivariable systems, multidimensional control systems
91B84 Economic time series analysis
93E10 Estimation and detection in stochastic control theory
Full Text: DOI

References:

[1] Abu-El-Magd, M. A.; Sinha, N. K., Short-term load forecasting for multinode interconnected power systems, (Proc. 3rd Int. Symp. on Large Engineering Systems (1980), St. John’s), 193-198
[2] Abu-El-Magd, M. A.; Sinha, N. K., Univariate and multivariate time series techniques for modelling and forecasting short-term load demand, (IFAC Symp. on Theory and Application of Digital Control. IFAC Symp. on Theory and Application of Digital Control, New Delhi (1982)), 5.16-5.21
[3] Akaike, H., A new look at the stochastic model identification, IEEE Trans Aut. Control, AC-19, 716 (1974) · Zbl 0314.62039
[4] Booker, J., An application of multiple time series methods to Canadian economic data, (M. Sc. thesis (1978), McMaster University: McMaster University Hamilton, Canada)
[5] Box, G. E.P.; Jenkins, G. M., (Time-Series Analysis Forecasting and Control (1970), Holden Day: Holden Day San Francisco) · Zbl 0249.62009
[6] Granger, G. W.; Newbold, J., (Forecasting Economic Time Series (1977), Academic Press: Academic Press New York)
[7] Hagan, M.; Klein, R., Identification techniques of Box and Jenkins applied to the problem of short term load forecasting, (IEEE PES Summer Meeting. IEEE PES Summer Meeting, Paper No. A77 618-2 (1977))
[8] IEEE Committee Report, Load forecast bibliography phase I, IEEE Trans Power Apparatus and Systems, PAS-99, 53 (1980)
[9] Kashyap, R. L., Inconsistency of the AIC rule for estimating the order of autoregressive models, IEEE Trans Aut. Control, AC-25, 996 (1980) · Zbl 0441.93032
[10] Singh, G.; Biswas, K. K.; Mahalanabis, A. K., Load modelling for real time monitoring of power systems, IEEE Trans Power Apparatus and Systems, PAS-96, 1908 (1977)
[11] Sinha, N. K.; Ibrahim, O. A., On the choice of the number of integrations in ARIMA models for time series, (Proc. Int. Congress on Applied Systems Research and Cybernetics. Proc. Int. Congress on Applied Systems Research and Cybernetics, Mexico (1980)), 2688-2693
[12] Stocia, P., A test for whiteness, IEEE Trans on Aut. Control, AC-22, 992 (1977) · Zbl 0374.62090
[13] Toyoda, J.; Chen, M.; Inove, J., An application of state estimation to short-term load forecasting, Part I and II, IEEE Trans Power Apparatus and Systems, PAS-89, 1678 (1970)
[14] Woodside, C. M., Estimation of the order of linear systems, Automatica, 7, 727 (1971) · Zbl 0227.93024
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