||0 of 0 people found the following review helpful.| Three Stars|By Bella Imbragolio|Best for seasoned statisticians.|0 of 0 people found the following review helpful.| Five Stars|By Customer|A classic, and rightly so.|2 of 5 people found the following review helpful.| Not fundamental modeling|By GjZ|A little disappointed. The|From the Inside Flap|"This is a timely addition to a rapidly moving area of research. It is a very thorough and critical review of the state of methodological progress on this important topic. New researchers and quantitatively able analysts who are looking for
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.zs45] Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach (The Wiley Finance Series) Rating: 4.84 (447 Votes)
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