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Microfounded forecasting
(Escola de Pós-Graduação em Economia da FGV, 2019-09-27)
This paper proposes a Önancial approach to economic forecasting which can be applied to data bases of surveys of forecasts. We model the forecasting decision of an individual from Örst principles (i.e., microfounded) and ...
Forecasting Analytics
(ITESO, 2021-05)
Evaluation of bottom-up and top-down strategies for aggregated forecasts: state space models and arima applications
(Universidad de la Costa, 2020)
Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: A Monte-Carlo study
(2004)
For a fractionally integrated ARFIMA(p, d, q) model, temporal aggregation changes the order of the process to an ARFIMA(p, d,∞), while leaving the value of d unchanged. This paper analyses the effects of temporal aggregation ...
Preprocessing data for short-term load forecasting with a general regression neural network and a moving average filter
(2011-10-05)
This paper proposes a filter based on a general regression neural network and a moving average filter, for preprocessing half-hourly load data for short-term multinodal load forecasting, discussed in another paper. Tests ...
Spatial load forecasting using a demand propagation approach
(2011-05-31)
A method for spatial electric load forecasting using multi-agent systems, especially suited to simulate the local effect of special loads in distribution systems is presented. The method based on multi-agent systems uses ...
Preprocessing data for short-term load forecasting with a general regression neural network and a moving average filter
(2011-10-05)
This paper proposes a filter based on a general regression neural network and a moving average filter, for preprocessing half-hourly load data for short-term multinodal load forecasting, discussed in another paper. Tests ...
Top-down strategies based on adaptive fuzzy rule-based systems for daily time series forecasting
(Elsevier Science BvAmsterdamHolanda, 2011)
A data-driven forecasting strategy to predict continuous hourly energy demand in smart buildings
(2021)
Smart buildings seek to have a balance between energy consumption and occupant com-fort. To make this possible, smart buildings need to be able to foresee sudden changes in the build-ing’s energy consumption. With the help ...