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An evaluation of methods for very short-term load forecasting using minute-by-minute British data.

Abstract:

This paper uses minute-by-minute British electricity demand observations to evaluate methods for prediction between 10 and 30 minutes ahead. Such very short lead times are important for the real-time scheduling of electricity generation. We consider methods designed to capture both the intraday and the intraweek seasonal cycles in the data, including ARIMA modelling, an adaptation of Holt-Winters' exponential smoothing, and a recently proposed exponential smoothing method that focuses on the ...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1016/j.ijforecast.2008.07.007

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Institution:
University of Oxford
Role:
Author
Publisher:
Elsevier Publisher's website
Journal:
International Journal of Forecasting Journal website
Volume:
24
Issue:
4
Pages:
645 - 658
Publication date:
2008-01-01
DOI:
ISSN:
0169-2070
Language:
English
UUID:
uuid:3efb634c-9f14-428a-9782-3e5e34686728
Local pid:
oai:economics.ouls.ox.ac.uk:14886
Deposit date:
2011-08-16

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