A journey from univariate to multivariate functional time series: A comprehensive review
Functional time series (FTS) analysis has emerged as a potent framework for modeling and
forecasting time‐dependent data with functional attributes. In this comprehensive review, we …
forecasting time‐dependent data with functional attributes. In this comprehensive review, we …
Forecasting of electricity price through a functional prediction of sale and purchase curves
I Shah, F Lisi - Journal of Forecasting, 2020 - Wiley Online Library
This work proposes a new approach for the prediction of the electricity price based on
forecasting aggregated purchase and sale curves. The basic idea is to model the hourly …
forecasting aggregated purchase and sale curves. The basic idea is to model the hourly …
Analyzing the difference evolution of provincial energy consumption in China using the functional data analysis method
Y Wang, X Gong - Energy Economics, 2022 - Elsevier
This paper deeply studies the regional differences in China's energy consumption, which
has important practical significance for formulating energy-saving targets. Based on the data …
has important practical significance for formulating energy-saving targets. Based on the data …
Forecasting of density functions with an application to cross-sectional and intraday returns
This paper is concerned with the forecasting of probability density functions. Density
functions are nonnegative and have a constrained integral, and thus do not constitute a …
functions are nonnegative and have a constrained integral, and thus do not constitute a …
Forecasting next-day electricity demand and prices based on functional models
F Lisi, I Shah - Energy Systems, 2020 - Springer
Efficient modeling and forecasting of electricity demand and prices is an important issue in
competitive electricity markets. This work investigates the forecasting performance of several …
competitive electricity markets. This work investigates the forecasting performance of several …
Functional time series model identification and diagnosis by means of auto-and partial autocorrelation analysis
Quantifying the serial correlation across time lags is a crucial step in the identification and
diagnosis of a time series model. Simple and partial autocorrelation functions of the time …
diagnosis of a time series model. Simple and partial autocorrelation functions of the time …
[HTML][HTML] Forecasting electricity prices using bid data
Market liberalization and the expansion of variable renewable energy sources in power
systems have made the dynamics of electricity prices more uncertain, leading them to show …
systems have made the dynamics of electricity prices more uncertain, leading them to show …
Smooth lasso estimator for the function-on-function linear regression model
A new estimator, named S-LASSO, is proposed for the coefficient function of the Function-on-
Function linear regression model. The S-LASSO estimator is shown to be able to increase …
Function linear regression model. The S-LASSO estimator is shown to be able to increase …
Weighting the domain of probability densities in functional data analysis
In functional data analysis, some regions of the domain of the functions can be of more
interest than others owing to the quality of measurement, relative scale of the domain, or …
interest than others owing to the quality of measurement, relative scale of the domain, or …
X-model: further development and possible modifications
S Kulakov - Forecasting, 2020 - mdpi.com
The main goal of the present paper is to improve the X-model used for day-ahead electricity
price and volume forecasting. The key feature of the X-model is that it makes a day-ahead …
price and volume forecasting. The key feature of the X-model is that it makes a day-ahead …