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首页> 美国政府科技报告 >An Approach to Time Series Modeling and Forecasting Illustrated by Hourly Electricity Demands.
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An Approach to Time Series Modeling and Forecasting Illustrated by Hourly Electricity Demands.

机译：小时电力需求的时间序列建模与预测方法。

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Part I of this paper defines the time series modeling problem in terms of whitening filters. For stationary time series, approximate autoregressive representations play a central role. For non-stationary time series, the modeling problem is to interpret a whitening filter as a series of filters (in tandem) which provide de-trending and seasonal adjustment procedures. The CAT criterion to determine the optimum order to autoregressive approximation to a sample of size T is described. The concepts of non-predictable and predictable time series, and naive predictors, are introduced and used to help yield models of observed time series suitable for interpretation as well as forecasting. Part II discusses an empirical time series analysis of a long time series of hourly electricity demand.

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