Model used to determine the daily average demand of electric energy in Argentina - A state space approach

Autores
Abril, Juan Carlos; Blacona, Maria Teresa
Año de publicación
2003
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
This work shows the usefulness of state-space models to adjust and forecast daily time series, and the technique of periodic cubic spline regression to model annual seasonality. A structural model is used to analyzed the series of daily average demand of electricity in Argentina. This model considers the trend, the weekly and annual seasonal component, the effect of public holidays, two cycles, and the temperature as explanatory variable. The method gave satisfactory results, both at the adjustment level as well as in the forecasting and interpretability of its components. Alternative methods are recommended when the future temperature values are unknown.
Fil: Abril, Juan Carlos. Universidad Nacional de Tucumán. Facultad de Ciencias Económicas. Instituto de Investigaciones Estadísticas; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Tucumán; Argentina
Fil: Blacona, Maria Teresa. Universidad Nacional de Rosario; Argentina
Materia
DAILY TIME SERIES
ELECTRICITY DEMAND
KALMAN FILTERING
PERIODIC CIBIC SPLINE
STATE SPACE
STRUCTURAL MODEL
Nivel de accesibilidad
acceso abierto
Condiciones de uso
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
Repositorio
CONICET Digital (CONICET)
Institución
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identificador
oai:ri.conicet.gov.ar:11336/111117
Acceder
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oai_identifier_str oai:ri.conicet.gov.ar:11336/111117
network_acronym_str CONICETDig
repository_id_str 3498
network_name_str CONICET Digital (CONICET)
spelling Model used to determine the daily average demand of electric energy in Argentina - A state space approachAbril, Juan CarlosBlacona, Maria TeresaDAILY TIME SERIESELECTRICITY DEMANDKALMAN FILTERINGPERIODIC CIBIC SPLINESTATE SPACESTRUCTURAL MODELhttps://purl.org/becyt/ford/5.2https://purl.org/becyt/ford/5This work shows the usefulness of state-space models to adjust and forecast daily time series, and the technique of periodic cubic spline regression to model annual seasonality. A structural model is used to analyzed the series of daily average demand of electricity in Argentina. This model considers the trend, the weekly and annual seasonal component, the effect of public holidays, two cycles, and the temperature as explanatory variable. The method gave satisfactory results, both at the adjustment level as well as in the forecasting and interpretability of its components. Alternative methods are recommended when the future temperature values are unknown.Fil: Abril, Juan Carlos. Universidad Nacional de Tucumán. Facultad de Ciencias Económicas. Instituto de Investigaciones Estadísticas; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Tucumán; ArgentinaFil: Blacona, Maria Teresa. Universidad Nacional de Rosario; ArgentinaPakistan Journal of Statistics2003-09info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/111117Abril, Juan Carlos; Blacona, Maria Teresa; Model used to determine the daily average demand of electric energy in Argentina - A state space approach; Pakistan Journal of Statistics; Pakistan Journal of Statistics; 19; 3; 9-2003; 353-3731012-9367CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/url/http://www.pakjs.com/1985-to-2016/info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-10-15T14:23:00Zoai:ri.conicet.gov.ar:11336/111117instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-10-15 14:23:00.543CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv Model used to determine the daily average demand of electric energy in Argentina - A state space approach
title Model used to determine the daily average demand of electric energy in Argentina - A state space approach
spellingShingle Model used to determine the daily average demand of electric energy in Argentina - A state space approach
Abril, Juan Carlos
DAILY TIME SERIES
ELECTRICITY DEMAND
KALMAN FILTERING
PERIODIC CIBIC SPLINE
STATE SPACE
STRUCTURAL MODEL
title_short Model used to determine the daily average demand of electric energy in Argentina - A state space approach
title_full Model used to determine the daily average demand of electric energy in Argentina - A state space approach
title_fullStr Model used to determine the daily average demand of electric energy in Argentina - A state space approach
title_full_unstemmed Model used to determine the daily average demand of electric energy in Argentina - A state space approach
title_sort Model used to determine the daily average demand of electric energy in Argentina - A state space approach
dc.creator.none.fl_str_mv Abril, Juan Carlos
Blacona, Maria Teresa
author Abril, Juan Carlos
author_facet Abril, Juan Carlos
Blacona, Maria Teresa
author_role author
author2 Blacona, Maria Teresa
author2_role author
dc.subject.none.fl_str_mv DAILY TIME SERIES
ELECTRICITY DEMAND
KALMAN FILTERING
PERIODIC CIBIC SPLINE
STATE SPACE
STRUCTURAL MODEL
topic DAILY TIME SERIES
ELECTRICITY DEMAND
KALMAN FILTERING
PERIODIC CIBIC SPLINE
STATE SPACE
STRUCTURAL MODEL
purl_subject.fl_str_mv https://purl.org/becyt/ford/5.2
https://purl.org/becyt/ford/5
dc.description.none.fl_txt_mv This work shows the usefulness of state-space models to adjust and forecast daily time series, and the technique of periodic cubic spline regression to model annual seasonality. A structural model is used to analyzed the series of daily average demand of electricity in Argentina. This model considers the trend, the weekly and annual seasonal component, the effect of public holidays, two cycles, and the temperature as explanatory variable. The method gave satisfactory results, both at the adjustment level as well as in the forecasting and interpretability of its components. Alternative methods are recommended when the future temperature values are unknown.
Fil: Abril, Juan Carlos. Universidad Nacional de Tucumán. Facultad de Ciencias Económicas. Instituto de Investigaciones Estadísticas; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Tucumán; Argentina
Fil: Blacona, Maria Teresa. Universidad Nacional de Rosario; Argentina
description This work shows the usefulness of state-space models to adjust and forecast daily time series, and the technique of periodic cubic spline regression to model annual seasonality. A structural model is used to analyzed the series of daily average demand of electricity in Argentina. This model considers the trend, the weekly and annual seasonal component, the effect of public holidays, two cycles, and the temperature as explanatory variable. The method gave satisfactory results, both at the adjustment level as well as in the forecasting and interpretability of its components. Alternative methods are recommended when the future temperature values are unknown.
publishDate 2003
dc.date.none.fl_str_mv 2003-09
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/11336/111117
Abril, Juan Carlos; Blacona, Maria Teresa; Model used to determine the daily average demand of electric energy in Argentina - A state space approach; Pakistan Journal of Statistics; Pakistan Journal of Statistics; 19; 3; 9-2003; 353-373
1012-9367
CONICET Digital
CONICET
url http://hdl.handle.net/11336/111117
identifier_str_mv Abril, Juan Carlos; Blacona, Maria Teresa; Model used to determine the daily average demand of electric energy in Argentina - A state space approach; Pakistan Journal of Statistics; Pakistan Journal of Statistics; 19; 3; 9-2003; 353-373
1012-9367
CONICET Digital
CONICET
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/url/http://www.pakjs.com/1985-to-2016/
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
eu_rights_str_mv openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv Pakistan Journal of Statistics
publisher.none.fl_str_mv Pakistan Journal of Statistics
dc.source.none.fl_str_mv reponame:CONICET Digital (CONICET)
instname:Consejo Nacional de Investigaciones Científicas y Técnicas
reponame_str CONICET Digital (CONICET)
collection CONICET Digital (CONICET)
instname_str Consejo Nacional de Investigaciones Científicas y Técnicas
repository.name.fl_str_mv CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas
repository.mail.fl_str_mv dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar
_version_ 1846082633996435456
score 13.22299

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