The Probability Distribution of Future Demand
用Efron的自举法估计魁北克水电公司未来电力需求的概率分布,考虑了序列相关扰动和自变量预测的不确定性。
The bootstrapping technique of Efron (1979) is used to estimate the probability distribution of future electricity demand for Hydro Quebec. The application follows the regression approach of Freedman and Peters (1984a,b) but also allows for serially correlated disturbances and uncertainty in the independent variable forecasts.