Forecasting Hourly Electricity Demand Using Time-Varying Splines
提出一种使用时变样条建模变化周期模式的方法，并将其应用于每小时电力需求预测模型，该模型还包含温度响应等其他成分。
Abstract A method for modeling a changing periodic pattern is developed. The use of time-varying splines enables this to be done relatively parsimoniously. The method is applied in a model used to forecast hourly electricity demand, with the periodic movements being intradaily or intraweekly. The full model contains other components, including a temperature response, which is also modeled using splines. Key Words: Cubic splinesForecastingKalman filterLoad curveNonlinear regressionSeasonalityStructural time series model