Short-term load forecasting via ARMA model identification including non-Gaussian process considerations

  title={Short-term load forecasting via ARMA model identification including non-Gaussian process considerations},
  author={Shyh-Jier Huang and Kuang-Rong Shih},
  journal={IEEE Transactions on Power Systems},
In this paper, the short-term load forecast by use of autoregressive moving average (ARMA) model including non-Gaussian process considerations is proposed. In the proposed method, the concept of cumulant and bispectrum are embedded into the ARMA model in order to facilitate Gaussian and non-Gaussian process. With embodiment of a Gaussianity verification procedure, the forecasted model is identified more appropriately. Therefore, the performance of ARMA model is better ensured, improving the… 

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    Fourth Annual ASSP Workshop on Spectrum Estimation and Modeling
  • 1988
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