Short-term load forecasting via ARMA model identification including non-Gaussian process considerations
@article{Huang2003ShorttermLF, 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}, year={2003}, volume={18}, pages={673-679} }
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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