The seasonal forecast of electricity demand : A hierarchical Bayesian model with climatological weather generator

  title={The seasonal forecast of electricity demand : A hierarchical Bayesian model with climatological weather generator},
  author={Sergio Pezzulli and Patrizio Frederic and Shanti Majithia and S. A. Sabbagh and Emily Black and Rowan Sutton and David B. Stephenson},
In this paper we focus on the one year ahead prediction of the electricity peak-demand daily trajectory during the winter season in Central England and Wales. We define a Bayesian hierarchical model for predicting the winter trajectories and present results based on the past observed weather. Thanks to the flexibility of the Bayesian approach, we are able to produce the marginal posterior distributions of all the predictands of interest. This is a fundamental progress with respect to the… CONTINUE READING


Publications referenced by this paper.
Showing 1-10 of 15 references

Alternative methods for monitoring convergence of iterative simulations

SP Brooks, A. Gelman
Journal of Computational and Graphical Statistics • 1998
View 4 Excerpts
Highly Influenced

Bayesian Forecasting and Dynamic Models (2nd edn)

M West, PJ Harrison
View 5 Excerpts
Highly Influenced

An approach to time series analysis

E. Parzen
Annals of Mathematical Statistics • 1961
View 5 Excerpts
Highly Influenced

Bayesian modeling and forecasting of intraday electricity load

R Cottet, M. Smith
Journal of the American Statistical Association • 2003
View 1 Excerpt

Electricity demand seasonal forecast at the National Grid Company: basic procedure and model validation

S Pezzulli, S Sabbagh, S. Majitia
NGT Internal Report, • 2003
View 1 Excerpt

WinBUGS Version 1.4 User Manual

DJ Spiegelhalter, A Thomas, NG Best, D. Lunn
MRC Biostatistics Unit: • 2003
View 1 Excerpt

The impacts of temperature forecast uncertainty on Bayesian load forecasting

AP Douglas, AM Breipohl, FN Lee, R. Adapa
IEEE Transactions on Power Systems • 1998
View 1 Excerpt

Short-run forecasts of electricity loads and peaks

R Ramanathan, R Engle, CWJ Granger, F Vahid-Araghi, C. Brace
International Journal of Forecasting • 1997
View 2 Excerpts

Similar Papers

Loading similar papers…