Development of multi-forecasting model using Monte Carlo simulation coupled with wavelet denoising-ARIMA model
Sarbjit Singh, Kulwinder Singh Parmar, Jatinder Kumar
Topics & Concepts
Autoregressive integrated moving averageMonte Carlo methodWaveletComputer scienceNoise reductionStatistical physicsBox–JenkinsApplied mathematicsAlgorithmEconometricsTime seriesArtificial intelligenceMathematicsStatisticsMachine learningPhysicsEnergy Load and Power ForecastingForecasting Techniques and ApplicationsStatistical and numerical algorithms