Energy demand forecasting using adaptive ARFIMA based on a novel dynamic structural break detection framework
Ali Nikseresht, Hamidreza Amindavar
Topics & Concepts
Autoregressive fractionally integrated moving averageComputer scienceSeries (stratigraphy)Hurst exponentGaussianTime seriesMoving averageMathematical optimizationEconometricsAlgorithmMathematicsStatisticsMachine learningLong memoryComputer visionPhysicsPaleontologyVolatility (finance)BiologyQuantum mechanicsEnergy Load and Power ForecastingMarket Dynamics and VolatilityForecasting Techniques and Applications