Electricity consumption prediction with functional linear regression using spline estimators

Jaromir Antoch, Lubos Prchal, Maria Rosaria De Rosa and Pascal Sarda

Journal of Applied Statistics, 2010, vol. 37, issue 12, 2027-2041

Abstract: A functional linear regression model linking observations of a functional response variable with measurements of an explanatory functional variable is considered. This model serves to analyse a real data set describing electricity consumption in Sardinia. The interest lies in predicting either oncoming weekends' or oncoming weekdays' consumption, provided actual weekdays' consumption is known. A B-spline estimator of the functional parameter is used. Selected computational issues are addressed as well.

Keywords: functional linear regression; functional response; ARH(1); penalized least squares; B-spline; electricity consumption in Sardinia (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (12)

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DOI: 10.1080/02664760903214395

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