Simultaneous confidence bands in curve prediction applied to load curves

J. M. Azaïs, S. Bercu, J. C. Fort, A. Lagnoux and P. Lé

Journal of the Royal Statistical Society Series C, 2010, vol. 59, issue 5, 889-904

Abstract: Summary. Considering the problem of predicting the whole annual load curve of some Electricité de France customers from easily available explanatory variables, we derive simultaneous confidence bands for this prediction. The methodology that is developed, which can be applied to numerous problems, uses results on the maximum of Gaussian sequences. The paper ends with the application to Electricité de France's problem.

Date: 2010
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https://doi.org/10.1111/j.1467-9876.2010.00727.x

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