A smooth transition periodic autoregressive (STPAR) model for short-term load forecasting

Luiz Felipe Amaral, Reinaldo Castro Souza and Maxwell Stevenson

International Journal of Forecasting, 2008, vol. 24, issue 4, 603-615

Abstract: This paper compares the short-term load performance of several forecasting models, including a new class of nonlinear models known as smooth transition periodic autoregressive (STPAR) models. A model building procedure is developed for the STPAR model, along with a linearity test against smooth transition periodic autoregressive behaviour. The predictive ability of the STPAR model is evaluated against alternative load forecasting models using load data from the Australian electricity market.

Keywords: Time; series; Periodic; and; autoregressive; models; STAR; model; Load; forecast (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (11)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:intfor:v:24:y:2008:i:4:p:603-615

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