Estimating the Time-of-Day Electricity Demand by Using the Constrained Smoothing Spline Estimator

Juan M. Rodriguez-Poo
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Juan M. Rodriguez-Poo: CORE, Université catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium

No 1992054, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: The study of the time-of-day electricity demand motivates the introduction of a new class of nonparametric estimators: the constrained smoothing spline estimator. We compare the results obtained with this estimator against the classical Fourier and smoothing splines estimates.

Date: 1992-10-01
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Persistent link: https://EconPapers.repec.org/RePEc:cor:louvco:1992054

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