Periodic and long range dependent models for high frequency wind speed data
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DOI: 10.1016/j.energy.2015.01.038
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Cited by:
- Yuan, Xiaohui & Tan, Qingxiong & Lei, Xiaohui & Yuan, Yanbin & Wu, Xiaotao, 2017. "Wind power prediction using hybrid autoregressive fractionally integrated moving average and least square support vector machine," Energy, Elsevier, vol. 129(C), pages 122-137.
- Abdelhakim Aknouche & Bader Almohaimeed & Stefanos Dimitrakopoulos, 2022. "Periodic autoregressive conditional duration," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(1), pages 5-29, January.
- Daniel Ambach & Robert Garthoff, 2016. "Vorhersagen der Windgeschwindigkeit und Windenergie in Deutschland," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 10(1), pages 15-36, February.
- Aknouche, Abdelhakim & Rabehi, Nadia, 2024. "Inspecting a seasonal ARIMA model with a random period," MPRA Paper 120758, University Library of Munich, Germany.
- Aknouche Abdelhakim & Demmouche Nacer & Dimitrakopoulos Stefanos & Touche Nassim, 2020. "Bayesian analysis of periodic asymmetric power GARCH models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-24, September.
- Ziel, Florian & Croonenbroeck, Carsten & Ambach, Daniel, 2016. "Forecasting wind power – Modeling periodic and non-linear effects under conditional heteroscedasticity," Applied Energy, Elsevier, vol. 177(C), pages 285-297.
- Aknouche, Abdelhakim & Demmouche, Nacer & Touche, Nassim, 2018. "Bayesian MCMC analysis of periodic asymmetric power GARCH models," MPRA Paper 91136, University Library of Munich, Germany.
- Daniel Ambach & Carsten Croonenbroeck, 2016. "Space-time short- to medium-term wind speed forecasting," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 25(1), pages 5-20, March.
- Aknouche, Abdelhakim & Al-Eid, Eid & Demouche, Nacer, 2016. "Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models," MPRA Paper 75770, University Library of Munich, Germany, revised 19 Dec 2016.
- Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2020. "Periodic autoregressive conditional duration," MPRA Paper 101696, University Library of Munich, Germany, revised 08 Jul 2020.
- Daniel Ambach & Carsten Croonenbroeck, 2016. "Space-time short- to medium-term wind speed forecasting," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 25(1), pages 5-20, March.
- Daniel Ambach & Robert Garthoff, 2016. "Vorhersagen der Windgeschwindigkeit und Windenergie in Deutschland [Predictions of wind speed and wind energy in Germany]," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 10(1), pages 15-36, February.
- Ambach, Daniel & Schmid, Wolfgang, 2017. "A new high-dimensional time series approach for wind speed, wind direction and air pressure forecasting," Energy, Elsevier, vol. 135(C), pages 833-850.
- Abdelhakim Aknouche & Eid Al-Eid & Nacer Demouche, 2018. "Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models," Statistical Inference for Stochastic Processes, Springer, vol. 21(3), pages 485-511, October.
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Keywords
ARFIMA-APARCH; Time-varying regression; High frequency data; Comparison study; Forecasting;All these keywords.
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