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Article: A new recursive dynamic factor analysis for point and interval forecast of electricity price

TitleA new recursive dynamic factor analysis for point and interval forecast of electricity price
Authors
Wu, HCChan, SCTsui, KMHou, Y
KeywordsElectricity price forecasting
FPCA
interval forecast
Kalman filter
multi-factor model
OPASTr
recursive
subspace tracking
Issue Date2013
PublisherInstitute of Electrical and Electronics Engineers. The Journal's web site is located at http://ieeexplore.ieee.org/xpl/RecentIssue.jsp?punumber=59
Citation
IEEE Transactions on Power Systems, 2013, v. 28 n. 3, p. 2352-2365 How to Cite?
DOI: http://dx.doi.org/10.1109/tpwrs.2012.2232314
Persistent Identifierhttp://hdl.handle.net/10722/189052
ISSN
0885-8950
2021 Impact Factor: 7.326
2020 SCImago Journal Rankings: 3.312
ISI Accession Number ID
WOS:000322989900031

 

DC FieldValueLanguage
dc.contributor.authorWu, HCen_US
dc.contributor.authorChan, SCen_US
dc.contributor.authorTsui, KMen_US
dc.contributor.authorHou, Yen_US
dc.date.accessioned2013-09-17T14:24:48Z-
dc.date.available2013-09-17T14:24:48Z-
dc.date.issued2013en_US
dc.identifier.citationIEEE Transactions on Power Systems, 2013, v. 28 n. 3, p. 2352-2365en_US
dc.identifier.issn0885-8950-
dc.identifier.urihttp://hdl.handle.net/10722/189052-
dc.languageengen_US
dc.publisherInstitute of Electrical and Electronics Engineers. The Journal's web site is located at http://ieeexplore.ieee.org/xpl/RecentIssue.jsp?punumber=59-
dc.relation.ispartofIEEE Transactions on Power Systemsen_US
dc.subjectElectricity price forecasting-
dc.subjectFPCA-
dc.subjectinterval forecast-
dc.subjectKalman filter-
dc.subjectmulti-factor model-
dc.subjectOPASTr-
dc.subjectrecursive-
dc.subjectsubspace tracking-
dc.titleA new recursive dynamic factor analysis for point and interval forecast of electricity priceen_US
dc.typeArticleen_US
dc.identifier.emailChan, SC: ascchan@hkucc.hku.hken_US
dc.identifier.emailTsui, KM: kmtsui11@hku.hken_US
dc.identifier.emailHou, Y: yhhou@eee.hku.hken_US
dc.identifier.authorityChan, SC=rp00094en_US
dc.identifier.authorityTsui, KM=rp00181en_US
dc.identifier.authorityHou, Y=rp00069en_US
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1109/tpwrs.2012.2232314-
dc.identifier.scopuseid_2-s2.0-84880916459-
dc.identifier.hkuros222531en_US
dc.identifier.volume28en_US
dc.identifier.issue3en_US
dc.identifier.spage2352en_US
dc.identifier.epage2365en_US
dc.identifier.isiWOS:000322989900031-
dc.publisher.placeUnited States-
dc.identifier.issnl0885-8950-

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