Modelling non-stationary time series using a peaks over threshold distribution with time varying covariates and threshold: An application to peak electricity demand
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- 作者：Caston Sigauke ; csigauke@gmail.com ; Alphonce Bere
- 关键词：Extreme value theory ; Non stationary time series ; Peak electricity demand ; Penalized smoothing splines ; Time varying threshold
- 刊名：Energy
- 出版年：2017
- 出版时间：15 January 2017
- 年：2017
- 卷：119
- 期：Complete
- 页码：152-166
- 全文大小：2226 K
- 卷排序：119
文摘
Regular assessment of the frequency of occurrence of peak loads. Use of penalized cubic smoothing spline model with a shift factor. The modelling is important for predicting long-term extreme peak electricity demand. Shape parameter is invariant for different temperature values. This modelling approach is important for the effective planning of power systems.