A neural network-GARCH-based method for construction of prediction intervals

journal contribution

posted on 2013-03-01, 00:00 authored by Abbas KhosraviAbbas Khosravi, Saeid Nahavandi, Douglas CreightonDouglas Creighton

A neural network-GARCH-based method for construction of prediction intervals

History

Journal

Electric power systems research

Volume

96

Pagination

185 - 193

Location

Amsterdam, The Netherlands

ISSN

0378-7796

eISSN

1873-2046

Language

eng

Publication classification

C1 Refereed article in a scholarly journal

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Keywords

electricity price prediction intervals neural networks GARCH bootstrap Science & Technology Technology Engineering, Electrical & Electronic Engineering ELECTRICITY PRICES WIND POWER FORECASTS

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All Rights Reserved

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