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Article: A new recursive dynamic factor analysis for point and interval forecast of electricity price
Title | A new recursive dynamic factor analysis for point and interval forecast of electricity price |
---|---|
Authors | |
Keywords | Electricity price forecasting FPCA interval forecast Kalman filter multi-factor model OPASTr recursive subspace tracking |
Issue Date | 2013 |
Publisher | Institute 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? |
Persistent Identifier | http://hdl.handle.net/10722/189052 |
ISSN | 2023 Impact Factor: 6.5 2023 SCImago Journal Rankings: 3.827 |
ISI Accession Number ID |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Wu, HC | en_US |
dc.contributor.author | Chan, SC | en_US |
dc.contributor.author | Tsui, KM | en_US |
dc.contributor.author | Hou, Y | en_US |
dc.date.accessioned | 2013-09-17T14:24:48Z | - |
dc.date.available | 2013-09-17T14:24:48Z | - |
dc.date.issued | 2013 | en_US |
dc.identifier.citation | IEEE Transactions on Power Systems, 2013, v. 28 n. 3, p. 2352-2365 | en_US |
dc.identifier.issn | 0885-8950 | - |
dc.identifier.uri | http://hdl.handle.net/10722/189052 | - |
dc.language | eng | en_US |
dc.publisher | Institute of Electrical and Electronics Engineers. The Journal's web site is located at http://ieeexplore.ieee.org/xpl/RecentIssue.jsp?punumber=59 | - |
dc.relation.ispartof | IEEE Transactions on Power Systems | en_US |
dc.subject | Electricity price forecasting | - |
dc.subject | FPCA | - |
dc.subject | interval forecast | - |
dc.subject | Kalman filter | - |
dc.subject | multi-factor model | - |
dc.subject | OPASTr | - |
dc.subject | recursive | - |
dc.subject | subspace tracking | - |
dc.title | A new recursive dynamic factor analysis for point and interval forecast of electricity price | en_US |
dc.type | Article | en_US |
dc.identifier.email | Chan, SC: ascchan@hkucc.hku.hk | en_US |
dc.identifier.email | Tsui, KM: kmtsui11@hku.hk | en_US |
dc.identifier.email | Hou, Y: yhhou@eee.hku.hk | en_US |
dc.identifier.authority | Chan, SC=rp00094 | en_US |
dc.identifier.authority | Tsui, KM=rp00181 | en_US |
dc.identifier.authority | Hou, Y=rp00069 | en_US |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1109/tpwrs.2012.2232314 | - |
dc.identifier.scopus | eid_2-s2.0-84880916459 | - |
dc.identifier.hkuros | 222531 | en_US |
dc.identifier.volume | 28 | en_US |
dc.identifier.issue | 3 | en_US |
dc.identifier.spage | 2352 | en_US |
dc.identifier.epage | 2365 | en_US |
dc.identifier.isi | WOS:000322989900031 | - |
dc.publisher.place | United States | - |
dc.identifier.issnl | 0885-8950 | - |