Modeling electricity loads in California: ARMA models with hyperbolic noise

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dc.creatorNowicka-Zagrajek, J.
dc.creatorWeron, R.
dc.date2001-07-11
dc.date.accessioned2026-07-07T02:42:07Z
dc.date.available2026-07-07T02:42:07Z
dc.descriptionIn this paper we address the issue of modeling electricity loads. After analyzing properties of the deseasonalized loads from the California power market we fit an ARMA(1,6) model to the data. The obtained residuals seem to be independent but with tails heavier than Gaussian. It turns out that the hyperbolic distribution provides an excellent fit.
dc.description11 pages, 6 figures
dc.identifierhttps://arxiv.org/abs/cond-mat/0107226
dc.identifierhttp://arxiv.org/abs/cond-mat/0107226
dc.identifierSignal Processing 82 (2002)
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/18011
dc.subjectStatistical Mechanics
dc.titleModeling electricity loads in California: ARMA models with hyperbolic noise
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