{"title":"校正电力价格的SAS(峰值-反峰值)SETARX模型","authors":"C. Lucheroni","doi":"10.1109/EEM.2012.6254740","DOIUrl":null,"url":null,"abstract":"Calibration of a threshold autoregressive econometric model able to include spikes and antispikes in the modelling of electricity hourly price time series is presented and discussed. The calibration method is tested on synthetic data obtained from the model itself.","PeriodicalId":383754,"journal":{"name":"2012 9th International Conference on the European Energy Market","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2012-05-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Calibration of a SAS (spike-antispike) SETARX model for electricity prices\",\"authors\":\"C. Lucheroni\",\"doi\":\"10.1109/EEM.2012.6254740\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Calibration of a threshold autoregressive econometric model able to include spikes and antispikes in the modelling of electricity hourly price time series is presented and discussed. The calibration method is tested on synthetic data obtained from the model itself.\",\"PeriodicalId\":383754,\"journal\":{\"name\":\"2012 9th International Conference on the European Energy Market\",\"volume\":\"1 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2012-05-10\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2012 9th International Conference on the European Energy Market\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/EEM.2012.6254740\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2012 9th International Conference on the European Energy Market","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/EEM.2012.6254740","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Calibration of a SAS (spike-antispike) SETARX model for electricity prices
Calibration of a threshold autoregressive econometric model able to include spikes and antispikes in the modelling of electricity hourly price time series is presented and discussed. The calibration method is tested on synthetic data obtained from the model itself.
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